-----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, Eyy8Urn32YIzcWvR/ghfD15YewWpstUmQ+YqundMyqGDqNs2E+Xm774/tRAj8gDK 1bE0ThUpGMVLH9I2tsPhmg== 0001056404-04-003485.txt : 20041021 0001056404-04-003485.hdr.sgml : 20041021 20041020201426 ACCESSION NUMBER: 0001056404-04-003485 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041019 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041021 DATE AS OF CHANGE: 20041020 FILER: COMPANY DATA: COMPANY CONFORMED NAME: HarborView Mortgage Loan Trust 2004-5 CENTRAL INDEX KEY: 0001292089 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: 333-111379-12 FILM NUMBER: 041088390 BUSINESS ADDRESS: STREET 1: C/O NORWEST BANK MINNESOTA NA STREET 2: 11000 BROKEN LAND PARKWAY CITY: COLUMBIA STATE: MD ZIP: 21044 BUSINESS PHONE: 2036222700 MAIL ADDRESS: STREET 1: 600 STEAMBOAT ROAD STREET 2: GREENWICH CAPITAL MARKETS INC CITY: GREENWICH STATE: CT ZIP: 06830 8-K 1 hbv04005_oct.txt OCT. 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): October 19, 2004 HARBORVIEW MORTGAGE LOAN TRUST Mortgage Loan Pass-Through Certificates, Series 2004-5 Trust (Exact name of registrant as specified in its charter) Delaware (governing law of 333-111379-12 54-2154069 Pooling and Servicing Agreement) (Commission 54-2154068 (State or other File Number) 54-6616743 jurisdiction 54-2154070 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 October 19, 2004 a distribution was made to holders of HARBORVIEW MORTGAGE LOAN TRUST, Mortgage Loan Pass-Through Certificates, Series 2004-5 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Loan Pass-Through Certificates, Series 2004-5 Trust, relating to the October 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 2004-5 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: 10/19/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Loan Pass-Through Certificates, Series 2004-5 Trust, relating to the October 19, 2004 distribution. EX-99.1
Greenwich Capital Markets, Inc Mortgage Pass-Through Certificates Record Date: 9/30/04 Distribution Date: 10/19/04 HBV Series: 2004-5 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 41161PER0 SEN 5.12346% 148,550,143.37 634,241.69 5,282,132.57 2-A-1 41161PES8 SEN 2.16800% 56,804,145.56 102,626.16 4,606,865.15 2-A-2A 41161PET6 SEN 3.31600% 15,000,000.00 41,450.00 0.00 2-A-2B 41161PEY5 SEN 4.72200% 13,000,000.00 51,155.00 0.00 2-A-3 41161PEU3 SEN 4.06911% 56,000,000.00 189,891.87 0.00 2-A-4 41161PEV1 SEN 4.06911% 36,500,000.00 123,768.81 0.00 2-A-5 41161PEW9 SEN 4.06911% 39,000,000.00 132,246.12 0.00 2-A-6 41161PEX7 SEN 4.06911% 105,144,000.00 356,535.55 0.00 3-A 41161PEZ2 SEN 4.24647% 73,502,930.06 260,106.99 679,026.20 X 41161PFA6 SEN 1.30654% 0.00 92,333.45 0.00 A-R 41161PFB4 SEN 5.12870% 0.00 0.00 0.00 B-1 41161PFC2 SUB 4.39102% 11,187,431.73 40,936.88 4,684.46 B-2 41161PFD0 SUB 4.39102% 7,860,952.83 28,764.68 3,291.58 B-3 41161PFE8 SUB 4.39102% 4,534,473.93 16,592.48 1,898.70 B-4 41161PFF5 SUB 4.39102% 1,812,990.90 6,634.07 759.14 B-5 41161PFG3 SUB 4.39102% 3,626,980.14 13,271.79 1,518.71 B-6 41161PFH1 SUB 4.39102% 1,522,269.42 5,570.26 637.41 P HBV04005P SEN 0.00000% 0.01 0.00 0.00 Totals 574,046,317.95 2,096,125.80 10,580,813.92
