-----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, OnyJi0PxxgpuSpx0ZLHKuotukRZvyAodCKJOZMUREgscpdNOgSRlRI3rGHMAEnZR ThDxN8s08Kih6Un2x5CKiA== 0001056404-04-001474.txt : 20040430 0001056404-04-001474.hdr.sgml : 20040430 20040429181257 ACCESSION NUMBER: 0001056404-04-001474 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040419 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20040430 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GREENWICH CAPITAL ACCEP MORT LOAN PASS-THR CERTS SER 2004-1 CENTRAL INDEX KEY: 0001285681 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: 333-111379-06 FILM NUMBER: 04766710 BUSINESS ADDRESS: STREET 1: C/O NORWEST BANK MINNESOTA NA STREET 2: 11000 BROKEN LAND PARKWAY CITY: COLUMBIA STATE: MD ZIP: 21044 MAIL ADDRESS: STREET 1: 600 STEAMBOAT RD CITY: GREENWICH STATE: CT ZIP: 06830 8-K 1 hbv04001_apr.txt APRIL 8K 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): April 19, 2004 HARBORVIEW MORTGAGE LOAN TRUST Mortgage Loan Pass-Through Certificates, Series 2004-1 Trust (Exact name of registrant as specified in its charter) Delaware (governing law of 333-111379-06 54-2147370 Pooling and Servicing Agreement) (Commission 54-2147371 (State or other File Number) 54-2147372 jurisdiction 54-6601037 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) ITEM 5. Other Events On April 19, 2004 a distribution was made to holders of HARBORVIEW MORTGAGE LOAN TRUST, Mortgage Loan Pass-Through Certificates, Series 2004-1 Trust. ITEM 7. Financial Statements and Exhibits (c) Exhibits furnished in accordance with Item 601(a) of Regulation S-K Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Loan Pass-Through Certificates, Series 2004-1 Trust, relating to the April 19, 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. HARBORVIEW MORTGAGE LOAN TRUST Mortgage Loan Pass-Through Certificates, Series 2004-1 Trust 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: 4/22/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Loan Pass-Through Certificates, Series 2004-1 Trust, relating to the April 19, 2004 distribution. EX-99.1
Harborview Mortgage Loan Trust Mortgage Loan Pass-Through Certificates Record Date: 3/31/04 Distribution Date: 4/19/04 HBV Series: 2004-1 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 41161PCX9 SEN 1.09000% 198,716,000.00 114,316.90 4,145,658.25 X 41161PDB6 SEN 3.23509% 0.00 535,719.44 0.00 A-R 41161PDC4 SEN 3.92542% 100.00 0.33 100.00 2-A 41161PCY7 SEN 4.94888% 158,202,000.00 652,435.63 3,582,349.14 3-A 41161PCZ4 SEN 4.81885% 116,844,000.00 469,211.35 254,679.98 4-A 41161PDA8 SEN 4.87004% 97,485,000.00 395,630.20 597,566.14 B-1 41161PDD2 SUB 4.55282% 13,548,000.00 51,401.37 2,422.34 B-2 41161PDE0 SUB 4.55282% 6,020,000.00 22,839.99 1,076.36 B-3 41161PDF7 SUB 4.55282% 3,913,000.00 14,846.00 699.63 B-4 41161PDG5 SUB 4.55282% 2,408,000.00 9,136.00 430.54 B-5 41161PDH3 SUB 4.55282% 3,008,000.00 11,412.41 537.82 B-6 41161PDJ9 SUB 4.55282% 2,121,173.00 8,047.77 379.26 P HBV04001P SEN 0.00000% 0.00 0.00 0.00 Totals 602,265,273.00 2,284,997.39 8,585,899.46
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A 0.00 194,570,341.75 4,259,975.15 0.00 X 0.00 0.00 535,719.44 0.00 A-R 0.00 0.00 100.33 0.00 2-A 0.00 154,619,650.86 4,234,784.77 0.00 3-A 0.00 116,589,320.02 723,891.33 0.00 4-A 0.00 96,887,433.86 993,196.34 0.00 B-1 0.00 13,545,577.66 53,823.71 0.00 B-2 0.00 6,018,923.64 23,916.35 0.00 B-3 0.00 3,912,300.37 15,545.63 0.00 B-4 0.00 2,407,569.46 9,566.54 0.00 B-5 0.00 3,007,462.18 11,950.23 0.00 B-6 0.00 2,120,793.74 8,427.03 0.00 P 0.00 0.00 0.00 0.00 Totals 0.00 593,679,373.54 10,870,896.85 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 198,716,000.00 198,716,000.00 31,887.03 4,113,771.22 0.00 0.00 X 0.00 0.00 0.00 0.00 0.00 0.00 A-R 100.00 100.00 0.77 99.23 0.00 0.00 2-A 158,202,000.00 158,202,000.00 47,498.74 3,534,850.40 0.00 0.00 3-A 116,844,000.00 116,844,000.00 13,176.37 