-----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, JeewxDw00HDWLabggxbAoFWf2c9W4p78gVuUt9doe059RyOE2pgDpi1/3GNdT/g0 i4hgrzng8XVJcPCI5B2Q6g== 0001056404-05-000187.txt : 20050104 0001056404-05-000187.hdr.sgml : 20050104 20050104153055 ACCESSION NUMBER: 0001056404-05-000187 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: 20050104 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: 05506924 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_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 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 Pooling and Servicing Agreement) (Commission 54-2162588 (State or other File Number) 54-2162589 jurisdiction 54-2162590 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 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 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. 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: 12/27/2004 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 December 27, 2004 distribution. EX-99.1
GS Mortgage Securities Corp Mortgage Pass-Through Certificates Record Date: 11/30/2004 Distribution Date: 12/27/2004 GS Mortgage Securities Corp Mortgage Pass-Through Certificates 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 2.52063% 291,989,896.34 613,332.08 9,189,774.02 1A2 36242DKS1 SEN 2.52063% 6,347,161.89 13,332.37 199,763.70 1B1 36242DLG6 SEN 2.78063% 8,797,898.69 20,386.42 1,966.89 1B2 36242DLH4 SEN 3.13063% 3,584,143.95 9,350.52 801.29 1B3 36242DLJ0 SEN 3.46066% 2,769,338.56 7,986.46 619.12 1B4 36242DMN0 SEN 3.46066% 1,466,649.70 4,229.65 327.89 1B5 36242DMP5 SEN 3.46066% 814,805.39 2,349.81 182.16 1B6 36242DMQ3 SEN 3.46066% 2,118,323.13 6,109.00 473.58 1AX 36242DKT9 SEN 0.91746% 0.00 239,677.02 0.00 2A1 36242DKU6 SEN 4.25000% 93,164,543.61 329,957.76 3,089,646.69 2A2 36242DKV4 SEN 3.55400% 144,347,159.39 427,508.17 4,787,032.77 2A3 36242DKW2 SEN 4.50000% 57,738,863.76 216,520.74 1,914,813.11 2AX1 36242DKX0 SEN 0.59740% 0.00 46,380.60 0.00 2AX2 36242DKY8 SEN 1.29340% 0.00 155,582.47 0.00 2AX3 36242DKZ5 SEN 0.34740% 0.00 16,715.52 0.00 R1 36242DLN1 SEN 4.83809% 0.00 0.65 0.00 3A1 36242DLA9 SEN 4.57703% 82,824,889.12 315,910.15 7,053,647.10 3A2 36242DLB7 SEN 4.57703% 35,697,000.00 136,155.26 0.00 3A3 36242DLC5 SEN 4.57703% 63,505,000.00 242,220.36 0.00 3A4 36242DLD3 SEN 4.57703% 38,519,000.00 146,918.92 0.00 3A5 36242DLE1 SEN 4.57703% 32,825,000.00 125,200.90 0.00 3A6 36242DLF8 SEN 4.57703% 88,679,000.00 338,238.86 0.00 2B1 36242DLK7 SUB 4.70332% 12,670,184.13 49,659.98 2,821.09 2B2 36242DLL5 SUB 4.70332% 6,505,554.18 25,498.10 1,448.50 2B3 36242DLM3 SUB 4.70332% 3,081,315.20 12,077.02 686.07 2B4 36242DMR1 SUB 4.70332% 2,054,543.39 8,052.65 457.46 2B5 36242DMS9 SUB 4.70332% 1,369,695.59 5,368.43 304.97 2B6 36242DMT7 SUB 4.70332% 2,397,449.18 9,396.65 533.81 Totals 983,267,415.20 3,524,116.52 26,245,300.22
