-----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, EAU1OZCKFRybvwhBHkR1xnBi3q+hTZCpf6dt48yvNkxcfpgC9AnHQqly6CIufri6 P/BqJNINuvqHUgvoH1nUDw== 0001056404-04-003281.txt : 20041004 0001056404-04-003281.hdr.sgml : 20041004 20041004110956 ACCESSION NUMBER: 0001056404-04-003281 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: 20041004 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Morgan Stanley Mortgage Loan Trust 2004-4 CENTRAL INDEX KEY: 0001302021 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-104283-16 FILM NUMBER: 041060680 BUSINESS ADDRESS: STREET 1: 1585 BROADWAY STREET 2: 2ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10036 BUSINESS PHONE: 2127614700 MAIL ADDRESS: STREET 1: 1585 BROADWAY STREET 2: 2ND FL CITY: NEW YORK STATE: NY ZIP: 10036 8-K 1 msm04004_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 MORGAN STANLEY MORTGAGE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-4 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-104283-16 54-6636567 Pooling and Servicing Agreement) (Commission 54-6636568 (State or other File Number) 54-6636569 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 MORGAN STANLEY MORTGAGE LOAN TRUST, Mortgage Pass-Through Certificates, Series 2004-4 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 2004-4 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. MORGAN STANLEY MORTGAGE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-4 Trust (Registrant) By: Wells Fargo Bank, N.A. as Securities Administrator By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 9/29/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-4 Trust, relating to the September 27, 2004 distribution. EX-99.1
Morgan Stanley Mortgage Loan Trust Mortgage Pass-Through Certificates Record Date: 8/31/2004 Distribution Date: 9/27/2004 MSML Series: 2004-4 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 1-A-1 61748HCX7 SEN 4.75000% 12,157,000.00 48,121.46 0.00 1-A-2 61748HCY5 SEN 5.50000% 0.00 7,598.12 0.00 1-A-3 61748HCZ2 SEN 5.50000% 11,200,000.00 51,333.33 0.00 1-A-4 61748HDA6 SEN 5.50000% 10,000,000.00 45,833.33 299,987.88 1-A-5 61748HDB4 SEN 5.50000% 20,000.00 91.67 (91.67) 1-A-6 61748HDC2 SEN 5.50000% 3,480,000.00 15,950.00 (15,950.00) 1-A-7 61748HDD0 SEN 5.50000% 1,867,000.00 8,557.08 (8,557.08) 1-A-8 61748HDE8 SEN 5.50000% 2,020,000.00 9,258.33 14,365.41 1-A-9 61748HDF5 SEN 5.50000% 50,000,000.00 229,166.67 386,447.81 1-A-10 61748HDG3 SEN 5.00000% 75,000,000.00 312,500.00 579,671.71 1-A-11 61748HDH1 SEN 2.02500% 15,000,000.00 25,312.50 115,934.34 1-A-12 61748HDJ7 SEN 5.97500% 0.00 74,687.50 0.00 1-A-13 61748HDK4 SEN 5.50000% 137,480,000.00 630,116.67 1,143,730.93 1-A-14 61748HDL2 SEN 5.50000% 10,500,000.00 48,125.00 0.00 1-A-15 61748HDM0 SEN 5.50000% 25,000,000.00 114,583.33 0.00 1-A-X 61748HDN8 SEN 5.50000% 0.00 115,497.51 0.00 1-A-P 61748HDP3 SEN 0.00000% 2,574,321.00 0.00 3,490.83 2-A 61748HDQ1 SEN 6.57000% 96,236,000.00 526,892.08 2,944,188.99 3-A 61748HDV0 SEN 5.00000% 52,613,000.00 219,220.83 221,048.44 3-A-X 61748HDW8 SEN 5.00000% 0.00 10,945.78 0.00 3-A-P 61748HDX6 SEN 0.00000% 1,540,357.68 0.00 