UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D. C. 20549
FORM 10-K
Annual Report Pursuant to Section 13 or 15 (d) of the
Securities Exchange Act of 1934
For the fiscal year ended December 31, 1999
Commission File Numbers 33-95932; 33-38733;
333-33493; 333-48327; 333-63549; and 333-72661
RESIDENTIAL ACCREDIT LOANS, INC.
State of Incorporation: Delaware
I.R.S. Employer Identification Number: 51-0362653
8400 Normandale Lake Blvd, Suite 600
Minneapolis, Minnesota 55437
Telephone (612) 832-7000
Securities registered pursuant to Section 12(b) of the Act: None
Securities registered pursuant to Section 12(g) of the Act: None.
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 ____.
<PAGE>
RESIDENTIAL ACCREDIT LOANS, INC.
TABLE OF CONTENTS
Page #
PART I
Item 1. Business 2
Item 2. Properties 2
Item 3. Legal Proceedings 2
Item 4. Submission of Matters to a Vote of Security Holders 2
PART II
Item 5. Market for the Registrant's Common Equity and
Related Stockholder Matters 2
Item 6. Selected Financial Data 2
Item 7. Management's Discussion & Analysis of Financial
Condition and Results of Operations 2
Item 8. Financial Statements & Supplementary Financial
Data 3
Item 9. Changes in and Disagreements with Accountants
on Accounting & Financial Disclosure 3
PART III
Item 10. Directors and Executive Officers of the
Registrant 3
Item 11. Executive Compensation 3
Item 12. Security Ownership of Certain Beneficial
Owners and Management 3
Item 13. Certain Relationships and Related Transactions 3
PART IV
Item 14. Exhibits, Financial Statement Schedules and
Reports on Form 8-K 4
SIGNATURES 5
EXHIBITS 6
-1-
<PAGE>
PART I
Item 1. Business
Information not provided pursuant to Exemptive Order.
Item 2. Properties
Pursuant to the Exemptive Order the Master Servicer's Annual Statement
as to Compliance, dated March 30, 2000 are filed as Exhibit 1 under Item
14(a) hereof.
Item 3. Legal Proceedings
There are no material pending legal proceedings related to any series of
Certificates that involve the Trustee, Custodian, the Master Servicer or
the Registrant with respect to any such series.
Item 4. Submission of Matters to a Vote of Security Holders
Information not provided pursuant to Exemptive Order.
PART II
Item 5. Market for the Registrant's Common Equity and Related Matters
(a) There is no established public trading market for the Certificates.
(b) At December 31, 1999, the number of holders of record of each
outstanding series of Certificates is listed in Exhibit 3 under
Item 14(a) hereof.
(c)Not applicable.
Item 6. Selected Financial Data
Information not provided pursuant to Exemptive Order.
Item 7. Management's Discussion & Analysis of Financial Condition and
Results of Operations
-2-
<PAGE>
Information not provided pursuant to Exemptive Order.
Item 8. Financial Statements & Supplementary Financial Data
See the Master Servicer's Annual Statement of Compliance that is filed
as Exhibit 1 under Item 14(a) hereof; see also report dated March 20,
2000 prepared by the Master Servicer's independent accountant,
concerning the Master Servicer's servicing activities that is filed as
Exhibit 2 under Item 14(a) hereof.
Item 9. Disagreements on Accounting and Financial Disclosure
Not Applicable.
PART III
Item 10. Directors and Executive Officers of the Registrant
Information not provided pursuant to Exemptive Order.
Item 11. Executive Compensation
Information not provided pursuant to Exemptive Order.
Item 12. Security Ownership of Certain Beneficial Owners and Management
(a) Each holder of record of more than five percent (5%) of the
fractional undivided interest in a Mortgage Pool evidenced by a
series of Certificates, outstanding at December 31, 1999 is
listed in Exhibit 4 under Item 14(a) hereof.
(b) Not applicable
(c) Not applicable.
Item 13. Certain Relationships and Related Transactions
Information not provided pursuant to Exemptive Order.
-3-
<PAGE>
PART IV
Item 14. Exhibits, Financial Statement Schedules and Reports on Form 8-K
(a) EXHIBIT #
Officers' Annual Compliance Statements: 1
Residential Funding Corporation
Residential Funding Corporation Independent Auditors' Report on the
Uniform Single Audit Program for Mortgage Bankers 2
Part II, Item 5(b) 3
Part III, Item 12(a) 4
Audited financial statements for the year ended December 31, 1999 for
Ambac Financial Group, Inc.*
Audited financial statements for the year ended December 31, 1999 for
Municipal Bond Investors Assurance Corporation **
(b) See Item 2.
(c) Not applicable.
(d) Not applicable. No annual report or proxy material has
been sent to security holders.
- ----------------------
* Incorporated by reference to the audited financial statements of Ambac
Financial Group, Inc. Filed with the Securities and Exchange Commission on March
30, 2000 as part of its Annual Report on Form 10-K (Commission File #1-10777)
for the twelve-month period ended December 31, 1999.
** Incorporated by reference to the audited financial statements of Municipal
Bond Investors Assurance Corporation, Inc. Filed with the Securities and
Exchange Commission on March 29, 2000 as part of its Annual Report on Form 10-K
(Commission File #1-9583) for the twelve- month period ended December 31, 1999.
<PAGE>
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, thereto duly authorized, on this 30th day
of March, 2000.
RESIDENTIAL ACCREDIT LOANS, INC.
By: / s/ Christopher J. Nordeen
Christopher J. Nordeen
President
Pursuant to the requirements of the Securities Exchange Act of 1934, this
report has been executed below by the following persons on behalf of the
Registrant and in the capacities and on the dates indicated.