241,503.61 0.00 0.00 4-A 97,485,000.00 97,485,000.00 9,574.58 587,991.56 0.00 0.00 B-1 13,548,000.00 13,548,000.00 2,422.34 0.00 0.00 0.00 B-2 6,020,000.00 6,020,000.00 1,076.36 0.00 0.00 0.00 B-3 3,913,000.00 3,913,000.00 699.63 0.00 0.00 0.00 B-4 2,408,000.00 2,408,000.00 430.54 0.00 0.00 0.00 B-5 3,008,000.00 3,008,000.00 537.82 0.00 0.00 0.00 B-6 2,121,173.00 2,121,173.00 379.26 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 0.00 Totals 602,265,273.00 602,265,273.00 107,683.44 8,478,216.02 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 1-A 4,145,658.25 194,570,341.75 0.97913777 4,145,658.25 X 0.00 0.00 0.00000000 0.00 A-R 100.00 0.00 0.00000000 100.00 2-A 3,582,349.14 154,619,650.86 0.97735585 3,582,349.14 3-A 254,679.98 116,589,320.02 0.99782034 254,679.98 4-A 597,566.14 96,887,433.86 0.99387017 597,566.14 B-1 2,422.34 13,545,577.66 0.99982120 2,422.34 B-2 1,076.36 6,018,923.64 0.99982120 1,076.36 B-3 699.63 3,912,300.37 0.99982120 699.63 B-4 430.54 2,407,569.46 0.99982120 430.54 B-5 537.82 3,007,462.18 0.99982120 537.82 B-6 379.26 2,120,793.74 0.99982120 379.26 P 0.00 0.00 0.00000000 0.00 Totals 8,585,899.46 593,679,373.54 0.98574399 8,585,899.46
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A 198,716,000.00 1000.00000000 0.16046534 20.70176141 0.00000000 X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-R 100.00 1000.00000000 7.70000000 992.30000000 0.00000000 2-A 158,202,000.00 1000.00000000 0.30024108 22.34390463 0.00000000 3-A 116,844,000.00 1000.00000000 0.11276891 2.06688927 0.00000000 4-A 97,485,000.00 1000.00000000 0.09821593 6.03161061 0.00000000 B-1 13,548,000.00 1000.00000000 0.17879687 0.00000000 0.00000000 B-2 6,020,000.00 1000.00000000 0.17879734 0.00000000 0.00000000 B-3 3,913,000.00 1000.00000000 0.17879632 0.00000000 0.00000000 B-4 2,408,000.00 1000.00000000 0.17879568 0.00000000 0.00000000 B-5 3,008,000.00 1000.00000000 0.17879654 0.00000000 0.00000000 B-6 2,121,173.00 1000.00000000 0.17879730 0.00000000 0.00000000 P 0.00 0.00000000 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 0.00000000 20.86222675 979.13777325 0.97913777 20.86222675 X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-R 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 2-A 0.00000000 22.64414571 977.35585429 0.97735585 22.64414571 3-A 0.00000000 2.17965818 997.82034182 0.99782034 2.17965818 4-A 0.00000000 6.12982654 993.87017346 0.99387017 6.12982654 B-1 0.00000000 0.17879687 999.82120313 0.99982120 0.17879687 B-2 0.00000000 0.17879734 999.82120266 0.99982120 0.17879734 B-3 0.00000000 0.17879632 999.82120368 0.99982120 0.17879632 B-4 0.00000000 0.17879568 999.82120432 0.99982120 0.17879568 B-5 0.00000000 0.17879654 999.82120346 0.99982120 0.17879654 B-6 0.00000000 0.17879730 999.82120270 0.99982120 0.17879730 P 0.00000000 0.00000000 0.00000000 0.00000000 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 198,716,000.00 1.09000% 198,716,000.00 114,316.90 0.00 0.00 X 0.00 3.23509% 198,716,000.00 535,719.44 0.00 0.00 A-R 100.00 3.92542% 100.00 0.33 0.00 0.00 2-A 158,202,000.00 4.94888% 158,202,000.00 652,435.63 0.00 0.00 3-A 116,844,000.00 4.81885% 116,844,000.00 469,211.35 0.00 0.00 4-A 97,485,000.00 4.87004% 97,485,000.00 395,630.20 0.00 0.00 B-1 13,548,000.00 4.55282% 13,548,000.00 51,401.37 0.00 0.00 B-2 6,020,000.00 4.55282% 6,020,000.00 22,839.99 0.00 0.00 B-3 3,913,000.00 4.55282% 3,913,000.00 14,846.00 0.00 0.00 B-4 2,408,000.00 4.55282% 2,408,000.00 9,136.00 0.00 0.00 B-5 3,008,000.00 4.55282% 3,008,000.00 11,412.41 0.00 0.00 B-6 2,121,173.00 4.55282% 2,121,173.00 8,047.77 0.00 0.00 P 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 602,265,273.00 2,284,997.39 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 0.00 0.00 114,316.90 0.00 194,570,341.75 X 0.00 0.00 535,719.44 0.00 194,570,341.75 A-R 0.00 0.00 0.33 0.00 0.00 2-A 0.00 0.00 652,435.63 0.00 154,619,650.86 3-A 0.00 0.00 469,211.35 0.00 116,589,320.02 