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1A1 0.00 282,800,122.32 9,803,106.10 0.00 1A2 0.00 6,147,398.18 213,096.07 0.00 1B1 0.00 8,795,931.79 22,353.31 0.00 1B2 0.00 3,583,342.67 10,151.81 0.00 1B3 0.00 2,768,719.44 8,605.58 0.00 1B4 0.00 1,466,321.81 4,557.54 0.00 1B5 0.00 814,623.23 2,531.97 0.00 1B6 0.00 2,117,849.55 6,582.58 0.00 1AX 0.00 0.00 239,677.02 0.00 2A1 0.00 90,074,896.92 3,419,604.45 0.00 2A2 0.00 139,560,126.62 5,214,540.94 0.00 2A3 0.00 55,824,050.65 2,131,333.85 0.00 2AX1 0.00 0.00 46,380.60 0.00 2AX2 0.00 0.00 155,582.47 0.00 2AX3 0.00 0.00 16,715.52 0.00 R1 0.00 0.00 0.65 0.00 3A1 0.00 75,771,242.02 7,369,557.25 0.00 3A2 0.00 35,697,000.00 136,155.26 0.00 3A3 0.00 63,505,000.00 242,220.36 0.00 3A4 0.00 38,519,000.00 146,918.92 0.00 3A5 0.00 32,825,000.00 125,200.90 0.00 3A6 0.00 88,679,000.00 338,238.86 0.00 2B1 0.00 12,667,363.04 52,481.07 0.00 2B2 0.00 6,504,105.68 26,946.60 0.00 2B3 0.00 3,080,629.12 12,763.09 0.00 2B4 0.00 2,054,085.93 8,510.11 0.00 2B5 0.00 1,369,390.62 5,673.40 0.00 2B6 0.00 2,396,915.37 9,930.46 0.00 Totals 0.00 957,022,114.96 29,769,416.74 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 299,849,000.00 291,989,896.34 65,278.42 9,124,495.60 0.00 0.00 1A2 6,518,000.00 6,347,161.89 1,419.00 198,344.71 0.00 0.00 1B1 8,800,000.00 8,797,898.69 1,966.89 0.00 0.00 0.00 1B2 3,585,000.00 3,584,143.95 801.29 0.00 0.00 0.00 1B3 2,770,000.00 2,769,338.56 619.12 0.00 0.00 0.00 1B4 1,467,000.00 1,466,649.70 327.89 0.00 0.00 0.00 1B5 815,000.00 814,805.39 182.16 0.00 0.00 0.00 1B6 2,118,829.08 2,118,323.13 473.58 0.00 0.00 0.00 1AX 0.00 0.00 0.00 0.00 0.00 0.00 2A1 96,813,000.00 93,164,543.61 16,859.15 3,072,787.54 0.00 0.00 2A2 150,000,000.00 144,347,159.39 26,121.21 4,760,911.56 0.00 0.00 2A3 60,000,000.00 57,738,863.76 10,448.48 1,904,364.62 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 0.00 0.00 0.00 0.00 0.00 3A1 90,841,000.00 82,824,889.12 88,660.47 6,964,986.63 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 12,670,184.13 2,821.09 0.00 0.00 0.00 2B2 6,507,000.00 6,505,554.18 1,448.50 0.00 0.00 0.00 2B3 3,082,000.00 3,081,315.20 686.07 0.00 0.00 0.00 2B4 2,055,000.00 2,054,543.39 457.46 0.00 0.00 0.00 2B5 1,370,000.00 1,369,695.59 304.97 0.00 0.00 0.00 2B6 2,397,982.00 2,397,449.18 533.81 0.00 0.00 0.00 Totals 1,010,886,911.08 983,267,415.20 219,409.56 26,025,890.66 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 9,189,774.02 282,800,122.32 0.94314179 9,189,774.02 1A2 199,763.70 6,147,398.18 0.94314179 199,763.70 1B1 1,966.89 8,795,931.79 0.99953770 1,966.89 1B2 801.29 3,583,342.67 0.99953770 801.29 1B3 619.12 2,768,719.44 0.99953770 619.12 1B4 327.89 1,466,321.81 0.99953770 327.89 1B5 182.16 814,623.23 0.99953771 182.16 1B6 473.58 2,117,849.55 0.99953770 473.58 1AX 0.00 0.00 0.00000000 0.00 2A1 3,089,646.69 90,074,896.92 0.93040084 3,089,646.69 2A2 4,787,032.77 139,560,126.62 0.93040084 4,787,032.77 2A3 1,914,813.11 55,824,050.65 0.93040084 1,914,813.11 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 0.00 0.00 0.00000000 0.00 3A1 7,053,647.10 75,771,242.02 0.83410841 7,053,647.10 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 2,821.09 12,667,363.04 0.99955520 2,821.09 2B2 1,448.50 6,504,105.68 0.99955520 1,448.50 2B3 686.07 3,080,629.12 0.99955520 686.07 2B4 457.46 2,054,085.93 0.99955520 457.46 2B5 304.97 1,369,390.62 0.99955520 304.97 2B6 533.81 2,396,915.37 0.99955520 533.81 Totals 26,245,300.22 957,022,114.96 0.94671531 26,245,300.22