/s/ Christopher J. Nordeen
Christopher J. Nordeen
President
March 30, 2000
/s/ David C. Walker
David C. Walder
Assistant Treasurer
March 30, 2000
/s/ Davee L. Olson
Davee L. Olson
Chief Financial Officer
March 30,2000
<PAGE>
OFFICERS' ANNUAL COMPLIANCE CERTIFICATE
The undersigned, Managing Director and Director, respectively, of
Residential Funding Corporation (the "Master Servicer"), pursuant to the various
Pooling and Servicing Agreements (the "Agreements") under which RFC acts as
Master Servicer or Manager, which agreements require an annual statement of
compliance to be made to the Certificate holders by officers of the Master
Servicer, hereby certify that:
(i) a review of the activities of the Master Servicer during the preceding
calendar year and of performance under the Agreements has been made
under the undersigned officers' supervision;
(ii) to the best of the undersigned officers' knowledge, based on such
review, the Master Servicer has fulfilled its obligations in all
material respects throughout such year;
(iii) to the best of each undersigned officers' knowledge, based on such
review, each Subservicer and Servicer has fulfilled its obligations
under its servicing agreement in all material respects; and
(iv) the Company has fully complied with the provisions of Article II of
the Pooling and Servicing Agreement.
Dated: March 30, 2000
/s/ Bob Appel /s/ Karen Zaslansky
Bob Appel Karen Zaslansky
Managing Director Director
<PAGE>
Report of Independent Accountants
To the Board of Directors and Stockholder
of Residential Funding Corporation
We have examined management's assertion about Residential Funding Corporation's
(the "Company") compliance with the minimum servicing standards in their role as
Master Servicer as of and for the year ended December 31, 1999, included in the
accompanying management assertion. Such assertions were examined relating to
those mortgage loans included in the listing of mortgage loans and series of
certificates included in the attached Exhibit 1. Our testing procedures were
applied only to the series of certificates serviced on or before September 30,
1999. Direct servicing functions are performed by various subservicers.
Management is responsible for the Company's compliance with those minimum
servicing standards. Our responsibility is to express an opinion on management's
assertion about the entity's compliance based on our examination.
Our examination was made in accordance with standards established by the
American Institute of Certified Public Accountants and, accordingly, included
examining, on a test basis, evidence about the Company's compliance with their
minimum servicing standards and performing such other procedures as we
considered necessary in the circumstances. Loans and series of certificates
subject to such procedures were selected using sampling methods, and
accordingly, we make no representation that our examination procedures were
performed on a specific loan or series of certificates as listed in the attached
Exhibit 1. We believe that our examination provides a reasonable basis for our
opinion. Our examination does not provide a legal determination on the Company's
compliance with the standards.
In our opinion, management's assertion that the Company complied with the
aforementioned standards as of and for the year ended December 31, 1999, is
fairly stated, in all material respects.
/s/ PricewaterhouseCoopers LLP
Minneapolis, Minnesota
March 20, 2000
<PAGE>
Management's Assertion Concerning Compliance
with USAP Minimum Servicing Standards
March 20, 2000
PricewaterhouseCoopers LLP
650 South Third Street
Suite 1300
Minneapolis, MN 55402
As of and for the year ended December 31, 1999, Residential Funding Corporation
("RFC") has complied in all material respects with our minimum servicing
standards set forth below for those loans serviced for others under master
servicing arrangements. Direct servicing functions are performed by various
subservicers.
Our minimum standards are:
I. CUSTODIAL BANK ACCOUNTS
A. Reconciliations shall be prepared on a monthly basis for all custodial bank
accounts and related bank clearing accounts. These reconciliations shall:
1) Be mathematically accurate.
2) Be prepared within thirty (30) calendar days after the cutoff
date.
3) Be reviewed and approved by someone other than the person who
prepared the reconciliation, and document explanation for
reconciling items.
4) These reconciling items shall be resolved within ninety (90)
calendar days of their original identification.
B. Each custodial and escrow account as maintained by the master servicer
and subservicer shall be maintained in an eligible account in trust for
the applicable certificateholders as prescribed by applicable pooling
and servicing agreements.
C. Funds shall be advanced by the master servicer or the subservicer, as
required by applicable pooling and servicing agreements in accordance
with the amortization schedule of each mortgage loan, or for overdrafts
in the mortgagers escrow accounts.
II. SUBSERVICER REMITTANCES
A. Remittances for mortgage payments and payoffs received from subservicers
shall be deposited into the applicable investor custodial bank account
within one business day of receipt.
B. Remittances from subservicers shall be reconciled to applicable mortgager
records during the appropriate accounting cycle.
C. Reconciliations shall be performed monthly for each subservicer remittance.
These reconcilations shall:
1) Be mathematically accurate.
2) Be prepared within thirty (30) calendar days after the cutoff date.
III. DISBURSEMENTS
A. Disbursements to investors shall be made in accordance with the applicable
pooling and servicing agreements and/or the prospectus indicating how cash
flows are to be allocated.
B. Amounts remitted to investors per our investor reports shall agree with the
custodial bank statements.
C. Only permitted withdrawals per the applicable pooling and servicing
agreements shall be made from the custodial accounts for
certificateholders.
D. Disbursements of investor funds from custodial accounts via wire transfer
shall be made only by authorized personnel.
IV. INVESTOR ACCOUNTING AND REPORTING
Statements to the certificateholders shall be made with each monthly
distribution in accordance with applicable pooling and servicing agreements
detailing the applicable distribution activity and effect on the unpaid
principal balance of the mortgage loans.
V. MORTGAGOR LOAN ACCOUNTING
A. Uniform Single Attestation Program reports from external subservicers will
be obtained and reviewed to provide a basis in meeting our minimum
servicing standards.
B. Mortgage loan records shall agree with, or reconcile to, the mortgage loan
records maintained by the subservicer with respect to unpaid principal
balance on a monthly basis.
VI. DELIQUENCIES
Reports from subservicers identifying delinquent loans shall be received
and reviewed monthly. Reports shall be made with each distribution to
certificateholders as to the number and aggregate principal balances of
delinquent mortgage loans, based on the most recent reports furnished by
the subservicers.
VII. INSURANCE POLICIES
As of and for this same period, RFC had in effect a fidelity bond in the
amount $150,000,000 and an errors and omissions policy in the amount of
$100,000,000 for the first eight months of 1999 which was decreased to
$50,000,000 as of September 1, 1999.
