Back to GetFilings.com
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
-----------------------------------------------------------------
FORM 10-K
FOR ANNUAL AND TRANSITION REPORTS
PURSUANT TO SECTION 13 OR 15(d) OF THE
SECURITIES EXCHANGE ACT OF 1934
(Mark One)
[X] ANNUAL REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES
EXCHANGE ACT OF 1934
FOR THE FISCAL YEAR ENDED: DECEMBER 31, 2003
or
[ ] TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE
SECURITIES EXCHANGE ACT OF 1934
Commission file number:
333-64131
333-89425
333-68848
333-106428
-----------------------------------------------
CHASE FUNDING, INC.
(Issuer in respect of Chase Funding Mortgage Loan Asset-Backed Certificates
Series 1999-1, Series 1999-2, Series 1999-3, Series 1999-4, Series 2000-1,
Series 2000-2, Series 2000-3, Series 2001-1, Series 2001-2, Series 2001-3,
Series 2001-4, Series 2002-1, Series 2002-2, Series 2002-3, Series 2002-4,
Series 2003-1, Series 2003-2, Series 2003-3, Series 2003-4, Series 2003-5,
Series 2003-6, Series 2001-AD1, Series 2001-C1, Series 2001-C2, Series 2001-C3,
Series 2002-C1, Series 2003-C1, Series 2003-C2 and Series 2001-FF1)
(the "Certificates")
-------------------------------------------------------------------------------
(Exact name of Registrant as specified in its charter)
New York 13-3436103
- ------------------------------ -------------------
(State or other jurisdiction ) (I.R.S. Employer
of incorporation Identification No.)
343 Thornall Street, Edison, NJ 08837
---------------------------------------- -------------
(Address of principal executive offices) (Zip Code)
Registrant's telephone number, including area code: (732) 205-0600
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:
--- ---
Indicate by check mark if disclosure of delinquent filers pursuant to
Item 405 of Regulation S-K is not contained herein, and will not be contained,
to the best of registrant's knowledge, in definitive proxy or information
statements incorporated by reference in Part III of this Form 10-K or any
amendment to this Form 10-K. Yes: X No:
--- ---
State the aggregate market value of the voting stock held by
non-affiliates of the Registrant. The aggregate market value shall be computed
by reference to the price at which the stock was sold, or the average bid and
asked priced of such stock, as of a specified date within 60 days prior to the
date of filing. NOT APPLICABLE.
Introductory Note
This Annual Report on Form 10-K is filed pursuant to Sections 13 and
15(d) of the Securities Exchange Act of 1934, as amended, in the manner
described in a "no-action" letter issued by the Office of the Chief Counsel to
Chase Funding, Inc. (formerly known as Chemical Mortgage Securities, Inc.) dated
May 24, 1988 (the "Exemption Order"). Accordingly, responses to certain items
have been omitted from or modified in this Annual Report.
The Mortgage Loan Asset-Backed Certificates, Series 1999-1, Series
1999-2, Series 1999-3, Series 1999-4, Series 2000-1, Series 2000-2, Series
2000-3, Series 2001-1, Series 2001-2, Series 2001-3, Series 2001-4, Series
2002-1, Series 2002-2, Series 2002-3, Series 2002-4, Series 2003-1, Series
2003-2, Series 2003-3, Series 2003-4, Series 2003-5, Series 2003-6 and its Chase
Funding Loan Acquisition Trust Mortgage Loan Asset-Backed Certificates, Series
2001-AD1, Series 2001-C1, Series 2001-C2, Series 2001-C3, Series 2002-C1, Series
2003-C1, Series 2003-C2 and Series 2001-FF1 (each a "Series"), each represent
the entire beneficial ownership interest in a trust fund (the "Trust Fund")
consisting, among other things, of a segregated pool of subprime one- to
four-family first-lien or second lien mortgage loans (the "Mortgage Loans").
PART I
Item 1. Business.
Omitted.
Item 2. Properties.
Information regarding the mortgaged properties is included in the
Accountant's Report and the Annual Statement of Compliance filed under Item 14
hereof, as discussed in Item 14.
Item 3. Legal Proceedings.
The registrant knows of no material pending legal proceedings with
respect to the Trust Fund for any Series, involving the registrant, the Trust
Fund, the related trustee) and Chase Manhattan Mortgage Corporation (the
"Seller" and "Servicer"), other than ordinary routine litigation incidental to
duties of the registrant, Trustee, Seller or the Servicer under the applicable
pooling and servicing agreement for Series 1999-1, Series 1999-2, Series 1999-3,
Series 1999-4, Series 2000-1, Series 2000-2, Series 2000-3, Series 2001-1,
Series 2001-2, Series 2001-3, Series 2001-4, Series 2002-1, Series 2002-2,
Series 2002-3, Series 2002-4, Series 2003-1, Series 2003-2, Series 2003-3,
Series 2003-4, Series 2003-5, Series 2003-6 and its Chase Funding Loan
Acquisition Trust Mortgage Loan Asset-Backed Certificates, Series 2001-AD1,
Series 2001-C1, Series 2001-C2, Series 2001-C3, Series 2002-C1, Series 2003-C1,
Series 2003-C2 and Series 2001-FF1.