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1A1 299,849,000.00 973.78979533 0.21770431 30.43030192 0.00000000 1A2 6,518,000.00 973.78979595 0.21770482 30.43030224 0.00000000 1B1 8,800,000.00 999.76121477 0.22351023 0.00000000 0.00000000 1B2 3,585,000.00 999.76121339 0.22351185 0.00000000 0.00000000 1B3 2,770,000.00 999.76121300 0.22350903 0.00000000 0.00000000 1B4 1,467,000.00 999.76121336 0.22351057 0.00000000 0.00000000 1B5 815,000.00 999.76121472 0.22350920 0.00000000 0.00000000 1B6 2,118,829.08 999.76121245 0.22351024 0.00000000 0.00000000 1AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2A1 96,813,000.00 962.31439590 0.17414139 31.73941041 0.00000000 2A2 150,000,000.00 962.31439593 0.17414140 31.73941040 0.00000000 2A3 60,000,000.00 962.31439600 0.17414133 31.73941033 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 0.00000000 0.00000000 0.00000000 0.00000000 3A1 90,841,000.00 911.75668608 0.97599619 76.67228047 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 12,673,000.00 999.77780557 0.22260633 0.00000000 0.00000000 2B2 6,507,000.00 999.77780544 0.22260642 0.00000000 0.00000000 2B3 3,082,000.00 999.77780662 0.22260545 0.00000000 0.00000000 2B4 2,055,000.00 999.77780535 0.22260827 0.00000000 0.00000000 2B5 1,370,000.00 999.77780292 0.22260584 0.00000000 0.00000000 2B6 2,397,982.00 999.77780484 0.22260801 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 30.64800623 943.14178910 0.94314179 30.64800623 1A2 0.00000000 30.64800552 943.14178889 0.94314179 30.64800552 1B1 0.00000000 0.22351023 999.53770341 0.99953770 0.22351023 1B2 0.00000000 0.22351185 999.53770432 0.99953770 0.22351185 1B3 0.00000000 0.22350903 999.53770397 0.99953770 0.22350903 1B4 0.00000000 0.22351057 999.53770279 0.99953770 0.22351057 1B5 0.00000000 0.22350920 999.53770552 0.99953771 0.22350920 1B6 0.00000000 0.22351024 999.53770221 0.99953770 0.22351024 1AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2A1 0.00000000 31.91355180 930.40084410 0.93040084 31.91355180 2A2 0.00000000 31.91355180 930.40084413 0.93040084 31.91355180 2A3 0.00000000 31.91355183 930.40084417 0.93040084 31.91355183 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 0.00000000 0.00000000 0.00000000 0.00000000 3A1 0.00000000 77.64827666 834.10840942 0.83410841 77.64827666 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 0.22260633 999.55519924 0.99955520 0.22260633 2B2 0.00000000 0.22260642 999.55519902 0.99955520 0.22260642 2B3 0.00000000 0.22260545 999.55519792 0.99955520 0.22260545 2B4 0.00000000 0.22260827 999.55519708 0.99955520 0.22260827 2B5 0.00000000 0.22260584 999.55519708 0.99955520 0.22260584 2B6 0.00000000 0.22260801 999.55519683 0.99955520 0.22260801 (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 2.52063% 291,989,896.34 613,332.08 0.00 0.00 1A2 6,518,000.00 2.52063% 6,347,161.89 13,332.37 0.00 0.00 1B1 8,800,000.00 2.78063% 8,797,898.69 20,386.42 0.00 0.00 1B2 3,585,000.00 3.13063% 3,584,143.95 9,350.52 0.00 0.00 1B3 2,770,000.00 3.46066% 2,769,338.56 7,986.46 0.00 0.00 1B4 1,467,000.00 3.46066% 1,466,649.70 4,229.65 0.00 0.00 1B5 815,000.00 3.46066% 814,805.39 2,349.81 0.00 0.00 1B6 2,118,829.08 3.46066% 2,118,323.13 6,109.00 0.00 0.00 1AX 0.00 0.91746% 313,488,439.43 239,677.02 0.00 0.00 2A1 96,813,000.00 4.25000% 93,164,543.61 329,957.76 0.00 0.00 2A2 150,000,000.00 3.55400% 144,347,159.39 427,508.17 0.00 0.00 2A3 60,000,000.00 4.50000% 57,738,863.76 216,520.74 0.00 0.00 2AX1 0.00 0.59740% 93,164,543.61 46,380.60 0.00 0.00 2AX2 0.00 1.29340% 144,347,159.39 155,582.47 0.00 0.00 2AX3 0.00 