/s/ Bruce Paradis
Bruce Paradis
Managing Director /President
/s/ Davee Olson
Davee Olson
Managing Director/ Chief Financial Officer
/s/ Christopher Gilson
Christopher Gilson
Managing Director
<PAGE>
Residential Funding Corporation
Serviced Series with Initial Cutoff Date Prior to September 30, 1999
December 31, 1999 Exhibit I
1986 Series
1986-12
1986-15
1987 Series
1987-1
1987-3
1987-4
1987-6
1987-S1
1987-S5
1987-U17
1987-U4
1987-U5
1987-WH1A
1987-WH1B
1987-WH1C
1988 Series
1988-U1
1989 Series
1989-S1
1989-SW1A
1989-SW1B
1989-SW2
1990 Series
1990-2
1990-3A
1990-3B
1990-C1AK
1990-C1A-K
1990-S14
1990-SW2A
1990-SW2B
1990-SW3
1990-WH2
1991 Series
1991-1A
1991-1B
1991-1C
1991-21A
1991-21B
1991-25A
1991-4
1991-MS3B
1991-R14
1991-R9
1991-S11
1991-SW1A
1991-SW1B
1991-SW1C
1991-SW5B
1992 Series
1992-2
1992-4
1992-J9
1992-S11
1992-S16
1992-S2
1992-S20
1992-S21
1992-S22
1992-S23
1992-S24
1992-S25
1992-S27
1992-S28
1992-S29
1992-S30
1992-S31
1992-S32
1992-S33
1992-S34
1992-S35
1992-S36
1992-S37
1992-S38
1992-S39
1992-S42
1992-S43
1992-S44
1992-S6
1992-S8
1992-S9
1992-SW12
1992-SW1A
1992-SW1B
1992-SW1C
1992-SW3
1992-SW4
1992-U11
1993 Series
1993-1
1993-6
1993-J2
1993-J4
1993-PC11A
1993-PC11B
1993-PC11C
1993-PC3
1993-PC6
1993-PC7
1993-PC9D
1993-PC9F
1993-PC9G
1993-PC9H
1993-PC9I
1993-PC9J
1993-S1
1993-S10
1993-S11
1993-S12
1993-S13
1993-S14
1993-S15
1993-S16
1993-S17
1993-S18
1993-S2
1993-S20
1993-S21
1993-S22
1993-S23
1993-S24
1993-S25
1993-S26
1993-S27
1993-S28
1993-S29
1993-S3
1993-S30
1993-S31
1993-S32
1993-S33
1993-S34
1993-S35
1993-S36
1993-S37
1993-S38
1993-S39
1993-S4
1993-S40
1993-S41
1993-S42
1993-S43
1993-S44
1993-S45
1993-S46
1993-S47
1993-S48
1993-S49
1993-S6
1993-S7
1993-S8
1993-S9
1993-WH10
1993-WH13
1993-WH13A
1993-WH15A
1993-WH15B
1993-WH15C
1993-WH15D
1993-WH15E94
1993-WH15F94
1993-WH15G94
1993-WH15K94
1993-WH4A
1993-WH4B
1993-WH4C
1993-WH8
1994 Series
1994-RS4
1994-S1
1994-S10
1994-S11
1994-S12
1994-S13
1994-S14
1994-S15
1994-S16
1994-S16I
1994-S16II
1994-S16III
1994-S17
1994-S18
1994-S19
1994-S2
1994-S20
1994-S3
1994-S5
1994-S6
1994-S7
1994-S8
1994-S9
1994-WH1
1994-WH10
1994-WH11A
1994-WH11B
1994-WH12
1994-WH14
1994-WH15
1994-WH16A
1994-WH16B
1994-WH16C
1994-WH16D
1994-WH17
1994-WH18
1994-WH2
1994-WH20
1994-WH21A
1994-WH21B
1994-WH23
1994-WH3
1994-WH4A
1994-WH4B
1994-WH4C
1994-WH4D
1994-WH4E
1994-WH4F
1994-WH5
1994-WH8
1995 Series
1995-1
1995-HWH1
1995-K1
1995-KS1
1995-KS2
1995-KS3
1995-KS4
1995-Q1
1995-QS1
1995-R20
1995-R5
1995-S1
1995-S10
1995-S11
1995-S12
1995-S13
1995-S14
1995-S15
1995-S16
1995-S17
1995-S18
1995-S19
1995-S2
1995-S21
1995-S3
1995-S4
1995-S6
1995-S7
1995-S8
1995-S9
1995-WH1
1995-WH10
1995-WH11
1995-WH14
1995-WH19
1995-WH20
1995-WH21
1995-WH22A
1995-WH4
1995-WH5
1995-WH8
1995-WH9
1996 Series
1996-HS1
1996-HS2
1996-KS1
1996-KS2
1996-KS3
1996-KS4I
1996-KS4II
1996-KS5
1996-QS1
1996-QS3
1996-QS3I
1996-QS3II
1996-QS4
1996-QS4I
1996-QS4II
1996-QS5
1996-QS6
1996-QS7
1996-QS7I
1996-QS7II
1996-QS8
1996-S1
1996-S10
1996-S11
1996-S12
1996-S13
1996-S14
1996-S14
1996-S15
1996-S16
1996-S17
1996-S18
1996-S19
1996-S2
1996-S20
1996-S21
1996-S22
1996-S23
1996-S24
1996-S25
1996-S3
1996-S4
1996-S5
1996-S6
1996-S7
1996-S8
1996-S9
1996-WH10
1996-WH14
1996-WH15A
1996-WH15B
1996-WH15C
1996-WH18
1996-WH18II
1996-WH19
1996-WH1A
1996-WH3
1996-WH4
1996-WH4B
1996-WH4C
1996-WH4D
1996-WH4E
1996-WH4F
1996-WH4G2
1996-WH4H
1996-WH4I
1996-WH4JI
1996-WH4JII
1996-WH5
1996-WH7
1997 Series
1997-HI1
1997-HI3
1997-HS5
1997-KS1I
1997-KS1II
1997-KS2
1997-KS3
1997-KS4
1997-NPC1
1997-NWH1
1997-NWH2
1997-NWH3
1997-NWH5
1997-NWH6
1997-NWH6B
1997-NWH7
1997-NWH8
1997-NWH9
1997-QS1
1997-QS10
1997-QS11
1997-QS12
1997-QS13
1997-QS2
1997-QS3
1997-QS4
1997-QS5
1997-QS6
1997-QS7
1997-QS8
1997-QS9
1997-QWH1
1997-S1
1997-S10
1997-S11
1997-S12
1997-S13
1997-S14
1997-S15
1997-S16
1997-S17
1997-S18
1997-S19
1997-S2
1997-S20
1997-S21
1997-S3
1997-S4
1997-S5
1997-S6
1997-S7
1997-S8
1997-S9
1997-WH10
1997-WH11
1997-WH12
1997-WH14A
1997-WH14B
1997-WH15
1997-WH16
1997-WH1A
1997-WH1BI
1997-WH1BII
1997-WH1CA
1997-WH1CB
1997-WH1D
1997-WH1E
1997-WH1F
1997-WH1F
1997-WH1G
1997-WH1HI
1997-WH1HII
1997-WH6
1997-WH8
1997-WH9
1998 Series
1998-HI2
1998-HI4
1998-HS1
1998-KS1
1998-KS1GR1
1998-KS2
1998-KS3
1998-KS3GR2
1998-KS4
1998-NS1
1998-NS2
1998-NWH2
1998-NWH4
1998-NWH8A
1998-NWH8B
1998-QS1
1998-QS10
1998-QS11
1998-QS12
1998-QS13
1998-QS14
1998-QS15
1998-QS16
1998-QS17
1998-QS2
1998-QS21
1998-QS3
