UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 20549
FORM 10-K
(Mark One)
|_| ANNUAL REPORT PURSUANT TO SECTION 13 OR 15(D) OF THE SECURITIES EXCHANGE ACT OF 1934
or
|X| TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
FOR THE FISCAL YEAR ENDED: COMMISSION FILE NUMBER:
December 31, 2001 333-59424For Transition period January 1, 2003 through June 30, 2003.
--------------------------------------
Commission file number: 000-20949
MBNA AMERICA BANK, NATIONAL ASSOCIATION,
ON BEHALF OF
MBNA MASTER CREDIT CARD TRUST II
(Issuer in respect of the MBNA Master Credit Card Trust II
Fixed and Floating Rate Asset Backed Certificates)
(EXACT NAME OF REGISTRANT AS SPECIFIED IN ITS CHARTER)
United States of America 51-0331-454
(STATE OR OTHER JURISDICTION (I.R.S. EMPLOYER
OF INCORPORATION OR ORGANIZATION) IDENTIFICATION NO.)
Wilmington, DE. 19884-0781
(ADDRESS OF PRINCIPAL EXECUTIVE OFFICES) (ZIP CODE)
REGISTRANT'S TELEPHONE NUMBER, INCLUDING AREA CODE:
(800) 362-6255
SECURITIES REGISTERED PURSUANT TO SECTION 12(B) OF THE ACT:
None
SECURITIES REGISTERED PURSUANT TO SECTION 12(G) OF THE ACT:
MBNA Master Credit Card Trust II,
Series 1995-A, Series 1995-C, Series 1995-E, Series 1995-J, Series 1996-A, Series 1996-E, Series 1996-G, Series 1996-J, Series 1996-K, Series 1996-M, Series 1997-B, Series 1997-C, Series
1997-E, Series 1997-F, Series 1997-I, Series 1997-J, Series 1997-K, Series 1997-M, Series 1998-A, Series 1998-D, Series 1999-B, Series 1999-D, Series 1999-E, Series 1999-G, Series 1999-H, Series 1999-I, Series 1999-J,
Series 1999-M, Series 2000-A, Series 2000-E, Series 2000-I, Series 2000-L, Series 2001-A, and Series 2001-B.2000-L.
Fixed and Floating Rate Asset Backed Certificates
INDICATE BY CHECK MARK WHETHER THE REGISTRANT HAS (1) 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 [ ]
STATE THE AGGREGATE MARKET VALUE OF THE VOTING STOCK HELD BY NON-AFFILIATES OF THE REGISTRANT.
TheIndicate 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 II of the Form 10-K or any amendment to this form 10-K. |_|
Indicate by check mark whether the registrant is an accelerated filer (as defined in rule 12b-2 of the Act). Yes |_| No |X|
State the aggregate market value of the voting and non-voting common equity held by non-affiliates computed by reference to the price
at which the common equity was last sold, or the average bid and asked price of such common equity, as of the last business day of
the registrant's most recently completed second fiscal quarter.
Registrant has no voting stock or class of common stock outstanding as of the date of this report.
Registrant has not been involved in bankruptcy proceedings during the preceding five years.
Registrant is not reporting as a corporate issuer.
Documents incorporated by reference:
No documents are being incorporated by reference
INTRODUCTORY NOTE
-----------------
MBNA America Bank, National Association (the "Originator") is the originator, seller, and servicer under the Pooling and Servicing
Agreement (the "Agreement"), dated as of August 4, 1994, and the Series 1995-A, , Series 1995-C, Series 1995-E, Series 1995-J, Series 1996-A, Series 1996-B, Series 1996-E, Series 1996-G, Series
1996-J, Series 1996-K, Series 1996-M, Series 1997-B, Series 1997-C, Series 1997-E, Series 1997-F, Series 1997-I, Series 1997-J, Series 1997-K, Series 1997-M, Series 1998-A, Series 1998-C, Series 1998-D,
Series 1998-E, Series 1998-F, Series 1998-G, Series 1998-J, Series 1999-A, Series 1999-B, Series 1999-D, Series 1999-E, Series 1999-G, Series
1999-H, Series 1999-I, Series 1999-J, Series 1999-L, Series 1999-M, Series 2000-A, Series 2000-B, Series 2000-C, Series 2000-D, Series 2000-E, Series 2000-F,
Series 2000-G, Series 2000-H, Series 2000-I, Series 2000-K, Series 2000-L, Series 2001-A and Series 2001-B.2001-B Supplements dated as of
March 22, 1995, June 29, 1995, August 2, 1995,
November 21, 1995, February 28, 1996, March 26, 1996, May 21, 1996, July 17, 1996, September 19, 1996, October 24, 1996, November 26, 1996, February 27,
1997, March 26, 1997, May 8, 1997, June 18, 1997, August 26, 1997, September 10, 1997, October 22, 1997, November 6, 1997, March 18, 1998, June 24, 1998, July 30, 1998, August 11, 1998, August 26, 1998,
September 10, 1998, October 29, 1998, March 25, 1999, March 26, 1999, June 3, 1999, July 7, 1999, July 29, 1999, August 18, 1999, September 8, 1999, September 23,
1999, November 5, 1999, December 1, 1999, March 6, 2000, March 28,8, 2000, April 13, 2000, May 11, 2000, June 1, 2000, June 23, 2000, July 20, 2000,
August 23, 2000, September 8, 2000, November 21, 2000, December 13, 2000, February 20, 2001, and March 8, 2001 respectively, by and
between the Originator and the trustee, providing for the issuance of the MBNA Master Credit Card Trust II, Series 1995-A, Series
1995-C, Series 1995-E, Series 1995-J, Series 1996-A, Series 1996-B, Series
1996-E, Series 1996-G, Series 1996-J, Series 1996-K, Series 1996-M, Series 1997-B, Series 1997-C, Series 1997-E,
Series 1997-F, Series 1997-I,
Series 1997-J, Series 1997-K, Series 1997-M, Series 1998-A, Series 1998-C, Series 1998-D, Series 1998-E, Series 1998-F, Series 1998-G, Series 1998-J, Series 1999-A, Series
1999-B, Series 1999-D, Series 1999-E, Series 1999-G, Series 1999-H, Series 1999-I, Series 1999-J, Series 1999-L, Series 1999-M, Series 2000-A, Series 2000-B, Series 2000-C,
Series 2000-D, Series 2000-E, Series 2000-F, Series 2000-G, Series 2000-H, Series 2000-I, Series 2000-K, Series 2000-L, Series
2001-A, and Series 2001-B.2001-B Fixed and Floating Rate Asset Backed Certificates (the "Certificates") and is the originator of the MBNA
Master Credit Card Trust II (the "Trust" and the "Registrant").The. The Certificates do not represent obligations of or interestsinterest in MBNA. In November 1988, MBNAthe
Originator. The Originator has made application underpursuant to Section 12 (h) of the Securities Exchange Act of 1934 for an exemption
from certain reporting requirements. On December 30, 1988, the staffPursuant to an Order of the Securities and Exchange Commission's Division of Corporation Finance granted MBNA's exemption request, pursuant to which MBNACommission dated December 30, 1988 granting
Originator's application, Originator is not required to respond to various items of Form 10-K. Such items are designated herein as
"Not Applicable".