4-A 0.00 0.00 395,630.20 0.00 96,887,433.86 B-1 0.00 0.00 51,401.37 0.00 13,545,577.66 B-2 0.00 0.00 22,839.99 0.00 6,018,923.64 B-3 0.00 0.00 14,846.00 0.00 3,912,300.37 B-4 0.00 0.00 9,136.00 0.00 2,407,569.46 B-5 0.00 0.00 11,412.41 0.00 3,007,462.18 B-6 0.00 0.00 8,047.77 0.00 2,120,793.74 P 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 2,284,997.39 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 198,716,000.00 1.09000% 1000.00000000 0.57527778 0.00000000 0.00000000 X 0.00 3.23509% 1000.00000000 2.69590491 0.00000000 0.00000000 A-R 100.00 3.92542% 1000.00000000 3.30000000 0.00000000 0.00000000 2-A 158,202,000.00 4.94888% 1000.00000000 4.12406689 0.00000000 0.00000000 3-A 116,844,000.00 4.81885% 1000.00000000 4.01570770 0.00000000 0.00000000 4-A 97,485,000.00 4.87004% 1000.00000000 4.05837001 0.00000000 0.00000000 B-1 13,548,000.00 4.55282% 1000.00000000 3.79401904 0.00000000 0.00000000 B-2 6,020,000.00 4.55282% 1000.00000000 3.79401827 0.00000000 0.00000000 B-3 3,913,000.00 4.55282% 1000.00000000 3.79401993 0.00000000 0.00000000 B-4 2,408,000.00 4.55282% 1000.00000000 3.79401993 0.00000000 0.00000000 B-5 3,008,000.00 4.55282% 1000.00000000 3.79401928 0.00000000 0.00000000 B-6 2,121,173.00 4.55282% 1000.00000000 3.79401869 0.00000000 0.00000000 P 0.00 0.00000% 0.00000000 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 0.00000000 0.00000000 0.57527778 0.00000000 979.13777325 X 0.00000000 0.00000000 2.69590491 0.00000000 979.13777325 A-R 0.00000000 0.00000000 3.30000000 0.00000000 0.00000000 2-A 0.00000000 0.00000000 4.12406689 0.00000000 977.35585429 3-A 0.00000000 0.00000000 4.01570770 0.00000000 997.82034182 4-A 0.00000000 0.00000000 4.05837001 0.00000000 993.87017346 B-1 0.00000000 0.00000000 3.79401904 0.00000000 999.82120313 B-2 0.00000000 0.00000000 3.79401827 0.00000000 999.82120266 B-3 0.00000000 0.00000000 3.79401993 0.00000000 999.82120368 B-4 0.00000000 0.00000000 3.79401993 0.00000000 999.82120432 B-5 0.00000000 0.00000000 3.79401928 0.00000000 999.82120346 B-6 0.00000000 0.00000000 3.79401869 0.00000000 999.82120270 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (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 11,043,875.76 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 11,043,875.76 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 172,978.91 Payment of Interest and Principal 10,870,896.85 Total Withdrawals (Pool Distribution Amount) 11,043,875.76 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 167,960.02 Master Servicing Fee 5,018.89 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 172,978.91
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 2,500.00 0.00 0.00 2,500.00
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%
Delinquency Status By Groups
DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 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% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 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% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 4 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 0.00
SUBORDINATION LEVEL/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 602,265,173.00 99.99998340% 593,679,373.54 99.99999990% 94.776199% 0.000000% Class 1A 403,549,173.00 67.00522031% 399,109,031.79 67.22635974% 32.773640% 627.390712% Class X 403,549,173.00 67.00522031% 399,109,031.79 67.22635974% 0.000000% 0.000000% Class 2A 245,347,173.00 40.73739330% 244,489,380.93 41.18205745% 26.044302% 498.569988% Class 3A 128,503,173.00 21.33663998% 127,900,060.91 21.54362548% 19.638432% 375.941451% Class B-1 17,470,173.00 2.90074387% 17,467,049.39 2.94216881% 2.281632% 43.677621% Class B-2 11,450,173.00 1.90118433% 11,448,125.75 1.92833476% 1.013834% 19.407977% Class B-3 7,537,173.00 1.25147063% 7,535,825.38 1.26934263% 0.658992% 12.615185% Class B-4 5,129,173.00 0.85164681% 5,128,255.92 0.86380901% 0.405534% 