1998-QS4
1998-QS5
1998-QS6
1998-QS7
1998-QS8
1998-QS9
1998-QWH1
1998-QWH2A
1998-QWH2B
1998-QWH2C
1998-QWH2D
1998-RS1
1998-S1
1998-S10
1998-S12
1998-S13
1998-S14
1998-S15
1998-S16
1998-S17
1998-S18
1998-S19
1998-S2
1998-S20
1998-S21
1998-S22
1998-S23
1998-S24
1998-S25
1998-S26
1998-S27
1998-S28
1998-S29
1998-S3
1998-S30
1998-S31
1998-S4
1998-S5
1998-S6
1998-S7
1998-S8
1998-S9
1998-WH10
1998-WH14
1998-WH1E
1998-WH3
1998-WH4
1998-WH7A
1998-WH7B
1998-WH7C
1998-WH8
1998-WH9A
1998-WH9B
1998-WHT1
1999 Series
1999-HS2
1999-HWH2
1999-KS1
1999-KS2
1999-KS3
1999-KS4
1999-NWH1
1999-NWH2
1999-NWH3
1999-NWH5A
1999-NWH5B
1999-QS1
1999-QS10
1999-QS11
1999-QS12
1999-QS13
1999-QS14
1999-QS2
1999-QS3
1999-QS4
1999-QS5
1999-QS6
1999-QS7
1999-QS8
1999-QS9
1999-QWH1
1999-QWH2
1999-QWH3
1999-RS1
1999-RS2
1999-RS3
1999-RS4
1999-S1
1999-S10
1999-S11
1999-S12
1999-S13
1999-S14
1999-S15
1999-S16
1999-S17
1999-S18
1999-S19
1999-S2
1999-S20
1999-S21
1999-S22
1999-S23
1999-S3
1999-S4
1999-S5
1999-S6
1999-S7
1999-S8
1999-S9
1999-WH10
1999-WH12
1999-WH14
1999-WH17
1999-WH2
1999-WH3
1999-WH4
1999-WH5
1999-WH8
<PAGE>
Residential Funding Corporation
Serviced Series with Initial Cutoff Date Prior to September 30, 1999
December 31, 1999 Exhibit II
Loans serviced for others
Liberty Lending Services, Inc.
Pool 5900
TeleBank
Pool 5901
Owensboro National Bank
Pool 5002
<PAGE>
RESIDENTIAL FUNDING MORTGAGE SECURITIES I, INC. Page 1
FORM 10-K
PART IV, Item 5(b)
EXHIBIT #4 Properties. 02/28/2000
Mortgage Pool Number of Holders of Record
1995-QS1 10
1996-QS1 14
1996-QS2 16
1996-QS3 19
1996-QS4 21
1996-QS5 34
1996-QS6 6
1996-QS7 38
1996-QS8 48
1997-QS1 19
1997-QS10 15
1997-QS11 12
1997-QS12 16
1997-QS13 28
1997-QS2 36
1997-QS3 30
1997-QS4 34
1997-QS5 19
1997-QS6 15
1997-QS7 19
1997-QS8 18
1997-QS9 15
1998-QS1 15
1998-QS10 19
1998-QS11 19
1998-QS12 23
1998-QS13 12
1998-QS14 16
1998-QS15 10
1998-QS16 11
1998-QS17 26
1998-QS2 20
1998-QS3 12
1998-QS4 18
1998-QS5 15
1998-QS6 22
1998-QS7 16
1998-QS8 12
1998-QS9 23
1999-QS1 16
1999-QS10 13
1999-QS2 19
1999-QS3 18
1999-QS4 11
1999-QS5 17
1999-QS6 15
1999-QS7 14
1999-QS8 11
1999-QS9 15
<PAGE>
RESIDENTIAL FUNDING MORTGAGE SECURITIES I, INC. Page 1
(as of 12/31/1999) 02/28/2000
Series
Class
Issue Date
CUSIP
Tax ID Holder Name and Address Face Amount Percent
AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA
1995-QS1 CEDE & CO 46,000,000.00 46.3665
A-4 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FAD5 NEW YORK, NY 10041
132555119
1995-QS1 CEDE & CO 22,100,000.00 22.2761
A-5 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FAE3 NEW YORK, NY 10041
132555119
1995-QS1 CEDE & CO 31,109,000.00 31.3569
A-6 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FAF0 NEW YORK, NY 10041
132555119
1996-QS1 CEDE & CO 31,852,000.00 25.6500
A-I-4 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FAK9 NEW YORK, NY 10041
132555119
1996-QS1 CEDE & CO 14,535,000.00 11.7049
A-I-5 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FAL7 NEW YORK, NY 10041
132555119
1996-QS1 CEDE & CO 18,417,136.00 14.8311
A-I-6 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FAM5 NEW YORK, NY 10041
132555119
1996-QS1 CEDE & CO 20,000,000.00 16.1058
A-I-7 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FAN3 NEW YORK, NY 10041
132555119
1996-QS1 CEDE & CO 29,374,968.00 23.6553
A-II C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FAQ6 NEW YORK, NY 10041
132555119
1996-QS1 AUER & CO 9,999,000.00 8.0521
R C/O BANKERS TRUST COMPANY
12/31/1999 ATTN: PRIVATE PLACEMENT UNIT
76196QS1R PO BOX 998
136064419 BOWLING GREEN STATION
NEW YORK, NY 10274
1996-QS2 CEDE & CO 14,000,000.00 15.1496
A-5 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FAW3 NEW YORK, NY 10041
132555119
1996-QS2 CEDE & CO 10,000,000.00 10.8212
A-6 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FAX1 NEW YORK, NY 10041
132555119
1996-QS2 CEDE & CO 26,000,000.00 28.1351
A-7 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FAY9 NEW YORK, NY 10041
132555119
1996-QS2 CEDE & CO 14,043,411.00 15.1966
A-8 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FAZ6 NEW YORK, NY 10041
132555119
1996-QS2 CEDE & CO 18,190,000.00 19.6837
A-9 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FBA0 NEW YORK, NY 10041
132555119
1996-QS2 AUER & CO 9,999,000.00 10.8201
R C/O BANKERS TRUST COMPANY
12/31/1999 ATTN: PRIVATE PLACEMENT UNIT
76196QS2R PO BOX 998
136064419 BOWLING GREEN STATION