6,836.10 A-R 61748HDU2 SEN 5.50000% 100.00 0.46 100.00 B-1 61748HDR9 SUB 5.64978% 15,257,000.00 71,832.27 18,784.57 B-2 61748HDS7 SUB 5.64978% 4,818,000.00 22,683.88 5,931.97 B-3 61748HDT5 SUB 5.64978% 2,677,000.00 12,603.72 3,295.95 B-4 61748HDY4 SUB 5.64978% 2,676,000.00 12,599.01 3,294.72 B-5 61748HDZ1 SUB 5.64978% 1,874,000.00 8,823.08 2,307.29 B-6 61748HEA5 SUB 5.64978% 1,338,843.00 6,303.48 1,648.36 P 61748HEB3 SEN 0.00000% 100.00 4,257.39 0.00 Totals 535,328,721.68 2,632,894.48 5,726,466.55
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 12,157,000.00 48,121.46 0.00 1-A-2 0.00 0.00 7,598.12 0.00 1-A-3 0.00 11,200,000.00 51,333.33 0.00 1-A-4 0.00 9,700,012.12 345,821.21 0.00 1-A-5 0.00 20,091.67 0.00 0.00 1-A-6 0.00 3,495,950.00 0.00 0.00 1-A-7 0.00 1,875,557.08 0.00 0.00 1-A-8 0.00 2,005,634.59 23,623.74 0.00 1-A-9 0.00 49,613,552.19 615,614.48 0.00 1-A-10 0.00 74,420,328.29 892,171.71 0.00 1-A-11 0.00 14,884,065.66 141,246.84 0.00 1-A-12 0.00 0.00 74,687.50 0.00 1-A-13 0.00 136,336,269.07 1,773,847.60 0.00 1-A-14 0.00 10,500,000.00 48,125.00 0.00 1-A-15 0.00 25,000,000.00 114,583.33 0.00 1-A-X 0.00 0.00 115,497.51 0.00 1-A-P 0.00 2,570,830.17 3,490.83 0.00 2-A 0.00 93,291,811.01 3,471,081.07 0.00 3-A 0.00 52,391,951.56 440,269.27 0.00 3-A-X 0.00 0.00 10,945.78 0.00 3-A-P 0.00 1,533,521.58 6,836.10 0.00 A-R 0.00 0.00 100.46 0.00 B-1 0.00 15,238,215.43 90,616.84 0.00 B-2 0.00 4,812,068.03 28,615.85 0.00 B-3 0.00 2,673,704.05 15,899.67 0.00 B-4 0.00 2,672,705.28 15,893.73 0.00 B-5 0.00 1,871,692.71 11,130.37 0.00 B-6 0.00 1,337,194.64 7,951.84 0.00 P 0.00 100.00 4,257.39 0.00 Totals 0.00 529,602,255.13 8,359,361.03 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) 1-A-1 12,157,000.00 12,157,000.00 0.00 0.00 0.00 0.00 1-A-2 0.00 0.00 0.00 0.00 0.00 0.00 1-A-3 11,200,000.00 11,200,000.00 0.00 0.00 0.00 0.00 1-A-4 10,000,000.00 10,000,000.00 39,765.17 260,222.71 0.00 0.00 1-A-5 20,000.00 20,000.00 0.00 0.00 (91.67) 0.00 1-A-6 3,480,000.00 3,480,000.00 0.00 0.00 (15,950.00) 0.00 1-A-7 1,867,000.00 1,867,000.00 0.00 0.00 (8,557.08) 0.00 1-A-8 2,020,000.00 2,020,000.00 1,904.22 12,461.19 0.00 0.00 1-A-9 50,000,000.00 50,000,000.00 51,225.95 335,221.86 0.00 0.00 1-A-10 75,000,000.00 75,000,000.00 76,838.92 502,832.79 0.00 0.00 1-A-11 15,000,000.00 15,000,000.00 15,367.78 100,566.56 0.00 0.00 1-A-12 0.00 0.00 0.00 0.00 0.00 0.00 1-A-13 137,480,000.00 137,480,000.00 151,608.31 992,122.61 0.00 0.00 1-A-14 10,500,000.00 10,500,000.00 0.00 0.00 0.00 0.00 1-A-15 25,000,000.00 25,000,000.00 0.00 0.00 0.00 0.00 1-A-X 0.00 0.00 0.00 0.00 0.00 0.00 1-A-P 2,574,321.00 2,574,321.00 2,822.11 668.72 0.00 0.00 2-A 96,236,000.00 96,236,000.00 80,674.18 2,863,514.81 0.00 0.00 3-A 52,613,000.00 52,613,000.00 201,350.21 19,698.23 0.00 0.00 3-A-X 0.00 0.00 0.00 0.00 0.00 0.00 3-A-P 1,540,357.68 1,540,357.68 6,106.83 729.28 0.00 0.00 A-R 100.00 100.00 13.26 86.74 0.00 0.00 B-1 15,257,000.00 15,257,000.00 18,784.57 0.00 0.00 0.00 B-2 4,818,000.00 4,818,000.00 5,931.97 0.00 0.00 0.00 B-3 2,677,000.00 2,677,000.00 3,295.95 0.00 0.00 0.00 B-4 2,676,000.00 2,676,000.00 3,294.72 0.00 0.00 