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A 0.00 143,268,010.79 5,916,374.26 0.00 2-A-1 0.00 52,197,280.41 4,709,491.31 0.00 2-A-2A 0.00 15,000,000.00 41,450.00 0.00 2-A-2B 0.00 13,000,000.00 51,155.00 0.00 2-A-3 0.00 56,000,000.00 189,891.87 0.00 2-A-4 0.00 36,500,000.00 123,768.81 0.00 2-A-5 0.00 39,000,000.00 132,246.12 0.00 2-A-6 0.00 105,144,000.00 356,535.55 0.00 3-A 0.00 72,823,903.87 939,133.19 0.00 X 0.00 0.00 92,333.45 0.00 A-R 0.00 0.00 0.00 0.00 B-1 0.00 11,182,747.27 45,621.34 0.00 B-2 0.00 7,857,661.25 32,056.26 0.00 B-3 0.00 4,532,575.24 18,491.18 0.00 B-4 0.00 1,812,231.75 7,393.21 0.00 B-5 0.00 3,625,461.43 14,790.50 0.00 B-6 0.00 1,521,632.01 6,207.67 0.00 P 0.00 0.01 0.00 0.00 Totals 0.00 563,465,504.03 12,676,939.72 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 163,020,000.00 148,550,143.37 49,274.80 5,232,857.77 0.00 0.00 2-A-1 72,900,000.00 56,804,145.56 149,579.30 4,457,285.85 0.00 0.00 2-A-2A 15,000,000.00 15,000,000.00 0.00 0.00 0.00 0.00 2-A-2B 13,000,000.00 13,000,000.00 0.00 0.00 0.00 0.00 2-A-3 56,000,000.00 56,000,000.00 0.00 0.00 0.00 0.00 2-A-4 36,500,000.00 36,500,000.00 0.00 0.00 0.00 0.00 2-A-5 39,000,000.00 39,000,000.00 0.00 0.00 0.00 0.00 2-A-6 105,144,000.00 105,144,000.00 0.00 0.00 0.00 0.00 3-A 74,676,000.00 73,502,930.06 29,263.61 649,762.59 0.00 0.00 X 0.00 0.00 0.00 0.00 0.00 0.00 A-R 100.00 0.00 0.00 0.00 0.00 0.00 B-1 11,206,000.00 11,187,431.73 4,684.46 0.00 0.00 0.00 B-2 7,874,000.00 7,860,952.83 3,291.58 0.00 0.00 0.00 B-3 4,542,000.00 4,534,473.93 1,898.70 0.00 0.00 0.00 B-4 1,816,000.00 1,812,990.90 759.14 0.00 0.00 0.00 B-5 3,633,000.00 3,626,980.14 1,518.71 0.00 0.00 0.00 B-6 1,524,796.00 1,522,269.42 637.41 0.00 0.00 0.00 P 0.01 0.01 0.00 0.00 0.00 0.00 Totals 605,835,896.01 574,046,317.95 240,907.71 10,339,906.21 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 5,282,132.57 143,268,010.79 0.87883702 5,282,132.57 2-A-1 4,606,865.15 52,197,280.41 0.71601208 4,606,865.15 2-A-2A 0.00 15,000,000.00 1.00000000 0.00 2-A-2B 0.00 13,000,000.00 1.00000000 0.00 2-A-3 0.00 56,000,000.00 1.00000000 0.00 2-A-4 0.00 36,500,000.00 1.00000000 0.00 2-A-5 0.00 39,000,000.00 1.00000000 0.00 2-A-6 0.00 105,144,000.00 1.00000000 0.00 3-A 679,026.20 72,823,903.87 0.97519824 679,026.20 X 0.00 0.00 0.00000000 0.00 A-R 0.00 0.00 0.00000000 0.00 B-1 4,684.46 11,182,747.27 0.99792498 4,684.46 B-2 3,291.58 7,857,661.25 0.99792497 3,291.58 B-3 1,898.70 4,532,575.24 0.99792498 1,898.70 B-4 759.14 1,812,231.75 0.99792497 759.14 B-5 1,518.71 3,625,461.43 0.99792497 1,518.71 B-6 637.41 1,521,632.01 0.99792497 637.41 P 0.00 0.01 1.00000000 0.00 Totals 10,580,813.92 563,465,504.03 0.93006292 10,580,813.92
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A 163,020,000.00 911.23876438 0.30226230 32.09948331 0.00000000 2-A-1 72,900,000.00 779.20638628 2.05184225 61.14246708 0.00000000 2-A-2A 15,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-2B 13,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-3 56,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-4 36,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-5 39,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-6 105,144,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A 74,676,000.00 984.29120547 0.39187436 8.70108991 0.00000000 X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 11,206,000.00 998.34300643 0.41803141 0.00000000 0.00000000 B-2 7,874,000.00 998.34300610 0.41803150 0.00000000 0.00000000 B-3 4,542,000.00 998.34300528 0.41803170 0.00000000 0.00000000 B-4 1,816,000.00 998.34300661 0.41802863 0.00000000 0.00000000 B-5 3,633,000.00 998.34300578 0.41803193 0.00000000 0.00000000 B-6 1,524,796.00 998.34300457 0.41802969 0.00000000 0.00000000 P 0.01 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 32.40174561 878.83701871 0.87883702 32.40174561 2-A-1 0.00000000 63.19430933 716.01207695 0.71601208 63.19430933 2-A-2A 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-2B 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A 0.00000000 9.09296427 975.19824134 0.97519824 9.09296427 X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 0.41803141 997.92497501 0.99792498 0.41803141 B-2 0.00000000 0.41803150 997.92497460 0.99792497 0.41803150 B-3 0.00000000 0.41803170 997.92497578 0.99792498 0.41803170 B-4 0.00000000 0.41802863 997.92497247 0.99792497 0.41802863 B-5 0.00000000 0.41803193 997.92497385 0.99792497 0.41803193 B-6 0.00000000 0.41802969 997.92497488 0.99792497 0.41802969 P 0.00000000 0.00000000 0.00000000 1.00000000 0.