NEW YORK, NY 10274
1996-QS3 CEDE & CO 19,000,000.00 15.1245
A-I-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FBM4 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1996-QS3 CEDE & CO 15,875,562.00 12.6374
A-I-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FBN2 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1996-QS3 CEDE & CO 17,436,000.00 13.8795
A-I-8 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FBK8 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1996-QS3 CEDE & CO 25,145,000.00 20.0161
A-I-9 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FBL6 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1996-QS3 CEDE & CO 20,551,438.00 16.3595
A-II C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FBP7 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1996-QS4 CEDE & CO 27,538,000.00 18.6992
A-I-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FCF8 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1996-QS4 CEDE & CO 26,811,000.00 18.2056
A-I-6 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FCB7 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1996-QS4 CEDE & CO 18,046,000.00 12.2539
A-I-7 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FCC5 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1996-QS4 CEDE & CO 9,094,000.00 6.1751
A-I-8 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FCD3 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1996-QS4 CEDE & CO 10,284,000.00 6.9832
A-I-9 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FCE1 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1996-QS4 CEDE & CO 16,021,000.00 10.8788
A-II-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FCG6 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1996-QS4 CEDE & CO 8,580,000.00 5.8261
A-II-2 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FCH4 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1996-QS4 HARE & CO 8,230,500.00 5.5888
M-1 C/O THE BANK OF NEW YORK
/ / P O BOX 11203
76110FCM3 NEW YORK NY 10286
###-##-####
1996-QS5 CEDE & CO 22,501,000.00 20.1030
A-I-10 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FDD2 NEW YORK, NY 10041
132555119
1996-QS5 CEDE & CO 16,926,000.00 15.1222
A-I-7 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FDA8 NEW YORK, NY 10041
132555119
1996-QS5 CEDE & CO 6,884,000.00 6.1504
A-I-8 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FDB6 NEW YORK, NY 10041
132555119
1996-QS5 CEDE & CO 11,229,000.00 10.0323
A-I-9 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FDC4 NEW YORK, NY 10041
132555119
1996-QS5 CEDE & CO 11,162,000.00 9.9724
A-II-1 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FDE0 NEW YORK, NY 10041
132555119
1996-QS5 BANK OF NEW YORK, ACTING THROUGH IT 10,000,000.00 8.9343
A-V-1 LONDON BRANCH AS TRUSTEE FOR NOTEHO
12/31/1999 UNDER INDENTURE DEED OF CHARGE AND
796QS5AV1 CUSTODY AGREEMENT EACH DATED AUG 28
000000000 101 BARCLAY STREET, FLOOR 12 EAST
NEW YORK, NY 10286
1996-QS5 AUER & CO. 10,000,000.00 8.9343
A-V-2 C/O BANKERS TRUST CO.
12/31/1999 PO BOX 998
796QS5AV2 BOWLING GREEN STATION
136064419 NEW YORK, NY 10274
1996-QS5 SECURITY LIFE OF DENVER 7,918,500.00 7.0746
M-1 ING INVESTMENT MANAGEMENT
12/31/1999 5780 POWERS FERRY RD, NW ST 300
76110FDJ9 ATTN LLOYD FLOOD
840499703 ATLANTA GA 30327-4349
1996-QS6 CEDE & CO 138,145,180.00 99.3000
A C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FCQ4 NEW YORK, NY 10041
132555119
1996-QS7 CEDE & CO 11,650,000.00 8.5935
A-I-10 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FDZ3 NEW YORK, NY 10041
132555119
1996-QS7 CEDE & CO 30,421,000.00 22.4398
A-I-11 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FEA7 NEW YORK, NY 10041
132555119
1996-QS7 CEDE & CO 8,619,000.00 6.3577
A-I-12 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FEB5 NEW YORK, NY 10041
132555119
1996-QS7 CEDE & CO 22,526,000.00 16.6162
A-I-9 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FDY6 NEW YORK, NY 10041
132555119
1996-QS7 CEDE & CO 20,104,000.00 14.8296
A-II C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FEC3 NEW YORK, NY 10041
132555119
1996-QS7 BANK OF NEW YORK, ACTING THROUGH IT 10,000,000.00 7.3764
A-V-1 LONDON BRANCH AS TRUSTEE FOR NOTEHO
12/31/1999 UNDER INDENTURE DEED OF CHARGE AND
796QS7AV1 CUSTODY AGREEMENT EACH DATED AUG 28
000000000 101 BARCLAY STREET, FLOOR 12 EAST
NEW YORK, NY 10286
1996-QS7 AUER & CO. 10,000,000.00 7.3764
A-V-2 C/O BANKERS TRUST CO.
