0001136999-11-000153.txt : 20110819 0001136999-11-000153.hdr.sgml : 20110819 20110818180701 ACCESSION NUMBER: 0001136999-11-000153 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20110815 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20110819 DATE AS OF CHANGE: 20110818 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MS STRUCTURED SATURNS SERIES 2004-4 CENTRAL INDEX KEY: 0001282730 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 134026700 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 001-32034 FILM NUMBER: 111045781 BUSINESS ADDRESS: STREET 1: 1585 BROADWAY STREET 2: SECOND FL CITY: NEW YORK STATE: NY ZIP: 10036 BUSINESS PHONE: 2127612520 8-K 1 sat00404_201108.htm SATURNS 2004-4 FORM 8-K - AUGUST 2011 sat00404_201108.htm

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):  August 15, 2011
 
 

MS Structured Asset Corp. (Issuer in Respect of SATURNS Trust No. 2004-4)
(Exact name of registrant as specified in its charter)
 
 
 Delaware
001-32034
13-4026700 
(State or other jurisdiction of incorporation)
(Commission File Number)
(IRS Employer Identification No.)
 
 
Attention; In-Young Chase, 1585 Broadway, 2nd Floor, New York, New York 10036
(Address of principal executive offices, including Zip Code)
 
 
Registrant's telephone number, including area code: (212) 761-2457
 
 
N/A
(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))
 
 
Section 8 - Other Events
 
Item 8.01. Other Events.
This current report on Form 8-K relates to the semi-annual distribution reported to the holders of SATURNS Trust No. 2004-4, which was made on August 15, 2011.
 
Section 9 - Financial Statements and Exhibits
 
Item 9.01 Financial Statements and Exhibits.
(c) Exhibits
 
(Exhibit No. Description)
99.1 Semi-Annual distribution report pursuant to the Trust Agreement for the distribution on August 15, 2011.
 
 
 
 
 
SIGNATURES
    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.
 
 
    Bank of America, National Association as successor by merger to LaSalle Bank National Association, in its capacity as Trustee Under the Trust Agreement on behalf of MS Structured Asset Corp., Registrant 
     
Date:  August 18, 2011
By:
    /s/ Jay R. Miller      
     Name: Jay R. Miller
     Title: Vice President
 
 
 
