-----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, NGRJ7OfMYzes7g1jk9x+ec8aaopgJRdiApsrbdTswHFX6q92FdoXne9NIxUjTBq3 FRiRCr7dWsz89YE4fFeiRw== 0001056404-05-000290.txt : 20050105 0001056404-05-000290.hdr.sgml : 20050105 20050105154749 ACCESSION NUMBER: 0001056404-05-000290 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041227 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20050105 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: 05512625 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_dec.txt DECEMBER 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): December 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 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 December 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 December 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: 12/29/2004 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 December 27, 2004 distribution. EX-99.1
Morgan Stanley Mortgage Loan Trust Mortgage Pass-Through Certificates Record Date: 11/30/2004 Distribution Date: 12/27/2004 Morgan Stanley Mortgage Loan Trust Mortgage Pass-Through Certificates 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% 9,699,827.52 44,457.54 92.93 1-A-5 61748HDB4 SEN 5.50000% 20,276.26 92.93 (92.93) 1-A-6 61748HDC2 SEN 5.50000% 2,585,250.81 11,849.07 391,173.24 1-A-7 61748HDD0 SEN 5.50000% 1,074,979.75 4,926.99 160,578.35 1-A-8 61748HDE8 SEN 5.50000% 1,916,367.51 8,783.35 28,781.59 1-A-9 61748HDF5 SEN 5.50000% 47,212,153.64 216,389.04 774,261.46 1-A-10 61748HDG3 SEN 5.00000% 70,818,230.46 295,075.96 1,161,392.20 1-A-11 61748HDH1 SEN 2.58000% 14,163,646.09 30,451.84 232,278.44 1-A-12 61748HDJ7 SEN 5.42000% 0.00 63,972.47 0.00 1-A-13 61748HDK4 SEN 5.50000% 129,229,089.92 592,300.00 2,291,504.23 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% 0.00 103,538.98 0.00 1-A-P 61748HDP3 SEN 0.00000% 2,526,259.32 0.00 3,310.07 2-A 61748HDQ1 SEN 6.54408% 88,615,322.02 483,254.70 2,713,288.28 3-A 61748HDV0 SEN 5.00000% 51,288,353.50 213,701.47 1,654,123.26 3-A-X 61748HDW8 SEN 5.00000% 0.00 10,676.27 0.00 3-A-P 61748HDX6 SEN 0.00000% 1,519,851.94 0.00 19,207.92 A-R 61748HDU2 SEN 5.50000% 0.00 13.19 0.00 B-1 61748HDR9 SUB 5.64551% 15,200,377.38 71,511.62 19,054.39 B-2 61748HDS7 SUB 5.64551% 4,800,119.17 22,582.62 6,017.18 B-3 61748HDT5 SUB 5.64551% 2,667,064.97 12,547.46 3,343.29 B-4 61748HDY4 SUB 5.64551% 2,666,068.68 12,542.77 3,342.04 B-5 61748HDZ1 SUB 5.64551% 1,867,045.11 8,783.69 2,340.43 B-6 61748HEA5 SUB 5.64551% 1,333,881.15 6,275.37 1,672.08 P 61748HEB3 SEN 0.00000% 100.00 0.00 0.00 Totals 508,061,265.20 2,483,488.58 9,465,668.45
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 9,699,734.59 44,550.47 0.00 1-A-5 0.00 20,369.20 0.00 0.00 1-A-6 0.00 2,194,077.57 403,022.31 0.00 1-A-7 0.00 914,401.40 165,505.34 0.00 1-A-8 0.00 1,887,585.92 37,564.94 0.00 1-A-9 0.00 46,437,892.18 990,650.50 0.00 1-A-10 0.00 69,656,838.27 1,456,468.16 0.00 1-A-11 0.00 13,931,367.65 262,730.28 0.00 1-A-12 0.00 0.00 63,972.47 0.00 1-A-13 0.00 126,937,585.69 2,883,804.23 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 0.00 103,538.98 0.00 1-A-P 0.00 2,522,949.24 3,310.07 0.00 2-A 0.00 85,902,033.74 3,196,542.98 0.00 3-A 0.00 49,634,230.24 1,867,824.73 0.00 3-A-X 0.00 0.00 10,676.27 0.00 3-A-P 0.00 1,500,644.02 19,207.92 0.00 A-R 0.00 0.00 13.19 0.00 B-1 0.00 15,181,322.99 90,566.01 0.00 B-2 0.00 4,794,102.00 28,599.80 0.00 B-3 0.00 2,663,721.68 15,890.75 0.00 B-4 0.00 2,662,726.64 15,884.81 0.00 B-5 0.00 1,864,704.68 11,124.12 