-----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, Sm6iXp/QxfJ78dqW+nY98/tDPxoXYNAu2cPUWILVh1wfMAlBGkYcqRuyXrZZm6NZ mRizAilNzlia09XjqTdgNQ== 0001056404-04-004113.txt : 20041202 0001056404-04-004113.hdr.sgml : 20041202 20041202105516 ACCESSION NUMBER: 0001056404-04-004113 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: 20041202 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GSR Mortgage Loan Trust 2004-12 CENTRAL INDEX KEY: 0001307408 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: 333-117485-09 FILM NUMBER: 041179251 BUSINESS ADDRESS: STREET 1: 85 BROAD STREET CITY: NEW YORK STATE: NY ZIP: 10004 MAIL ADDRESS: STREET 1: 85 BROAD STREET CITY: NEW YORK STATE: NY ZIP: 10004 8-K 1 gsp04012_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 GSR MORTGAGE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-12 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-117485-09 54-2162588 Pooling and Servicing Agreement) (Commission 54-2162589 (State or other File Number) 54-2162590 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 November 26, 2004 a distribution was made to holders of GSR MORTGAGE LOAN TRUST, Mortgage Pass-Through Certificates, Series 2004-12 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 2004-12 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. GSR MORTGAGE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-12 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: 11/30/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-12 Trust, relating to the November 26, 2004 distribution. EX-99.1
GS Mortgage Securities Corp Mortgage Pass-Through Certificates Record Date: 10/31/04 Distribution Date: 11/26/04 GSP Series: 2004-12 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 1A1 36242DKR3 SEN 2.27250% 299,849,000.00 567,839.04 7,859,103.66 1A2 36242DKS1 SEN 2.27250% 6,518,000.00 12,343.46 170,838.11 1B1 36242DLG6 SEN 2.53250% 8,800,000.00 18,571.67 2,101.31 1B2 36242DLH4 SEN 2.88250% 3,585,000.00 8,611.47 856.05 1B3 36242DLJ0 SEN 3.38838% 2,770,000.00 7,821.52 661.44 1B4 36242DMN0 SEN 3.38838% 1,467,000.00 4,142.30 350.30 1B5 36242DMP5 SEN 3.38838% 815,000.00 2,301.28 194.61 1B6 36242DMQ3 SEN 3.38838% 2,118,829.08 5,982.84 505.95 1AX 36242DKT9 SEN 1.09235% 0.00 292,679.12 0.00 2A1 36242DKU6 SEN 4.25000% 96,813,000.00 342,879.38 3,648,456.39 2A2 36242DKV4 SEN 3.55400% 150,000,000.00 444,250.00 5,652,840.61 2A3 36242DKW2 SEN 4.50000% 60,000,000.00 225,000.00 2,261,136.24 2AX1 36242DKX0 SEN 0.60468% 0.00 48,783.70 0.00 2AX2 36242DKY8 SEN 1.30067% 0.00 162,584.42 0.00 2AX3 36242DKZ5 SEN 0.35468% 0.00 17,733.77 0.00 R1 36242DLN1 SEN 4.85467% 100.00 0.40 100.00 3A1 36242DLA9 SEN 4.59304% 90,841,000.00 347,696.89 8,016,110.88 3A2 36242DLB7 SEN 4.59304% 35,697,000.00 136,631.43 0.00 3A3 36242DLC5 SEN 4.59304% 63,505,000.00 243,067.46 0.00 3A4 36242DLD3 SEN 4.59304% 38,519,000.00 147,432.73 0.00 3A5 36242DLE1 SEN 4.59304% 32,825,000.00 125,638.76 0.00 3A6 36242DLF8 SEN 4.59304% 88,679,000.00 339,421.76 0.00 2B1 36242DLK7 SUB 4.71525% 12,673,000.00 49,796.92 2,815.87 2B2 36242DLL5 SUB 4.71525% 6,507,000.00 25,568.42 1,445.82 2B3 36242DLM3 SUB 4.71525% 3,082,000.00 12,110.32 684.80 2B4 36242DMR1 SUB 4.71525% 2,055,000.00 8,074.86 456.61 2B5 36242DMS9 SUB 4.71525% 1,370,000.00 5,383.24 304.41 2B6 36242DMT7 SUB 4.71525% 2,397,982.00 9,422.56 532.82 Totals 1,010,886,911.08 3,611,769.72 27,619,495.88