0.34740% 57,738,863.76 16,715.52 0.00 0.00 R1 100.00 4.83809% 0.00 0.00 0.00 0.00 3A1 90,841,000.00 4.57703% 0.00 315,910.15 0.00 0.00 3A2 35,697,000.00 4.57703% 35,697,000.00 136,155.26 0.00 0.00 3A3 63,505,000.00 4.57703% 63,505,000.00 242,220.36 0.00 0.00 3A4 38,519,000.00 4.57703% 38,519,000.00 146,918.92 0.00 0.00 3A5 32,825,000.00 4.57703% 32,825,000.00 125,200.90 0.00 0.00 3A6 88,679,000.00 4.57703% 88,679,000.00 338,238.86 0.00 0.00 2B1 12,673,000.00 4.70332% 12,670,184.13 49,659.98 0.00 0.00 2B2 6,507,000.00 4.70332% 6,505,554.18 25,498.10 0.00 0.00 2B3 3,082,000.00 4.70332% 3,081,315.20 12,077.02 0.00 0.00 2B4 2,055,000.00 4.70332% 2,054,543.39 8,052.65 0.00 0.00 2B5 1,370,000.00 4.70332% 1,369,695.59 5,368.43 0.00 0.00 2B6 2,397,982.00 4.70332% 2,397,449.18 9,396.65 0.00 0.00 Totals 1,010,886,911.08 3,524,115.87 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 0.00 613,332.08 0.00 282,800,122.32 1A2 0.00 0.00 13,332.37 0.00 6,147,398.18 1B1 0.00 0.00 20,386.42 0.00 8,795,931.79 1B2 0.00 0.00 9,350.52 0.00 3,583,342.67 1B3 0.00 0.00 7,986.46 0.00 2,768,719.44 1B4 0.00 0.00 4,229.65 0.00 1,466,321.81 1B5 0.00 0.00 2,349.81 0.00 814,623.23 1B6 0.00 0.00 6,109.00 0.00 2,117,849.55 1AX 0.00 0.00 239,677.02 0.00 304,095,514.41 2A1 0.00 0.00 329,957.76 0.00 90,074,896.92 2A2 0.00 0.00 427,508.17 0.00 139,560,126.62 2A3 0.00 0.00 216,520.74 0.00 55,824,050.65 2AX1 0.00 0.00 46,380.60 0.00 90,074,896.92 2AX2 0.00 0.00 155,582.47 0.00 139,560,126.62 2AX3 0.00 0.00 16,715.52 0.00 55,824,050.65 R1 0.00 0.00 0.65 0.00 0.00 3A1 0.00 0.00 315,910.15 0.00 0.00 3A2 0.00 0.00 136,155.26 0.00 35,697,000.00 3A3 0.00 0.00 242,220.36 0.00 63,505,000.00 3A4 0.00 0.00 146,918.92 0.00 38,519,000.00 3A5 0.00 0.00 125,200.90 0.00 32,825,000.00 3A6 0.00 0.00 338,238.86 0.00 88,679,000.00 2B1 0.00 0.00 49,659.98 0.00 12,667,363.04 2B2 0.00 0.00 25,498.10 0.00 6,504,105.68 2B3 0.00 0.00 12,077.02 0.00 3,080,629.12 2B4 0.00 0.00 8,052.65 0.00 2,054,085.93 2B5 0.00 0.00 5,368.43 0.00 1,369,390.62 2B6 0.00 0.00 9,396.65 0.00 2,396,915.37 Totals 0.00 0.00 3,524,116.52 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 2.52063% 973.78979533 2.04546982 0.00000000 0.00000000 1A2 6,518,000.00 2.52063% 973.78979595 2.04546947 0.00000000 0.00000000 1B1 8,800,000.00 2.78063% 999.76121477 2.31663864 0.00000000 0.00000000 1B2 3,585,000.00 3.13063% 999.76121339 2.60823431 0.00000000 0.00000000 1B3 2,770,000.00 3.46066% 999.76121300 2.88319856 0.00000000 0.00000000 1B4 1,467,000.00 3.46066% 999.76121336 2.88319700 0.00000000 0.00000000 1B5 815,000.00 3.46066% 999.76121472 2.88320245 0.00000000 0.00000000 1B6 2,118,829.08 3.46066% 999.76121245 2.88319622 0.00000000 0.00000000 1AX 0.00 0.91746% 975.01396306 0.74544516 0.00000000 0.00000000 2A1 96,813,000.00 4.25000% 962.31439590 3.40819683 0.00000000 0.00000000 2A2 150,000,000.00 3.55400% 962.31439593 2.85005447 0.00000000 0.00000000 2A3 60,000,000.00 4.50000% 962.31439600 3.60867900 0.00000000 0.00000000 2AX1 0.00 0.59740% 962.31439590 0.47907409 0.00000000 0.00000000 2AX2 0.00 1.29340% 962.31439593 1.03721647 0.00000000 0.00000000 2AX3 0.00 0.34740% 962.31439600 0.27859200 0.00000000 0.00000000 R1 100.00 4.83809% 0.00000000 0.00000000 0.00000000 0.00000000 3A1 90,841,000.00 4.57703% 0.00000000 3.47761638 0.00000000 0.00000000 