Item 4. Submission of Matters to a Vote of Security Holders.
No matter was submitted to a vote of Certificateholders for any Series
during the fiscal year covered by this report.
PART II
Item 5. Market for Registrant's Common Equity and Related Stockholder
Matters.
(a) (1) To the knowledge of the Registrant, there is no
established public market for the Certificates of any
Series.
(2) To the knowledge of the Registrant, there are no
reported high and low bid quotations for any of the
Certificates.
(b) The records of The Depository Trust Company ("DTC") indicate
that as of December 31, 2003, the following Series had the
following number of holders of record:
Series 1999-1: 20
Series 1999-2: 40
Series 1999-3: 25
Series 1999-4: 32
Series 2000-1: 25
Series 2000-2: 33
Series 2000-3: 46
Series 2001-1: 33
Series 2001-2: 46
Series 2001-3: 63
Series 2001-4: 46
Series 2002-1: 74
Series 2002-2: 88
Series 2002-3: 67
Series 2002-4: 58
Series 2003-1: 78
Series 2003-2: 88
Series 2003-3: 79
Series 2003-4: 132
Series 2003-5: 131
Series 2003-6: 100
Series 2001-AD1: 33
Series 2001-C1: 25
Series 2001-C2: 35
Series 2001-C3: 18
Series 2002-C1: 57
Series 2003-C1: 59
Series 2003-C2: 9
Series 2001-FF1: 19
Item 6. Selected Financial Data.
Omitted.
Item 7. Management's Discussion and Analysis of Financial Condition
and Results of Operations.
Omitted.
Item 7A. Quantitative and Qualitative Disclosures About Market Risk
Not applicable.
Item 8. Financial Statements and Supplementary Data.
Omitted.
Item 9. Changes in and Disagreements with Accountants on Accounting
and Financial Disclosure.
None.
PART III
Item 10. Directors and Executive Officers of the Registrant.
Omitted.
Item 11. Executive Compensation.
Omitted.
Item 12. Security Ownership of Certain Beneficial Owners and Management.
The records of DTC indicate that as of December 31, 2003, there were
the following holders of record with more than 5% of each class of each series
of Certificates:
- ----------------------------------------------------------------------------------------------------------------------
Series/Class Name & Address of Participant Original Certificate % of Class
Principal Balance
- ----------------------------------------------------------------------------------------------------------------------
1999-1
- ----------------------------------------------------------------------------------------------------------------------
Class IA-3 The Bank of New York $ 6,450,000.00 50.00%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $ 6,450,000.00 50.00%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
Class IA-4 JPMorgan Chase Bank $ 8,000,000.00 66.67%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Citibank/Private Banking Division $ 4,000,000.00 33.33%
333 West 34th Street, 5th Floor
New York, NY 10001
- ----------------------------------------------------------------------------------------------------------------------
Class IA-5 Wells Fargo Bank Minnesota, N.A. $ 11,000,000.00 84.62%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York $ 2,000,000.00 15.38%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
Class IM-1 JPMorgan Chase Bank $ 6,987,000.00 100.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Class IM-2 Citibank, N.A. $ 2,275,000.00 100.00%
3800 Citibank Center B3-15
Tampa, FL 33610
- ----------------------------------------------------------------------------------------------------------------------
Class IB JPMorgan Chase Bank $ 2,438,000.00 100.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
Class IIA-1 JPMorgan Chase Bank $ 66,650,000.00 48.07%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York $ 37,000,000.00 26.69%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
Mellon Trust of New England, NA $ 35,000,000.00 25.24%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-1 Pershing LLC $ 7,625,000.00 43.26%
International Services Division
1 Pershing Plaza
Jersey City, NJ 07399
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 6,875,000.00 39.01%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 3,125,000.00 17.73%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-2 The Bank of New York $ 11,750,000.00 100.00%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
Class IIB State Street Bank and Trust Company $ 5,500,000.00 66.87%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
Lehman Brothers, Inc. $ 2,000,000.00 24.32%
70 Hudson Street
Jersey City, NJ 07302
- ----------------------------------------------------------------------------------------------------------------------
Bank One Trust Company, N.A. - State $ 500,000.00 6.08%
340 South Cleveland Ave.
Building 350
Columbus, OH
43240
- ----------------------------------------------------------------------------------------------------------------------
1999-2
- ----------------------------------------------------------------------------------------------------------------------
Class IA-4 Citibank, N.A. $ 10,441,000.00 53.71%
3800 Citibank Center B3-15
Tampa, FL 33610
- ----------------------------------------------------------------------------------------------------------------------
M&I Marshall & Isley Bank $ 2,170,000.00 11.16%
Issuer Services
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 2,000,000.00 10.29%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 1,900,000.00 9.77%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
U.S. Bank N.A. $ 1,200,000.00 6.17%
Attn: Securities Control
1555 N. Rivercenter Drive, Suite 0300
Milwaukee, WI 53212
- ----------------------------------------------------------------------------------------------------------------------
Class IA-5 Wells Fargo Bank Minnesota, N.A. $ 10,000,000.00 41.67%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
- ----------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $ 7,000,000.00 29.17%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York $ 3,765,000.00 15.69%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