PART I
------
Item 1. Business
- ------- --------
Not Applicable
Item 2. Properties
- ------- ----------
Not Applicable
Item 3. Legal Proceedings
- ------- -----------------
None
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.
--------------------------------
The Certificates representing investors' interests in the Trust
are represented by a single Certificate registered in the name of
Cede &and Co., the nominee of The Depository Trust Company.
Item 6. Selected Financial Data
- ------- -----------------------
Not Applicable
Item 7. Management's Discussion and Analysis of Financial Condition and
- ------- Results of Operations
---------------------------------------------------------------
Not Applicable
Item 7A. Quantitative and Qualitative Disclosure About Market Risk
- -------- ---------------------------------------------------------
Not Applicable
Item 8. Financial Statements and Supplementary Data
- ------- -------------------------------------------
Not Applicable
Item 9. Changes In And Disagreements With Accountants On Accounting
- ------- And Financial Disclosure.
-----------------------------------------------------------
None
Item 10. Directors and Executive Officers of the Registrant
- -------- --------------------------------------------------
Not Applicable
Item 11. Executive Compensation
- -------- ----------------------
Not Applicable
PART III
--------
Item 12. Security Ownership Of Certain Beneficial Owners And Management
- -------- --------------------------------------------------------------
(a) The Certificates of each Series representing investors' interests in the Trust and are represented by one or more Certificates
registered in the name of Cede &and Co., the nominee of The Depository Trust Company ("DTC"), and an investor holding an interest in the
Trust is not entitled to receive a Certificate representing such interest except in certain limited circumstances. Accordingly, Cede
&and Co. is the sole holder of record of Certificates, which it held on behalf of brokers, dealers, banks and other direct participants
in the DTC system at December
31, 2001.June 30, 2003. Such direct participants may hold Certificates for their own accounts or for the accounts of
their customers. At December 31, 2001,June 30, 2003, the following direct DTC participants held positions in Certificates representing interests in
the Trust equal to or exceeding 5% of the total principal amount of the Certificates of each Series outstanding on that date:date. The
information on DTC participants' held positions is provided by DTC.
Aggregate
Amount of Percentage
Title Certificates Of
Class Name Held Ownership
- ----------------------------- ---------------------------------------- ---------------- ------------
Series 1994-C
Class A Bank of New York (The) $ 85,718,000 9.85%
Bankers Trust Company 81,900,000 9.41%
Chase Manhattan Bank 275,675,000 31.69%
Deutsche Bank A.G., New York Branch 65,380,000 7.51%
State Street Bank and Trust Company 182,045,000 20.92%
Class B Bank One Trust Company, N.A. $ 14,000,000 31.11%
Chase Manhattan Bank 18,250,000 40.56%
State Street Bank and Trust Company 5,065,000 11.26%
SSB - Bank Portfolio 7,000,000 15.56%----------
Series 1995-A
Class A
Bank of New York (The) $28,000,000 5.60%
Bankers$29,605,000 5.92%
Deutsche Bank Trust Company 95,350,000 19.06%
Boston Safe Deposit and Trust Company 39,000,000 7.80%
Citibank, N.A. 35,000,000 7.00%Americas 47,910,000 9.58%
JPMorgan Chase Bank 121,139,000 24.22%209,904,000 41.96%
JPMorgan Chase Bank/Greenwich Capital 27,000,000 5.40%
Merrill Lynch, Pierce Fenner &and Smith Safekeeping 30,211,000 6.04%30,796,000 6.16%
State Street Bank and Trust Company 43,500,000 8.70%73,875,000 14.77%
Class B Bankers Trust Company $5,000,000 19.32%
Citibank, N.A. $ 8,000,000 30.92%
JPMorgan Chase Bank 2,875,000 11.11%7,875,000 30.43%
Mizuho Trust &and Banking Co. (USA) 10,000,000 38.65%
Series 1995-C
Class A Bank of New York (The) $ 140,003,000 27.99%
Bank One Trust Company, N.A. 26,807,000 5.36%105,405,000 21.07%
Boston Safe Deposit and Trust Company 58,325,000 11.66%53,693,000 10.73%
JPMorgan Chase Bank 34,230,000 6.84%77,088,000 15.41%
Northern Trust Company (The) 27,190,000 5.44%26,114,000 5.22%
State Street Bank and Trust Company 94,145,000 18.82%70,950,000 14.18%
Union Bank of California, N.A. 41,850,000 8.37%
Wachovia Bank N.A. - Phila. Main 26,350,000 5.27%
Class B JPMorgan Chase Bank One Trust Company, N.A. $ 25,875,000 100.00%
Series 1995-E1996-B
Class A Bank of New York (The) $ 80,475,000 18.50%
Bankers92,705,000 21.31%
Citibank, N.A. 32,752,000 7.53%
Investors Bank and Trust Company 72,797,000 16.73%- Institutional Custody 30,500,000 7.01%
JPMorgan Chase Bank 100,625,000 23.13%
Merrill Lynch, Pierce Fenner & Smith Safekeeping 50,000,000 11.49%
State Street Bank and Trust Company 68,950,000 15.85%
Class B Bank One Trust Company, N.A. $ 12,500,000 55.56%
CitiBank, N.A. 10,000,000 44.44%
Series 1995-J
Class A Bankers Trust Company $ 33,750,000 7.76%
Boston Safe Deposit and Trust Company 29,900,000 6.87%
JPMorgan Chase Bank 145,085,000 33.35%
JPMorgan Chase Bank/Greenwich Capital 36,500,000 8.39%66,400,000 15.26%
Mizuho Trust &and Banking Co. (USA) 25,000,000 5.75%
State Street Bank and Trust Company 71,320,000 16.40%
U.S.40,730,000 9.36%
