-----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, Rl8b/P7xgCkGYp4rRQvblY38xmqQRcdC/c/cJ5kNjWiQZSuLokbQns0LqO18Wtsp xtIAXDsIiKFfWr/WBrQkcg== 0001056404-04-004309.txt : 20041203 0001056404-04-004309.hdr.sgml : 20041203 20041203162925 ACCESSION NUMBER: 0001056404-04-004309 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041126 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041203 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Morgan Stanley Mortgage Loan Trust 2004-4 CENTRAL INDEX KEY: 0001302021 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 000000000 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: 041184135 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_nov.txt NOVEMBER 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): November 26, 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 Pooling and Servicing Agreement) (Commission 54-6636567 (State or other File Number) 54-6636568 jurisdiction 54-6636569 of Incorporation) IRS EIN 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 November 26, 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 November 26, 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: 12/3/2004 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 November 26, 2004 distribution. EX-99.1
Morgan Stanley Mortgage Loan Trust Mortgage Pass-Through Certificates Record Date: 10/31/2004 Distribution Date: 11/26/2004 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 7,598.13 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% 9,699,920.03 44,457.97 92.51 1-A-5 61748HDB4 SEN 5.50000% 20,183.75 92.51 (92.51) 1-A-6 61748HDC2 SEN 5.50000% 2,979,925.58 13,657.99 394,674.77 1-A-7 61748HDD0 SEN 5.50000% 1,335,466.09 6,120.89 260,486.34 1-A-8 61748HDE8 SEN 5.50000% 1,950,543.35 8,939.99 34,175.85 1-A-9 61748HDF5 SEN 5.50000% 48,131,527.53 220,602.83 919,373.88 1-A-10 61748HDG3 SEN 5.00000% 72,197,291.29 300,822.05 1,379,060.83 1-A-11 61748HDH1 SEN 2.33250% 14,439,458.26 28,066.70 275,812.17 1-A-12 61748HDJ7 SEN 5.66750% 0.00 68,196.36 0.00 1-A-13 61748HDK4 SEN 5.50000% 131,950,068.86 604,771.15 2,720,978.95 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% 0.00 106,810.91 0.00 1-A-P 61748HDP3 SEN 0.00000% 2,557,945.80 0.00 31,686.48 2-A 61748HDQ1 SEN 6.56448% 91,676,817.77 501,408.09 3,061,495.75 3-A 61748HDV0 SEN 5.00000% 51,989,395.55 216,622.48 701,042.05 3-A-X 61748HDW8 SEN 5.00000% 0.00 10,718.26 0.00 3-A-P 61748HDX6 SEN 0.00000% 1,526,612.64 0.00 6,760.69 A-R 61748HDU2 SEN 5.50000% 0.00 12.90 0.00 B-1 61748HDR9 SUB 5.64917% 15,219,354.39 71,644.56 18,977.01 B-2 61748HDS7 SUB 5.64917% 4,806,111.91 22,624.60 5,992.74 B-3 61748HDT5 SUB 5.64917% 2,670,394.69 12,570.79 3,329.71 B-4 61748HDY4 SUB 5.64917% 2,669,397.15 12,566.09 3,328.47 B-5 61748HDZ1 SUB 5.64917% 1,869,376.03 8,800.02 2,330.92 B-6 61748HEA5 SUB 5.64917% 1,335,546.44 6,287.04 1,665.29 P 61748HEB3 SEN 0.00000% 100.00 0.00 0.00 Totals 517,882,437.11 2,535,555.43 9,821,171.90