EX-99.1 2 sat00404_201108ex991.htm SATURNS 2004-4 SEMI-ANNUAL INVESTORS REPORT - AUGUST 2011 head>Unassociated Document
Structured Asset Trust Unit Repackagings (SATURNS)
Goldman Sachs Capital I Capital Security Backed
Series 2004-4
Reporting Package Table of Contents
Payment Date:
Prior Payment:
Next Payment:
Record Date:
15-Aug-11
15-Aug-11
15-Feb-11
15-Feb-12
10-Aug-11
Administrator:
Thais Hayum 312.904.8944
thais.hayum@bankofamerica.com
Statement Date:
540 W. Madison Street, Suite 1800
Chicago, IL 60661
USA
Statements to Certificateholders
Cash Reconciliation Summary
Bond Interest Reconciliation
Other Related Information
Other Related Information
Rating Information
Realized Loss Detail
US Bank Disclaimer
Page 2
Page 3
Page 4
Page 5
Page 6
Page 7
Page 8
Page 9
Page(s)
Information is available for this issue from the following sources
Issue Id:
Monthly Data File
Name:
SAT00404
SAT00404_201108_3.ZIP
Closing Date:
First Payment Date:
Rated Final Payment: Date:
4-Mar-04
16-Aug-04
15-Feb-34
Parties to The Transaction
Depositor: MS Structured Asset Corp
Underwriter: Morgan Stanley Capital Services, Inc
Rating Agency: Moody's Investors Service, Inc./Standard & Poor's, Inc.
Bank of America Merrill Lynch
www.etrustee.net
Page 1 of 9
09-Aug-2011 - 18:03 (P899-P901) (c) 2011 Bank of America Corporation
Class
CUSIP
Original
Opening
Principal
Principal
Negative
Closing
Interest
Interest
Pass-Through
Factor per $ 1000
Factor per $ 1000
Factor per $ 1000
Factor per $ 1000
Factor per $ 1000
Factor per $ 1000
Factor per $ 1000
Next Rate(3)
WAC:
WAMM:
Payment Date:
Prior Payment:
Next Payment:
Record Date:
6.331420%
15-Aug-11
15-Aug-11
15-Feb-11
15-Feb-12
10-Aug-11
Structured Asset Trust Unit Repackagings (SATURNS)
Goldman Sachs Capital I Capital Security Backed
Series 2004-4
Face Value (1)
Balance
Payment
Adj. or Loss
Amortization
Balance
Payment (2)
Adjustment
Rate
282
Grantor Trust
Statement Date:
1000.000000000
0.000000000
0.000000000
1000.000000000
30.000000000
Fixed
0.00
0.00
0.000000000
6.0000000000%
0.000000000
80411Y209
A UNIT
81,000,000.00
0.00
0.00
81,000,000.00
2,430,000.00
81,000,000.00
1000.000000000
0.000000000
0.000000000
1000.000000000
37.130013831
0.00
0.00
0.000000000
0.0000000000%
0.000000000
N
80411YAA8
B UNIT
3,615,000.00
0.00
0.00
3,615,000.00
134,225.00
3,615,000.00
Total P&I Payment
0.00
0.00
81,000,000.00
81,000,000.00
2,564,225.00
Total
81,000,000.00
0.00
0.00
2,564,225.00
09-Aug-2011 - 18:03 (P899-P901) (c) 2011 Bank of America Corporation
Page 2 of 9
Notes: (1) N denotes notional balance not included in total (2) Accrued Interest Plus/Minus Interest Adjustment Minus Deferred Interest equals Interest Payment (3) Estimated. * Denotes Controlling Class
Structured Asset Trust Unit Repackagings (SATURNS)
Payment Date:
Prior Payment:
Next Payment:
Record Date:
15-Aug-11
15-Aug-11
15-Feb-11
15-Feb-12
10-Aug-11
Goldman Sachs Capital I Capital Security Backed
Series 2004-4
Statement Date:
Cash Reconciliation Summary
Current Scheduled Interest
Interest Summary
Less Deferred Interest
Plus Gross Advance Interest
Less PPIS Reducing Scheduled Int
2,564,225.00
0.00
0.00
Less ASER Interest Adv Reduction
0.00
Less Other Adjustment
0.00
Total
2,564,225.00
Unscheduled Interest:
Prepayment Penalties
0.00
Yield Maintenance Penalties
0.00
Other Interest Proceeds
0.00
Total
0.00
Less Fees & Expenses Paid By/To Servicer
Less Fee Paid To Servicer
Less Fee Strips Paid by Servicer
Special Servicing Fees
Interest Due Serv on Advances
Recoup of Prior Advances
Misc. Fees & Expenses
Total Unscheduled Fees & Expenses
Total Interest Due Trust
Less Fees & Expenses Paid By/To Trust
Trustee Fee
Fee Strips
Interest Reserve Withholding
Plus Interest Reserve Deposit
Total
Total Interest Due Certs
Principal Summary
Scheduled Principal:
Current Scheduled Principal
Advanced Scheduled Principal
Scheduled Principal
Unscheduled Principal:
Curtailments
Prepayments in Full
Liquidation Proceeds
Repurchase Proceeds
Other Principal Proceeds
Total Unscheduled Principal
Remittance Principal
Remittance P&I Due Trust
Remittance P&I Due Certs
Pool Balance Summary
Beginning Pool
Scheduled Principal
Unscheduled Principal
Deferred Interest