UBS Securities LLC/CMO 30,000,000 6.90%
Wachovia Bank N.A./Trust West 25,000,000 5.75%
Class B Bank One Trust Company, N.A. $ 22,500,000 100.00%
Series 1996-A
Class A Bank of New York (The) $216,200,000 35.50%
Bankers Trust Company 77,500,000 12.73%
JPMorgan Chase Bank 133,150,000 21.86%
Merrill Lynch, Pierce Fenner & Smith Safekeeping 50,000,000 8.21%
Class B Citibank, N.A. $ 15,000,000 47.62%
Mizuho Trust & Banking Co. (USA) 16,500,000 52.38%
Series 1996-B
Class A Boston Safe Deposit and Trust Company $ 97,600,000 22.44%
Citibank, N.A. 39,857,000 9.16%
Investors Bank & Trust - Institutional Custody 30,500,000 7.01%
JPMorgan Chase Bank 76,130,000 17.50%
Mizuho Trust & Banking Co. (USA) 25,000,000 5.75%
State Street Bank and Trust Company 25,300,000 5.82%
United States Trust Company of New York 39,800,000 9.15%Phila. Main 25,650,000 5.90%
Wells Fargo Bank Minnesota, N.A. 31,170,000 7.17%
Class B Bankers Trust Company $SSB - Bank Portfolio 22,500,000 100.00%
Series 1996-C
Class A Bank of New York (The) $ 24,415,000 5.61%
Chase Manhattan Bank 341,735,000 78.56%
Citibank, N.A. 55,300,000 12.71%
Class B CitiBank, N.A. $2,000,000 8.89%
State Street Bank and Trust Company 18,500,000 82.22%
USB Warburg LLC/CMO 2,000,000 8.89%
Series 1996-D
Class A Bank of New York (The) $341,910,000 40.22%
Bankers Trust Company 139,760,000 16.44%
Chase Manhattan Bank 98,125,000 11.54%
Merrill Lynch, Pierce Fenner & Smith Safekeeping 42,5000,000 5.00%
Northern Trust Company (The) 42,645,000 5.02%
State Street Bank and Trust Company 107,909,000 12.70%
Class B Chase Manhattan Bank 5,000,000 6.67%
Citibank, N.A. 22,000,000 29.33%
Harris Trust & Savings Bank 5,000,000 6.67%
Investors Bank & Trust/M.F. Custody 8,000,000 10.67%
UBS Warburg LLC/CMO 32,000,000 42.67%
Series 1996-E
Class A State Street Bank and Trust Company $ 190,885,000 29.94%
Bankers Trust Company 67,924,000 10.65%
JPMorgan Chase Bank/CCSG 60,000,000 9.41%
JPMorgan Chase Bank 169,828,000 26.64%
Class B Bankers Trust Company $8,450,000 15.02%
Boston Safe Deposit and Trust Company 15,500,000 27.56%
JPMorgan Chase Bank 3,000,000 5.33%
Citibank, N.A. 22,800,000 40.53%
Harris Trust & Savings Bank 5,000,000 8.89%
Series 1996-G
Class A Bank of New York (The) $ 70,000,000 16.47%46,575,000 10.96%
Boston Safe Deposit and Trust Company 69,500,000 16.35%70,575,000 16.61%
Citibank, N.A. 65,000,000 15.29%
JPMorgan Chase Bank 103,000,000 24.24%
Citibank, N.A. 117,500,000 27.65%140,495,000 33.06%
J.P. Morgan Securities Inc., - Fixed Income 22,365,000 5.26%
Merrill Lynch, Pierce Fenner &and Smith Safekeeping 65,000,000 15.29%25,000,000 5.88%
Class B Boston Safe Deposit and Trust Company 5,000,000 13.33%
Deutsche Bank Trust Company Americas 5,000,000 13.33%
JPMorgan Chase Bank 15,000,000 40.00%5,000,000 13.33%
Merrill Lynch, Pierce Fenner &and Smith Safekeeping 17,500,000 46.67%46.68%
State Street Bank and Trust Company 5,000,000 13.33%
Series 1996-H1996-J
Class A Boston Safe Deposit and Trust Company $ 55,753,000 6.56%
Deutsche Bank Trust Company Americas 156,159,000 18.37%
JPMorgan Chase Bank/Broker and Dealer Clearance Department 43,468,000 5.11%
JPMorgan Chase Bank 110,330,000 12.98%
JPMorgan Chase Bank/Greenwich Capital 182,350,000 21.45%
State Street Bank and Trust Company 192,357,000 22.63%
Class B JPMorgan Chase Bank $ 60,745,000 80.99%
State Street Bank and Trust Company 5,920,000 7.89%
Series 1996-K
Class A Bank of New York (The) $228,685,000 22.42%
Bankers Trust Company 142,990,000 14.02%
Chase Manhattan Bank 122,800,000 12.04%
Investors Bank & Trust Company 84,600,000 8.29%
Northern Trust Company (The) 69,420,000 6.81%
Prudential Securities Custody 124,300,000 12.19%
State Street Bank and Trust Company 73,150,000 7.17%
Class B Bank of New York (The) $ 35,400,000 39.33%
Bankers Trust Company 29,400,000 32.67%152,285,000 17.92%
Boston Safe Deposit and Trust Company 6,050,000 6.72%
Citibank, N.A. 10,000,000 11.11%
UBS Warburg LLC/CMO 8,250,000 9.17%
Series 1996-J
Class A Citibank, N.A. $ 67,635,000 7.96%
Bankers104,935,000 12.35%
Deutsche Bank Trust Company 73,945,000 8.70%
DeutscheAmericas 66,772,000 7.86%
HSBC Bank A.G., New York Branch 65,319,000 7.68%USA Omnibus 44,375,000 5.22%
JPMorgan Chase Bank 120,420,000 14.17%
JPMorgan Chase Bank/Greenwich Capital 178,350,000 20.98%125,179,000 14.73%
Northern Trust Company (The) 78,035,000 9.18%
State Street Bank and Trust Company 99,627,000 11.72%
Class B JPMorgan Chase Bank $ 60,000,000 80.00%
Salomon Smith Barney Inc./Salomon Brothers 10,000,000 13.33%
State Street Bank and Trust Company 5,000,000 6.67%
Series 1996-K
Class A Bankers Trust Company $ 52,181,000 6.14%
State Street Bank and Trust Company 54,005,000 6.35%
JPMorgan Chase Bank 117,365,000 13.81%
CitiBank, N.A. 292,795,000 34.45%
HSBC Bank USA/Treasury Investment 44,375,000 5.22%
Bank of New York (The) 200,069,000 23.54%87,050,000 10.24%
UBS AG 195,179,000 22.96%
Class B Boston Safe Deposit and Trust Company $ 20,000,000 26.67%
Credit Suisse First Boston Corporation 4,000,000 5.33%
JPMorgan Chase Bank 45,000,000 60.00%
UBS Warburg LLC/CMO 5,000,000 6.67%50,000,000 66.67%
Series 1996-M
Class A Bank of New York (The) $ 97,130,000 22.85%
Boston Safe Deposit and Trust Company $ 51,000,000 12.00%
JPMorgan Chase Bank 115,500,000 27.18%
Citibank, N.A. 40,300,000 9.48%
JPMorgan Chase Bank/CCSG 61,000,000 14.35%