0.00 B-6 0.00 1,332,209.06 7,947.45 0.00 P 0.00 100.00 0.00 0.00 Totals 0.00 498,595,596.76 11,949,157.03 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 9,699,827.52 5.94 86.99 0.00 0.00 1-A-5 20,000.00 20,276.26 0.00 0.00 (92.93) 0.00 1-A-6 3,480,000.00 2,585,250.81 25,757.63 377,264.67 (11,849.07) 0.00 1-A-7 1,867,000.00 1,074,979.75 10,577.64 154,927.70 (4,926.99) 0.00 1-A-8 2,020,000.00 1,916,367.51 1,839.47 26,942.12 0.00 0.00 1-A-9 50,000,000.00 47,212,153.64 49,483.97 724,777.49 0.00 0.00 1-A-10 75,000,000.00 70,818,230.46 74,225.96 1,087,166.24 0.00 0.00 1-A-11 15,000,000.00 14,163,646.09 14,845.19 217,433.25 0.00 0.00 1-A-12 0.00 0.00 0.00 0.00 0.00 0.00 1-A-13 137,480,000.00 129,229,089.92 146,452.76 2,145,051.47 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 2,526,259.32 2,821.71 488.37 0.00 0.00 2-A 96,236,000.00 88,615,322.02 76,221.86 2,637,066.42 0.00 0.00 3-A 52,613,000.00 51,288,353.50 200,420.23 1,453,703.04 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 1,519,851.94 6,190.89 13,017.03 0.00 0.00 A-R 100.00 0.00 0.00 0.00 0.00 0.00 B-1 15,257,000.00 15,200,377.38 19,054.39 0.00 0.00 0.00 B-2 4,818,000.00 4,800,119.17 6,017.18 0.00 0.00 0.00 B-3 2,677,000.00 2,667,064.97 3,343.29 0.00 0.00 0.00 B-4 2,676,000.00 2,666,068.68 3,342.04 0.00 0.00 0.00 B-5 1,874,000.00 1,867,045.11 2,340.43 0.00 0.00 0.00 B-6 1,338,843.00 1,333,881.15 1,672.08 0.00 0.00 0.00 Totals 535,328,621.68 508,061,165.20 644,612.66 8,837,924.79 (16,868.99) 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 92.93 9,699,734.59 0.96997346 92.93 1-A-5 (92.93) 20,369.20 1.01846000 (92.93) 1-A-6 391,173.24 2,194,077.57 0.63048206 391,173.24 1-A-7 160,578.35 914,401.40 0.48977043 160,578.35 1-A-8 28,781.59 1,887,585.92 0.93444848 28,781.59 1-A-9 774,261.46 46,437,892.18 0.92875784 774,261.46 1-A-10 1,161,392.20 69,656,838.27 0.92875784 1,161,392.20 1-A-11 232,278.44 13,931,367.65 0.92875784 232,278.44 1-A-12 0.00 0.00 0.00000000 0.00 1-A-13 2,291,504.23 126,937,585.69 0.92331674 2,291,504.23 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 3,310.07 2,522,949.24 0.98004454 3,310.07 2-A 2,713,288.28 85,902,033.74 0.89261850 2,713,288.28 3-A 1,654,123.26 49,634,230.24 0.94338339 1,654,123.26 3-A-X 0.00 0.00 0.00000000 0.00 3-A-P 19,207.92 1,500,644.02 0.97421790 19,207.92 A-R 0.00 0.00 0.00000000 0.00 B-1 19,054.39 15,181,322.99 0.99503985 19,054.39 B-2 6,017.18 4,794,102.00 0.99503985 6,017.18 B-3 3,343.29 2,663,721.68 0.99503985 3,343.29 B-4 3,342.04 2,662,726.64 0.99503985 3,342.04 B-5 2,340.43 1,864,704.68 0.99503985 2,340.43 B-6 1,672.08 1,332,209.06 0.99504502 1,672.08 Totals 9,465,668.45 498,595,496.76 0.93138210 9,465,668.45
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 10,000,000.00 969.98275200 0.00059400 0.00869900 0.00000000 1-A-5 20,000.00 1013.81300000 0.00000000 0.00000000 (4.64650000) 1-A-6 3,480,000.00 742.88816379 7.40161782 108.40938793 (3.40490517) 1-A-7 1,867,000.00 575.77919122 5.66558115 82.98216390 (2.63898768) 1-A-8 2,020,000.00 948.69678713 0.91062871 13.33768317 0.00000000 1-A-9 50,000,000.00 944.24307280 0.98967940 14.49554980 0.00000000 1-A-10 75,000,000.00 944.24307280 0.98967947 14.49554987 0.00000000 1-A-11 15,000,000.00 944.24307267 0.98967933 14.49555000 0.00000000 1-A-12 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A-13 137,480,000.00 939.98465173 1.06526593 15.60264380 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 2,574,321.00 981.33034691 1.09609874 0.18970828 0.00000000 2-A 96,236,000.00 920.81260672 