Liquidations
Repurchases
Ending Pool
Balance
Count
Principal
Interest
Prior Outstanding
Plus Current Period
Less Recovered
Ending Outstanding
Servicing Fee Summary
Current Servicing Fees
Plus Fees Advanced for PPIS
Less Reduction for PPIS
Plus Delinquent Servicing Fees
Total Servicing Fees
PPIS Summary
Gross PPIS
Reduced by PPIE
Reduced by Shortfalls in Fees
Reduced by Other Amounts
PPIS Reducing Scheduled Interest
PPIS Reducing Servicing Fee
PPIS Due Certificate
0.00
0.00
0.00
0.00
0.00
0.00
2,564,225.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
2,564,225.00
81,000,000.00
2
0.00
0.00
0
0.00
0.00
0
0.00
0
81,000,000.00
2
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
2,564,225.00
Interest Not Advanced (
Current Period
)
0.00
0.00
Workout Fees
Liquidation Fees
0.00
0.00
Less Non Recovered
0.00
0.00
0.00
0.00
0.00
Advance Summary (Advance Made by Servicer)
0
0.00
Misc. Fees
2,564,225.00
Less Modification Shortfall Amount
0.00
Page 3 of 9
09-Aug-2011 - 18:03 (P899-P901) (c) 2011 Bank of America Corporation
Structured Asset Trust Unit Repackagings (SATURNS)
Class
Accrued
Payment Date:
Prior Payment:
Next Payment:
Record Date:
15-Aug-11
15-Aug-11
15-Feb-11
15-Feb-12
10-Aug-11
Goldman Sachs Capital I Capital Security Backed
Series 2004-4
Bond Interest Reconciliation
Deductions
Allocable
Deferred &
Prior
Prepay-
Other
Additions
Interest
Original
Current(4)
Accrual
Int. Short-
falls Due
ment
Interest
Interest (2)
Payment
Amount
PPIS
Interest
Certificate
Accretion
Interest
Loss/Exp
Interest
Penalties
Proceeds (1)
Interest
Shortfalls
Certificate
Rate
Pass
Thru
Method Days
Outstanding
Remaining
Statement Date:
Distributable
Current Period
(Shortfall)/
Recovery
Int Accrual
on Prior
Shortfall (3)
1.00
1.00
Credit Support
0.00
0.00
0.00
0.00
0.00
A UNIT
2,430,000.00
2,430,000.00
2,430,000.00
0.00
NA
NA
6.0000000000%
0.00
0.00
0.00
30/360
180
0.00
0.00
0.00
0.00
0.00
B UNIT
134,225.00
134,225.00
134,225.00
0.00
NA
NA
0.0000000000%
0.00
0.00
0.00
30/360
180
0.00
0.00
0.00
0.00
0.00
2,564,225.00
2,564,225.00
2,564,225.00
0.00
0.00
0.00
0.00
(1) Other Interest Proceeds are additional interest amounts specifically allocated to the bond(s) and used in determining the bonds Distributable Interest.
(4) Determined as follows: (A) the ending balance of all the classes less (B) the sum of (i) the ending balance of the class and (ii) the ending balance of all classes which are not subordinate to the class divided by (A).
(3) Includes interest accrued on outstanding Interest Shortfalls and/or Loss Allocations. Where applicable.
(2) Accrued - Deductions + Additions Interest
09-Aug-2011 - 18:03 (P899-P901) (c) 2011 Bank of America Corporation
Page 4 of 9
Structured Asset Trust Unit Repackagings (SATURNS)
Payment Date:
Prior Payment:
Next Payment:
Record Date:
15-Aug-11
15-Aug-11
15-Feb-11
15-Feb-12
10-Aug-11
Goldman Sachs Capital I Capital Security Backed
Series 2004-4
Other Related Information
Statement Date:
Swap Recipients
Swap Amount Received
Next Swap Rate
Swap Information
Underlying Information
Name
Cusip
Balance
Current Rate
Next Rate
Amount Received
Ratings Moody/S&P/Fitch
$
81,000,000
.00
6
.
345
%
6
.
345
%
$
2,569,725
.00
0.00
0.0000%
Series 2004-4
Page 5 of 9
09-Aug-2011 - 18:03 (P899-P901) (c) 2011 Bank of America Corporation
Goldman Sachs Capital I
38143VAA7
A3/BBB-/A-
Structured Asset Trust Unit Repackagings (SATURNS)
Payment Date:
Prior Payment:
Next Payment:
Record Date:
15-Aug-11
15-Aug-11
15-Feb-11
15-Feb-12
10-Aug-11
Goldman Sachs Capital I Capital Security Backed
Series 2004-4
Other Related Information
Statement Date:
The underlying security issuer or guarantor, as applicable, is subject to the informational requirements of the Exchange Act. The
underlying security issuer or guarantor, as applicable, currently files reports, proxy statements and other information with the SEC.
Those periodic reports, current reports and other reports and other information can be inspected and copied at the public reference
facilities maintained by the SEC at Room 1024, 450 Fifth Street, N.W., Washington, D.C. 20549, at prescribed rates. The SEC also