12/31/1999 PO BOX 998
796QS7AV2 BOWLING GREEN STATION
136064419 NEW YORK, NY 10274
1996-QS7 BOST & CO 9,114,600.00 6.7233
M-1 C/O MELLON BANK
12/31/1999 P O BOX 3195
76110FEG4 PITTSBURGH, PA 15230-3195
046013753
1996-QS8 CEDE & CO 20,953,719.00 14.2586
A-10 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FEU3 NEW YORK, NY 10041
132555119
1996-QS8 CEDE & CO 13,975,000.00 9.5097
A-11 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FEV1 NEW YORK, NY 10041
132555119
1996-QS8 CEDE & CO 20,646,958.00 14.0498
A-13 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FEX7 NEW YORK, NY 10041
132555119
1996-QS8 BANK OF NEW YORK, ACTING THROUGH IT 10,000,000.00 6.8048
A-15-1 LONDON BRANCH AS TRUSTEE FOR NOTEHO
12/31/1999 UNDER INDENTURE DEED OF CHARGE AND
96QS8A151 CUSTODY AGREEMENT EACH DATED AUG 28
000000000 101 BARCLAY STREET, FLOOR 12 EAST
NEW YORK, NY 10286
1996-QS8 AUER & CO. 10,000,000.00 6.8048
A-15-2 C/O BANKERS TRUST CO.
12/31/1999 PO BOX 998
96QS8A152 BOWLING GREEN STATION
136064419 NEW YORK, NY 10274
1996-QS8 CEDE & CO 31,579,563.00 21.4892
A-7 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FER0 NEW YORK, NY 10041
132555119
1996-QS8 CEDE & CO 10,000,000.00 6.8048
A-8 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FES8 NEW YORK, NY 10041
132555119
1997-QS1 CEDE & CO 10,267,765.00 7.4417
A-10 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FFP3 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS1 CEDE & CO 47,506,000.00 34.4306
A-11 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FFQ1 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS1 CEDE & CO 31,511,646.00 22.8385
A-6 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FFK4 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS1 CEDE & CO 19,068,000.00 13.8198
A-9 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FFN8 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS10 CEDE & CO 199,969,492.00 61.3022
A-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FMN0 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS10 CEDE & CO 25,143,000.00 7.7078
A-3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FMQ3 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS10 CEDE & CO 64,916,508.00 19.9007
A-4 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FMR1 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS11 CEDE & CO 99,650,000.00 94.9582
A-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FLZ4 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS12 CEDE & CO 22,405,757.00 9.3152
A-2 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FNC3 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS12 CEDE & CO 62,824,125.00 26.1191
A-3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FND1 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS12 CEDE & CO 24,294,118.00 10.1003
A-4 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FNE9 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS12 CEDE & CO 26,000,000.00 10.8095
A-5 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FNF6 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS12 CEDE & CO 22,583,041.00 9.3889
A-6 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FNG4 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS12 CEDE & CO 59,318,800.00 24.6618
A-7 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FNR0 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS13 CEDE & CO 31,499,000.00 8.1278
A-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FNS8 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS13 CEDE & CO 100,038,312.00 25.8131
A-11 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FPC1 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS13 CEDE & CO 26,249,000.00 6.7731
A-15 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FPG2 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS13 CEDE & CO 40,799,000.00 10.5275
A-3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FNU3 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS13 CEDE & CO 62,999,000.00 16.2558
A-7 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FNY5 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS13 CEDE & CO 68,339,000.00 17.6337
A-9 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FPA5 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS2 CEDE & CO 31,108,570.00 21.8791
A-1 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FFY4 NEW YORK, NY 10041
132555119
1997-QS2 BANK OF NEW YORK, ACTING THROUGH IT 10,000,000.00 7.0331
A-10-1 LONDON BRANCH AS TRUSTEE FOR NOTEHO
12/31/1999 UNDER INDENTURE DEED OF CHARGE AND
97QS2A101 CUSTODY AGREEMENT EACH DATED AUG 28
000000000 101 BARCLAY STREET, FLOOR 12 EAST
NEW YORK, NY 10286
1997-QS2 AUER & CO. 10,000,000.00 7.0331
A-10-2 C/O BANKERS TRUST CO.
12/31/1999 PO BOX 998
97QS2A102 BOWLING GREEN STATION
136064419 NEW YORK, NY 10274
1997-QS2 CEDE & CO 18,200,000.00 12.8003
A-4 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FGB3 NEW YORK, NY 10041
132555119
1997-QS2 CEDE & CO 10,000,000.00 7.0331
A-5 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FGC1 NEW YORK, NY 10041
132555119
1997-QS2 CEDE & CO 7,371,430.00 5.1844
A-6 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FGD9 NEW YORK, NY 10041
132555119
1997-QS2 CEDE & CO 10,400,783.00 7.3150
A-7 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FGE7 NEW YORK, NY 10041
132555119
1997-QS2 CEDE & CO 31,000,000.00 21.8027
A-8 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FGF4 NEW YORK, NY 10041
132555119
1997-QS3 BANK OF NEW YORK, ACTING THROUGH IT 10,000,000.00 10.6802
A-10-1 LONDON BRANCH AS TRUSTEE FOR NOTEHO
12/31/1999 UNDER INDENTURE DEED OF CHARGE AND
97QS3A101 CUSTODY AGREEMENT EACH DATED AUG 28
000000000 101 BARCLAY STREET, FLOOR 12 EAST
NEW YORK, NY 10286
1997-QS3 AUER & CO. 10,000,000.00 10.6802
A-10-2 C/O BANKERS TRUST CO.
12/31/1999 PO BOX 998
97QS3A102 BOWLING GREEN STATION
136064419 NEW YORK, NY 10274
1997-QS3 CEDE & CO 23,490,000.00 25.0877
A-4 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FGV9 NEW YORK, NY 10041
132555119
1997-QS3 CEDE & CO 7,138,000.00 7.6235
A-5 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FGW7 NEW YORK, NY 10041
132555119
1997-QS3 CEDE & CO 27,500,000.00 29.3705
A-8 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FGZ0 NEW YORK, NY 10041
132555119
1997-QS3 HARE & CO 5,346,700.00 5.7104
M-1 C/O BANK OF NEW YORK
12/31/1999 P O BOX 11203
76110FHD8 NEW YORK, NY 10249
136062916
1997-QS4 CEDE & CO 22,398,546.00 13.8160
A-3 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FHM8 NEW YORK, NY 10041
132555119
1997-QS4 CEDE & CO 24,498,244.00 15.1111
A-4 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FHN6 NEW YORK, NY 10041
132555119
1997-QS4 CEDE & CO 17,675,100.00 10.9025
A-5 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FHP1 NEW YORK, NY 10041
132555119
1997-QS4 CEDE & CO 52,000,000.00 32.0749
A-7 C/O THE DEPOSITORY TRUST COMPANY
12/31/1999 55 WATER STREET
76110FHR7 NEW YORK, NY 10041
132555119
1997-QS4 BANK OF NEW YORK, ACTING THROUGH IT 10,000,000.00 6.1683
A-9-1 LONDON BRANCH AS TRUSTEE FOR NOTEHO
12/31/1999 UNDER INDENTURE DEED OF CHARGE AND
797QS4A91 CUSTODY AGREEMENT EACH DATED AUG 28
000000000 101 BARCLAY STREET, FLOOR 12 EAST
NEW YORK, NY 10286
1997-QS4 AUER & CO. 10,000,000.00 6.1683
A-9-2 C/O BANKERS TRUST CO.