0.00 B-5 1,874,000.00 1,874,000.00 2,307.29 0.00 0.00 0.00 B-6 1,338,843.00 1,338,843.00 1,648.36 0.00 0.00 0.00 Totals 535,328,621.68 535,328,621.68 662,939.80 5,088,125.50 (24,598.75) 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 1-A-1 0.00 12,157,000.00 1.00000000 0.00 1-A-2 0.00 0.00 0.00000000 0.00 1-A-3 0.00 11,200,000.00 1.00000000 0.00 1-A-4 299,987.88 9,700,012.12 0.97000121 299,987.88 1-A-5 (91.67) 20,091.67 1.00458350 (91.67) 1-A-6 (15,950.00) 3,495,950.00 1.00458333 (15,950.00) 1-A-7 (8,557.08) 1,875,557.08 1.00458333 (8,557.08) 1-A-8 14,365.41 2,005,634.59 0.99288841 14,365.41 1-A-9 386,447.81 49,613,552.19 0.99227104 386,447.81 1-A-10 579,671.71 74,420,328.29 0.99227104 579,671.71 1-A-11 115,934.34 14,884,065.66 0.99227104 115,934.34 1-A-12 0.00 0.00 0.00000000 0.00 1-A-13 1,143,730.93 136,336,269.07 0.99168075 1,143,730.93 1-A-14 0.00 10,500,000.00 1.00000000 0.00 1-A-15 0.00 25,000,000.00 1.00000000 0.00 1-A-X 0.00 0.00 0.00000000 0.00 1-A-P 3,490.83 2,570,830.17 0.99864398 3,490.83 2-A 2,944,188.99 93,291,811.01 0.96940657 2,944,188.99 3-A 221,048.44 52,391,951.56 0.99579860 221,048.44 3-A-X 0.00 0.00 0.00000000 0.00 3-A-P 6,836.10 1,533,521.58 0.99556200 6,836.10 A-R 100.00 0.00 0.00000000 100.00 B-1 18,784.57 15,238,215.43 0.99876879 18,784.57 B-2 5,931.97 4,812,068.03 0.99876879 5,931.97 B-3 3,295.95 2,673,704.05 0.99876879 3,295.95 B-4 3,294.72 2,672,705.28 0.99876879 3,294.72 B-5 2,307.29 1,871,692.71 0.99876879 2,307.29 B-6 1,648.36 1,337,194.64 0.99876882 1,648.36 Totals 5,726,466.55 529,602,155.13 0.98930289 5,726,466.55
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 12,157,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A-3 11,200,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-4 10,000,000.00 1000.00000000 3.97651700 26.02227100 0.00000000 1-A-5 20,000.00 1000.00000000 0.00000000 0.00000000 (4.58350000) 1-A-6 3,480,000.00 1000.00000000 0.00000000 0.00000000 (4.58333333) 1-A-7 1,867,000.00 1000.00000000 0.00000000 0.00000000 (4.58333155) 1-A-8 2,020,000.00 1000.00000000 0.94268317 6.16890594 0.00000000 1-A-9 50,000,000.00 1000.00000000 1.02451900 6.70443720 0.00000000 1-A-10 75,000,000.00 1000.00000000 1.02451893 6.70443720 0.00000000 1-A-11 15,000,000.00 1000.00000000 1.02451867 6.70443733 0.00000000 1-A-12 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A-13 137,480,000.00 1000.00000000 1.10276629 7.21648683 0.00000000 1-A-14 10,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-15 25,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A-P 2,574,321.00 1000.00000000 1.09625412 0.25976558 0.00000000 2-A 96,236,000.00 1000.00000000 0.83829523 29.75513124 0.00000000 3-A 52,613,000.00 1000.00000000 3.82700492 0.37439853 0.00000000 3-A-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-P 1,540,357.68 1000.00000000 3.96455322 0.47344848 0.00000000 A-R 100.00 1000.00000000 132.60000000 867.40000000 0.00000000 B-1 15,257,000.00 1000.00000000 1.23120994 0.00000000 0.00000000 B-2 4,818,000.00 1000.00000000 1.23121005 0.00000000 0.00000000 B-3 2,677,000.00 1000.00000000 1.23121031 0.00000000 0.00000000 B-4 2,676,000.00 