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1A1 0.00 291,989,896.34 8,426,942.70 0.00 1A2 0.00 6,347,161.89 183,181.57 0.00 1B1 0.00 8,797,898.69 20,672.98 0.00 1B2 0.00 3,584,143.95 9,467.52 0.00 1B3 0.00 2,769,338.56 8,482.96 0.00 1B4 0.00 1,466,649.70 4,492.60 0.00 1B5 0.00 814,805.39 2,495.89 0.00 1B6 0.00 2,118,323.13 6,488.79 0.00 1AX 0.00 0.00 292,679.12 0.00 2A1 0.00 93,164,543.61 3,991,335.77 0.00 2A2 0.00 144,347,159.39 6,097,090.61 0.00 2A3 0.00 57,738,863.76 2,486,136.24 0.00 2AX1 0.00 0.00 48,783.70 0.00 2AX2 0.00 0.00 162,584.42 0.00 2AX3 0.00 0.00 17,733.77 0.00 R1 0.00 0.00 100.40 0.00 3A1 0.00 82,824,889.12 8,363,807.77 0.00 3A2 0.00 35,697,000.00 136,631.43 0.00 3A3 0.00 63,505,000.00 243,067.46 0.00 3A4 0.00 38,519,000.00 147,432.73 0.00 3A5 0.00 32,825,000.00 125,638.76 0.00 3A6 0.00 88,679,000.00 339,421.76 0.00 2B1 0.00 12,670,184.13 52,612.79 0.00 2B2 0.00 6,505,554.18 27,014.24 0.00 2B3 0.00 3,081,315.20 12,795.12 0.00 2B4 0.00 2,054,543.39 8,531.47 0.00 2B5 0.00 1,369,695.59 5,687.65 0.00 2B6 0.00 2,397,449.18 9,955.38 0.00 Totals 0.00 983,267,415.20 31,231,265.60 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) 1A1 299,849,000.00 299,849,000.00 71,599.61 7,787,504.05 0.00 0.00 1A2 6,518,000.00 6,518,000.00 1,556.40 169,281.71 0.00 0.00 1B1 8,800,000.00 8,800,000.00 2,101.31 0.00 0.00 0.00 1B2 3,585,000.00 3,585,000.00 856.05 0.00 0.00 0.00 1B3 2,770,000.00 2,770,000.00 661.44 0.00 0.00 0.00 1B4 1,467,000.00 1,467,000.00 350.30 0.00 0.00 0.00 1B5 815,000.00 815,000.00 194.61 0.00 0.00 0.00 1B6 2,118,829.08 2,118,829.08 505.95 0.00 0.00 0.00 1AX 0.00 0.00 0.00 0.00 0.00 0.00 2A1 96,813,000.00 96,813,000.00 17,352.12 3,631,104.27 0.00 0.00 2A2 150,000,000.00 150,000,000.00 26,885.00 5,625,955.61 0.00 0.00 2A3 60,000,000.00 60,000,000.00 10,754.00 2,250,382.24 0.00 0.00 2AX1 0.00 0.00 0.00 0.00 0.00 0.00 2AX2 0.00 0.00 0.00 0.00 0.00 0.00 2AX3 0.00 0.00 0.00 0.00 0.00 0.00 R1 100.00 100.00 0.48 99.52 0.00 0.00 3A1 90,841,000.00 90,841,000.00 90,963.76 7,925,147.12 0.00 0.00 3A2 35,697,000.00 35,697,000.00 0.00 0.00 0.00 0.00 3A3 63,505,000.00 63,505,000.00 0.00 0.00 0.00 0.00 3A4 38,519,000.00 38,519,000.00 0.00 0.00 0.00 0.00 3A5 32,825,000.00 32,825,000.00 0.00 0.00 0.00 0.00 3A6 88,679,000.00 88,679,000.00 0.00 0.00 0.00 0.00 2B1 12,673,000.00 12,673,000.00 2,815.87 0.00 0.00 0.00 2B2 6,507,000.00 6,507,000.00 1,445.82 0.00 0.00 0.00 2B3 3,082,000.00 3,082,000.00 684.80 0.00 0.00 0.00 2B4 2,055,000.00 2,055,000.00 456.61 0.00 0.00 0.00 2B5 1,370,000.00 1,370,000.00 304.41 0.00 0.00 0.00 2B6 2,397,982.00 2,397,982.00 532.82 0.00 0.00 0.00 Totals 1,010,886,911.08 