0.79203063 27.40207843 0.00000000 3-A 52,613,000.00 974.82282896 3.80932906 27.63011119 0.00000000 3-A-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-P 1,540,357.68 986.68767633 4.01912496 8.45065414 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 15,257,000.00 996.28874484 1.24889493 0.00000000 0.00000000 B-2 4,818,000.00 996.28874429 1.24889581 0.00000000 0.00000000 B-3 2,677,000.00 996.28874486 1.24889428 0.00000000 0.00000000 B-4 2,676,000.00 996.28874439 1.24889387 0.00000000 0.00000000 B-5 1,874,000.00 996.28874600 1.24889541 0.00000000 0.00000000 B-6 1,338,843.00 996.29392692 1.24889924 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 0.00929300 969.97345900 0.96997346 0.00929300 1-A-5 0.00000000 (4.64650000) 1,018.46000000 1.01846000 (4.64650000) 1-A-6 0.00000000 112.40610345 630.48206034 0.63048206 112.40610345 1-A-7 0.00000000 86.00875736 489.77043385 0.48977043 86.00875736 1-A-8 0.00000000 14.24831188 934.44847525 0.93444848 14.24831188 1-A-9 0.00000000 15.48522920 928.75784360 0.92875784 15.48522920 1-A-10 0.00000000 15.48522933 928.75784360 0.92875784 15.48522933 1-A-11 0.00000000 15.48522933 928.75784333 0.92875784 15.48522933 1-A-12 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-13 0.00000000 16.66790973 923.31674200 0.92331674 16.66790973 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 1.28580313 980.04453990 0.98004454 1.28580313 2-A 0.00000000 28.19410907 892.61849765 0.89261850 28.19410907 3-A 0.00000000 31.43944006 943.38338890 0.94338339 31.43944006 3-A-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-P 0.00000000 12.46977910 974.21789724 0.97421790 12.46977910 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 1.24889493 995.03984990 0.99503985 1.24889493 B-2 0.00000000 1.24889581 995.03985056 0.99503985 1.24889581 B-3 0.00000000 1.24889428 995.03985058 0.99503985 1.24889428 B-4 0.00000000 1.24889387 995.03985052 0.99503985 1.24889387 B-5 0.00000000 1.24889541 995.03985059 0.99503985 1.24889541 B-6 0.00000000 1.24889924 995.04502022 0.99504502 1.24889924 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% 9,699,827.52 44,457.54 0.00 0.00 1-A-5 20,000.00 5.50000% 20,276.26 92.93 0.00 0.00 1-A-6 3,480,000.00 5.50000% 2,585,250.81 11,849.07 0.00 0.00 1-A-7 1,867,000.00 5.50000% 1,074,979.75 4,926.99 0.00 0.00 1-A-8 2,020,000.00 5.50000% 1,916,367.51 8,783.35 0.00 0.00 1-A-9 50,000,000.00 5.50000% 47,212,153.64 216,389.04 0.00 0.00 1-A-10 75,000,000.00 5.00000% 70,818,230.46 295,075.96 0.00 0.00 1-A-11 15,000,000.00 2.58000% 14,163,646.09 30,451.84 0.00 0.00 1-A-12 0.00 5.42000% 14,163,646.09 63,972.47 0.00 0.00 1-A-13 137,480,000.00 5.50000% 129,229,089.92 592,300.00 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% 22,590,322.24 103,538.98 0.00 0.00 1-A-P 2,574,321.00 0.00000% 2,526,259.32 0.00 0.00 0.00 2-A 96,236,000.00 6.54408% 88,615,322.02 483,254.70 0.00 0.00 3-A 52,613,000.00 5.00000% 51,288,353.50 213,701.47 0.00 0.00 3-A-X 0.00 5.00000% 2,562,304.74 10,676.27 0.00 0.00 3-A-P 1,540,357.68 0.00000% 1,519,851.94 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 5.64551% 15,200,377.38 71,511.62 0.00 0.00 B-2 4,818,000.00 5.64551% 4,800,119.17 22,582.62 0.00 0.00 B-3 2,677,000.00 5.64551% 2,667,064.97 12,547.46 0.00 0.00 B-4 2,676,000.00 5.64551% 2,666,068.68 12,542.77 0.00 0.00 B-5 1,874,000.00 5.64551% 1,867,045.11 8,783.69 0.00 0.00 B-6 1,338,843.00 5.64551% 1,333,881.15 6,275.37 0.00 0.00 P 100.00 0.00000% 100.00 0.00 0.00 0.00 Totals 535,328,721.68 2,483,475.39 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 