1000.00000000 1.23121076 0.00000000 0.00000000 B-5 1,874,000.00 1000.00000000 1.23121131 0.00000000 0.00000000 B-6 1,338,843.00 1000.00000000 1.23118245 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution 1-A-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-4 0.00000000 29.99878800 970.00121200 0.97000121 29.99878800 1-A-5 0.00000000 (4.58350000) 1,004.58350000 1.00458350 (4.58350000) 1-A-6 0.00000000 (4.58333333) 1,004.58333333 1.00458333 (4.58333333) 1-A-7 0.00000000 (4.58333155) 1,004.58333155 1.00458333 (4.58333155) 1-A-8 0.00000000 7.11158911 992.88841089 0.99288841 7.11158911 1-A-9 0.00000000 7.72895620 992.27104380 0.99227104 7.72895620 1-A-10 0.00000000 7.72895613 992.27104387 0.99227104 7.72895613 1-A-11 0.00000000 7.72895600 992.27104400 0.99227104 7.72895600 1-A-12 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-13 0.00000000 8.31925320 991.68074680 0.99168075 8.31925320 1-A-14 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-15 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-P 0.00000000 1.35601970 998.64398030 0.99864398 1.35601970 2-A 0.00000000 30.59342647 969.40657353 0.96940657 30.59342647 3-A 0.00000000 4.20140346 995.79859654 0.99579860 4.20140346 3-A-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-P 0.00000000 4.43799521 995.56200479 0.99556200 4.43799521 A-R 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 B-1 0.00000000 1.23120994 998.76879006 0.99876879 1.23120994 B-2 0.00000000 1.23121005 998.76878995 0.99876879 1.23121005 B-3 0.00000000 1.23121031 998.76878969 0.99876879 1.23121031 B-4 0.00000000 1.23121076 998.76878924 0.99876879 1.23121076 B-5 0.00000000 1.23121131 998.76878869 0.99876879 1.23121131 B-6 0.00000000 1.23118245 998.76881755 0.99876882 1.23118245 P 0.00000000 0.00000000 1,000.00000000 1.00000000 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 1-A-1 12,157,000.00 4.75000% 12,157,000.00 48,121.46 0.00 0.00 1-A-2 0.00 5.50000% 1,657,772.00 7,598.12 0.00 0.00 1-A-3 11,200,000.00 5.50000% 11,200,000.00 51,333.33 0.00 0.00 1-A-4 10,000,000.00 5.50000% 10,000,000.00 45,833.33 0.00 0.00 1-A-5 20,000.00 5.50000% 20,000.00 91.67 0.00 0.00 1-A-6 3,480,000.00 5.50000% 3,480,000.00 15,950.00 0.00 0.00 1-A-7 1,867,000.00 5.50000% 1,867,000.00 8,557.08 0.00 0.00 1-A-8 2,020,000.00 5.50000% 2,020,000.00 9,258.33 0.00 0.00 1-A-9 50,000,000.00 5.50000% 50,000,000.00 229,166.67 0.00 0.00 1-A-10 75,000,000.00 5.00000% 75,000,000.00 312,500.00 0.00 0.00 1-A-11 15,000,000.00 2.02500% 15,000,000.00 25,312.50 0.00 0.00 1-A-12 0.00 5.97500% 15,000,000.00 74,687.50 0.00 0.00 1-A-13 137,480,000.00 5.50000% 137,480,000.00 630,116.67 0.00 0.00 1-A-14 10,500,000.00 5.50000% 10,500,000.00 48,125.00 0.00 0.00 1-A-15 25,000,000.00 5.50000% 25,000,000.00 114,583.33 0.00 0.00 1-A-X 0.00 5.50000% 25,199,456.84 115,497.51 0.00 0.00 1-A-P 2,574,321.00 0.00000% 2,574,321.00 0.00 0.00 0.00 2-A 96,236,000.00 6.57000% 96,236,000.00 526,892.08 0.00 0.00 3-A 52,613,000.00 5.00000% 52,613,000.00 219,220.83 0.00 0.00 3-A-X 0.00 5.00000% 2,626,986.50 10,945.78 0.00 0.00 3-A-P 1,540,357.68 0.00000% 1,540,357.68 0.00 0.00 0.00 