3A2 35,697,000.00 4.57703% 1000.00000000 3.81419335 0.00000000 0.00000000 3A3 63,505,000.00 4.57703% 1000.00000000 3.81419353 0.00000000 0.00000000 3A4 38,519,000.00 4.57703% 1000.00000000 3.81419351 0.00000000 0.00000000 3A5 32,825,000.00 4.57703% 1000.00000000 3.81419345 0.00000000 0.00000000 3A6 88,679,000.00 4.57703% 1000.00000000 3.81419344 0.00000000 0.00000000 2B1 12,673,000.00 4.70332% 999.77780557 3.91856545 0.00000000 0.00000000 2B2 6,507,000.00 4.70332% 999.77780544 3.91856462 0.00000000 0.00000000 2B3 3,082,000.00 4.70332% 999.77780662 3.91856587 0.00000000 0.00000000 2B4 2,055,000.00 4.70332% 999.77780535 3.91856448 0.00000000 0.00000000 2B5 1,370,000.00 4.70332% 999.77780292 3.91856204 0.00000000 0.00000000 2B6 2,397,982.00 4.70332% 999.77780484 3.91856569 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 2.04546982 0.00000000 943.14178910 1A2 0.00000000 0.00000000 2.04546947 0.00000000 943.14178889 1B1 0.00000000 0.00000000 2.31663864 0.00000000 999.53770341 1B2 0.00000000 0.00000000 2.60823431 0.00000000 999.53770432 1B3 0.00000000 0.00000000 2.88319856 0.00000000 999.53770397 1B4 0.00000000 0.00000000 2.88319700 0.00000000 999.53770279 1B5 0.00000000 0.00000000 2.88320245 0.00000000 999.53770552 1B6 0.00000000 0.00000000 2.88319622 0.00000000 999.53770221 1AX 0.00000000 0.00000000 0.74544516 0.00000000 945.80002118 2A1 0.00000000 0.00000000 3.40819683 0.00000000 930.40084410 2A2 0.00000000 0.00000000 2.85005447 0.00000000 930.40084413 2A3 0.00000000 0.00000000 3.60867900 0.00000000 930.40084417 2AX1 0.00000000 0.00000000 0.47907409 0.00000000 930.40084410 2AX2 0.00000000 0.00000000 1.03721647 0.00000000 930.40084413 2AX3 0.00000000 0.00000000 0.27859200 0.00000000 930.40084417 R1 0.00000000 0.00000000 6.50000000 0.00000000 0.00000000 3A1 0.00000000 0.00000000 3.47761638 0.00000000 0.00000000 3A2 0.00000000 0.00000000 3.81419335 0.00000000 1000.00000000 3A3 0.00000000 0.00000000 3.81419353 0.00000000 1000.00000000 3A4 0.00000000 0.00000000 3.81419351 0.00000000 1000.00000000 3A5 0.00000000 0.00000000 3.81419345 0.00000000 1000.00000000 3A6 0.00000000 0.00000000 3.81419344 0.00000000 1000.00000000 2B1 0.00000000 0.00000000 3.91856545 0.00000000 999.55519924 2B2 0.00000000 0.00000000 3.91856462 0.00000000 999.55519902 2B3 0.00000000 0.00000000 3.91856587 0.00000000 999.55519792 2B4 0.00000000 0.00000000 3.91856448 0.00000000 999.55519708 2B5 0.00000000 0.00000000 3.91856204 0.00000000 999.55519708 2B6 0.00000000 0.00000000 3.91856569 0.00000000 999.55519683 (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 30,000,894.71 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 30,000,894.71 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 231,477.97 Payment of Interest and Principal 29,769,416.74 Total Withdrawals (Pool Distribution Amount) 30,000,894.71 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 231,477.97 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 231,477.97