Bank of New York (The) 59,000,000 13.88%
UBS Warburg LLC/CMO 46,600,000 10.96%
Wells Fargo Bank Minnesota, N.A.149,650,000 35.21%
Morgan Stanley and Co. Incorporated 30,850,000 7.26%
Class B Boston Safe Deposit and Trust Company $ 11,250,000 30.00%
Barclays Capital Inc./Barclays Capital Inc. Fixed IncomeDeutsche Bank Trust Company Americas 15,750,000 42.00%
Bank of Tokyo-Mitsubishi Trust Company 10,500,000 28.00%
Series 1997-B
Class A JPMorgan Chase Bank $454,280,000 53.44%
JPMorgan Chase Bank/CCSG 70,000,000 8.24%
JPMorgan Chase Bank Correspondence Clearing Services 2 88,070,000 10.36%
Deutsche Bank A.G., New York Branch 99,650,000 11.72%
Merrill Lynch, Pierce Fenner & Smith Safekeeping 46,200,000 5.44%
Bank Of New York (The) 59,800,000 7.04%$150,800,000 17.74%
DBTC Americas/Deutsche Bank Frankfurt 99,650,000 11.72%
JPMorgan Chase Bank 506,350,000 59.57%
Merrill Lynch, Pierce Fenner and Smith Safekeeping 46,200,000 5.44%
Class B Bank of New York (The) $ 10,000,000 13.33%
Bankers20,000,000 26.67%
Deutsche Bank Trust Company 50,800,000 67.74%Americas 30,800,000 41.07%
JPMorgan Chase Bank 14,200,000 18.93%10,000,000 13.33%
Morgan Stanley and Co. Incorporated 5,000,000 6.67%
UMB Bank, National Association 5,000,000 6.67%
Wells Fargo Bank Minnesota, N.A. 4,200,000 5.59%
Series 1997-C
Class A Bankers Trust Company $98,100,000 15.39% Bank of New York (The) 38,385,000 6.02%$159,905,000 25.08%
Deutsche Bank Trust Company Americas 61,535,000 9.65%
JPMorgan Chase Bank/Broker and Dealer Clearance Department 40,000,000 6.27%
JPMorgan Chase Bank 204,675,000 32.11%
Citibank, N.A. 157,710,000 24.74%117,575,000 18.44%
State Street Bank and Trust Company 56,550,000 8.87%122,242,000 19.18%
Wachovia Securities, LLC/Custody 61,675,000 9.67%
Class B Boston Safe Deposit and Trust CompanyBank of New York (The) $ 50,750,000 90.22%8,800,000 15.64%
Bank One Trust Company, N.A. 5,000,000 8.89%
Series 1997-E
Class A Bank of New York (The) $ 81,825,000 12.84%
Bankers Trust Company 90,000,000 14.12%
Citibank, N.A. 32,325,000 5.07%
HSBC Bank USA/Treasury Investment 56,585,000 8.88%
JPMorgan Chase Bank 62,155,000 9.75%
Prudential Securities Custody 133,265,000 20.90%
State Street Bank and Trust Company 106,485,000 16.70%
Wells Fargo Bank Minnesota, N.A. 35,000,000 5.49%
Class B Bank One Trust Company, N.A. $ 15,000,000 26.67%
Boston Safe Deposit and Trust Company 11,250,000 20.00%
Brown Brothers Harriman & Co. 5,000,000 8.89%37,000,000 65.78%
JPMorgan Chase Bank 7,000,000 12.44%
State Street Bank and Trust Company 5,000,000 8.89%
UBS Warburg LLC/CMO 8,000,000 14.22%
Wells Fargo Bank Minnesota, N.A. 5,000,000 8.89%
Series 1997-F
Class A Bankers Trust Company $ 62,035,000 10.34%
JPMorgan Chase Bank 146,084,000 24.35%
Northern Trust Company (The) 59,494,000 9.92%
Class B Bankers Trust Company $ 13,000,000 24.53%
Bank One Trust Company, N.A. 10,000,000 18.87%
Boston Safe Deposit and Trust Company 10,000,000 18.87%
UBS Warburg LLC/CMO 20,000,000 37.73%5,450,000 9.69%
Series 1997-I
Class A Bank of New York (The) $ 132,652,000 20.81%
Bankers110,457,000 17.33%
Deutsche Bank Trust Company 75,487,000 11.84%
Boston Safe Deposit and Trust Company 41,183,000 6.46%
Citibank, N.A. 53,979,000 8.47%Americas 52,470,000 8.23%
JPMorgan Chase Bank 95,379,000 14.96%106,158,000 16.65%
State Street Bank and Trust Company 51,334,000 8.05%82,332,000 12.91%
Class B First Union Securities, Inc. $ 5,000,000 8.89% JPMorgan Chase Bank 34,250,000 60.89%$ 16,250,000 28.89%
Wachovia Securities, LLC/Custody 25,000,000 44.44%
State Street Bank and Trust Company 15,000,000 26.67%
Series 1997-J
Class A Bank of New York (The) $ 223,425,000 35.05%
Bankers Trust Company 46,805,000 7.34%
Barclay's224,875,000 35.27%
Barclays Capital,Inc. / Fixed Income 70,000,000 10.98%
Deutsche Bank Trust Company Americas 34,500,000 5.41%
JPMorgan Chase Bank 83,300,000 13.07%
State Street Bank and Trust Company 82,399,000 12.93%
Class B Boston Safe Deposit and Trust Company 44,550,000 6.99%$ 26,250,000 46.67%
Citibank, N.A. 5,500,000 9.77%
JPMorgan Chase Bank 84,775,000 13.30%
State Street14,500,000 25.78%
SSB - Bank and Trust Company 58,200,000 9.13%
Class B Bankers Trust Company $ 15,000,000 26.67%
Boston Safe Deposit and Trust Company 15,000,000 26.67%
Citibank, N.A. 26,250,000 46.66%Portfolio 10,000,000 17.78%
Series 1997-K
Class A Bank of New York (The) $105,025,000 16.47%$100,000,000 15.69%
Boston Safe Deposit and Trust Company 58,610,000 9.19%
Citibank, N.A. 50,000,000 7.84%
JPMorgan Chase Bank 73,450,000 11.52%
JPMorgan Chase Bank / CCSG 65,000,000 10.20%128,000,000 20.08%
Northern Trust Company (The) 252,330,000 39.58%
State Street Bank249,500,000 39.14%
Class B Boston Safe Deposit and Trust Company 39,320,000 6.17%
Class B Bankers Trust Company $ 15,000,000 26.67%3,000,000 5.33%
Citibank, N.A. 6,000,000 10.67%
InvestorsDeutsche Bank & Trust Company 5,000,000 8.88%Americas 15,000,000 26.67%
JPMorgan Chase Bank 15,250,000 27.11%
State Street Bank and Trust Company 15,000,000 26.67%
Series 1997-M
Class A Bankers Trust Company $131,990,000 20.70%
Citibank, N.A. 37,500,000 5.88%
Harris Trust & Savings Bank 50,000,000 7.84%
JPMorgan Chase Bank 162,975,000 25.56%
State Street Bank and Trust Company 207,440,000 32.54%
Class B Boston Safe Deposit and Trust Company $6,250,000 11.11%
JPMorgan Chase Bank 50,000,000 88.89%