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 7,598.13 0.00 1-A-3 0.00 11,200,000.00 51,333.33 0.00 1-A-4 0.00 9,699,827.52 44,550.48 0.00 1-A-5 0.00 20,276.26 0.00 0.00 1-A-6 0.00 2,585,250.81 408,332.76 0.00 1-A-7 0.00 1,074,979.75 266,607.23 0.00 1-A-8 0.00 1,916,367.51 43,115.84 0.00 1-A-9 0.00 47,212,153.64 1,139,976.71 0.00 1-A-10 0.00 70,818,230.46 1,679,882.88 0.00 1-A-11 0.00 14,163,646.09 303,878.87 0.00 1-A-12 0.00 0.00 68,196.36 0.00 1-A-13 0.00 129,229,089.92 3,325,750.10 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 0.00 106,810.91 0.00 1-A-P 0.00 2,526,259.32 31,686.48 0.00 2-A 0.00 88,615,322.02 3,562,903.84 0.00 3-A 0.00 51,288,353.50 917,664.53 0.00 3-A-X 0.00 0.00 10,718.26 0.00 3-A-P 0.00 1,519,851.94 6,760.69 0.00 A-R 0.00 0.00 12.90 0.00 B-1 0.00 15,200,377.38 90,621.57 0.00 B-2 0.00 4,800,119.17 28,617.34 0.00 B-3 0.00 2,667,064.97 15,900.50 0.00 B-4 0.00 2,666,068.68 15,894.56 0.00 B-5 0.00 1,867,045.11 11,130.94 0.00 B-6 0.00 1,333,881.15 7,952.33 0.00 P 0.00 100.00 0.00 0.00 Totals 0.00 508,061,265.20 12,356,727.33 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 9,699,920.03 5.03 87.48 0.00 0.00 1-A-5 20,000.00 20,183.75 0.00 0.00 (92.51) 0.00 1-A-6 3,480,000.00 2,979,925.58 22,204.86 386,127.90 (13,657.99) 0.00 1-A-7 1,867,000.00 1,335,466.09 14,497.92 252,109.31 (6,120.89) 0.00 1-A-8 2,020,000.00 1,950,543.35 1,858.46 32,317.39 0.00 0.00 1-A-9 50,000,000.00 48,131,527.53 49,994.94 869,378.95 0.00 0.00 1-A-10 75,000,000.00 72,197,291.29 74,992.41 1,304,068.42 0.00 0.00 1-A-11 15,000,000.00 14,439,458.26 14,998.48 260,813.68 0.00 0.00 1-A-12 0.00 0.00 0.00 0.00 0.00 0.00 1-A-13 137,480,000.00 131,950,068.86 147,965.01 2,573,013.93 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 2,557,945.80 2,841.79 28,844.69 0.00 0.00 2-A 96,236,000.00 91,676,817.77 78,105.35 2,983,390.40 0.00 0.00 3-A 52,613,000.00 51,989,395.55 202,694.84 498,347.21 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 1,526,612.64 6,163.17 597.52 0.00 0.00 A-R 100.00 0.00 0.00 0.00 0.00 0.00 B-1 15,257,000.00 15,219,354.39 18,977.01 0.00 0.00 0.00 B-2 4,818,000.00 4,806,111.91 5,992.74 0.00 0.00 0.00 B-3 2,677,000.00 2,670,394.69 3,329.71 0.00 0.00 0.00 B-4 2,676,000.00 2,669,397.15 3,328.47 0.00 0.00 0.00 B-5 1,874,000.00 1,869,376.03 2,330.92 0.00 0.00 0.00 B-6 1,338,843.00 1,335,546.44 1,665.29 0.00 0.00 0.00 Totals 535,328,621.68 517,882,337.11 651,946.40 9,189,096.88 (19,871.39) 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 92.51 9,699,827.52 0.96998275 92.51 1-A-5 (92.51) 20,276.26 1.01381300 (92.51) 1-A-6 394,674.77 2,585,250.81 0.74288816 394,674.77 1-A-7 260,486.34 1,074,979.75 0.57577919 260,486.34 1-A-8 34,175.85 1,916,367.51 0.94869679 34,175.85 1-A-9 919,373.88 47,212,153.64 0.94424307 919,373.88 1-A-10 1,379,060.83 70,818,230.46 0.94424307 1,379,060.83 1-A-11 275,812.17 14,163,646.09 0.94424307 275,812.17 1-A-12 0.00 0.00 0.00000000 0.00 1-A-13 2,720,978.95 129,229,089.92 0.93998465 2,720,978.95 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 31,686.48 2,526,259.32 0.98133035 31,686.48 2-A 3,061,495.75 88,615,322.02 0.92081261 3,061,495.75 3-A 701,042.05 51,288,353.50 0.97482283 701,042.05 3-A-X 0.00 0.00 0.00000000 0.00 3-A-P 6,760.69 1,519,851.94 0.98668768 6,760.69 A-R 0.00 0.00 0.00000000 0.00 B-1 18,977.01 15,200,377.38 0.99628874 18,977.01 B-2 5,992.74 4,800,119.17 0.99628874 5,992.74 B-3 3,329.71 2,667,064.97 0.99628874 3,329.71 B-4 3,328.47 2,666,068.68 0.99628874 3,328.47 B-5 2,330.92 1,867,045.11 0.99628875 2,330.92 B-6 1,665.29 1,333,881.15 0.99629393 1,665.29 Totals 9,821,171.90 508,061,165.20 0.94906408 9,821,171.90