12/31/1999 PO BOX 998
797QS4A92 BOWLING GREEN STATION
136064419 NEW YORK, NY 10274
1997-QS5 CEDE & CO 29,956,909.00 17.9192
A-3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FJB0 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS5 CEDE & CO 11,785,091.00 7.0494
A-5 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FJD6 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS5 CEDE & CO 18,143,000.00 10.8525
A-6 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FJE4 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS5 CEDE & CO 42,917,000.00 25.6715
A-8 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FJG9 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS5 CEDE & CO 42,917,000.00 25.6715
A-9 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FJH7 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS6 CEDE & CO 15,683,000.00 24.8043
A-2 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FJS3 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS6 CEDE & CO 18,746,000.00 29.6488
A-3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FJT1 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS6 CEDE & CO 21,277,000.00 33.6519
A-5 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FJV6 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS7 CEDE & CO 82,491,000.00 48.4219
A-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FKC6 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS7 CEDE & CO 11,000,000.00 6.4570
A-3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FKE2 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS7 CEDE & CO 17,500,000.00 10.2724
A-5 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FKG7 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS7 CEDE & CO 17,500,000.00 10.2724
A-6 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FKH5 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS7 CEDE & CO 21,925,000.00 12.8699
A-7 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FKJ1 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS8 CEDE & CO 54,507,000.00 38.2076
A-10 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FLD3 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS8 CEDE & CO 16,320,750.00 11.4403
A-3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FKW2 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS8 CEDE & CO 16,496,308.00 11.5634
A-7 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FLA9 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS8 CEDE & CO 25,998,036.00 18.2238
A-8 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FLB7 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS8 HARE & CO 7,631,000.00 5.3491
M-1 C/O THE BANK OF NEW YORK
/ / P O BOX 11203
76110FLH4 NEW YORK NY 10286
###-##-####
1997-QS9 CEDE & CO 22,971,538.00 14.1953
A-3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FLN1 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS9 CEDE & CO 17,163,462.00 10.6062
A-5 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FLQ4 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS9 CEDE & CO 29,977,000.00 18.5243
A-6 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FLR2 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS9 CEDE & CO 16,065,000.00 9.9274
A-7 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FLS0 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS9 CEDE & CO 54,645,000.00 33.7679
A-8 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FLT8 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1997-QS9 ELL & CO 8,130,000.00 5.0239
M-1 C/O THE NORTHERN TRUST CO
/ / BOX 92395
76110FLW1 CHICAGO IL 60675-2395
###-##-####
1998-QS1 CEDE & CO 64,326,000.00 19.8336
A-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FPU1 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS1 CEDE & CO 117,395,000.00 36.1964
A-2 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FPV9 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS1 CEDE & CO 51,380,000.00 15.8420
A-3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FPW7 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS1 CEDE & CO 65,040,000.00 20.0538
A-5 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FPY3 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS10 CEDE & CO 25,000,000.00 18.9574
A-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FUR2 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS10 CEDE & CO 16,186,000.00 12.2737
A-10 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FVA8 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS10 CEDE & CO 12,434,000.00 9.4286
A-3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FUT8 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS10 CEDE & CO 17,404,000.00 13.1973
A-4 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FUU5 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS10 CEDE & CO 7,831,000.00 5.9382
A-5 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FUV3 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS10 CEDE & CO 13,853,000.00 10.5046
A-6 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FUW1 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS10 CEDE & CO 14,886,000.00 11.2880
A-7 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FUX9 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS10 CEDE & CO 8,409,000.00 6.3765
A-8 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FUY7 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS11 CEDE & CO 112,117,000.00 23.3605
A-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FWH2 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS11 CEDE & CO 47,967,000.00 9.9943
A-2 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FWJ8 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS11 CEDE & CO 67,521,000.00 14.0685
A-3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FWK5 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS11 CEDE & CO 30,346,000.00 6.3228
A-4 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FWL3 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS11 CEDE & CO 45,610,000.00 9.5032
A-5 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FWM1 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS11 CEDE & CO 28,628,000.00 5.9649
A-6 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FWN9 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS11 CEDE & CO 96,429,000.00 20.0917
A-9 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FWR0 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS12 CEDE & CO 188,037,444.00 58.7458
CB1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FXN8 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS12 CEDE & CO 25,499,800.00 7.9665
NB1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FXQ1 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS12 CEDE & CO 21,430,159.00 6.6951
NB3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FXS7 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS12 CEDE & CO 20,899,000.00 6.5292
NB8 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FXX6 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS13 CEDE & CO 112,514,000.00 71.6653
CB C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FXB4 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS13 CEDE & CO 37,758,000.00 24.0498
NB C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FXC2 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS14 CEDE & CO 104,208,000.00 24.3523
A-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FYK3 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS14 CEDE & CO 97,975,000.00 22.8957
A-2 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FYL1 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS14 CEDE & CO 46,000,000.00 10.7497
A-3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FYM9 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS14 CEDE & CO 37,995,000.00 8.8790
A-4 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FYN7 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS14 CEDE & CO 25,759,000.00 6.0196
A-5 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FYP2 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS14 CEDE & CO 88,071,000.00 20.5813
A-6 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FYQ0 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS15 CEDE & CO 250,018,000.00 58.1221
CB C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FZL0 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS15 CEDE & CO 150,029,000.00 34.8775
NB C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FZM8 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS16 CEDE & CO 109,739,000.00 95.4717
A-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FZA4 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS17 CEDE & CO 100,000,000.00 17.7021
A-2 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FZY2 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS17 CEDE & CO 33,937,000.00 6.0076
A-3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FZZ9 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS17 CEDE & CO 200,070,000.00 35.4166
CB C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FA60 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS17 CEDE & CO 73,215,000.00 12.9606
NB1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FA78 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS2 CEDE & CO 158,282,400.00 36.4899
A-2 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FQK2 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS2 CEDE & CO 82,584,000.00 19.0386