A-R 100.00 5.50000% 100.00 0.46 0.00 0.00 B-1 15,257,000.00 5.64978% 15,257,000.00 71,832.27 0.00 0.00 B-2 4,818,000.00 5.64978% 4,818,000.00 22,683.88 0.00 0.00 B-3 2,677,000.00 5.64978% 2,677,000.00 12,603.72 0.00 0.00 B-4 2,676,000.00 5.64978% 2,676,000.00 12,599.01 0.00 0.00 B-5 1,874,000.00 5.64978% 1,874,000.00 8,823.08 0.00 0.00 B-6 1,338,843.00 5.64978% 1,338,843.00 6,303.48 0.00 0.00 P 100.00 0.00000% 100.00 0.00 0.00 0.00 Totals 535,328,721.68 2,628,637.09 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 1-A-1 0.00 0.00 48,121.46 0.00 12,157,000.00 1-A-2 0.00 0.00 7,598.12 0.00 1,657,772.73 1-A-3 0.00 0.00 51,333.33 0.00 11,200,000.00 1-A-4 0.00 0.00 45,833.33 0.00 9,700,012.12 1-A-5 0.00 0.00 91.67 0.00 20,091.67 1-A-6 0.00 0.00 15,950.00 0.00 3,495,950.00 1-A-7 0.00 0.00 8,557.08 0.00 1,875,557.08 1-A-8 0.00 0.00 9,258.33 0.00 2,005,634.59 1-A-9 0.00 0.00 229,166.67 0.00 49,613,552.19 1-A-10 0.00 0.00 312,500.00 0.00 74,420,328.29 1-A-11 0.00 0.00 25,312.50 0.00 14,884,065.66 1-A-12 0.00 0.00 74,687.50 0.00 14,884,065.66 1-A-13 0.00 0.00 630,116.67 0.00 136,336,269.07 1-A-14 0.00 0.00 48,125.00 0.00 10,500,000.00 1-A-15 0.00 0.00 114,583.33 0.00 25,000,000.00 1-A-X 0.00 0.00 115,497.51 0.00 24,683,362.68 1-A-P 0.00 0.00 0.00 0.00 2,570,830.17 2-A 0.00 0.00 526,892.08 0.00 93,291,811.01 3-A 0.00 0.00 219,220.83 0.00 52,391,951.56 3-A-X 0.00 0.00 10,945.78 0.00 2,616,980.84 3-A-P 0.00 0.00 0.00 0.00 1,533,521.58 A-R 0.00 0.00 0.46 0.00 0.00 B-1 0.00 0.00 71,832.27 0.00 15,238,215.43 B-2 0.00 0.00 22,683.88 0.00 4,812,068.03 B-3 0.00 0.00 12,603.72 0.00 2,673,704.05 B-4 0.00 0.00 12,599.01 0.00 2,672,705.28 B-5 0.00 0.00 8,823.08 0.00 1,871,692.71 B-6 0.00 0.00 6,303.48 0.00 1,337,194.64 P 0.00 0.00 4,257.39 0.00 100.00 Totals 0.00 0.00 2,632,894.48 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 1-A-1 12,157,000.00 4.75000% 1000.00000000 3.95833347 0.00000000 0.00000000 1-A-2 0.00 5.50000% 1000.00000000 4.58333233 0.00000000 0.00000000 1-A-3 11,200,000.00 5.50000% 1000.00000000 4.58333304 0.00000000 0.00000000 1-A-4 10,000,000.00 5.50000% 1000.00000000 4.58333300 0.00000000 0.00000000 1-A-5 20,000.00 5.50000% 1000.00000000 4.58350000 0.00000000 0.00000000 1-A-6 3,480,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 1-A-7 1,867,000.00 5.50000% 1000.00000000 4.58333155 0.00000000 0.00000000 1-A-8 2,020,000.00 5.50000% 1000.00000000 4.58333168 0.00000000 0.00000000 1-A-9 50,000,000.00 5.50000% 1000.00000000 4.58333340 0.00000000 0.00000000 1-A-10 75,000,000.00 5.00000% 1000.00000000 4.16666667 0.00000000 0.00000000 1-A-11 15,000,000.00 2.02500% 1000.00000000 1.68750000 0.00000000 0.00000000 1-A-12 0.00 5.97500% 1000.00000000 4.97916667 0.00000000 0.00000000 1-A-13 137,480,000.00 5.50000% 1000.00000000 4.58333336 0.00000000 0.00000000 1-A-14 10,500,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 1-A-15 25,000,000.00 5.50000% 1000.00000000 4.58333320 0.00000000 0.00000000 1-A-X 0.00 5.50000% 1000.00000000 4.58333331 0.00000000 0.00000000 1-A-P 2,574,321.