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 10,000,000.00 969.99200300 0.00050300 0.00874800 0.00000000 1-A-5 20,000.00 1009.18750000 0.00000000 0.00000000 (4.62550000) 1-A-6 3,480,000.00 856.30045402 6.38070690 110.95629310 (3.92470977) 1-A-7 1,867,000.00 715.30053026 7.76535619 135.03444563 (3.27846277) 1-A-8 2,020,000.00 965.61551980 0.92002970 15.99870792 0.00000000 1-A-9 50,000,000.00 962.63055060 0.99989880 17.38757900 0.00000000 1-A-10 75,000,000.00 962.63055053 0.99989880 17.38757893 0.00000000 1-A-11 15,000,000.00 962.63055067 0.99989867 17.38757867 0.00000000 1-A-12 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A-13 137,480,000.00 959.77646829 1.07626571 18.71555084 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 2,574,321.00 993.63902171 1.10389885 11.20477594 0.00000000 2-A 96,236,000.00 952.62498202 0.81160221 31.00077310 0.00000000 3-A 52,613,000.00 988.14733146 3.85256191 9.47194059 0.00000000 3-A-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-P 1,540,357.68 991.07672187 4.00112914 0.38790990 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 15,257,000.00 997.53256800 1.24382316 0.00000000 0.00000000 B-2 4,818,000.00 997.53256746 1.24382316 0.00000000 0.00000000 B-3 2,677,000.00 997.53257004 1.24382144 0.00000000 0.00000000 B-4 2,676,000.00 997.53256726 1.24382287 0.00000000 0.00000000 B-5 1,874,000.00 997.53256670 1.24382070 0.00000000 0.00000000 B-6 1,338,843.00 997.53775461 1.24382769 0.00000000 0.00000000 P 100.00 1000.00000000 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 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 0.00925100 969.98275200 0.96998275 0.00925100 1-A-5 0.00000000 (4.62550000) 1,013.81300000 1.01381300 (4.62550000) 1-A-6 0.00000000 113.41229023 742.88816379 0.74288816 113.41229023 1-A-7 0.00000000 139.52133905 575.77919122 0.57577919 139.52133905 1-A-8 0.00000000 16.91873762 948.69678713 0.94869679 16.91873762 1-A-9 0.00000000 18.38747760 944.24307280 0.94424307 18.38747760 1-A-10 0.00000000 18.38747773 944.24307280 0.94424307 18.38747773 1-A-11 0.00000000 18.38747800 944.24307267 0.94424307 18.38747800 1-A-12 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-13 0.00000000 19.79181663 939.98465173 0.93998465 19.79181663 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 12.30867479 981.33034691 0.98133035 12.30867479 2-A 0.00000000 31.81237531 920.81260672 0.92081261 31.81237531 3-A 0.00000000 13.32450250 974.82282896 0.97482283 13.32450250 3-A-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-P 0.00000000 4.38903904 986.68767633 0.98668768 4.38903904 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 1.24382316 996.28874484 0.99628874 1.24382316 B-2 0.00000000 1.24382316 996.28874429 0.99628874 1.24382316 B-3 0.00000000 1.24382144 996.28874486 0.99628874 1.24382144 B-4 0.00000000 1.24382287 996.28874439 0.99628874 1.24382287 B-5 0.00000000 1.24382070 996.28874600 0.99628875 1.24382070 B-6 0.00000000 1.24382769 996.29392692 0.99629393 1.24382769 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% 1,657,772.73 7,598.13 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% 