A-3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FQL0 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS2 CEDE & CO 38,888,850.00 8.9653
A-4 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FQM8 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS2 CEDE & CO 86,753,900.00 20.0000
A-7 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FQQ9 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS3 CEDE & CO 115,517,963.00 73.5433
A-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FRB1 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS3 CEDE & CO 34,880,737.00 22.2065
A-2 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FRC9 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS4 CEDE & CO 135,006,400.00 33.3002
A-I1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FRM7 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS4 CEDE & CO 59,732,445.00 14.7334
A-I2 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FRN5 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS4 CEDE & CO 41,218,155.00 10.1667
A-I3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FRP0 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS4 CEDE & CO 64,868,000.00 16.0001
A-I5 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FRR6 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS4 CEDE & CO 75,203,000.00 18.5493
A-II C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FRS4 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS5 CEDE & CO 151,551,000.00 43.1271
A-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FSD6 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS5 CEDE & CO 75,936,500.00 21.6094
A-2 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FSE4 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS5 CEDE & CO 67,790,000.00 19.2911
A-5 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FSH7 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS6 CEDE & CO 20,174,375.00 5.0713
CB1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FSS3 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS6 CEDE & CO 39,313,092.00 9.8822
CB2 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FST1 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS6 CEDE & CO 20,500,000.00 5.1531
CB5 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FSW4 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS6 CEDE & CO 136,500,000.00 34.3122
CB6 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FSX2 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS6 CEDE & CO 28,438,625.00 7.1487
CB7 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FSY0 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS6 CEDE & CO 75,900,500.00 19.0792
NB1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FSZ7 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS7 CEDE & CO 172,668,000.00 42.7623
CB1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FTZ6 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS7 CEDE & CO 35,551,000.00 8.8044
CB2 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FUA9 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS7 CEDE & CO 44,215,000.00 10.9501
CB3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FUB7 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS7 CEDE & CO 32,242,000.00 7.9849
NB1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FUC5 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS7 CEDE & CO 77,840,000.00 19.2776
NB2 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FUD3 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS8 CEDE & CO 124,454,000.00 71.8080
CB C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FTN3 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS8 CEDE & CO 41,430,000.00 23.9044
NB C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FTP8 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS9 CEDE & CO 99,000,000.00 23.1315
A-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FVL4 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS9 CEDE & CO 28,126,000.00 6.5717
A-12 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FVX8 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS9 CEDE & CO 43,000,000.00 10.0470
A-2 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FVM2 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS9 CEDE & CO 60,000,000.00 14.0191
A-3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FVN0 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS9 CEDE & CO 27,000,000.00 6.3086
A-4 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FVP5 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS9 CEDE & CO 52,500,000.00 12.2667
A-5 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FVQ3 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS9 CEDE & CO 36,500,000.00 8.5283
A-6 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FVR1 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1998-QS9 CEDE & CO 25,000,000.00 5.8413
A-7 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FVS9 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS1 CEDE & CO 49,523,000.00 18.4202
A-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FC84 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS1 CEDE & CO 25,000,000.00 9.2988
A-2 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FC92 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS1 CEDE & CO 25,001,570.00 9.2994
A-3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FD26 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS1 CEDE & CO 14,025,030.00 5.2166
A-5 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FD42 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS1 CEDE & CO 133,990,656.00 49.8381
A-6 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FD59 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS10 CEDE & CO FAST 268,170,000.00 76.0289
A-1 P. O. BOX 20
/ / BOWLING GREEN STATION
76110FV34 NEW YORK NY 10274
13-2555119
1999-QS10 CEDE & CO FAST 24,330,000.00 6.8978
A-2 P. O. BOX 20
/ / BOWLING GREEN STATION
76110FV42 NEW YORK NY 10274
13-2555119
1999-QS10 CEDE & CO FAST 32,602,000.00 9.2430
A-3 P. O. BOX 20
/ / BOWLING GREEN STATION
76110FV59 NEW YORK NY 10274
13-2555119
1999-QS2 CEDE & CO 18,049,000.00 5.6095
A-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FG80 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS2 CEDE & CO 95,030,000.00 29.5347
A-2 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FE74 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS2 CEDE & CO 135,727,000.00 42.1830
A-3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FE82 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS2 CEDE & CO 32,176,000.00 10.0001
A-9 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FF65 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS3 CEDE & CO 167,033,000.00 32.7885
A-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FJ38 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS3 CEDE & CO 25,854,000.00 5.0751
A-3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FJ53 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS3 CEDE & CO 45,000,000.00 8.8335
A-4 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FJ61 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS3 CEDE & CO 60,600,000.00 11.8957
A-5 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FJ79 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS3 CEDE & CO 100,000,000.00 19.6299
A-6 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FJ87 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS3 CEDE & CO 47,527,000.00 9.3295
A-8 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FK28 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS4 CEDE & CO 200,000,000.00 95.4836
A-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FG98 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS5 CEDE & CO 166,515,517.00 56.2540
CB1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FL50 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS5 CEDE & CO 36,987,960.00 12.4957
NB1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FL76 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS5 CEDE & CO 21,500,000.00 7.2634
NB4 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FM26 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS5 CEDE & CO 24,546,330.00 8.2925
NB5 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FM34 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS6 CEDE & CO 226,382,557.00 56.2812
CB1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FN58 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS6 CEDE & CO 114,280,000.00 28.4112
NB1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FN74 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS7 CEDE & CO 260,286,000.00 74.2592
A-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FQ30 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS7 CEDE & CO 35,050,000.00 9.9997
A-3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FQ55 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS8 CEDE & CO 100,048,000.00 95.6318
A-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FR88 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS9 CEDE & CO 165,986,000.00 61.2917
A-1 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FT29 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS9 CEDE & CO 27,081,000.00 9.9999
A-3 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FT45 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
1999-QS9 CEDE & CO 37,000,000.00 13.6626
A-5 C/O THE DEPOSITORY TRUST COMPANY
/ / P. O. BOX 20
76110FT60 BOWLING GREEN STATION
13-2555119 NEW YORK NY 10274
<PAGE>