Series 1998-A
Class A Bank of New York (The) $218,735,000 34.31%
Bankers Trust Company 115,845,000 18.17%
JPMorgan Chase Bank 76,000,000 11.92%
Northern Trust Company (The) 32,247,000 5.06%
First Union National Bank 45,715,000 7.17%
State Street Bank and Trust Company 50,183,000 7.87%
Class B JPMorgan Chase Bank $ 56,250,000 100.00%
Series 1998-C
Class A Bankers Trust Company $ 95,000,000 14.90%
Barclays Global Investors, N.A. 200,000,000 31.37%
JPMorgan Chase Bank 167,500,000 26.22%
State Street Bank and Trust Company 140,300,000 22.01%
Class B Citibank, N.A. $7,500,000 7.11%
JPMorgan Chase Bank 44,750,000 79.56%17,000,000 30.22%
Series 1998-D
Class A Bank of New York (The) $ 36,785,000 7.74%
Bankers77,515,000 16.32%
Citibank, N.A. 49,825,000 10.49%
Deutsche Bank Trust Company 119,645,000 25.19%
Boston Safe Deposit and Trust Company 28,200,000 5.94%Americas 53,900,000 11.35%
JPMorgan Chase Bank 116,589,000 24.55%77,639,000 16.35%
State Street Bank and Trust Company 33,170,000 6.98%72,440,000 15.25%
Class B JPMorgan Chase Bank $20,000,000 47.62%of New York (The) $4,000,000 9.52%
Mizuho Trust &and Banking Co. (USA) 10,000,000 23.81%
JPMorgan Chase Bank 15,000,000 35.71%
Bank One Trust Company, N.A. 12,000,000 28.57%
Series 1998-E
Class A Bank of New York (The) $750,000,000 100.00%$255,000,000 34.00%
Banc of America Securities LLC 50,000,000 6.67%
Citibank, N.A. 106,250,000 14.17%
JPMorgan Chase Bank 92,305,000 12.31%
U.S. Bank N.A. 86,000,000 11.47%
Merrill Lynch, Pierce Fenner and Smith Safekeeping 124,045,000 16.54%
Class B BankersBank of New York (The) $ 9,500,000 14.35%
Bank of Tokyo-Mitsubishi Trust Company $ 42,500,000 64.20%20,000,000 30.21%
Citibank, N.A. 5,200,000 7.85%
JPMorgan Chase Bank/CCSG 23,700,000 35.80%Bank 31,500,000 47.59%
Series 1998-F
Class A Bankers Trust Company $ 51,650,000 12.15%
Investors Bank & Trust Company 39,000,000 9.18%
J P Morgan Chase Bank 81,025,000 19.06%
United States Trust Company of New York 26,890,000 6.33%(The) $ 89,225,000 20.99%
Investors Bank and Trust-Institutional Custody 39,000,000 9.18%
JPMorgan Chase Bank 98,000,000 23.06%
Merrill Lynch, Pierce Fenner &and Smith Safekeeping 50,000,000 11.76%
State Street Bank and Trust Company 85,285,000 20.07%
Wells Fargo Bank Minnesota, N.A. 30,055,000 7.07%72,140,000 16.97%
Class B J P MorganJPMorgan Chase Bank $ 37,500,000 100.00%
Series 1998-G
Class A Bankers Trust CompanyBank of New York (The) $ 79,000142,170 000 12.39%22.30%
Boston Safe Deposit and Trust Company 128,500,000 20.16%
Citibank, N.A.Deutsche Bank Trust Company Americas 69,000,000 10.82%
Merrill Lynch, Pierce Fenner & Smith Safekeeping 256,000,000 40.16%JPMorgan Chase Bank 76,330,000 11.97%
SSB - Bank Portfolio 70,000,000 10.98%
U.S Bank N.A./Trust West 70,000,000 10.98%
Class B Bankers Trust Company $ 46,250,000 82.22%
Bank One Trust Company, N.A. 10,000,000 17.78%
Series 1998-I
Class A Bank of New York (The) $224,569,000 35.23%
Chase Manhattan Bank 87,360,000 13.70%
Fuji Bank and Trust Company (The) 50,000,000 7.84%
Investors Bank & Trust Company 32,900,000 5.16%
Northern Trust Company (The) 55,890,000 8.77%
State Street Bank and Trust Company 91,015,000 14.28%
Class B Bank of New York (The) $3,000,000 5.33%
Citibank, N.A. 12,500,000 22.22%
Fuji$ 10,750,000 19.11%
Deutsche Bank and Trust Company (The) 25,000,000 44.45%
SSB -Americas 15,000,000 26.67%
JPMorgan Chase Bank Portfolio 15,750,000 28.00%30,000,000 53.33%
Series 1998-J
Class A Bank of New York (The) $ 88,194,000 13.36%
Bankers Trust Company 65,574,000 9.94%94,650,000 14.34%
Boston Safe Deposit and Trust Company 90,141,000 13.66%48,624,000 7.37%
Brown Brothers Harriman and Co. 45,096,000 6.83%
Deutsche Bank Trust Company Americas 35,411,000 5.37%
JPMorgan Chase Bank 74,780,000 11.33%
Northern Trust Company (The) 37,467,000 5.68%70,397,000 10.67%
State Street Bank and Trust Company 105,551,000 15.99%101,408,000 15.36%
Class B Boston Safe Deposit and Trust Company $ 18,200,000 40.44%2,500,000 5.56%
Investors Bank and Trust Company 5,000,000 11.11%
JPMorgan Chase Bank 10,000,000 22.22%
SSB - Bank Portfolio 16,000,000 35.56%26,000,000 57.78%
Series 1999-A
Class A Bank of New York (The) $ 199,000,000 46.82%
BankersDeutsche Bank Trust Company 90,000,000 21.18%Americas 130,000,000 30.59%
JPMorgan Chase Bank 80,500,000 18.94%40,500,000 9.53%
Class B BankersDeutsche Bank Trust Company Americas $ 33,850,000 90.27%23,850,000 63.60%
JPMorgan Chase Bank 12,250,000 32.67%
Series 1999-B
Class A Bank of New York (The) $ 97,787,000 15.34%
Boston Safe Deposit and Trust Company $ 138,445,000 21.72%40,450,000 6.35%
Citibank, N.A. 62,600,000 9.82%
Deutsche Bank one Trust Company N.A./Public Employee Retirement 56,007,000 8.79%Americas 41,695,000 6.54%
JPMorgan Chase Bank 92,625,000 14.53%
CitiBank, N.A. 39,255,000 6.16%158,885,000 24.92%
Northern Trust Company (The) 36,970,000 5.80%40,377,000 6.33%
State Street Bank and Trust Company 151,640,000 23.79%71,880,000 11.28%
Class B Boston Safe Deposit and Trust Company $10,000,000 17.78%
JPMorgan Chase Bank 23,750,000 42.22%26,250,000 46.67%
State Street Bank and Trust Company 14,000,000 24.89%15,000,000 26.67%
UMB Bank, National Association 4,000,000 7.11%
Series 1999-D
Class A Bank of New York (The)Citibank, N.A. $ 30,000,000 7.06%
Bankers35,000,000 8.24%