1,010,886,911.08 230,021.36 27,389,474.52 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution 1A1 7,859,103.66 291,989,896.34 0.97378980 7,859,103.66 1A2 170,838.11 6,347,161.89 0.97378980 170,838.11 1B1 2,101.31 8,797,898.69 0.99976121 2,101.31 1B2 856.05 3,584,143.95 0.99976121 856.05 1B3 661.44 2,769,338.56 0.99976121 661.44 1B4 350.30 1,466,649.70 0.99976121 350.30 1B5 194.61 814,805.39 0.99976121 194.61 1B6 505.95 2,118,323.13 0.99976121 505.95 1AX 0.00 0.00 0.00000000 0.00 2A1 3,648,456.39 93,164,543.61 0.96231440 3,648,456.39 2A2 5,652,840.61 144,347,159.39 0.96231440 5,652,840.61 2A3 2,261,136.24 57,738,863.76 0.96231440 2,261,136.24 2AX1 0.00 0.00 0.00000000 0.00 2AX2 0.00 0.00 0.00000000 0.00 2AX3 0.00 0.00 0.00000000 0.00 R1 100.00 0.00 0.00000000 100.00 3A1 8,016,110.88 82,824,889.12 0.91175669 8,016,110.88 3A2 0.00 35,697,000.00 1.00000000 0.00 3A3 0.00 63,505,000.00 1.00000000 0.00 3A4 0.00 38,519,000.00 1.00000000 0.00 3A5 0.00 32,825,000.00 1.00000000 0.00 3A6 0.00 88,679,000.00 1.00000000 0.00 2B1 2,815.87 12,670,184.13 0.99977781 2,815.87 2B2 1,445.82 6,505,554.18 0.99977781 1,445.82 2B3 684.80 3,081,315.20 0.99977781 684.80 2B4 456.61 2,054,543.39 0.99977781 456.61 2B5 304.41 1,369,695.59 0.99977780 304.41 2B6 532.82 2,397,449.18 0.99977780 532.82 Totals 27,619,495.88 983,267,415.20 0.97267796 27,619,495.88
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1A1 299,849,000.00 1000.00000000 0.23878556 25.97141911 0.00000000 1A2 6,518,000.00 1000.00000000 0.23878490 25.97141915 0.00000000 1B1 8,800,000.00 1000.00000000 0.23878523 0.00000000 0.00000000 1B2 3,585,000.00 1000.00000000 0.23878661 0.00000000 0.00000000 1B3 2,770,000.00 1000.00000000 0.23878700 0.00000000 0.00000000 1B4 1,467,000.00 1000.00000000 0.23878664 0.00000000 0.00000000 1B5 815,000.00 1000.00000000 0.23878528 0.00000000 0.00000000 1B6 2,118,829.08 1000.00000000 0.23878755 0.00000000 0.00000000 1AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2A1 96,813,000.00 1000.00000000 0.17923337 37.50637074 0.00000000 2A2 150,000,000.00 1000.00000000 0.17923333 37.50637073 0.00000000 2A3 60,000,000.00 1000.00000000 0.17923333 37.50637067 0.00000000 2AX1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2AX2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2AX3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R1 100.00 1000.00000000 4.80000000 995.20000000 0.00000000 3A1 90,841,000.00 1000.00000000 1.00135137 87.24196255 0.00000000 3A2 35,697,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3A3 63,505,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3A4 38,519,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3A5 32,825,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3A6 88,679,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2B1 12,673,000.00 1000.00000000 0.22219443 0.00000000 0.00000000 2B2 6,507,000.00 1000.00000000 0.22219456 0.00000000 0.00000000 2B3 3,082,000.00 1000.00000000 0.22219338 0.00000000 0.00000000 2B4 2,055,000.00 1000.00000000 0.22219465 