7.763191% Class B-5 2,121,173.00 0.35219912% 2,120,793.74 0.35722881% 0.506580% 9.697541% Class B-6 0.00 0.00000000% 0.00 0.00000000% 0.357229% 6.838485% Class P 0.00 0.00000000% 0.00 0.00000000% 0.000000% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 154,134.00 0.02559238% 154,134.00 0.02596250% Fraud 18,067,958.00 2.99999997% 18,067,958.00 3.04338651% Special Hazard 8,557,200.00 1.42083570% 8,557,200.00 1.44138408% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 4.897462% Weighted Average Net Coupon 4.562806% Weighted Average Pass-Through Rate 4.552806% Weighted Average Maturity(Stepdown Calculation ) 346 Beginning Scheduled Collateral Loan Count 1,383 Number Of Loans Paid In Full 19 Ending Scheduled Collateral Loan Count 1,364 Beginning Scheduled Collateral Balance 602,265,273.00 Ending Scheduled Collateral Balance 593,679,374.16 Ending Actual Collateral Balance at 31-Mar-2004 593,769,493.33 Monthly P &I Constant 2,565,659.73 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 10,747,667.37 Ending Scheduled Balance for Premium Loans 593,679,374.16 Scheduled Principal 107,683.43 Unscheduled Principal 8,478,216.02
Miscellaneous Reporting One-Year CMT loans 60,267,700.89 One-Month LIBOR Loans 101,740,062.32 One-Year LIBOR Loans 236,786,628.19 Six-Month LIBOR Loans 177,428,687.90
Group Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.308982 5.323644 5.107538 Weighted Average Net Rate 3.935419 4.958880 4.828849 Weighted Average Maturity 333 355 352 Beginning Loan Count 640 411 196 Loans Paid In Full 10 8 0 Ending Loan Count 630 403 196 Beginning Scheduled Balance 209,505,577.24 166,792,233.73 123,189,105.72 Ending scheduled Balance 205,358,087.61 163,207,305.45 122,933,710.21 Record Date 03/31/2004 03/31/2004 03/31/2004 Principal And Interest Constant 785,915.70 790,029.88 538,219.43 Scheduled Principal 33,619.18 50,077.88 13,891.90 Unscheduled Principal 4,113,870.45 3,534,850.40 241,503.61 Scheduled Interest 752,296.52 739,952.00 524,327.53 Servicing Fees 65,219.60 50,699.74 28,609.52 Master Servicing Fees 1,745.88 1,389.94 1,026.59 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 0.00 0.00 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 685,331.04 687,862.32 494,691.42 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 3.925419 4.948880 4.818849
Group Level Collateral Statement Group Group 4 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.153617 4.897462 Weighted Average Net Rate 4.880044 4.562806 Weighted Average Maturity 352 346 Beginning Loan Count 136 1,383 Loans Paid In Full 1 19 Ending Loan Count 135 1,364 Beginning Scheduled Balance 102,778,356.92 602,265,273.61 Ending scheduled Balance 102,180,270.89 593,679,374.16 Record Date 03/31/2004 03/31/2004 Principal And Interest Constant 451,494.72 2,565,659.73 Scheduled Principal 10,094.47 107,683.43 Unscheduled Principal 587,991.56 8,478,216.02 Scheduled Interest 441,400.25 2,457,976.30 Servicing Fees 23,431.16 167,960.02 Master Servicing Fees 856.48 5,018.89 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread Fee 1 0.00 0.00 Spread Fee 2 0.00 0.00 Spread Fee 3 0.00 0.00 Net Interest 417,112.61 2,284,997.39 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalties 0.00 0.00 Special Servicing Fee 0.00 0.00 Pass-Through Rate 4.870044 4.552806
Miscellaneous Reporting Group Group 1 Available Funds 4,832,820.64 Senior % 94.85 Senior Prepayment % 100.00 Subordinate % 5.15 Subordinate Prepayment % 0.00 Group Group 2 Available Funds 4,272,790.62 Senior % 94.85 Senior Prepayment % 100.00 Subordinate % 5.15 Subordinate Prepayment % 0.00 Group Group 3 Available Funds 750,086.95 Senior % 94.85 Senior Prepayment % 100.00 Subordinate % 5.15 Subordinate Prepayment % 0.00
Miscellaneous Reporting Group Group 4 Available Funds 1,015,198.64 Senior % 94.85 Senior Prepayment % 100.00 Subordinate % 5.15 Subordinate Prepayment % 0.00
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