Citibank Dealer-Tax Exempt Operations 50,000,000 11.76%
Deutsche Bank Trust Company 92,600,000 21.79%
Investors Bank and Trust Company 25,000,000 5.88%Americas 77,815,000 18.31%
JPMorgan Chase Bank 39,700,000 9.34%
JPMorgan Chase Bank/CCSG 84,000,000 19.76%151,025,000 35.54%
Morgan Stanley and Co. Incorporated 37,000,000 8.71%
U.S. Bank N.A./Trust West 70,000,000 16.47%
Wells Fargo Bank Minnesota, N.A. 37,000,000 8.71%
Class B JPMorgan Chase Bank $ 36,000,000 96.00%
Series 1999-E
Class A Bank of New York (The) $ 80,000,000 9.41%
Bankers Trust Company 47,000,000 5.53%
Boston Safe Deposit and Trust Company 195,000,000 22.94%
JPMorgan Chase Bank 105,000,000 12.35%
Deutsche Bank A.G., New York Branch 54,000,000 6.35%
Northern Trust Company (The) 189,000,000 22.24%
State Street Bank and Trust Company 105,000,000 12.35%
United States Trust Company of New York 75,000,000 8.83% 50,875,000 11.97%
Class B Bank of New York (The) $ 3,850,000 5.13%
Bankers Trust Company 20,000,000 26.67%
Boston Safe Deposit and Trust Company 27,500,000 36.67%11,000,000 29.33%
JPMorgan Chase Bank 20,650,000 27.53%15,000,000 40.00%
SSB - Bank Portfolio 10,000,000 26.67%
Series 1999-G
Class A Bank of New York (The) $45,815,000 7.19%
Bankers Trust Company 178,850,000 28.05%$99,785,000 15.65%
Boston Safe Deposit and Trust Company 39,645,000 6.22%52,540,000 8.24%
Deutsche Bank Trust Company Americas 143,140,000 22.45%
JPMorgan Chase Bank 85,745,000 13.45%64,315,000 10.09%
State Street Bank and Trust Company 81,195,000 12.74%90,890,000 14.26%
Class B Bank of New York (The) $ 12,905,000 22.94%
JPMorgan Chase Bank 11,675,000 20.76%9,710,000 17.26%
Boston Safe Deposit and Trust Company 3,400,000 6.04%
Merrill Lynch, Pierce Fenner and Smith Safekeeping 2,965,000 5.27%
Northern Trust Company (The) 2,850,000 5.07%5,550,000 9.87%
SSB - Bank Portfolio 23,910,000 42.51%25,760,000 45.80%
Series 1999-H
Class A Bank of New York (The) $ 52,750,000 6.21%
Boston Safe Deposit and Trust Company 77,000,000 9.06%
Deutsche Bank Trust Company Americas 50,000,000 5.88%
JPMorgan Chase Bank/Broker and Dealer Clearance Department 62,600,000 7.36%
JPMorgan Chase Bank $ 63,466,000 7.47%
CitiBank, N.A. 252,600,000 29.72%51,540,000 6.06%
Norther Trust Company (The) 111,584,000 13.13%
State Street Bank and Trust Company 351,990,000 41.41%
Merrill Lynch, Pierce Fenner & Smith Safekeeping 127,000,000 14.94%386,608,000 45.48%
Class B Barclays Global Investors N.A./Investors Bank and Trust $ 10,000,000 13.33%
Boston Safe Deposit and Trust Company $ 22,200,000 29.60%12,200,000 16.27%
Bank of Tokyo-Mitsubishi Trust Company 15,000,000 20.00%
JPMorgan Chase Bank 10,000,000 13.33%
Mizuho Trust &and Banking Co. (USA) 20,000,000 26.67%
Merrill Lynch, Pierce Fenner & Smith Safekeeping 10,000,000 13.33%
State Street Bank and Trust Company 6,000,000 8.00%
Series 1999-I1999-J
Class A Bank of New York (The) $ 80,281,000 12.59%
Northern Trust Company (The) 58,050,000 9.11%90,547,000 10.65%
Boston Safe Deposit and Trust Company 32,890,000 5.16%
Brown Brothers Harriman & Co. 50,425,000 7.91%153,888,000 18.10%
Deutsche Bank Trust Company Americas 56,591,000 6.66%
JPMorgan Chase Bank 201,525,000 31.61%
CitiBank, N.A. 52,600,000 8.25%
Class B Bank of Tokyo-Mitsubishi Trust Company $ 20,000,000 35.56%
JPMorgan Chase Bank 8,070,000 14.35%
Bank of New York (The) 27,043,000 48.08%
Series 1999-J
Class A Bank of New York (The) $101,907,000 11.99%
Bank One Trust Company N.A./Public Employee Retirement 88,000,000 10.35%
Bankers Trust Company 94,450,000 11.11%
Boston Safe Deposit and Trust Company 155,719,000 18.32%
JPMorgan Chase Bank 102,115,000 12.01%
Northern Trust Company (The) 49,710,000 5.85%226,219,000 26.61%
State Street Bank and Trust Company 115,912,000 13.64%165,422,000 19.46%
Class B Bank of New York (The) $ 13,735,000 18.31%12,985,000 17.31%
Boston Safe Deposit and Trust Company 20,810,000 27.75%21,810,000 29.08%
CitiBank, N.A. 10,000,000 13.33%
JPMorgan Chase Bank 12,500,000 16.67%
State Street Bank17,700,000 23.60%
Morgan Stanley and Trust Company 8,000,000 10.67%
All First Bank 5,000,000 6.67%Incorporated 8,200,000 10.93%
Series 1999-L
Class A Bank of New York (The) $ 110,000,000 17.25%
Boston Safe Deposit andOne Trust Company, 182,000,000 28.55%N.A. $ 34,905,000 5.48%
Brown Brothers Harriman and Co. 41,000,000 6.43%
Dresdner Kleinwort Wasserstein Securities LLC 60,860,000 9.55%
JPMorgan Chase Bank 154,500,000 24.24%
Citibank, N.A. 51,500,000 8.08%271,000,000 42.51%
U.S. Bank N.A./Trust West 93,400,000 14.65% 80,548,000 12.63%
Class B BankersDeutsche Bank Trust Company Americas $ 36,250,000 64.44%
Mizuho Trust and Banking Co. (USA) 20,000,000 35.56%
Series 1999-M
Class A Bank of New York (The) $ 30,040,000 7.07%
Boston Safe Deposit and Trust Company $ 24,930,000 5.87%33,120,000 7.79%
Brown Brothers Harriman & Co 37,500,000 8.82%
Bankers Trust Company 47,500,000 11.18%
Bank of New York (The) 59,635,000 14.03%and Co. 39,500,000 9.29%
JPMorgan Chase Bank 104,670,000 24.63%176,560,000 41.54%
State Street Bank and Trust Company 72,830,000 17.14%58,670,000 13.80%
Class B Citibank, N.A. $ 20,050,000 53.47%
JPMorgan Chase Bank $ 15,150,000 40.40%
Citibank,U.S. Bank N.A. 20,000,000 53.33%
State Street Bank and Trust Company 2,250,000 6.00%
Series 2000-A
Class A Bank of New York (The) $ 74,735,000 11.68%