0.00000000 0.00000000 2B5 1,370,000.00 1000.00000000 0.22219708 0.00000000 0.00000000 2B6 2,397,982.00 1000.00000000 0.22219516 0.00000000 0.00000000 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 1A1 0.00000000 26.21020467 973.78979533 0.97378980 26.21020467 1A2 0.00000000 26.21020405 973.78979595 0.97378980 26.21020405 1B1 0.00000000 0.23878523 999.76121477 0.99976121 0.23878523 1B2 0.00000000 0.23878661 999.76121339 0.99976121 0.23878661 1B3 0.00000000 0.23878700 999.76121300 0.99976121 0.23878700 1B4 0.00000000 0.23878664 999.76121336 0.99976121 0.23878664 1B5 0.00000000 0.23878528 999.76121472 0.99976121 0.23878528 1B6 0.00000000 0.23878755 999.76121245 0.99976121 0.23878755 1AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2A1 0.00000000 37.68560410 962.31439590 0.96231440 37.68560410 2A2 0.00000000 37.68560407 962.31439593 0.96231440 37.68560407 2A3 0.00000000 37.68560400 962.31439600 0.96231440 37.68560400 2AX1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2AX2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2AX3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R1 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 3A1 0.00000000 88.24331392 911.75668608 0.91175669 88.24331392 3A2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3A3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3A5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3A6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2B1 0.00000000 0.22219443 999.77780557 0.99977781 0.22219443 2B2 0.00000000 0.22219456 999.77780544 0.99977781 0.22219456 2B3 0.00000000 0.22219338 999.77780662 0.99977781 0.22219338 2B4 0.00000000 0.22219465 999.77780535 0.99977781 0.22219465 2B5 0.00000000 0.22219708 999.77780292 0.99977780 0.22219708 2B6 0.00000000 0.22219516 999.77780484 0.99977780 0.22219516 (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 1A1 299,849,000.00 2.27250% 299,849,000.00 567,839.04 0.00 0.00 1A2 6,518,000.00 2.27250% 6,518,000.00 12,343.46 0.00 0.00 1B1 8,800,000.00 2.53250% 8,800,000.00 18,571.67 0.00 0.00 1B2 3,585,000.00 2.88250% 3,585,000.00 8,611.47 0.00 0.00 1B3 2,770,000.00 3.38838% 2,770,000.00 7,821.52 0.00 0.00 1B4 1,467,000.00 3.38838% 1,467,000.00 4,142.30 0.00 0.00 1B5 815,000.00 3.38838% 815,000.00 2,301.28 0.00 0.00 1B6 2,118,829.08 3.38838% 2,118,829.08 5,982.84 0.00 0.00 1AX 0.00 1.09235% 321,522,000.00 292,679.12 0.00 0.00 2A1 96,813,000.00 4.25000% 96,813,000.00 342,879.38 0.00 0.00 2A2 150,000,000.00 3.55400% 150,000,000.00 444,250.00 0.00 0.00 2A3 60,000,000.00 4.50000% 60,000,000.00 225,000.00 0.00 0.00 2AX1 0.00 0.60468% 96,813,000.00 48,783.70 0.00 0.00 2AX2 0.00 1.30067% 150,000,000.00 162,584.42 0.00 0.00 2AX3 0.00 0.35468% 60,000,000.00 17,733.77 0.00 0.00 R1 100.00 4.85467% 100.00 0.40 0.00 0.00 3A1 90,841,000.00 4.59304% 0.00 347,696.89 0.00 0.00 3A2 35,697,000.00 4.59304% 35,697,000.00 136,631.43 0.00 0.00 3A3 63,505,000.00 4.59304% 63,505,000.00 243,067.46 0.00 0.00 3A4 38,519,000.00 4.59304% 38,519,000.00 147,432.73 0.00 0.00 3A5 