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 2-A 96,236,000.00 6.57000% 1000.00000000 5.47499979 0.00000000 0.00000000 3-A 52,613,000.00 5.00000% 1000.00000000 4.16666660 0.00000000 0.00000000 3-A-X 0.00 5.00000% 1000.00000000 4.16666778 0.00000000 0.00000000 3-A-P 1,540,357.68 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 A-R 100.00 5.50000% 1000.00000000 4.60000000 0.00000000 0.00000000 B-1 15,257,000.00 5.64978% 1000.00000000 4.70815167 0.00000000 0.00000000 B-2 4,818,000.00 5.64978% 1000.00000000 4.70815276 0.00000000 0.00000000 B-3 2,677,000.00 5.64978% 1000.00000000 4.70815092 0.00000000 0.00000000 B-4 2,676,000.00 5.64978% 1000.00000000 4.70815022 0.00000000 0.00000000 B-5 1,874,000.00 5.64978% 1000.00000000 4.70815368 0.00000000 0.00000000 B-6 1,338,843.00 5.64978% 1000.00000000 4.70815473 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 (5) Per $1 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 1-A-1 0.00000000 0.00000000 3.95833347 0.00000000 1000.00000000 1-A-2 0.00000000 0.00000000 4.58333233 0.00000000 1000.00044035 1-A-3 0.00000000 0.00000000 4.58333304 0.00000000 1000.00000000 1-A-4 0.00000000 0.00000000 4.58333300 0.00000000 970.00121200 1-A-5 0.00000000 0.00000000 4.58350000 0.00000000 1004.58350000 1-A-6 0.00000000 0.00000000 4.58333333 0.00000000 1004.58333333 1-A-7 0.00000000 0.00000000 4.58333155 0.00000000 1004.58333155 1-A-8 0.00000000 0.00000000 4.58333168 0.00000000 992.88841089 1-A-9 0.00000000 0.00000000 4.58333340 0.00000000 992.27104380 1-A-10 0.00000000 0.00000000 4.16666667 0.00000000 992.27104387 1-A-11 0.00000000 0.00000000 1.68750000 0.00000000 992.27104400 1-A-12 0.00000000 0.00000000 4.97916667 0.00000000 992.27104400 1-A-13 0.00000000 0.00000000 4.58333336 0.00000000 991.68074680 1-A-14 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 1-A-15 0.00000000 0.00000000 4.58333320 0.00000000 1000.00000000 1-A-X 0.00000000 0.00000000 4.58333331 0.00000000 979.51963158 1-A-P 0.00000000 0.00000000 0.00000000 0.00000000 998.64398030 2-A 0.00000000 0.00000000 5.47499979 0.00000000 969.40657353 3-A 0.00000000 0.00000000 4.16666660 0.00000000 995.79859654 3-A-X 0.00000000 0.00000000 4.16666778 0.00000000 996.19120235 3-A-P 0.00000000 0.00000000 0.00000000 0.00000000 995.56200479 A-R 0.00000000 0.00000000 4.60000000 0.00000000 0.00000000 B-1 0.00000000 0.00000000 4.70815167 0.00000000 998.76879006 B-2 0.00000000 0.00000000 4.70815276 0.00000000 998.76878995 B-3 0.00000000 0.00000000 4.70815092 0.00000000 998.76878969 B-4 0.00000000 0.00000000 4.70815022 0.00000000 998.76878924 B-5 0.00000000 0.00000000 4.70815368 0.00000000 998.76878869 B-6 0.00000000 0.00000000 4.70815473 0.00000000 998.76881755 P 0.00000000 0.00000000 42573.90000000 0.00000000 1000.00000000 (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 8,426,998.51 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 44,146.45 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 4,257.39 Total Deposits 8,475,402.35 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 116,041.33 Payment of Interest and Principal 8,359,361.02 Total Withdrawals (Pool Distribution Amount) 8,475,402.35 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 116,041.33 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 116,041.33