Brown Brothers Harriman & Co. $ 1,290,000.00 5.38%
63 Wall Street, 8th Fl.
New York, NY 10005
- ----------------------------------------------------------------------------------------------------------------------
Class IM-1 JPMorgan Chase Bank $ 9,000,000.00 100.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Class IM-2 Citibank, N.A. $ 3,750,000.00 50.00%
3800 Citibank Center B3-15
Tampa, FL 33610
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 3,750,000.00 50.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Class IB Wachovia Bank N.A. $ 3,000,000.00 54.55%
40 Broad Street, 5th Floor
New York, NY 10004
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 2,500,000.00 45.45%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Class IIA-1 JPMorgan Chase Bank $ 198,950,000.00 61.41%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $ 69,275,000.00 21.38%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York $ 37,725,000.00 11.65%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 18,000,000.00 5.56%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-1 State Street Bank and Trust Company $ 13,000,000.00 57.02%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
Mellon Trust of New England, NA $ 5,000,000.00 21.93%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
UMB Bank, National Association $ 5,000,000.00 21.93%
928 Grand Blvd.
Kansas City, MO 64106
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-2 The Bank of New York $ 8,050,000.00 44.60%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
Citigroup Global Markets Inc./Salomon $ 5,000,000.00 27.70%
Brothers
333 W 34th Street, 3rd Floor
New York, NY 10001
- ----------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. - Phila. Main $ 5,000,000.00 27.70%
530 Walnut Street, 1st Floor
Philadelphia, PA 19101
- ----------------------------------------------------------------------------------------------------------------------
Class IIB Deutsche Bank Trust Company Americas $ 7,000,000.00 46.05%
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 5,000,000.00 32.89%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York $ 3,200,000.00 21.05%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
1999-3
- ----------------------------------------------------------------------------------------------------------------------
Class IA-4 JPMorgan Chase Bank $ 12,000,000.00 66.67%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $ 6,000,000.00 33.33%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
Class IA-5 The Bank of New York $ 6,000,000.00 55.30%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
Citibank, N.A. $ 4,850,000.00 44.70%
3800 Citibank Center B3-15
Tampa, FL 33610
- ----------------------------------------------------------------------------------------------------------------------
Class IA-6 The Bank of New York $ 12,150,000.00 100.00%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
Class IM-1 JPMorgan Chase Bank $ 3,750,000.00 55.56%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York $ 3,000,000.00 44.44%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
Class IM-2 Mellon Trust of New England, NA $ 2,000,000.00 53.88%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. - Phila. Main $ 1,712,000.00 46.12%
530 Walnut Street, 1st Floor
Philadelphia, PA 19101
- ----------------------------------------------------------------------------------------------------------------------
Class IB-1 Wachovia Bank N.A. - Phila. Main $ 1,538,000.00 50.63%
530 Walnut Street, 1st Floor
Philadelphia, PA 19101
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 1,500,000.00 49.37%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Class IIA-1 Mellon Trust of New England, NA $ 72,525,000.00 35.03%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 55,000,000.00 26.57%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $ 41,120,000.00 19.86%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
Citibank, N.A. $ 17,500,000.00 8.45%
3800 Citibank Center B3-15
Tampa, FL 33610
- ----------------------------------------------------------------------------------------------------------------------
Class IIB Wachovia Bank N.A. - Phila. Main $ 6,025,000.00 54.65%
530 Walnut Street, 1st Floor
Philadelphia, PA 19101
- ----------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. $ 4,000,000.00 36.28%
40 Broad Street, 5th Floor
New York, NY 10004
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 1,000,000.00 9.07%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-1 JPMorgan Chase Bank $ 14,225,000.00 89.32%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 1,700,000.00 10.68%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-2 Wachovia Bank N.A. - Phila. Main $ 5,525,000.00 50.11%
530 Walnut Street, 1st Floor
Philadelphia, PA 19101
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 5,500,000.00 49.89%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
1999-4
- ----------------------------------------------------------------------------------------------------------------------
Class IA-4 The Bank of New York $ 9,000,000.00 56.25%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. $ 5,000,000.00 31.25%
40 Broad Street, 5th Floor
New York, NY 10004
- ----------------------------------------------------------------------------------------------------------------------
Brown Brothers Harriman & Co. $ 1,000,000.00 6.25%
63 Wall Street, 8th Fl.
New York, NY 10005
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 1,000,000.00 6.25%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Class IA-5 U.S. Bank N.A. $ 4,140,000.00 35.57%
Attn: Securities Control
1555 N. Rivercenter Drive, Suite 0300
Milwaukee, WI 53212
- ----------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. $ 3,500,000.00 30.07%
40 Broad Street, 5th Floor
New York, NY 10004
- ----------------------------------------------------------------------------------------------------------------------
Deutsche Bank Trust Company Americas $ 2,550,000.00 21.91%
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 850,000.00 7.30%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