44,457.54 0.00 9,699,734.59 1-A-5 0.00 0.00 92.93 0.00 20,369.20 1-A-6 0.00 0.00 11,849.07 0.00 2,194,077.57 1-A-7 0.00 0.00 4,926.99 0.00 914,401.40 1-A-8 0.00 0.00 8,783.35 0.00 1,887,585.92 1-A-9 0.00 0.00 216,389.04 0.00 46,437,892.18 1-A-10 0.00 0.00 295,075.96 0.00 69,656,838.27 1-A-11 0.00 0.00 30,451.84 0.00 13,931,367.65 1-A-12 0.00 0.00 63,972.47 0.00 13,931,367.65 1-A-13 0.00 0.00 592,300.00 0.00 126,937,585.69 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 0.00 103,538.98 0.00 21,901,542.86 1-A-P 0.00 0.00 0.00 0.00 2,522,949.24 2-A 0.00 0.00 483,254.70 0.00 85,902,033.74 3-A 0.00 0.00 213,701.47 0.00 49,634,230.24 3-A-X 0.00 0.00 10,676.27 0.00 2,406,510.76 3-A-P 0.00 0.00 0.00 0.00 1,500,644.02 A-R 0.00 0.00 13.19 0.00 0.00 B-1 0.00 0.00 71,511.62 0.00 15,181,322.99 B-2 0.00 0.00 22,582.62 0.00 4,794,102.00 B-3 0.00 0.00 12,547.46 0.00 2,663,721.68 B-4 0.00 0.00 12,542.77 0.00 2,662,726.64 B-5 0.00 0.00 8,783.69 0.00 1,864,704.68 B-6 0.00 0.00 6,275.37 0.00 1,332,209.06 P 0.00 0.00 0.00 0.00 100.00 Totals 0.00 0.00 2,483,488.58 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% 969.98275200 4.44575400 0.00000000 0.00000000 1-A-5 20,000.00 5.50000% 1013.81300000 4.64650000 0.00000000 0.00000000 1-A-6 3,480,000.00 5.50000% 742.88816379 3.40490517 0.00000000 0.00000000 1-A-7 1,867,000.00 5.50000% 575.77919122 2.63898768 0.00000000 0.00000000 1-A-8 2,020,000.00 5.50000% 948.69678713 4.34819307 0.00000000 0.00000000 1-A-9 50,000,000.00 5.50000% 944.24307280 4.32778080 0.00000000 0.00000000 1-A-10 75,000,000.00 5.00000% 944.24307280 3.93434613 0.00000000 0.00000000 1-A-11 15,000,000.00 2.58000% 944.24307267 2.03012267 0.00000000 0.00000000 1-A-12 0.00 5.42000% 944.24307267 4.26483133 0.00000000 0.00000000 1-A-13 137,480,000.00 5.50000% 939.98465173 4.30826302 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% 896.46068102 4.10877824 0.00000000 0.00000000 1-A-P 2,574,321.00 0.00000% 981.33034691 0.00000000 0.00000000 0.00000000 2-A 96,236,000.00 6.54408% 920.81260672 5.02155846 0.00000000 0.00000000 3-A 52,613,000.00 5.00000% 974.82282896 4.06176173 0.00000000 0.00000000 3-A-X 0.00 5.00000% 975.37796254 4.06407494 0.00000000 0.00000000 3-A-P 1,540,357.68 0.00000% 986.68767633 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 5.64551% 996.28874484 4.68713509 0.00000000 0.00000000 B-2 4,818,000.00 5.64551% 996.28874429 4.68713574 0.00000000 0.00000000 B-3 2,677,000.00 5.64551% 996.28874486 4.68713485 0.00000000 0.00000000 B-4 2,676,000.00 5.64551% 996.28874439 4.68713378 0.00000000 0.00000000 B-5 1,874,000.00 5.64551% 996.28874600 4.68713447 0.00000000 0.00000000 B-6 1,338,843.00 5.64551% 996.29392692 4.68715899 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 4.44575400 0.00000000 969.97345900 1-A-5 0.00000000 0.00000000 4.64650000 0.00000000 1018.46000000 1-A-6 0.00000000 0.00000000 3.40490517 0.00000000 630.48206034 1-A-7 0.00000000 0.00000000 2.63898768 0.00000000 489.77043385 1-A-8 0.00000000 0.00000000 4.34819307 0.00000000 934.44847525 1-A-9 0.00000000 0.00000000 4.32778080 0.00000000 928.75784360 1-A-10 0.00000000 0.00000000 3.93434613 0.00000000 928.75784360 1-A-11 0.00000000 0.00000000 2.03012267 0.00000000 928.75784333 1-A-12 0.00000000 0.00000000 4.26483133 0.00000000 928.75784333 1-A-13 0.00000000 0.00000000 4.30826302 0.00000000 923.31674200 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 4.10877824 0.00000000 869.12757680 1-A-P 0.00000000 0.00000000 0.00000000 0.00000000 980.04453990 2-A 0.00000000 