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 26 0 0 0 26 6,488,589.92 0.00 0.00 0.00 6,488,589.92 60 Days 2 0 0 0 2 464,556.95 0.00 0.00 0.00 464,556.95 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 28 0 0 0 28 6,953,146.87 0.00 0.00 0.00 6,953,146.87 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 1.388889% 0.000000% 0.000000% 0.000000% 1.388889% 1.224485% 0.000000% 0.000000% 0.000000% 1.224485% 60 Days 0.106838% 0.000000% 0.000000% 0.000000% 0.106838% 0.087668% 0.000000% 0.000000% 0.000000% 0.087668% 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 1.495726% 0.000000% 0.000000% 0.000000% 1.495726% 1.312154% 0.000000% 0.000000% 0.000000% 1.312154%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 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 14 0 0 0 14 5,558,702.10 0.00 0.00 0.00 5,558,702.10 60 Days 1 0 0 0 1 246,278.07 0.00 0.00 0.00 246,278.07 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 15 0 0 0 15 5,804,980.17 0.00 0.00 0.00 5,804,980.17 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.481481% 0.000000% 0.000000% 0.000000% 1.481481% 1.485973% 0.000000% 0.000000% 0.000000% 1.485973% 60 Days 0.105820% 0.000000% 0.000000% 0.000000% 0.105820% 0.065836% 0.000000% 0.000000% 0.000000% 0.065836% 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 1.587302% 0.000000% 0.000000% 0.000000% 1.587302% 1.551809% 0.000000% 0.000000% 0.000000% 1.551809% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 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 11 0 0 0 11 842,790.56 0.00 0.00 0.00 842,790.56 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 11 0 0 0 11 842,790.56 0.00 0.00 0.00 842,790.56 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.432292% 0.000000% 0.000000% 0.000000% 1.432292% 0.853283% 0.000000% 0.000000% 0.000000% 0.853283% 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 1.432292% 0.000000% 0.000000% 0.000000% 1.432292% 0.853283% 0.000000% 0.000000% 0.000000% 0.853283% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3 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 1 0 0 0 1 87,097.26 0.00 0.00 0.00 87,097.26 60 Days 1 0 0 0 1 218,278.88 0.00 0.00 0.00 218,278.88 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 2 0 0 0 2 305,376.14 0.00 0.00 0.00 305,376.14 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.628931% 0.000000% 0.000000% 0.000000% 0.628931% 0.152656% 0.000000% 0.000000% 0.000000% 0.152656% 60 Days 0.628931% 0.000000% 0.000000% 0.000000% 0.628931% 0.382578% 0.000000% 0.000000% 0.000000% 0.382578% 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 1.257862% 0.000000% 0.000000% 0.000000% 1.257862% 0.535234% 0.000000% 0.000000% 0.000000% 0.535234%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 44,146.45