UBS Financial Services Inc. $ 600,000.00 5.15%
1200 Harbor Blvd.
Weehawken, NJ 07086
- ----------------------------------------------------------------------------------------------------------------------
Class IA-6 Brown Brothers Harriman & Co. $ 5,800,000.00 48.49%
63 Wall Street, 8th Fl.
New York, NY 10005
- ----------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $ 2,000,000.00 16.72%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. $ 3,500,000.00 29.26%
40 Broad Street, 5th Floor
New York, NY 10004
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York $ 660,000.00 5.52%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
Class IM-1 JPMorgan Chase Bank $ 2,000,000.00 43.96%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. - Phila. Main $ 1,400,000.00 30.77%
530 Walnut Street, 1st Floor
Philadelphia, PA 19101
- ----------------------------------------------------------------------------------------------------------------------
U.S. Bank N.A. $ 1,150,000.00 25.27%
Attn: Securities Control
1555 N. Rivercenter Drive, Suite 0300
Milwaukee, WI 53212
- ----------------------------------------------------------------------------------------------------------------------
Class IM-2 Citibank, N.A. $ 1,000,000.00 34.19%
3800 Citibank Center B3-15
Tampa, FL 33610
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 1,025,000.00 35.04%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. - Phila. Main $ 900,000.00 30.77%
530 Walnut Street, 1st Floor
Philadelphia, PA 19101
- ----------------------------------------------------------------------------------------------------------------------
Class IB JPMorgan Chase Bank $ 2,025,000.00 69.23%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. - Phila. Main $ 900,000.00 30.77%
530 Walnut Street, 1st Floor
Philadelphia, PA 19101
- ----------------------------------------------------------------------------------------------------------------------
Class IIA-1 Investors Bank & Trust Company $ 66,000,000.00 32.16%
200 Clarendon St, 9th Floor
Corporate Actions Unit/TOP57
Boston, MA 02116
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 62,000,000.00 30.21%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Deutsche Bank Trust Company Americas $ 40,200,000.00 19.59%
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
Mellon Trust of New England, NA $ 14,000,000.00 6.82%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
Mellon Trust of New England, NA $ 14,000,000.00 6.82%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-1 JPMorgan Chase Bank $ 14,760,000.00 100.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-2 JPMorgan Chase Bank $ 7,440,000.00 71.26%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. - Phila. Main $ 3,000,000.00 28.74%
530 Walnut Street, 1st Floor
Philadelphia, PA 19101
- ----------------------------------------------------------------------------------------------------------------------
Class IIB Wachovia Bank N.A. - Phila. Main $ 9,600,000.00 100.00%
530 Walnut Street, 1st Floor
Philadelphia, PA 19101
- ----------------------------------------------------------------------------------------------------------------------
2000-1
- ----------------------------------------------------------------------------------------------------------------------
Class IA-4 State Street Bank and Trust Company $ 12,000,000.00 70.59%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York $ 5,000,000.00 29.41%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
Class IA-5 The Bank of New York $ 7,170,000.00 70.50%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 3,000,000.00 29.50%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
Class IA-6 JPMorgan Chase Bank $ 9,830,000.00 83.09%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 2,000,000.00 16.91%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
Class IM-1 Deutsche Bank Trust Company Americas $ 2,800,000.00 71.79%
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
UBS Financial Services Inc. $ 600,000.00 15.38%
1200 Harbor Blvd.
Weehawken, NJ 07086
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 500,000.00 12.82%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
Class IM-2 JPMorgan Chase Bank $ 2,225,000.00 52.66%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
PNC Bank, National Association $ 1,725,000.00 40.83%
8800 Tinicum Blvd.
Philadelphia, PA 19153
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York $ 275,000.00 6.51%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
Class IB Barclays Capital Inc./Barclays Bank PLC, $ 2,000,000.00 55.94%
London Branch
222 Broadway
New York, NY 10038
- ----------------------------------------------------------------------------------------------------------------------
Barclays Capital Inc./Barclays Bank PLC, $ 1,575,000.00 44.06%
London Branch
222 Broadway
New York, NY 10038
- ----------------------------------------------------------------------------------------------------------------------
Class IIA-1 Merrill, Lynch, Pierce Fenner & Smith $ 165,000,000.00 68.92%
Safekeeping
4 Corporate Place
Piscataway, NJ 08854
- ----------------------------------------------------------------------------------------------------------------------
Deutsche Bank Trust Company Americas $ 29,400,000.00 12.28%
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York/JP Morgan PPB $ 25,000,000.00 10.44%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York $ 20,000,000.00 8.35%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-1 JPMorgan Chase Bank $ 16,100,000.00 100.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-2 JPMorgan Chase Bank $ 5,300,000.00 39.85%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
LBI - Lehman Government Securities Inc. $ 4,000,000.00 30.08%
(LBI)
70 Hudson Street
Jersey City, NJ 07302
- ----------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $ 4,000,000.00 30.08%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
Class IIB The Bank of New York $ 4,500,000.00 40.18%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
Deutsche Bank Trust Company Americas $ 3,200,000.00 28.57%
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 3,500,000.00 31.25%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
2000-2
- ----------------------------------------------------------------------------------------------------------------------