0.00000000 5.02155846 0.00000000 892.61849765 3-A 0.00000000 0.00000000 4.06176173 0.00000000 943.38338890 3-A-X 0.00000000 0.00000000 4.06407494 0.00000000 916.07275485 3-A-P 0.00000000 0.00000000 0.00000000 0.00000000 974.21789724 A-R 0.00000000 0.00000000 131.90000000 0.00000000 0.00000000 B-1 0.00000000 0.00000000 4.68713509 0.00000000 995.03984990 B-2 0.00000000 0.00000000 4.68713574 0.00000000 995.03985056 B-3 0.00000000 0.00000000 4.68713485 0.00000000 995.03985058 B-4 0.00000000 0.00000000 4.68713378 0.00000000 995.03985052 B-5 0.00000000 0.00000000 4.68713447 0.00000000 995.03985059 B-6 0.00000000 0.00000000 4.68715899 0.00000000 995.04502022 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 12,023,815.54 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 35,452.82 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 12,059,268.36 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 110,111.33 Payment of Interest and Principal 11,949,157.03 Total Withdrawals (Pool Distribution Amount) 12,059,268.36 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 110,111.33 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 110,111.33
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 17 0 0 0 17 4,609,607.40 0.00 0.00 0.00 4,609,607.40 60 Days 3 0 0 0 3 1,056,232.43 0.00 0.00 0.00 1,056,232.43 90 Days 0 2 0 0 2 0.00 101,929.70 0.00 0.00 101,929.70 120 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 20 2 0 0 22 5,665,839.83 101,929.70 0.00 0.00 5,767,769.53 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 0.962627% 0.000000% 0.000000% 0.000000% 0.962627% 0.922415% 0.000000% 0.000000% 0.000000% 0.922415% 60 Days 0.169875% 0.000000% 0.000000% 0.000000% 0.169875% 0.211360% 0.000000% 0.000000% 0.000000% 0.211360% 90 Days 0.000000% 0.113250% 0.000000% 0.000000% 0.113250% 0.000000% 0.020397% 0.000000% 0.000000% 0.020397% 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 1.132503% 0.113250% 0.000000% 0.000000% 1.245753% 1.133775% 0.020397% 0.000000% 0.000000% 1.154172%
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 13 0 0 0 13 4,172,022.06 0.00 0.00 0.00 4,172,022.06 60 Days 1 0 0 0 1 615,884.55 0.00 0.00 0.00 615,884.55 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 14 0 0 0 14 4,787,906.61 0.00 0.00 0.00 4,787,906.61 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.449275% 0.000000% 0.000000% 0.000000% 1.449275% 1.178678% 0.000000% 0.000000% 0.000000% 1.178678% 60 Days 0.111483% 0.000000% 0.000000% 0.000000% 0.111483% 0.173999% 0.000000% 0.000000% 0.000000% 0.173999% 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 1.560758% 0.000000% 0.000000% 0.000000% 1.560758% 1.352677% 0.000000% 0.000000% 0.000000% 1.352677% 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 4 437,585.34 0.00 0.00 0.00 437,585.34 60 Days 2 0 0 0 2 440,347.88 0.00 0.00 0.00 440,347.88 90 Days 0 2 0 0 2 0.00 101,929.70 0.00 0.00 101,929.70 120 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 6 2 0 0 8 877,933.22 101,929.70 0.00 0.00 979,862.92 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.560224% 0.000000% 0.000000% 0.000000% 0.560224% 0.478048% 0.000000% 0.000000% 0.000000% 0.478048% 60 Days 0.280112% 0.000000% 0.000000% 0.000000% 0.280112% 0.481066% 0.000000% 0.000000% 0.000000% 0.481066% 90 Days 0.000000% 0.280112% 0.000000% 0.000000% 0.280112% 0.000000% 0.111355% 0.000000% 0.000000% 0.111355% 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 0.840336% 0.280112% 0.000000% 0.000000% 1.120448% 0.959113% 0.111355% 0.000000% 0.000000% 1.070468% 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 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 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 35,452.82