9,699,920.03 44,457.97 0.00 0.00 1-A-5 20,000.00 5.50000% 20,183.75 92.51 0.00 0.00 1-A-6 3,480,000.00 5.50000% 2,979,925.58 13,657.99 0.00 0.00 1-A-7 1,867,000.00 5.50000% 1,335,466.09 6,120.89 0.00 0.00 1-A-8 2,020,000.00 5.50000% 1,950,543.35 8,939.99 0.00 0.00 1-A-9 50,000,000.00 5.50000% 48,131,527.53 220,602.83 0.00 0.00 1-A-10 75,000,000.00 5.00000% 72,197,291.29 300,822.05 0.00 0.00 1-A-11 15,000,000.00 2.33250% 14,439,458.26 28,066.70 0.00 0.00 1-A-12 0.00 5.66750% 14,439,458.26 68,196.36 0.00 0.00 1-A-13 137,480,000.00 5.50000% 131,950,068.86 604,771.15 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% 23,304,198.43 106,810.91 0.00 0.00 1-A-P 2,574,321.00 0.00000% 2,557,945.80 0.00 0.00 0.00 2-A 96,236,000.00 6.56448% 91,676,817.77 501,509.12 0.00 0.00 3-A 52,613,000.00 5.00000% 51,989,395.55 216,622.48 0.00 0.00 3-A-X 0.00 5.00000% 2,572,382.49 10,718.26 0.00 0.00 3-A-P 1,540,357.68 0.00000% 1,526,612.64 0.00 0.00 0.00 A-R 100.00 5.50000% 0.00 0.00 0.00 0.00 B-1 15,257,000.00 5.64917% 15,219,354.39 71,647.30 0.00 0.00 B-2 4,818,000.00 5.64917% 4,806,111.91 22,625.46 0.00 0.00 B-3 2,677,000.00 5.64917% 2,670,394.69 12,571.27 0.00 0.00 B-4 2,676,000.00 5.64917% 2,669,397.15 12,566.57 0.00 0.00 B-5 1,874,000.00 5.64917% 1,869,376.03 8,800.36 0.00 0.00 B-6 1,338,843.00 5.64917% 1,335,546.44 6,287.28 0.00 0.00 P 100.00 0.00000% 100.00 0.00 0.00 0.00 Totals 535,328,721.68 2,535,648.70 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 7,598.13 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 44,457.97 0.00 9,699,827.52 1-A-5 0.00 0.00 92.51 0.00 20,276.26 1-A-6 0.00 0.00 13,657.99 0.00 2,585,250.81 1-A-7 0.00 0.00 6,120.89 0.00 1,074,979.75 1-A-8 0.00 0.00 8,939.99 0.00 1,916,367.51 1-A-9 0.00 0.00 220,602.83 0.00 47,212,153.64 1-A-10 0.00 0.00 300,822.05 0.00 70,818,230.46 1-A-11 0.00 0.00 28,066.70 0.00 14,163,646.09 1-A-12 0.00 0.00 68,196.36 0.00 14,163,646.09 1-A-13 0.00 0.00 604,771.15 0.00 129,229,089.92 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 0.00 106,810.91 0.00 22,590,322.24 1-A-P 0.00 0.00 0.00 0.00 2,526,259.32 2-A 101.03 0.00 501,408.09 0.00 88,615,322.02 3-A 0.00 0.00 216,622.48 0.00 51,288,353.50 3-A-X 0.00 0.00 10,718.26 0.00 2,562,304.74 3-A-P 0.00 0.00 0.00 0.00 1,519,851.94 A-R 0.00 0.00 12.90 0.00 0.00 B-1 2.74 0.00 71,644.56 0.00 15,200,377.38 B-2 0.87 0.00 22,624.60 0.00 4,800,119.17 B-3 0.48 0.00 12,570.79 0.00 2,667,064.97 B-4 0.48 0.00 12,566.09 0.00 2,666,068.68 B-5 0.34 0.00 8,800.02 0.00 1,867,045.11 B-6 0.24 0.00 6,287.04 0.00 1,333,881.15 P 0.00 0.00 0.00 0.00 100.00 Totals 106.18 0.00 2,535,555.43 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% 1000.00044035 4.58333836 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% 969.99200300 4.44579700 0.00000000 0.00000000 1-A-5 20,000.00 5.50000% 1009.18750000 4.62550000 0.00000000 0.00000000 1-A-6 3,480,000.00 5.50000% 856.30045402 3.92470977 0.00000000 0.00000000 1-A-7 1,867,000.00 5.50000% 715.30053026 3.27846277 0.00000000 0.00000000 1-A-8 2,020,000.00 5.50000% 965.61551980 4.42573762 0.00000000 0.00000000 1-A-9 50,000,000.00 5.50000% 962.63055060 4.41205660 0.00000000 0.00000000 1-A-10 75,000,000.00 5.00000% 962.63055053 4.01096067 0.00000000 0.00000000 