32,825,000.00 4.59304% 32,825,000.00 125,638.76 0.00 0.00 3A6 88,679,000.00 4.59304% 88,679,000.00 339,421.76 0.00 0.00 2B1 12,673,000.00 4.71525% 12,673,000.00 49,796.92 0.00 0.00 2B2 6,507,000.00 4.71525% 6,507,000.00 25,568.42 0.00 0.00 2B3 3,082,000.00 4.71525% 3,082,000.00 12,110.32 0.00 0.00 2B4 2,055,000.00 4.71525% 2,055,000.00 8,074.86 0.00 0.00 2B5 1,370,000.00 4.71525% 1,370,000.00 5,383.24 0.00 0.00 2B6 2,397,982.00 4.71525% 2,397,982.00 9,422.56 0.00 0.00 Totals 1,010,886,911.08 3,611,769.72 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 1A1 0.00 0.00 567,839.04 0.00 291,989,896.34 1A2 0.00 0.00 12,343.46 0.00 6,347,161.89 1B1 0.00 0.00 18,571.67 0.00 8,797,898.69 1B2 0.00 0.00 8,611.47 0.00 3,584,143.95 1B3 0.00 0.00 7,821.52 0.00 2,769,338.56 1B4 0.00 0.00 4,142.30 0.00 1,466,649.70 1B5 0.00 0.00 2,301.28 0.00 814,805.39 1B6 0.00 0.00 5,982.84 0.00 2,118,323.13 1AX 0.00 0.00 292,679.12 0.00 313,488,439.43 2A1 0.00 0.00 342,879.38 0.00 93,164,543.61 2A2 0.00 0.00 444,250.00 0.00 144,347,159.39 2A3 0.00 0.00 225,000.00 0.00 57,738,863.76 2AX1 0.00 0.00 48,783.70 0.00 93,164,543.61 2AX2 0.00 0.00 162,584.42 0.00 144,347,159.39 2AX3 0.00 0.00 17,733.77 0.00 57,738,863.76 R1 0.00 0.00 0.40 0.00 0.00 3A1 0.00 0.00 347,696.89 0.00 0.00 3A2 0.00 0.00 136,631.43 0.00 35,697,000.00 3A3 0.00 0.00 243,067.46 0.00 63,505,000.00 3A4 0.00 0.00 147,432.73 0.00 38,519,000.00 3A5 0.00 0.00 125,638.76 0.00 32,825,000.00 3A6 0.00 0.00 339,421.76 0.00 88,679,000.00 2B1 0.00 0.00 49,796.92 0.00 12,670,184.13 2B2 0.00 0.00 25,568.42 0.00 6,505,554.18 2B3 0.00 0.00 12,110.32 0.00 3,081,315.20 2B4 0.00 0.00 8,074.86 0.00 2,054,543.39 2B5 0.00 0.00 5,383.24 0.00 1,369,695.59 2B6 0.00 0.00 9,422.56 0.00 2,397,449.18 Totals 0.00 0.00 3,611,769.72 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 1A1 299,849,000.00 2.27250% 1000.00000000 1.89374999 0.00000000 0.00000000 1A2 6,518,000.00 2.27250% 1000.00000000 1.89374962 0.00000000 0.00000000 1B1 8,800,000.00 2.53250% 1000.00000000 2.11041705 0.00000000 0.00000000 1B2 3,585,000.00 2.88250% 1000.00000000 2.40208368 0.00000000 0.00000000 1B3 2,770,000.00 3.38838% 1000.00000000 2.82365343 0.00000000 0.00000000 1B4 1,467,000.00 3.38838% 1000.00000000 2.82365372 0.00000000 0.00000000 1B5 815,000.00 3.38838% 1000.00000000 2.82365644 0.00000000 0.00000000 1B6 2,118,829.08 3.38838% 1000.00000000 2.82365390 0.00000000 0.00000000 1AX 0.00 1.09235% 1000.00000000 0.91029267 0.00000000 0.00000000 2A1 96,813,000.00 4.25000% 1000.00000000 3.54166672 0.00000000 0.00000000 2A2 150,000,000.00 3.55400% 1000.00000000 2.96166667 0.00000000 0.00000000 2A3 60,000,000.00 4.50000% 1000.00000000 3.75000000 0.00000000 0.00000000 2AX1 0.00 0.60468% 1000.00000000 0.50389617 0.00000000 0.00000000 2AX2 0.00 1.30067% 1000.00000000 1.08389613 0.00000000 0.00000000 2AX3 0.00 0.35468% 1000.00000000 0.29556283 0.00000000 0.00000000 R1 100.00 4.85467% 1000.00000000 4.00000000 0.00000000 0.00000000 3A1 90,841,000.00 4.59304% 0.00000000 3.82753261 0.00000000 0.00000000 