Class IA-4 The Bank of New York $ 10,200,000.00 49.76%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 5,050,000.00 24.63%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. $ 1,800,000.00 8.78%
40 Broad Street, 5th Floor
New York, NY 10004
- ----------------------------------------------------------------------------------------------------------------------
M&I Marshall & Isley Bank $ 1,750,000.00 8.54%
Issuer Services
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
- ----------------------------------------------------------------------------------------------------------------------
Class IA-5 The Bank of New York $ 15,338,000.00 94.21%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
Class IA-6 JPMorgan Chase Bank $ 12,420,000.00 100.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Class IM-1 JPMorgan Chase Bank $ 4,050,000.00 100.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Class IM-2 JPMorgan Chase Bank $ 3,712,500.00 100.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Class IB Deutsche Bank Trust Company Americas $ 3,037,500.00 100.00%
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
Class IIA-1 JPMorgan Chase Bank $ 106,620,000.00 38.15%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Merrill, Lynch, Pierce Fenner & Smith $ 100,000,000.00 35.78%
Safekeeping
4 Corporate Place
Piscataway, NJ 08854
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 99,065,000.00 35.44%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $ 39,205,000.00 14.03%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
Mellon Trust of New England, NA $ 30,500,000.00 10.91%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-1 UBS Warburg LLC/CMC $ 17,875,000.00 100.00%
299 Park Avenue
New York, NY 10171
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-2 JPMorgan Chase Bank $ 10,000,000.00 64.78%
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Citibank, N.A. $ 3,687,500.00 23.89%
3800 Citibank Center B3-15
Tampa, FL 33610
- ----------------------------------------------------------------------------------------------------------------------
Union Bank of California Capital Markets $ 1,750,000.00 11.34%
445 S. Figuero Street, 11th Floor
Los Angelas, CA 90071
- ----------------------------------------------------------------------------------------------------------------------
Class IIB Deutsche Bank Trust Company Americas $ 4,187,500.00
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York $ 4,000,000.00 32.82%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $ 4,000,000.00 32.82%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
2000-3
- ----------------------------------------------------------------------------------------------------------------------
Class IA-4 JPMorgan Chase Bank $ 15,000,000.00 56.60%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Mellon Trust of New England, NA $ 3,800,000.00 14.34%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 3,030,000.00 11.43%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
Deutsche Bank Trust Company Americas $ 2,900,000.00 10.94%
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
Class IA-5 JPMorgan Chase Bank $ 20,250,000.00 100.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Class IA-6 Mellon Trust of New England, NA $ 7,200,000.00 48.00%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
Citibank, N.A. $ 4,000,000.00 26.67%
3800 Citibank Center B3-15
Tampa, FL 33610
- ----------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. $ 1,300,000.00 8.67%
40 Broad Street, 5th Floor
New York, NY 10004
- ----------------------------------------------------------------------------------------------------------------------
Class IM-1 The Bank of New York $ 2,600,000.00 72.22%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
Bank One, Oklahoma, N.A. $ 1,000,000.00 27.78%
100 N. Broadway - 6th Floor
Safekeeping
Oklahoma, OK 73102
- ----------------------------------------------------------------------------------------------------------------------
Class IM-2 State Street Bank and Trust Company $ 1,600,000.00 50.00%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
Deutsche Bank Trust Company Americas $ 500,000.00 15.63%
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
The Fifth Third Bank $ 500,000.00 15.63%
38 Fountain Square Plaza
Cincinnati, OH 45263
- ----------------------------------------------------------------------------------------------------------------------
Wells Fargo Bank Minnesota, N.A. $ 450,000.00 14.06%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
- ----------------------------------------------------------------------------------------------------------------------
Class IB JPMorgan Chase Bank/ $ 2,000,000.00 62.50%
Correspondence Clearing Services 2
Proxy/Class Actions/Bankruptcy
14201 Dallas Parkway
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Citibank, N.A. $ 1,200,000.00 37.50%
3800 Citibank Center B3-15
Tampa, FL 33610
- ----------------------------------------------------------------------------------------------------------------------
Class IIA1 State Street Bank and Trust Company $ 293,550,000.00 60.95%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
Merrill, Lynch, Pierce Fenner & Smith $ 200,000,000.00 41.53%
Safekeeping
4 Corporate Place
Piscataway, NJ 08854
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 67,700,000.00 14.06%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Investors Bank & Trust Company $ 48,100,000.00 9.99%
200 Clarendon St, 9th Floor
Corporate Actions Unit/TOP57
Boston, MA 02116
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 25,350,000.00 5.26%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-1 State Street Bank and Trust Company $ 15,300,000.00 49.68%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
UBS Warburg LLC/CMC $ 11,800,000.00 38.31%
299 Park Avenue
New York, NY 10171
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 3,100,000.00 10.06%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-2 Citibank, N.A. $ 10,000,000.00 37.59%
3800 Citibank Center B3-15
Tampa, FL 33610
- ----------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $ 7,600,000.00 28.57%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
Deutsche Bank Trust Company Americas $ 5,000,000.00 18.80%
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
Investors Bank & Trust Company $ 2,000,000.00 7.52%
200 Clarendon St, 9th Floor
Corporate Actions Unit/TOP57
Boston, MA 02116