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 150,000.00 0.02802017% 150,000.00 0.02832315% Fraud 16,059,858.00 2.99999932% 16,059,858.00 3.03243818% Special Hazard 5,353,286.00 0.99999977% 5,353,286.00 1.01081273% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Fixed 15 & 30 Year Weighted Average Gross Coupon 6.157772% Weighted Average Pass-Through Rate 5.892389% Weighted Average Maturity(Stepdown Calculation ) 263 Beginning Scheduled Collateral Loan Count 1,892 Number Of Loans Paid In Full 20 Ending Scheduled Collateral Loan Count 1,872 Beginning Scheduled Collateral Balance 535,328,721.68 Ending Scheduled Collateral Balance 529,602,156.52 Ending Actual Collateral Balance at 31-Aug-2004 529,903,392.74 Monthly P &I Constant 3,406,705.39 Special Servicing Fee 0.00 Prepayment Penalties 4,257.39 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 8,174,668.40 Class AP Deferred Amount 0.00 Scheduled Principal 659,679.11 Unscheduled Principal 5,066,787.46
Group Level Collateral Statement Group 1 2 3 Collateral Description Fixed 30 Year Fixed 30 Year Fixed 15 Year Weighted Average Coupon Rate 6.100109 6.826572 5.348644 Weighted Average Net Rate 5.837863 6.570699 5.094961 Weighted Average Maturity 266 310 161 Beginning Loan Count 950 783 159 Loans Paid In Full 5 15 0 Ending Loan Count 945 768 159 Beginning Scheduled Balance 376,437,702.02 101,675,922.62 57,214,999.45 Ending scheduled Balance 373,899,586.16 98,727,172.37 56,975,397.99 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 2,268,863.09 663,649.48 474,192.82 Scheduled Principal 355,270.72 85,234.44 219,173.95 Unscheduled Principal 2,182,845.14 2,863,514.81 20,427.51 Scheduled Interest 1,913,592.37 578,415.04 255,018.87 Servicing Fees 82,265.78 21,680.16 12,095.39 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 2,288.61 59.23 0.00 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 1,829,037.98 556,675.65 242,923.48 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.830568 6.570000 5.094961
Group Level Collateral Statement Group Total Collateral Description Fixed 15 & 30 Year Weighted Average Coupon Rate 6.157772 Weighted Average Net Rate 5.897652 Weighted Average Maturity 263 Beginning Loan Count 1,892 Loans Paid In Full 20 Ending Loan Count 1,872 Beginning Scheduled Balance 535,328,624.09 Ending scheduled Balance 529,602,156.52 Record Date 08/31/2004 Principal And Interest Constant 3,406,705.39 Scheduled Principal 659,679.11 Unscheduled Principal 5,066,787.46 Scheduled Interest 2,747,026.28 Servicing Fees 116,041.33 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 2,347.84 Pool Insurance Fee 0.00 Spread Fee 1 0.00 Spread Fee 2 0.00 Spread Fee 3 0.00 Net Interest 2,628,637.11 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 5.892389
Miscellaneous Reporting Group 1 Group 1 Senior Percentage 94.613198% Group 1 Senior Prepayment Percentage 100.000000% Group 1 Subordinate Percentage 5.386802% Group 1 Subordinate Prepaymnt Percentage 0.000000% Group 2 Group 2 Senior Percentage 94.649744% Group 2 Senior Prepayment Percentage 100.000000% Group 2 Subordinate Percentage 5.350256% Group 2 Subordinate Prepaymnt Percentage 0.000000% Group 3 Group 3 Senior Percentage 94.500833% Group 3 Senior Prepayment Percentage 100.000000% Group 3 Subordinate Percentage 5.499167% Group 3 Subordinate Prepaymnt Percentage 0.000000%
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