maintains a website on the internet at http://www.sec.gov at which users can view and download copies of reports, proxy, information
statements and other information filed electronically. In addition, those reports and other information may also be obtained from the
underlying security issuer by making a request to the underlying security issuer.
Page 6 of 9
09-Aug-2011 - 18:03 (P899-P901) (c) 2011 Bank of America Corporation
Structured Asset Trust Unit Repackagings (SATURNS)
Payment Date:
Prior Payment:
Next Payment:
Record Date:
15-Aug-11
15-Aug-11
15-Feb-11
15-Feb-12
10-Aug-11
Goldman Sachs Capital I Capital Security Backed
Series 2004-4
Rating Information
Class
CUSIP
Fitch
Moody's
S&P
Fitch
Moody's
S&P
Original Ratings
Current Ratings/As of Date(1)
Statement Date:
A UNIT
80411Y209
NR
A1
A-
A3
3/10/10
BBB-
12/22/10
B UNIT
80411YAA8
NR
A1
A-
A3
3/10/10
BBB-
12/22/10
Page 7 of 9
09-Aug-2011 - 18:03 (P899-P901) (c) 2011 Bank of America Corporation
NR - Designates that the class was not rated by the rating agency.
(1) Current ratings provided on this report are based on information provided by the applicable rating agency via electronic transmission. It shall be understood that this transmission will generally have been provided to US Bank within 30 days of the payment date
listed on this statement. Because ratings may have changed during the 30 day window, or may not be provided by the rating agency in an electronic format and therefore not being updated on this report, US Bank recommends that investors obtain current rating
information directly from the rating agency.
Structured Asset Trust Unit Repackagings (SATURNS)
Payment Date:
Prior Payment:
Next Payment:
Record Date:
15-Aug-11
15-Aug-11
15-Feb-11
15-Feb-12
10-Aug-11
Goldman Sachs Capital I Capital Security Backed
Series 2004-4
Realized Loss Detail
Period
Disclosure
Control #
Appraisal
Date
Appraisal
Value
Beginning
Scheduled
Balance
Gross
Proceeds
Gross Proceeds
as a % of
Sched. Balance
Aggregate
Liquidation
Expenses *
Net
Liquidation
Proceeds
Net Proceeds
as a % of
Sched. Balance
Statement Date:
Realized Loss
Current Total
Cumulative
09-Aug-2011 - 18:03 (P899-P901) (c) 2011 Bank of America Corporation
Page 8 of 9
* Aggregate liquidation expenses also include outstanding P&I advances and unpaid servicing fees, unpaid trustee fees, etc..
Structured Asset Trust Unit Repackagings (SATURNS)
Payment Date:
Prior Payment:
Next Payment:
Record Date:
15-Aug-11
15-Aug-11
15-Feb-11
15-Feb-12
10-Aug-11
Goldman Sachs Capital I Capital Security Backed
Series 2004-4
Disclaimer
Statement Date:
On December 30, 2010, substantially all of the Global Securities Solutions securitization trust administration business
of Bank of America, N.A. and its affiliates (collectively, "Bank of America") located in the United States, the United
Kingdom and Ireland was acquired by the corporate trust division of U.S. Bank National Association and its affiliates
(collectively, "U.S. Bank"). As a result of the acquisition, substantially all of the relationships of the Global Securities
Solutions securitization trust administration business are being administered by U.S. Bank, with transitional assistance
from Bank of America. The securitization trust administration functions and roles that are being transitioned include,
but are not limited to, Bank of America's roles and duties as trustee, securities administrator, paying agent, collateral
agent, custodian, security registrar, calculation agent and depositary. Succession by U.S. Bank of securitization trust
administration roles from Bank of America shall be subject to satisfaction of any applicable requirements or conditions
set forth in the applicable agreements. During the transition period, until further notice is provided, all communications
and any other ongoing activities regarding the securitization trust administration business should continue to be made
through your current Bank of America contacts. Should you have any questions in relation to either this notice or the
servicing of your account, please contact the applicable Transaction Manager.
Page 9 of 9
09-Aug-2011 - 18:03 (P899-P901) (c) 2011 Bank of America Corporation
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