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 2,000,000.00 7.52%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
Class IIB Wells Fargo Bank Minnesota, N.A. $ 21,000,000.00 100.00%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
- ----------------------------------------------------------------------------------------------------------------------
2001-1
- ----------------------------------------------------------------------------------------------------------------------
Class IA-4 Wachovia Securities, LLC/Custody $ 8,250,000.00 42.31%
One New York Plaza
New York, NY 10292
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York $ 5,500,000.00 28.21%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 2,240,000.00 11.49%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 2,085,000.00 10.69%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Wells Fargo Bank Minnesota, N.A. $ 1,175,000.00 6.03%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
- ----------------------------------------------------------------------------------------------------------------------
Class IA-5 JPMorgan Chase Bank $ 11,476,250.00 69.65%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
SEI Trust Company $ 5,000,000.00 30.35%
1 Freedom Valley Drive
Oaks, PA 19456
- ----------------------------------------------------------------------------------------------------------------------
Class IA-6 JPMorgan Chase Bank $ 6,086,250.00 49.14%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Citibank, N.A. $ 6,000,000.00 48.44%
3800 Citibank Center B3-15
Tampa, FL 33610
- ----------------------------------------------------------------------------------------------------------------------
Class IM-1 The Bank of New York $ 4,387,500.00 100.00%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
Class IM-2 JPMorgan Chase Bank $ 2,712,500.00 73.06%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Fleet National Bank $ 1,000,000.00 26.94%
159 East Main Street
Rochester, NY 14638
- ----------------------------------------------------------------------------------------------------------------------
Class IB JPMorgan Chase Bank $ 3,037,500.00 100.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Class IIA-1 Investors Bank & Trust Company $ 217,000,000.00 50.94%
200 Clarendon St, 9th Floor
Corporate Actions Unit/TOP57
Boston, MA 02116
- ----------------------------------------------------------------------------------------------------------------------
Deutsche Bank Trust Company Americas $ 96,000,000.00 22.54%
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York $ 84,800,000.00 19.91%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-1 JPMorgan Chase Bank $ 14,700,000.00 58.33%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York $ 5,500,000.00 21.83%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
Deutsche Bank Trust Company Americas $ 5,000,000.00 19.84%
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-2 JPMorgan Chase Bank $ 6,650,000.00 32.60%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Mellon Trust of New England, NA $ 5,000,000.00 24.51%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
Citibank, N.A. $ 3,575,000.00 17.52%
3800 Citibank Center B3-15
Tampa, FL 33610
- ----------------------------------------------------------------------------------------------------------------------
UMB Bank, National Association $ 3,400,000.00 16.67%
928 Grand Blvd.
Kansas City, MO 64106
- ----------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. - Phila. Main $ 1,125,000.00 5.51%
530 Walnut Street, 1st Floor
Philadelphia, PA 19101
- ----------------------------------------------------------------------------------------------------------------------
Class IIB JPMorgan Chase Bank $ 4,200,000.00 50.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. $ 4,200,000.00 50.00%
40 Broad Street, 5th Floor
New York, NY 10004
- ----------------------------------------------------------------------------------------------------------------------
2001-2
- ----------------------------------------------------------------------------------------------------------------------
Class IA-4 PNC Bank, National Association $ 6,410,000.00 29.47%
8800 Tinicum Blvd
Philadelphia, PA 19153
- ----------------------------------------------------------------------------------------------------------------------
Comercia Bank $ 4,800,000.00 22.07%
411 West Lafayette
Mail Code 3404
Detroit, MI 48226
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York $ 3,800,000.00 17.47%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 3,500,000.00 16.09%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Wells Fargo Bank Minnesota, N.A. $ 1,550,000.00 7.13%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
- ----------------------------------------------------------------------------------------------------------------------
Class IA-5 State Street Bank and Trust Company $ 16,030,000.00 100.00%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
Class IA-6 Bank of New York/Investment Account $ 12,420,000.00 100.00%
(Participant Contact Not Found)
- ----------------------------------------------------------------------------------------------------------------------
Class IM-1 JPMorgan Chase Bank $ 2,050,000.00 50.62%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Bank of New York/Investment Account $ 2,000,000.00 49.38%
(Participant Contact Not Found)
- ----------------------------------------------------------------------------------------------------------------------
Class IM-2 JPMorgan Chase Bank $ 4,050,000.00 100.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
Class IB JPMorgan Chase Bank $ 2,700,000.00 100.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Class IIA-1 Federal Home Loan Mortgage $ 150,280,000.00 100.00%
Corporation/Retained -
Participant Contact Info Not Found
- ----------------------------------------------------------------------------------------------------------------------
Class IIA-2 Merrill, Lynch, Pierce Fenner & Smith $ 93,000,000.00 30.49%
Safekeeping
4 Corporate Place
Piscataway, NJ 08854
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 74,280,000.00 24.36%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Deutsche Bank Trust Company Americas $ 45,200,000.00 14.82%
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. - Phila. Main $ 30,000,000.00 9.84%
530 Walnut Street, 1st Floor
Philadelphia, PA 19101