Bankers Trust Company 102,275,000 16.04%105,985,000 16.63%
Boston Safe Deposit and Trust Company 58,670,000 9.20%
CitiBank, N.A. 57,755,000 9.06%41,810,000 6.56%
DBTC Americas/Suntrust Portfolio 50,000,000 7.84%
JPMorgan Chase Bank 89,312,000 14.01%196,717,000 30.86%
State Street Bank and Trust Company 77,021,000 12.08%61,605,000 9.66%
Class B Bank of New York (The) $ 22,850,000 40.62%
Bankers10,000,000 17.78%
Citibank, N.A. 5,000,000 8.89%
Deutsche Bank Trust Company 10,000,000 17.78%
JPMorgan Chase Bank/CCSG 5,000,000 8.89%Americas 5,500,000 9.78%
JPMorgan Chase Bank 6,750,000 12.00%24,100,000 42.84%
State Street Bank and Trust Company 10,650,000 18.93%
Series 2000-B2000-C
Class A JPMorgan Chase Bank $ 392,975,000 30.82%
State Street Bank and Trust Company 362,300,000 28.42%
UBS AG 288,000,000 22.59%
Wachovia Securities, LLC/Custody 76,000,000 5.96%
Class B Deutsche Bank Trust Company Americas $ 12,800,000 11.38%
JPMorgan Chase Bank 30,500,000 27.11%
SSB - Bank Portfolio 67,000,000 59.56%
Series 2000-D
Class A Bank of New York (The) $ 193,138,000 30.30%
Bankers Trust Company 96,896,000 15.20%
JPMorgan Chase Bank 126,800,000 19.89%
CitiBank,194,027,000 26.85%
Citibank, N.A. 39,010,000 6.12%
Merrill Lynch, Pierce Fenner & Smith Safekeeping 38,570,000 6.05%
State Street Bank and Trust Company 81,835,000 12.84%
Class B Bankers Trust Company $ 33,750,000 60.00%
Bank of New York (The) 3,000,000 5.33%
JPMorgan Chase Bank 17,000,000 30.22%
Series 2000-C
Class A Boston Safe Deposit and Trust Company $272,980,000 21.41%
JPMorgan Chase Bank/CCSG 65,000,000 5.10%
JPMorgan Chase Bank 210,525,000 16.51%
State Street Bank and Trust Company 523,255,000 41.04%
Class B Bankers Trust Company $ 30,000,000 26.67%
Bank One Trust Company, N.A. 25,000,000 22.22%
JPMorgan Chase Bank 55,500,000 49.33%
Series 2000-D
Class A Boston Safe Deposit and Trust Company $197,030,000 27.27%
Bank of New York (The) 68,000,000 9.41%
Bankers Trust Company/101,250,000 14.01%
DBTC Americas/Sun Trust Bank 75,000,000 10.38%
JPMorgan Chase Bank 80,375,000 11.12%
CitiBank, N.A. 95,250,000 13.18%
Merrill Lynch, Pierce Fenner & Smith Safekeeping 58,900,000 8.15%126,431,000 17.50%
State Street Bank and Trust Company 43,497,000 6.02%
U.S. Bank N.A./Trust West 57,500,000 7.96% 77,710,000 10.76%
Class B JPMorgan Chase Bank $ 50,750,000 79.61%
Mizuho Trust &and Banking Co. (USA) 13,000,000 20.39%
Series 2000-E
Class A Bank of New York (The) $ 66,690,000 13.34%
Bankers Trust Company 34,040,000 6.81%54,290,000 10.86%
Boston Safe Deposit and Trust Company 94,395,000 18.88%119,530,000 23.91%
JPMorgan Chase Manhattan Bank 79,875,000 15.98%68,430,000 13.69%
JPMorgan Chase Bank/Correspondence Clearing Services 2 30,000,000 6.00%
Northern Trust Company (The) 69,465,000 13.89%88,560,000 17.71%
State Street Bank and Trust Company 93,355,000 18.67%80,995,000 16.20%
Clase B Citibank, N.A. $ 23,750,000 52.78%
JPMorgan Chase Bank $ 21,250,000 47.22%
Citibank, N.A. 2,800,000 26.67%
LBI-Lehman Government Securities Inc. (LBI) 13,950,000 26.11%
Series 2000-F
Class A Bank of Tokyo-Mitsubishi Trust Company $750,000,000 100.00%
Class B Bankers Trust Company $ 33,200,000 50.15%
Bank of Tokyo-Mitsubishi Trust Company $ 33,000,000 49.85%
Deutsche Bank Trust Company Americas 33,200,000 50.15%
Series 2000-G
Class A Bank of New York (The) $111,700,000 17.52%
Boston Safe Deposit and Trust Company $145,000,000145,000,000 22.75%
Citibank, N.A. 85,000,000 13.33%
State Street Bank and Trust Company 316,700,000 49.68%
United States Trust Company of New York 60,000,000 9.41%311,950,000 48.93%
Class B Bankers Trust Company $ 10,000,000 17.78%
Bank One Trust Company, N.A. 12,000,000 21.33% Boston Safe Deposit and Trust Company $ 10,000,000 17.78%
Bank of Tokyo-Mitsubishi Trust Company 17,000,000 30.22%
JPMorgan Chase Bank 7,000,000 12.44%
State Street Bank and Trust Company 10,000,000 17.78%
SSB - Bank Portfolio 12,000,000 21.33%
Series 2000-H
Class A Bank of New York (The) $175,500,000 29.50%
Bear Stearns Securities Corp. 36,000,000 6.05%
Bank One Trust Company,$ 45,000,000 7.56%
Citibank N.A. 30,000,000 5.04%London (GATS) 37,500,000 6.30%
Citibank, N.A. 55,000,000 9.24%
Bankers9.25%
Deutsche Bank Trust Company 48,500,000 8.15%Americas 135,500,000 22.77%
JPMorgan Chase Bank 178,000,000 29.92%
JpMorgan205,500,000 34.54%
JPMorgan Chase Bank/Correspondence Clearing Services 2 57,000,000 9.58%30,000,000 5.04%
U.S. Bank N.A. 86,500,000 14.54%
Class B JPMorgan Chase Bank/CCSG $ 30,000,000 57.14%
JPMorgan Chase Bank 22,500,000 42.86%52,500,000 100.00%
Series 2000-I
Class A Bank of New York (The) $ 100,441,000 11.82%
Bankers118,938,000 13.99%
Deutsche Bank Trust Company 168,326,000 19.80%
CitiBank, N.A. 55,437,000 6.52%
JP MorganAmericas 53,280,000 6.27%
DBTC Americas/Suntrust Portfolio 49,223,000 5.79%
JPMorgan Chase Bank 82,077,000 9.66%229,139,000 35.19%
Northern Trust Company (The) 65,463,000 7.70%
State Street Bank and Trust Company 112,504,000 13.24%
SSB - Trust Custody 46,260,000 5.44%72,090,000 8.48%
SSB - Bank Portfolio 50,850,000 5.98%
Class B Bank of New York (The) $ 75,000,000 100.00%
Series 2000-K
Class A JPMorgan Chase Bank of New York (The) $ 105,000,000 16.47%137,604,000 21.58%
State Street Bank and Trust Company 344,500,000 54.04%
Unites States Trust Company175,549,000 27.54%
UBS AG 196,500,000 30.82%