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 901 0 0 0 901 372,533,275.80 0.00 0.00 0.00 372,533,275.80 60 Days 19 0 0 0 19 8,776,461.68 0.00 0.00 0.00 8,776,461.68 90 Days 2 0 0 0 2 777,700.00 0.00 0.00 0.00 777,700.00 120 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 922 0 0 0 922 382,087,437.48 0.00 0.00 0.00 382,087,437.48 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 42.083139% 0.000000% 0.000000% 0.000000% 42.083139% 38.926297% 0.000000% 0.000000% 0.000000% 38.926297% 60 Days 0.887436% 0.000000% 0.000000% 0.000000% 0.887436% 0.917059% 0.000000% 0.000000% 0.000000% 0.917059% 90 Days 0.093414% 0.000000% 0.000000% 0.000000% 0.093414% 0.081262% 0.000000% 0.000000% 0.000000% 0.081262% 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 43.063989% 0.000000% 0.000000% 0.000000% 43.063989% 39.924619% 0.000000% 0.000000% 0.000000% 39.924619%
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 4.584860% Weighted Average Net Coupon 4.302360% Weighted Average Pass-Through Rate 4.298251% Weighted Average Maturity(Stepdown Calculation ) 356 Beginning Scheduled Collateral Loan Count 2,198 Number Of Loans Paid In Full 57 Ending Scheduled Collateral Loan Count 2,141 Beginning Scheduled Collateral Balance 983,267,415.84 Ending Scheduled Collateral Balance 957,022,115.61 Ending Actual Collateral Balance at 30-Nov-2004 957,022,115.61 Monthly P &I Constant 3,976,195.86 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 219,409.57 Unscheduled Principal 26,025,890.66
Miscellaneous Reporting Senior Percentage - Group 1 93.849675% Senior Percentage - Group 2 95.746715% Senior Percentage - Group 3 95.808822% Senior Prepay Amount - Group 1 9,322,840.31 Senior Prepay Amount - Group 2 9,738,063.72 Senior Prepay Amount - Group 3 6,964,986.63 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 6.150325% Subordinate Percentage - Group 2 4.253285% Subordinate Percentage - Group 3 4.191178%
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 3.810399 5.102049 4.827732 Weighted Average Net Rate 3.459871 4.852050 4.577732 Weighted Average Maturity 356 356 356 Beginning Loan Count 869 615 714 Loans Paid In Full 23 20 14 Ending Loan Count 846 595 700 Beginning Scheduled Balance 317,888,217.69 308,366,262.45 357,012,935.70 Ending scheduled Balance 308,494,309.03 298,572,396.45 349,955,410.13 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 1,080,469.11 1,366,885.56 1,528,841.19 Scheduled Principal 71,068.35 55,802.28 92,538.94 Unscheduled Principal 9,322,840.31 9,738,063.72 6,964,986.63 Scheduled Interest 1,009,400.76 1,311,083.28 1,436,302.25 Servicing Fees 92,857.31 64,242.97 74,377.69 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 1,964.29 1,194.10 207.95 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 914,579.16 1,245,646.21 1,361,716.61 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 3.452456 4.847403 4.577033
Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 4.584860 Weighted Average Net Rate 4.302360 Weighted Average Maturity 356 Beginning Loan Count 2,198 Loans Paid In Full 57 Ending Loan Count 2,141 Beginning Scheduled Balance 983,267,415.84 Ending scheduled Balance 957,022,115.61 Record Date 11/30/2004 Principal And Interest Constant 3,976,195.86 Scheduled Principal 219,409.57 Unscheduled Principal 26,025,890.66 Scheduled Interest 3,756,786.29 Servicing Fees 231,477.97 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 3,366.34 Pool Insurance Fee 0.00 Spread Fee 1 0.00 Spread Fee 2 0.00 Spread Fee 3 0.00 Net Interest 3,521,941.98 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 4.298251
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