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York $ 28,000,000.00 9.18%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
Citibank, N.A. $ 25,500,000.00 8.36%
3800 Citibank Center B3-15
Tampa, FL 33610
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-1 DBTC Americas/DBAG London $ 7,000,000.00 25.89%
Global Markets
16 Wall Street - 5th Floor
Broker Dealer Clearance
New York, NY 10005
- ----------------------------------------------------------------------------------------------------------------------
Wells Fargo Bank Minnesota, N.A. $ 7,000,000.00 25.89%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
- ----------------------------------------------------------------------------------------------------------------------
Deutsche Bank Trust Company Americas $ 6,000,000.00 22.19%
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $ 4,537,500.00 16.78%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 2,000,000.00 7.40%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-2 The Bank of New York $ 12,252,500.00 71.02%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
Deutsche Bank Trust Company Americas $ 5,000,000.00 28.98%
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
Class IIB Wells Fargo Bank Minnesota, N.A. $ 4,500,000.00 29.13%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
- ----------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. $ 4,000,000.00 25.89%
40 Broad Street, 5th Floor
New York, NY 10004
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 3,950,000.00 25.57%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Citibank, N.A. $ 3,000,000.00 19.42%
3800 Citibank Center B3-15
Tampa, FL 33610
- ----------------------------------------------------------------------------------------------------------------------
2001-3
- ----------------------------------------------------------------------------------------------------------------------
Class IA-3 M&I Marshall & Isley Bank $ 13,000,000.00 33.33%
Issuer Services
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
- ----------------------------------------------------------------------------------------------------------------------
LaSalle Bank National Association $ 12,000,000.00 30.77%
135 South LaSalle Street
Chicago, Il 60603
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 4,690,000.00 12.03%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Mellon Trust of New England, NA $ 3,790,000.00 9.72%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $ 3,000,000.00 7.69%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
Class IA-4 JPMorgan Chase Bank $ 11,650,000.00 35.57%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Barclays Global Investors N.A/ $ 3,000,000.00 9.16%
Investors Bank & Trust
980 9th Street, 6th Floor
Sacramento, CA 95814
- ----------------------------------------------------------------------------------------------------------------------
Mellon Trust of New England, NA $ 2,655,000.00 8.11%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York $ 2,520,000.00 7.69%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
Comercia Bank $ 2,500,000.00 7.63%
411 West Lafayette
Mail Code 3404
Detroit, MI 48226
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 2,450,000.00 7.48%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
Class IA-5 Union Bank of California, N.A. $ 12,477,250.00 39.64%
530 B St., Suite 242
San Diego, CA 92101
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York $ 10,000,000.00 31.77%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 5,000,000.00 15.88%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
UBS Financial Services Inc. $ 4,000,000.00 12.71%
1200 Harbor Blvd.
Weehawken, NJ 07086
- ----------------------------------------------------------------------------------------------------------------------
Class IA-6 Mellon Trust of New England, NA $ 15,250,000.00 72.53%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 3,675,250.00 17.48%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $ 2,100,000.00 9.99%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
Class IM-1 Mellon Trust of New England, NA $ 3,409,500.00 50.00%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 3,409,500.00 50.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Class IM-2 Citibank, N.A. $ 3,950,750.00 63.20%
3800 Citibank Center B3-15
Tampa, FL 33610
- ----------------------------------------------------------------------------------------------------------------------
Deutsche Bank Trust Company Americas $ 2,300,000.00 36.80%
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
Class IB Citibank, N.A. $ 1,988,875.00 50.00%
3800 Citibank Center B3-15
Tampa, FL 33610
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 1,988,875.00 50.00%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Class IIA-1 PNC Bank, National Association $ 307,953,000.00 40.82%
8800 Tinicum Blvd
Philadelphia, PA 19153
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 250,200,000.00 33.16%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Deutsche Bank Trust Company Americas $ 129,870,000.00 17.21%
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-1 JPMorgan Chase Bank $ 31,385,000.00 74.05%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 11,000,000.00 25.95%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-2 Mellon Trust of New England, NA $ 15,000,000.00 44.24%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 14,908,000.00 43.97%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Investors Bank & Trust Company $ 2,500,000.00 7.37%
200 Clarendon St, 9th Floor
Corporate Actions Unit/TOP57
Boston, MA 02116
- ----------------------------------------------------------------------------------------------------------------------
Class IIB JPMorgan Chase Bank $ 8,000,000.00 47.19%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
LaSalle Bank National Association $ 3,000,000.00 17.69%
135 South LaSalle Street
Chicago, Il 60603
- ----------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. $ 2,000,000.00 11.80%
40 Broad Street, 5th Floor
New York, NY 10004
- ----------------------------------------------------------------------------------------------------------------------
Deutsche Bank Trust Company Americas $ 1,977,000.00 11.66%
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
Investors Bank & Trust Company $ 1,977,000.00 11.66%
200 Clarendon St, 9th Floor
Corporate Actions Unit/TOP57
Boston, MA 02116
