-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, QM+COBzGDGS8eQ96q7OlZfvQZeyPqBAyp7goJjc+MrcFoWF8VVia5C8FxAGSvFcE 0RhOxZU7DfITi1cutYNXgg== 0001056404-04-003246.txt : 20041001 0001056404-04-003246.hdr.sgml : 20041001 20041001144510 ACCESSION NUMBER: 0001056404-04-003246 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040925 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041001 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Deutsche Mortgage Securities Inc. Mortgage Loan Trust 2004-5 CENTRAL INDEX KEY: 0001301628 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-100675-07 FILM NUMBER: 041058087 MAIL ADDRESS: STREET 1: 31 WEST 52ND STREET CITY: NEW YORK STATE: NY ZIP: 10019 8-K 1 dms04005_sep.txt SEPTEMBER 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): September 27, 2004 DEUTSCHE MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2004-5 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-100675-07 54-6636528 Pooling and Servicing Agreement) (Commission 54-6636529 (State or other File Number) 54-6636530 jurisdiction IRS EIN of Incorporation) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On September 27, 2004 a distribution was made to holders of DEUTSCHE MORTGAGE SECURITIES, INC., Mortgage Pass-Through Certificates, Series 2004-5 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-5 Trust, relating to the September 27, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. DEUTSCHE MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2004-5 Trust (Registrant) By: Wells Fargo Bank, N.A. as Master Servicer By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 9/30/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-5 Trust, relating to the September 27, 2004 distribution. EX-99.1
Deutsche Mortgage Securities Mortgage Pass-Through Certificates Record Date: 8/31/2004 Distribution Date: 9/27/2004 DMS Series: 2004-5 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution A-1 251563FW7 SEN 1.90000% 280,200,000.00 414,073.33 4,103,020.14 A-2 251563FX5 SEN 4.98000% 16,600,000.00 68,890.00 0.00 A-3 251563FY3 SEN 5.59000% 76,500,000.00 356,362.50 0.00 A-4A 251563FZ0 SEN 5.62500% 10,000,000.00 46,875.00 0.00 A-4B 251563GG1 SEN 5.62500% 23,866,000.00 111,871.88 0.00 A-5A 251563GA4 SEN 5.03000% 39,200,000.00 164,313.33 0.00 A-5B 251563GB2 SEN 5.44000% 9,417,000.00 42,690.40 0.00 A-IO 251563GC0 SEN 4.50000% 0.00 227,891.25 0.00 M-1 251563GD8 SUB 5.62500% 13,370,000.00 62,671.88 0.00 M-2 251563GE6 SUB 5.62500% 8,022,000.00 37,603.13 0.00 M-3 251563GF3 SUB 5.62500% 6,077,000.00 28,485.94 0.00 CE DMS0405CE SEN 0.00000% 2,916,669.00 997,017.79 (343.62) P DMS04005P SEN 0.00000% 100.00 42,479.84 0.00 R DMS04005R SEN 0.00000% 0.00 0.00 0.00 Totals 486,168,769.00 2,601,226.27 4,102,676.52
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses A-1 0.00 276,096,979.86 4,517,093.47 0.00 A-2 0.00 16,600,000.00 68,890.00 0.00 A-3 0.00 76,500,000.00 356,362.50 0.00 A-4A 0.00 10,000,000.00 46,875.00 0.00 A-4B 0.00 23,866,000.00 111,871.88 0.00 A-5A 0.00 39,200,000.00 164,313.33 0.00 A-5B 0.00 9,417,000.00 42,690.40 0.00 A-IO 0.00 0.00 227,891.25 0.00 M-1 0.00 13,370,000.00 62,671.88 0.00 M-2 0.00 8,022,000.00 37,603.13 0.00 M-3 0.00 6,077,000.00 28,485.94 0.00 CE 0.00 2,917,012.62 996,674.17 0.00 P 0.00 100.00 42,479.84 0.00 R 0.00 0.00 0.00 0.00 Totals 0.00 482,066,092.48 6,703,902.79 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.
Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) A-1 280,200,000.00 280,200,000.00 0.00 4,103,020.14 0.00 0.00 A-2 16,600,000.00 16,600,000.00 0.00 0.00 0.00 0.00 A-3 76,500,000.00 76,500,000.00 0.00 0.00 0.00 0.00 A-4A 10,000,000.00 10,000,000.00 0.00 0.00 0.00 0.00 A-4B 23,866,000.00 23,866,000.00 0.00 0.00 0.00 0.00 A-5A 39,200,000.00 39,200,000.00 0.00 0.00 0.00 0.00 A-5B 9,417,000.00 9,417,000.00 0.00 0.00 0.00 0.00 A-IO 0.00 0.00 0.00 0.00 0.00 0.00 M-1 13,370,000.00 13,370,000.00 0.00 0.00 0.00 0.00 M-2 8,022,000.00 8,022,000.00 0.00 0.00 0.00 0.00 M-3 6,077,000.00 6,077,000.00 0.00 0.00 0.00 0.00 CE 2,916,669.00 2,916,669.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 486,168,769.00 486,168,769.00 0.00 4,103,020.14 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution A-1 4,103,020.14 276,096,979.86 0.98535682 4,103,020.14 A-2 0.00 16,600,000.00 1.00000000 0.00 A-3 0.00 76,500,000.00 1.00000000 0.00 A-4A 0.00 10,000,000.00 1.00000000 0.00 A-4B 0.00 23,866,000.00 1.00000000 0.00 A-5A 0.00 39,200,000.00 1.00000000 0.00 A-5B 0.00 9,417,000.00 1.00000000 0.00 A-IO 0.00 0.00 0.00000000 0.00 M-1 0.00 13,370,000.00 1.00000000 0.00 M-2 0.00 8,022,000.00 1.00000000 0.00 M-3 0.00 6,077,000.00 1.00000000 0.00 CE (343.62) 2,917,012.62 1.00011781 (343.62) P 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 4,102,676.52 482,066,092.48 0.99156121 4,102,676.52
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A-1 280,200,000.00 1000.00000000 0.00000000 14.64318394 0.00000000 A-2 16,600,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-3 76,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-4A 10,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-4B 23,866,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-5A 39,200,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-5B 9,417,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 M-1 13,370,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 8,022,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 6,077,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 2,916,669.00 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are per $1,000 denomination.
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution A-1 0.00000000 14.64318394 985.35681606 0.98535682 14.64318394 A-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A-4A 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A-4B 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A-5A 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A-5B 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 CE 0.00000000 (0.11781248) 1,000.11781248 1.00011781 (0.11781248) P 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall A-1 280,200,000.00 1.90000% 280,200,000.00 414,073.33 0.00 0.00 A-2 16,600,000.00 4.98000% 16,600,000.00 68,890.00 0.00 0.00 A-3 76,500,000.00 5.59000% 76,500,000.00 356,362.50 0.00 0.00 A-4A 10,000,000.00 5.62500% 10,000,000.00 46,875.00 0.00 0.00 A-4B 23,866,000.00 5.62500% 23,866,000.00 111,871.88 0.00 0.00 A-5A 39,200,000.00 5.03000% 39,200,000.00 164,313.33 0.00 0.00 A-5B 9,417,000.00 5.44000% 9,417,000.00 42,690.40 0.00 0.00 A-IO 0.00 4.50000% 60,771,000.00 227,891.25 0.00 0.00 M-1 13,370,000.00 5.62500% 13,370,000.00 62,671.88 0.00 0.00 M-2 8,022,000.00 5.62500% 8,022,000.00 37,603.13 0.00 0.00 M-3 6,077,000.00 5.62500% 6,077,000.00 28,485.94 0.00 0.00 CE 2,916,669.00 0.00000% 2,916,669.00 0.00 0.00 0.00 P 100.00 0.00000% 100.00 0.00 0.00 0.00 R 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 486,168,769.00 1,561,728.64 0.00 0.00
Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance A-1 0.00 0.00 414,073.33 0.00 276,096,979.86 A-2 0.00 0.00 68,890.00 0.00 16,600,000.00 A-3 0.00 0.00 356,362.50 0.00 76,500,000.00 A-4A 0.00 0.00 46,875.00 0.00 10,000,000.00 A-4B 0.00 0.00 111,871.88 0.00 23,866,000.00 A-5A 0.00 0.00 164,313.33 0.00 39,200,000.00 A-5B 0.00 0.00 42,690.40 0.00 9,417,000.00 A-IO 0.00 0.00 227,891.25 0.00 60,771,000.00 M-1 0.00 0.00 62,671.88 0.00 13,370,000.00 M-2 0.00 0.00 37,603.13 0.00 8,022,000.00 M-3 0.00 0.00 28,485.94 0.00 6,077,000.00 CE 0.00 0.00 997,017.79 0.00 2,917,012.62 P 0.00 0.00 42,479.84 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 2,601,226.27 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall A-1 280,200,000.00 1.90000% 1000.00000000 1.47777777 0.00000000 0.00000000 A-2 16,600,000.00 4.98000% 1000.00000000 4.15000000 0.00000000 0.00000000 A-3 76,500,000.00 5.59000% 1000.00000000 4.65833333 0.00000000 0.00000000 A-4A 10,000,000.00 5.62500% 1000.00000000 4.68750000 0.00000000 0.00000000 A-4B 23,866,000.00 5.62500% 1000.00000000 4.68750021 0.00000000 0.00000000 A-5A 39,200,000.00 5.03000% 1000.00000000 4.19166658 0.00000000 0.00000000 A-5B 9,417,000.00 5.44000% 1000.00000000 4.53333333 0.00000000 0.00000000 A-IO 0.00 4.50000% 1000.00000000 3.75000000 0.00000000 0.00000000 M-1 13,370,000.00 5.62500% 1000.00000000 4.68750037 0.00000000 0.00000000 M-2 8,022,000.00 5.62500% 1000.00000000 4.68750062 0.00000000 0.00000000 M-3 6,077,000.00 5.62500% 1000.00000000 4.68750041 0.00000000 0.00000000 CE 2,916,669.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All Classes are per $1,000 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance A-1 0.00000000 0.00000000 1.47777777 0.00000000 985.35681606 A-2 0.00000000 0.00000000 4.15000000 0.00000000 1000.00000000 A-3 0.00000000 0.00000000 4.65833333 0.00000000 1000.00000000 A-4A 0.00000000 0.00000000 4.68750000 0.00000000 1000.00000000 A-4B 0.00000000 0.00000000 4.68750021 0.00000000 1000.00000000 A-5A 0.00000000 0.00000000 4.19166658 0.00000000 1000.00000000 A-5B 0.00000000 0.00000000 4.53333333 0.00000000 1000.00000000 A-IO 0.00000000 0.00000000 3.75000000 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.68750037 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.68750062 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.68750041 0.00000000 1000.00000000 CE 0.00000000 0.00000000 341.83439739 0.00000000 1000.11781248 P 0.00000000 0.00000000 424798.40000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 6,773,425.73 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 42,479.84 Total Deposits 6,815,905.57 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 112,002.78 Payment of Interest and Principal 6,703,902.79 Total Withdrawals (Pool Distribution Amount) 6,815,905.57 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0.00
SERVICING FEES Gross Servicing Fee 101,285.16 Credit Risk Manager Fee 4,051.41 FGIC 4,640.51 Master Servicing Fee 2,025.70 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 112,002.78
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Financial Guaranty 0.00 0.00 0.00 0.00 Reserve Fund 0.00 0.00 0.00 0.00
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 0.00
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 6.604648% Weighted Average Net Coupon 6.354648% Weighted Average Pass-Through Rate 6.327154% Weighted Average Maturity(Stepdown Calculation ) 347 Beginning Scheduled Collateral Loan Count 2,559 Number Of Loans Paid In Full 16 Ending Scheduled Collateral Loan Count 2,543 Beginning Scheduled Collateral Balance 486,168,769.00 Ending Scheduled Collateral Balance 482,066,092.48 Ending Actual Collateral Balance at 31-Aug-2004 482,392,458.10 Monthly P &I Constant 3,110,590.87 Special Servicing Fee 0.00 Prepayment Penalties 42,479.84 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 434,779.48 Unscheduled Principal 3,667,896.77 Required Overcollateralization Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized reduction Amount 0.00 Specified O/C Amount 2,917,012.62 Overcollateralized Amount 2,917,012.62 Overcollateralized Deficiency Amount 0.00 Base Overcollateralized Amount 0.00 Extra principal distribution Amount 343.89 Excess Cash Amount 1,229,549.82
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