Class B Bank of New York 92,500,000 14.51%
Class B Bankers(The) $ 20,000,000 35.55%
Deutsche Bank Trust Company $Americas 8,750,000 15.55%15.56%
JPMorgan Chase Bank 21,250,000 37.78%
Merrill Lynch, Pierce Fenner & Smith Safekeeping 20,000,000 35.56%
Wells Fargo Bank Minnesota, N.A. 6,250,000 11.11%
Series 2000-L
Class A Bank of New York (The) $ 95,524,000 22.48%
Bankers Trust Company $ 49,370,000 11.62%71,764,000 16.89%
Boston Safe Deposit and Trust Company 58,545,000 13.78%64,965,000 15.29%
Citibank, N.A. 25,000,000 5.88%
Deutsche Bank Trust Company Americas 94,751,000 22.29%
JPMorgan Chase Bank 36,025,000 8.48%
FUNB60,800,000 14.31%
Wachovia Bank N.A. - Phila. Main 28,250,000 6.65%
PNC Bank National Association 92,640,000 21.80%
Union51,075,000 12.02%
Class B Bank of California, N.A. 23,000,000 5.41%
Class BNew York (The) $ 4,000,000 10.67%
JPMorgan Chase Bank $ 14,500,000 38.67%
JPMorgan Chase Bank/CCSG 23,000,000 61.33%33,250,000 88.67%
Series 2001-A
Class A Bank of New York (The) $ 228,000,000 21.46%
Citibank Dealer-Tax Exempt Operations 63,800,000 6.00%
Deutsche Bank Alex. BrownSecurities Inc. 250,000,000 23.53%
Boston Safe Deposit and Trust Company 95,500,000 8.99%
JPMorgan Chase Bank 295,500,000 27.81%327,580,000 30.83%
State Street Bank and Trust Company 137,000,000 12.89%
United States Trust Company147,600,000 13.89%
Class B Bank of New York 200,000,000 18.82%
Class B(The) $ 10,750,000 11.47%
Boston Safe Deposit and Trust Company 28,000,000 29.87%
JPMorgan Chase Bank 15,000,000 16.00%
Merrill Lynch, Pierce Fenner &and Smith Safekeeping 65,750,000 70.13%40,000,000 42.66%
Series 2001-B
Class A Bank of New York (The) $ 159,000,000 24.94%
222,450,000 34.89%
DBTC Americas/Deutsche Bank A.G., New York BranchFrankfurt 60,000,000 9.41%
JP Morgan Chase Bank 402,500,000 63.14%208,500,000 32.71%
U.S. Bank N.A. 60,000,000 9.41%
Class B Bank of New York (The) $ 5,000,000 8.89%
Merrill Lynch, Pierce Fenner & Smith SafekeepingDeutsche Bank Trust Company Americas 31,250,000 55.56%55.55%
JP Morgan Chase Bank 20,000,000 35.55%35.56%
The address of each of the above participants is:
C/O The Depository Trust Company
55 Water Street
New York, NY 10041
(b) Not Applicable
(c) Not Applicable
Item 13. Certain Relationships and Related Transactions
- -------- ----------------------------------------------
None
Item 14. Controls and Procedures
- -------- ----------------------------------------------
Not Applicable
PART IV
-------
Item 14.15. Exhibits, Financial Statement Schedules, And Reports On Form 8-K
- -------- ----------------------------------------------------------------
(a) The following documents are filed as part of this Report:
3. Exhibits:
31. Certification
99.01 Annual Accountant's reports including the attached MBNA Officer's Certificates each dated August 15, 20012003 with respect to Series 1994-C, Series 1995-A, Series 1995-C, Series 1995-E, Series 1995-J, Series 1996-A, Series 1996-B, Series 1996-E, Series 1996-G, Series
1996-H,
Series 1996-J, Series 1996-K, Series 1996-M, Series 1997-B, Series 1997-C, Series 1997-E, Series
1997-F, Series 1997-I, Series 1997-J, Series 1997-K,
Series 1997-M, Series 1998-A, Series 1998-C,1998-D, Series 1998-E, Series 1998-F, Series 1998-G, Series 1998-I, Series 1998-J, Series 1999-A, Series 1999-B, Series 1999-D,
Series 1999-E, Series 1999-G, Series 1999-H, Series 1999-I, Series 1999-J, Series 1999-L, Series 1999-M, Series 2000-A, Series 2000-B, Series 2000-C, Series 2000-D,
Series 2000-E, Series 2000-F, Series 2000-G, Series 2000-H, Series 2000-I, Series 2000-K, Series 2000-L, Series 2001-A, and
Series 2001-B.
99.02 Annual Servicer's Certificate dated August 15, 20012003 with respect to Series 1994-C, Series 1995-A, Series 1995-C, Series 1995-E, Series 1995-J, Series 1996-A, Series 1996-B, Series 1996-E, Series 1996-G, Series
1996-H,
Series 1996-J, Series 1996-K, Series 1996-M, Series 1997-B, Series 1997-C, Series 1997-E, Series
1997-F, Series 1997-I, Series 1997-J, Series 1997-K, Series 1997-M, Series 1998-A, Series 1998-C,
Series 1998-D, Series 1998-E, Series 1998-F, Series 1998-G, Series 1998-J, Series 1999-A, Series 1999-B, Series 1999-D,
Series 1999-E, Series 1999-G, Series 1999-H, Series 1999-I, Series 1999-J, Series 1999-L, Series 1999-M, Series 2000-A, Series 2000-B, Series 2000-C, Series 2000-D,
Series 2000-E, Series 2000-F, Series 2000-G, Series 2000-H, Series 2000-I, Series 2000-K, Series 2000-L, Series 2001-A, and
Series 2001-B.
(b) Three reports on FormForms 8-K were filed by the registrant for each month during the quarter ended December 31,
2001.June 30, 2003. These reports filed on October 12, 2001, NovemberApril 15,
2003, May 14, 2001,2003, June 16, 2003, June 19, 2003, June 24, 2003, and December 14, 2001June 30, 2003 included the following:
Item 2. Acquisition or Disposition of Assets
Item 5. Other Events
Item 7. Financial Statements, Pro Forma Financial
Information and Exhibits
Item 8. Change in Fiscal Year
(c) See item 14(a)15(a) (3) above.
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.
MBNA Master Credit Card Trust II (Registrant)
By: MBNA America Bank, National Association
As originator of Trust RegistrantServicer
Date: March 28, 2002September 30, 2003 By: /s/ Christopher HarrisDouglas O. Hart
-------------------------------
Christopher Harris
First Vice President