3A2 35,697,000.00 4.59304% 1000.00000000 3.82753257 0.00000000 0.00000000 3A3 63,505,000.00 4.59304% 1000.00000000 3.82753264 0.00000000 0.00000000 3A4 38,519,000.00 4.59304% 1000.00000000 3.82753265 0.00000000 0.00000000 3A5 32,825,000.00 4.59304% 1000.00000000 3.82753267 0.00000000 0.00000000 3A6 88,679,000.00 4.59304% 1000.00000000 3.82753256 0.00000000 0.00000000 2B1 12,673,000.00 4.71525% 1000.00000000 3.92937110 0.00000000 0.00000000 2B2 6,507,000.00 4.71525% 1000.00000000 3.92937145 0.00000000 0.00000000 2B3 3,082,000.00 4.71525% 1000.00000000 3.92937054 0.00000000 0.00000000 2B4 2,055,000.00 4.71525% 1000.00000000 3.92937226 0.00000000 0.00000000 2B5 1,370,000.00 4.71525% 1000.00000000 3.92937226 0.00000000 0.00000000 2B6 2,397,982.00 4.71525% 1000.00000000 3.92937061 0.00000000 0.00000000 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 1A1 0.00000000 0.00000000 1.89374999 0.00000000 973.78979533 1A2 0.00000000 0.00000000 1.89374962 0.00000000 973.78979595 1B1 0.00000000 0.00000000 2.11041705 0.00000000 999.76121477 1B2 0.00000000 0.00000000 2.40208368 0.00000000 999.76121339 1B3 0.00000000 0.00000000 2.82365343 0.00000000 999.76121300 1B4 0.00000000 0.00000000 2.82365372 0.00000000 999.76121336 1B5 0.00000000 0.00000000 2.82365644 0.00000000 999.76121472 1B6 0.00000000 0.00000000 2.82365390 0.00000000 999.76121245 1AX 0.00000000 0.00000000 0.91029267 0.00000000 975.01396306 2A1 0.00000000 0.00000000 3.54166672 0.00000000 962.31439590 2A2 0.00000000 0.00000000 2.96166667 0.00000000 962.31439593 2A3 0.00000000 0.00000000 3.75000000 0.00000000 962.31439600 2AX1 0.00000000 0.00000000 0.50389617 0.00000000 962.31439590 2AX2 0.00000000 0.00000000 1.08389613 0.00000000 962.31439593 2AX3 0.00000000 0.00000000 0.29556283 0.00000000 962.31439600 R1 0.00000000 0.00000000 4.00000000 0.00000000 0.00000000 3A1 0.00000000 0.00000000 3.82753261 0.00000000 0.00000000 3A2 0.00000000 0.00000000 3.82753257 0.00000000 1000.00000000 3A3 0.00000000 0.00000000 3.82753264 0.00000000 1000.00000000 3A4 0.00000000 0.00000000 3.82753265 0.00000000 1000.00000000 3A5 0.00000000 0.00000000 3.82753267 0.00000000 1000.00000000 3A6 0.00000000 0.00000000 3.82753256 0.00000000 1000.00000000 2B1 0.00000000 0.00000000 3.92937110 0.00000000 999.77780557 2B2 0.00000000 0.00000000 3.92937145 0.00000000 999.77780544 2B3 0.00000000 0.00000000 3.92937054 0.00000000 999.77780662 2B4 0.00000000 0.00000000 3.92937226 0.00000000 999.77780535 2B5 0.00000000 0.00000000 3.92937226 0.00000000 999.77780292 2B6 0.00000000 0.00000000 3.92937061 0.00000000 999.77780484 (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 31,411,701.90 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 31,411,701.90 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 237,822.62 Payment of Interest and Principal 31,231,265.60 Total Withdrawals (Pool Distribution Amount) 31,469,088.22 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 237,822.62 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 237,822.62