1-A-11 15,000,000.00 2.33250% 962.63055067 1.87111333 0.00000000 0.00000000 1-A-12 0.00 5.66750% 962.63055067 4.54642400 0.00000000 0.00000000 1-A-13 137,480,000.00 5.50000% 959.77646829 4.39897549 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% 924.78971186 4.23861953 0.00000000 0.00000000 1-A-P 2,574,321.00 0.00000% 993.63902171 0.00000000 0.00000000 0.00000000 2-A 96,236,000.00 6.56448% 952.62498202 5.21124236 0.00000000 0.00000000 3-A 52,613,000.00 5.00000% 988.14733146 4.11728052 0.00000000 0.00000000 3-A-X 0.00 5.00000% 979.21420228 4.08005903 0.00000000 0.00000000 3-A-P 1,540,357.68 0.00000% 991.07672187 0.00000000 0.00000000 0.00000000 A-R 100.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 B-1 15,257,000.00 5.64917% 997.53256800 4.69602805 0.00000000 0.00000000 B-2 4,818,000.00 5.64917% 997.53256746 4.69602740 0.00000000 0.00000000 B-3 2,677,000.00 5.64917% 997.53257004 4.69602914 0.00000000 0.00000000 B-4 2,676,000.00 5.64917% 997.53256726 4.69602765 0.00000000 0.00000000 B-5 1,874,000.00 5.64917% 997.53256670 4.69602988 0.00000000 0.00000000 B-6 1,338,843.00 5.64917% 997.53775461 4.69605473 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 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 1-A-1 0.00000000 0.00000000 3.95833347 0.00000000 1000.00000000 1-A-2 0.00000000 0.00000000 4.58333836 0.00000000 1000.00044035 1-A-3 0.00000000 0.00000000 4.58333304 0.00000000 1000.00000000 1-A-4 0.00000000 0.00000000 4.44579700 0.00000000 969.98275200 1-A-5 0.00000000 0.00000000 4.62550000 0.00000000 1013.81300000 1-A-6 0.00000000 0.00000000 3.92470977 0.00000000 742.88816379 1-A-7 0.00000000 0.00000000 3.27846277 0.00000000 575.77919122 1-A-8 0.00000000 0.00000000 4.42573762 0.00000000 948.69678713 1-A-9 0.00000000 0.00000000 4.41205660 0.00000000 944.24307280 1-A-10 0.00000000 0.00000000 4.01096067 0.00000000 944.24307280 1-A-11 0.00000000 0.00000000 1.87111333 0.00000000 944.24307267 1-A-12 0.00000000 0.00000000 4.54642400 0.00000000 944.24307267 1-A-13 0.00000000 0.00000000 4.39897549 0.00000000 939.98465173 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 4.23861953 0.00000000 896.46068102 1-A-P 0.00000000 0.00000000 0.00000000 0.00000000 981.33034691 2-A 0.00104982 0.00000000 5.21019255 0.00000000 920.81260672 3-A 0.00000000 0.00000000 4.11728052 0.00000000 974.82282896 3-A-X 0.00000000 0.00000000 4.08005903 0.00000000 975.37796254 3-A-P 0.00000000 0.00000000 0.00000000 0.00000000 986.68767633 A-R 0.00000000 0.00000000 129.00000000 0.00000000 0.00000000 B-1 0.00017959 0.00000000 4.69584846 0.00000000 996.28874484 B-2 0.00018057 0.00000000 4.69584890 0.00000000 996.28874429 B-3 0.00017931 0.00000000 4.69584983 0.00000000 996.28874486 B-4 0.00017937 0.00000000 4.69584828 0.00000000 996.28874439 B-5 0.00018143 0.00000000 4.69584845 0.00000000 996.28874600 B-6 0.00017926 0.00000000 4.69587547 0.00000000 996.29392692 P 0.00000000 0.00000000 0.00000000 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 12,468,996.27 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 0.00 Total Deposits 12,468,996.27 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 112,268.94 Payment of Interest and Principal 12,356,727.33 Total Withdrawals (Pool Distribution Amount) 12,468,996.27 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 106.18