- ----------------------------------------------------------------------------------------------------------------------
2001-4
- ----------------------------------------------------------------------------------------------------------------------
Class IA-3 Mellon Trust of New England, NA $ 20,705,000.00 40.01%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 18,000,000.00 34.78%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York $ 8,585,000.00 16.59%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
Class IA-4 State Street Bank and Trust Company $ 14,250,000.00 45.60%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 10,500,000.00 33.60%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 4,000,000.00 12.80%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
Class IA-5 JPMorgan Chase Bank $ 28,931,000.00 85.26%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Mellon Trust of New England, NA $ 4,250,000.00 12.53%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
Class IA-6 The Bank of New York $ 16,409,000.00 65.88%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 8,500,000.00 34.12%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Class IM-1 The Bank of New York $ 6,900,000.00 50.00%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
Citibank, N.A. $ 6,900,000.00 50.00%
3800 Citibank Center B3-15
Tampa, FL 33610
- ----------------------------------------------------------------------------------------------------------------------
Class IM-2 Citibank, N.A. $ 2,210,000.00 35.59%
3800 Citibank Center B3-15
Tampa, FL 33610
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 2,000,000.00 32.21%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
LaSalle Bank National Association $ 2,000,000.00 32.21%
135 South LaSalle Street
Chicago, Il 60603
- ----------------------------------------------------------------------------------------------------------------------
Class IB Citibank, N.A. $ 2,900,000.00 42.03%
3800 Citibank Center B3-15
Tampa, FL 33610
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 2,040,000.00 29.57%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $ 915,000.00 13.26%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
Mellon Trust of New England, NA $ 535,000.00 7.75%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 410,000.00 5.94%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
Class IIA-1 Barclays Global Investors N.A/ $ 127,000,000.00 36.79%
Investors Bank & Trust
980 9th Street, 6th Floor
Sacramento, CA 95814
- ----------------------------------------------------------------------------------------------------------------------
Citibank, N.A. $ 90,000,000.00 26.07%
3800 Citibank Center B3-15
Tampa, FL 33610
- ----------------------------------------------------------------------------------------------------------------------
Deutsche Bank Trust Company Americas $ 58,000,000.00 16.80%
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 50,000,000.00 14.48%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-1 State Street Bank and Trust Company $ 18,340,000.00 78.58%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 5,000,000.00 21.42%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
Class IIM-2 The Bank of New York $ 4,697,500.00 43.91%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
Mellon Trust of New England, NA $ 4,000,000.00 37.39%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
Investors Bank & Trust Company $ 2,000,000.00 18.70%
200 Clarendon St, 9th Floor
Corporate Actions Unit/TOP57
Boston, MA 02116
- ----------------------------------------------------------------------------------------------------------------------
Class IIB Wells Fargo Bank Minnesota, N.A. $ 5,000,000.00 51.41%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
Deutsche Bank Trust Company Americas $ 3,000,000.00 30.85%
648 Grassmere Park Road
Nashville, TN 37211
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 1,725,000.00 17.74%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
2002-1
- ----------------------------------------------------------------------------------------------------------------------
IA2 Mellon Trust of New England, NA $ 13,945,000.00 34.65%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
State Street Bank and Trust Company $ 8,450,000.00 20.99%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
Wachovia Bank N.A. - Phila. Main $ 5,020,000.00 12.47%
530 Walnut Street, 1st Floor
Philadelphia, PA 19101
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 3,045,000.00 7.57%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
SSB - Trust Custody $ 3,000,000.00 7.45%
2 Heritage Drive
North Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
IA3 State Street Bank and Trust Company $ 33,575,000.00 40.82%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 21,550,000.00 26.20%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 13,625,000.00 16.57%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
The Bank of New York $ 8,660,000.00 10.53%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
IA4 The Bank of New York $ 22,200,000.00 37.00%
One Wall Street
New York, NY 10286
- ----------------------------------------------------------------------------------------------------------------------
Union Bank of California, N.A. $ 22,000,000.00 36.67%
530 B St., Suite 242
San Diego, CA 92101
- ----------------------------------------------------------------------------------------------------------------------
Mellon Trust of New England, NA $ 6,100,000.00 10.17%
525 William Penn Place, Suite 3148
Pittsburgh, PA 15259
- ----------------------------------------------------------------------------------------------------------------------
The Northern Trust Company $ 4,700,000.00 7.83%
801 S. Canal C-IN
Chicago, IL 60607
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
IA5 State Street Bank and Trust Company $ 17,362,500.00 28.76%
1776 Heritage Dr.
Global Corporate Action Unit JAB 5NW
No. Quincy, MA 02171
- ----------------------------------------------------------------------------------------------------------------------
Wells Fargo Bank Minnesota, N.A. $ 16,550,000.00 27.42%
c/o ADP Proxy Services
51 Mercedes Way
Edgewood, NY 11717
- ----------------------------------------------------------------------------------------------------------------------
JPMorgan Chase Bank $ 13,000,000.00 21.54%
Proxy/Class Actions/Bankruptcy
14201 Dallas Pkwy
Dallas, TX 75254
- -------------------------------