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 1,000.00 0.00 0.00 1,000.00
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 0.00
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 4.573101% Weighted Average Net Coupon 4.290788% Weighted Average Pass-Through Rate 4.286610% Weighted Average Maturity(Stepdown Calculation ) 357 Beginning Scheduled Collateral Loan Count 2,247 Number Of Loans Paid In Full 49 Ending Scheduled Collateral Loan Count 2,198 Beginning Scheduled Collateral Balance 1,010,886,911.08 Ending Scheduled Collateral Balance 983,267,415.84 Ending Actual Collateral Balance at 31-Oct-2004 983,267,415.84 Monthly P &I Constant 4,082,428.21 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 230,021.34 Unscheduled Principal 27,389,474.53
Miscellaneous Reporting Senior Percentage - Group 1 93.999859% Senior Percentage - Group 2 95.899728% Senior Percentage - Group 3 95.899840% Senior Prepay Amount - Group 1 7,956,785.76 Senior Prepay Amount - Group 2 11,507,541.65 Senior Prepay Amount - Group 3 7,925,147.12 Senior Prepay Percentage - Group 1 100.00% Senior Prepay Percentage - Group 2 100.00% Senior Prepay Percentage - Group 3 100.00% Subordinate Percentage - Group 1 6.000141% Subordinate Percentage - Group 2 4.100272% Subordinate Percentage - Group 3 4.100160%
Group Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 3.744397 5.109726 4.842696 Weighted Average Net Rate 3.394172 4.859726 4.592696 Weighted Average Maturity 357 357 357 Beginning Loan Count 886 635 726 Loans Paid In Full 17 20 12 Ending Loan Count 869 615 714 Beginning Scheduled Balance 325,922,829.00 319,931,147.00 365,032,936.00 Ending scheduled Balance 317,888,217.69 308,366,262.45 357,012,935.70 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 1,094,812.62 1,419,643.11 1,567,972.48 Scheduled Principal 77,825.66 57,342.80 94,852.88 Unscheduled Principal 7,956,785.76 11,507,541.65 7,925,147.12 Scheduled Interest 1,016,986.96 1,362,300.31 1,473,119.60 Servicing Fees 95,121.77 66,652.32 76,048.53 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 1,964.94 1,346.34 207.95 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 919,900.25 1,294,301.65 1,396,863.12 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 3.386938 4.854676 4.592012
Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 4.573101 Weighted Average Net Rate 4.290788 Weighted Average Maturity 357 Beginning Loan Count 2,247 Loans Paid In Full 49 Ending Loan Count 2,198 Beginning Scheduled Balance 1,010,886,912.00 Ending scheduled Balance 983,267,415.84 Record Date 10/31/2004 Principal And Interest Constant 4,082,428.21 Scheduled Principal 230,021.34 Unscheduled Principal 27,389,474.53 Scheduled Interest 3,852,406.87 Servicing Fees 237,822.62 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 3,519.23 Pool Insurance Fee 0.00 Spread Fee 1 0.00 Spread Fee 2 0.00 Spread Fee 3 0.00 Net Interest 3,611,065.02 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 4.286610
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