SERVICING FEES Gross Servicing Fee 112,268.94 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 112,268.94
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 22 0 0 0 22 7,547,795.89 0.00 0.00 0.00 7,547,795.89 60 Days 8 0 0 0 8 1,072,230.55 0.00 0.00 0.00 1,072,230.55 90 Days 1 0 0 0 1 143,200.00 0.00 0.00 0.00 143,200.00 120 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 31 0 0 0 31 8,763,226.44 0.00 0.00 0.00 8,763,226.44 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 1.222222% 0.000000% 0.000000% 0.000000% 1.222222% 1.482669% 0.000000% 0.000000% 0.000000% 1.482669% 60 Days 0.444444% 0.000000% 0.000000% 0.000000% 0.444444% 0.210626% 0.000000% 0.000000% 0.000000% 0.210626% 90 Days 0.055556% 0.000000% 0.000000% 0.000000% 0.055556% 0.028130% 0.000000% 0.000000% 0.000000% 0.028130% 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 1.722222% 0.000000% 0.000000% 0.000000% 1.722222% 1.721425% 0.000000% 0.000000% 0.000000% 1.721425%
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 16 0 0 0 16 5,908,562.77 0.00 0.00 0.00 5,908,562.77 60 Days 2 0 0 0 2 657,012.04 0.00 0.00 0.00 657,012.04 90 Days 1 0 0 0 1 143,200.00 0.00 0.00 0.00 143,200.00 120 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 19 0 0 0 19 6,708,774.81 0.00 0.00 0.00 6,708,774.81 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.758242% 0.000000% 0.000000% 0.000000% 1.758242% 1.646959% 0.000000% 0.000000% 0.000000% 1.646959% 60 Days 0.219780% 0.000000% 0.000000% 0.000000% 0.219780% 0.183136% 0.000000% 0.000000% 0.000000% 0.183136% 90 Days 0.109890% 0.000000% 0.000000% 0.000000% 0.109890% 0.039916% 0.000000% 0.000000% 0.000000% 0.039916% 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 2.087912% 0.000000% 0.000000% 0.000000% 2.087912% 1.870011% 0.000000% 0.000000% 0.000000% 1.870011% 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 4 0 0 0 4 643,627.85 0.00 0.00 0.00 643,627.85 60 Days 6 0 0 0 6 415,218.51 0.00 0.00 0.00 415,218.51 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 10 0 0 0 10 1,058,846.36 0.00 0.00 0.00 1,058,846.36 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.545703% 0.000000% 0.000000% 0.000000% 0.545703% 0.681900% 0.000000% 0.000000% 0.000000% 0.681900% 60 Days 0.818554% 0.000000% 0.000000% 0.000000% 0.818554% 0.439909% 0.000000% 0.000000% 0.000000% 0.439909% 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 1.364256% 0.000000% 0.000000% 0.000000% 1.364256% 1.121808% 0.000000% 0.000000% 0.000000% 1.121808% 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 2 0 0 0 2 995,605.27 0.00 0.00 0.00 995,605.27 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 2 0 0 0 2 995,605.27 0.00 0.00 0.00 995,605.27 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.273885% 0.000000% 0.000000% 0.000000% 1.273885% 1.780259% 0.000000% 0.000000% 0.000000% 1.780259% 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 1.273885% 0.000000% 0.000000% 0.000000% 1.273885% 1.780259% 0.000000% 0.000000% 0.000000% 1.780259%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 55,160.27