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 150,000.00 0.02802017% 150,000.00 0.03008451% Fraud 16,059,858.00 2.99999932% 16,059,858.00 3.22101950% Special Hazard 5,353,286.00 0.99999977% 4,985,954.91 1.00000000% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Fixed 15 & 30 Year Weighted Average Gross Coupon 6.131406% Weighted Average Pass-Through Rate 5.865801% Weighted Average Maturity(Stepdown Calculation ) 260 Beginning Scheduled Collateral Loan Count 1,800 Number Of Loans Paid In Full 34 Ending Scheduled Collateral Loan Count 1,766 Beginning Scheduled Collateral Balance 508,061,159.68 Ending Scheduled Collateral Balance 498,595,491.22 Ending Actual Collateral Balance at 30-Nov-2004 499,732,354.14 Monthly P &I Constant 3,239,475.53 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 11,756,612.91 Class AP Deferred Amount 0.00 Scheduled Principal 643,534.54 Unscheduled Principal 8,822,133.92
Group Level Collateral Statement Group 1 2 3 Collateral Description Fixed 30 Year Fixed 30 Year Fixed 15 Year Weighted Average Coupon Rate 6.077971 6.800724 5.346875 Weighted Average Net Rate 5.815724 6.545060 5.093307 Weighted Average Maturity 263 307 158 Beginning Loan Count 910 733 157 Loans Paid In Full 13 19 2 Ending Loan Count 897 714 155 Beginning Scheduled Balance 358,185,186.98 94,041,465.53 55,834,507.17 Ending scheduled Balance 353,122,631.17 91,323,509.99 54,149,350.06 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 2,158,407.57 613,847.46 467,220.50 Scheduled Principal 344,208.38 80,889.12 218,437.04 Unscheduled Principal 4,718,347.43 2,637,066.42 1,466,720.07 Scheduled Interest 1,814,199.19 532,958.34 248,783.46 Servicing Fees 78,277.24 20,035.85 11,798.24 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 2,282.36 59.05 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 1,733,639.59 512,863.44 236,985.22 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 5.808078 6.544306 5.093306
Group Level Collateral Statement Group Total Collateral Description Fixed 15 & 30 Year Weighted Average Coupon Rate 6.131406 Weighted Average Net Rate 5.871332 Weighted Average Maturity 260 Beginning Loan Count 1,800 Loans Paid In Full 34 Ending Loan Count 1,766 Beginning Scheduled Balance 508,061,159.68 Ending scheduled Balance 498,595,491.22 Record Date 11/30/2004 Principal And Interest Constant 3,239,475.53 Scheduled Principal 643,534.54 Unscheduled Principal 8,822,133.92 Scheduled Interest 2,595,940.99 Servicing Fees 110,111.33 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 2,341.41 Pool Insurance Fee 0.00 Spread Fee 1 0.00 Spread Fee 2 0.00 Spread Fee 3 0.00 Net Interest 2,483,488.25 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 5.865801
Miscellaneous Reporting Group 1 Group 1 Senior Percentage 94.353550% Group 1 Senior Prepayment Percentage 100.000000% Group 1 Subordinate Percentage 5.646450% Group 1 Subordinate Prepaymnt Percentage 0.000000% Group 2 Group 2 Senior Percentage 94.230052% Group 2 Senior Prepayment Percentage 100.000000% Group 2 Subordinate Percentage 5.769948% Group 2 Subordinate Prepaymnt Percentage 0.000000% Group 3 Group 3 Senior Percentage 94.428204% Group 3 Senior Prepayment Percentage 100.000000% Group 3 Subordinate Percentage 5.571796% Group 3 Subordinate Prepaymnt Percentage 0.000000%
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