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 150,000.00 0.02802017% 150,000.00 0.02952400% Fraud 16,059,858.00 2.99999932% 16,059,858.00 3.16100881% Special Hazard 5,353,286.00 0.99999977% 5,080,611.60 1.00000000% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Fixed 15 & 30 Year Weighted Average Gross Coupon 6.141027% Weighted Average Pass-Through Rate 5.875454% Weighted Average Maturity (Stepdown Calculation) 261 Beginning Scheduled Collateral Loan Count 1,836 Number Of Loans Paid In Full 36 Ending Scheduled Collateral Loan Count 1,800 Beginning Scheduled Collateral Balance 517,882,331.58 Ending Scheduled Collateral Balance 508,061,159.68 Ending Actual Collateral Balance at 31-Oct-2004 509,068,134.76 Monthly P &I Constant 3,301,140.14 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 12,148,251.04 Class AP Deferred Amount 0.00 Scheduled Principal 650,865.82 Unscheduled Principal 9,170,306.08
Group Level Collateral Statement Group 1 2 3 Collateral Description Fixed 30 Year Fixed 30 Year Fixed 15 Year Weighted Average Coupon Rate 6.083168 6.821079 5.345950 Weighted Average Net Rate 5.820802 6.565434 5.092411 Weighted Average Maturity 264 308 159 Beginning Loan Count 923 755 158 Loans Paid In Full 13 22 1 Ending Loan Count 910 733 157 Beginning Scheduled Balance 364,220,588.53 97,107,588.10 56,554,154.95 Ending scheduled Balance 358,185,186.98 94,041,465.53 55,834,507.17 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 2,193,776.41 634,714.27 472,649.46 Scheduled Principal 347,430.60 82,732.17 220,703.05 Unscheduled Principal 5,687,970.95 2,983,390.40 498,944.73 Scheduled Interest 1,846,345.81 551,982.10 251,946.41 Servicing Fees 79,632.47 20,687.58 11,948.89 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 2,284.60 59.11 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 1,764,428.74 531,235.41 239,997.52 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 5.813275 6.564703 5.092411
Group Level Collateral Statement Group Total Collateral Description Fixed 15 & 30 Year Weighted Average Coupon Rate 6.141027 Weighted Average Net Rate 5.880885 Weighted Average Maturity 261 Beginning Loan Count 1,836 Loans Paid In Full 36 Ending Loan Count 1,800 Beginning Scheduled Balance 517,882,331.58 Ending scheduled Balance 508,061,159.68 Record Date 10/31/2004 Principal And Interest Constant 3,301,140.14 Scheduled Principal 650,865.82 Unscheduled Principal 9,170,306.08 Scheduled Interest 2,650,274.32 Servicing Fees 112,268.94 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 2,343.71 Pool Insurance Fee 0.00 Spread Fee 1 0.00 Spread Fee 2 0.00 Spread Fee 3 0.00 Net Interest 2,535,661.67 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 5.875454
Miscellaneous Reporting Group 1 Group 1 Senior Percentage 94.441987% Group 1 Senior Prepayment Percentage 100.000000% Group 1 Subordinate Percentage 5.558013% Group 1 Subordinate Prepaymnt Percentage 0.000000% Group 2 Group 2 Senior Percentage 94.407471% Group 2 Senior Prepayment Percentage 100.000000% Group 2 Subordinate Percentage 5.592529% Group 2 Subordinate Prepaymnt Percentage 0.000000% Group 3 Group 3 Senior Percentage 94.478862% Group 3 Senior Prepayment Percentage 100.000000% Group 3 Subordinate Percentage 5.521138% Group 3 Subordinate Prepaymnt Percentage 0.000000%
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