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall 1-A 163,020,000.00 5.12346% 148,550,143.37 634,241.67 0.00 0.00 2-A-1 72,900,000.00 2.16800% 56,804,145.56 102,626.16 0.00 0.00 2-A-2A 15,000,000.00 3.31600% 15,000,000.00 41,450.00 0.00 0.00 2-A-2B 13,000,000.00 4.72200% 13,000,000.00 51,155.00 0.00 0.00 2-A-3 56,000,000.00 4.06911% 56,000,000.00 189,891.87 0.00 0.00 2-A-4 36,500,000.00 4.06911% 36,500,000.00 123,768.81 0.00 0.00 2-A-5 39,000,000.00 4.06911% 39,000,000.00 132,246.13 0.00 0.00 2-A-6 105,144,000.00 4.06911% 105,144,000.00 356,535.55 0.00 0.00 3-A 74,676,000.00 4.24647% 73,502,930.06 260,106.99 0.00 0.00 X 0.00 1.30654% 84,804,145.56 92,333.45 0.00 0.00 A-R 100.00 5.12870% 0.00 0.00 0.00 0.00 B-1 11,206,000.00 4.39102% 11,187,431.73 40,936.88 0.00 0.00 B-2 7,874,000.00 4.39102% 7,860,952.83 28,764.68 0.00 0.00 B-3 4,542,000.00 4.39102% 4,534,473.93 16,592.48 0.00 0.00 B-4 1,816,000.00 4.39102% 1,812,990.90 6,634.07 0.00 0.00 B-5 3,633,000.00 4.39102% 3,626,980.14 13,271.79 0.00 0.00 B-6 1,524,796.00 4.39102% 1,522,269.42 5,570.26 0.00 0.00 P 0.01 0.00000% 0.01 0.00 0.00 0.00 Totals 605,835,896.01 2,096,125.79 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 (0.02) 0.00 634,241.69 0.00 143,268,010.79 2-A-1 0.00 0.00 102,626.16 0.00 52,197,280.41 2-A-2A 0.00 0.00 41,450.00 0.00 15,000,000.00 2-A-2B 0.00 0.00 51,155.00 0.00 13,000,000.00 2-A-3 0.00 0.00 189,891.87 0.00 56,000,000.00 2-A-4 0.00 0.00 123,768.81 0.00 36,500,000.00 2-A-5 0.00 0.00 132,246.12 0.00 39,000,000.00 2-A-6 0.00 0.00 356,535.55 0.00 105,144,000.00 3-A 0.01 0.00 260,106.99 0.00 72,823,903.87 X 0.00 0.00 92,333.45 0.00 80,197,280.41 A-R 0.00 0.00 0.00 0.00 0.00 B-1 0.00 0.00 40,936.88 0.00 11,182,747.27 B-2 0.00 0.00 28,764.68 0.00 7,857,661.25 B-3 0.00 0.00 16,592.48 0.00 4,532,575.24 B-4 0.00 0.00 6,634.07 0.00 1,812,231.75 B-5 0.00 0.00 13,271.79 0.00 3,625,461.43 B-6 0.00 0.00 5,570.26 0.00 1,521,632.01 P 0.00 0.00 0.00 0.00 0.01 Totals (0.01) 0.00 2,096,125.80 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 163,020,000.00 5.12346% 911.23876438 3.89057582 0.00000000 0.00000000 2-A-1 72,900,000.00 2.16800% 779.20638628 1.40776626 0.00000000 0.00000000 2-A-2A 15,000,000.00 3.31600% 1000.00000000 2.76333333 0.00000000 0.00000000 2-A-2B 13,000,000.00 4.72200% 1000.00000000 3.93500000 0.00000000 0.00000000 2-A-3 56,000,000.00 4.06911% 1000.00000000 3.39092625 0.00000000 0.00000000 2-A-4 36,500,000.00 4.06911% 1000.00000000 3.39092630 0.00000000 0.00000000 2-A-5 39,000,000.00 4.06911% 1000.00000000 3.39092641 0.00000000 0.00000000 2-A-6 105,144,000.00 4.06911% 1000.00000000 3.39092625 0.00000000 0.00000000 3-A 74,676,000.00 4.24647% 984.29120547 3.48314037 0.00000000 0.00000000 X 0.00 1.30654% 840.47716115 0.91509861 0.00000000 0.00000000 A-R 100.00 5.12870% 0.00000000 0.00000000 0.00000000 0.00000000 B-1 11,206,000.00 4.39102% 998.34300643 3.65312154 0.00000000 0.00000000 B-2 7,874,000.00 4.39102% 998.34300610 3.65312167 0.00000000 0.00000000 B-3 4,542,000.00 4.39102% 998.34300528 3.65312197 0.00000000 0.00000000 B-4 1,816,000.00 4.39102% 998.34300661 3.65312225 0.00000000 0.00000000 B-5 3,633,000.00 4.39102% 998.34300578 3.65312139 0.00000000 0.00000000 B-6 1,524,796.00 4.39102% 998.34300457 3.65311819 0.00000000 0.00000000 P 0.01 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 (0.00000012) 0.00000000 3.89057594 0.00000000 878.83701871 2-A-1 0.00000000 0.00000000 1.40776626 0.00000000 716.01207695 2-A-2A 0.00000000 0.00000000 2.76333333 0.00000000 1000.00000000 2-A-2B 0.00000000 0.00000000 3.93500000 0.00000000 1000.00000000 2-A-3 0.00000000 0.00000000 3.39092625 0.00000000 1000.00000000 2-A-4 0.00000000 0.00000000 3.39092630 0.00000000 1000.00000000 2-A-5 0.00000000 0.00000000 3.39092615 0.00000000 1000.00000000 2-A-6 0.00000000 0.00000000 3.39092625 0.00000000 1000.00000000 3-A 0.00000013 0.00000000 3.48314037 0.00000000 975.19824134 X 0.00000000 0.00000000 0.91509861 0.00000000 794.81942924 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 0.00000000 3.65312154 0.00000000 997.92497501 B-2 0.00000000 0.00000000 3.65312167 0.00000000 997.92497460 B-3 0.00000000 0.00000000 3.65312197 0.00000000 997.92497578 B-4 0.00000000 0.00000000 3.65312225 0.00000000 997.92497247 B-5 0.00000000 0.00000000 3.65312139 0.00000000 997.92497385 B-6 0.00000000 0.00000000 3.65311819 0.00000000 997.92497488 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 12,907,472.54 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 52,410.52 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 12,959,883.06 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 282,943.34 Payment of Interest and Principal 12,676,939.72 Total Withdrawals (Pool Distribution Amount) 12,959,883.06 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 277,166.45 LPMI 993.11 Master Servicing Fee 4,783.78 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 282,943.34
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 34 0 0 0 34 8,820,606.26 0.00 0.00 0.00 8,820,606.26 60 Days 7 0 0 0 7 1,692,034.90 0.00 0.00 0.00 1,692,034.90 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 2 0 2 0.00 0.00 1,351,654.83 0.00 1,351,654.83 150 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 41 0 2 0 43 10,512,641.16 0.00 1,351,654.83 0.00 11,864,295.99 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 2.130326% 0.000000% 0.000000% 0.000000% 2.130326% 1.564915% 0.000000% 0.000000% 0.000000% 1.564915% 60 Days 0.438596% 0.000000% 0.000000% 0.000000% 0.438596% 0.300194% 0.000000% 0.000000% 0.000000% 0.300194% 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% 0.125313% 0.000000% 0.125313% 0.000000% 0.000000% 0.239805% 0.000000% 0.239805% 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 2.568922% 0.000000% 0.125313% 0.000000% 2.694236% 1.865109% 0.000000% 0.239805% 0.000000% 2.104914%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 25 0 0 0 25 4,813,739.78 0.00 0.00 0.00 4,813,739.78 60 Days 6 0 0 0 6 1,297,634.90 0.00 0.00 0.00 1,297,634.90 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 1 0 1 0.00 0.00 71,654.83 0.00 71,654.83 150 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 31 0 1 0 32 6,111,374.68 0.00 71,654.83 0.00 6,183,029.51 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 3.213368% 0.000000% 0.000000% 0.000000% 3.213368% 3.167628% 0.000000% 0.000000% 0.000000% 3.167628% 60 Days 0.771208% 0.000000% 0.000000% 0.000000% 0.771208% 0.853894% 0.000000% 0.000000% 0.000000% 0.853894% 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% 0.128535% 0.000000% 0.128535% 0.000000% 0.000000% 0.047152% 0.000000% 0.047152% 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 3.984576% 0.000000% 0.128535% 0.000000% 4.113111% 4.021522% 0.000000% 0.047152% 0.000000% 4.068674% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 7 0 0 0 7 3,618,466.48 0.00 0.00 0.00 3,618,466.48 60 Days 1 0 0 0 1 394,400.00 0.00 0.00 0.00 394,400.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 1 0 1 0.00 0.00 1,280,000.00 0.00 1,280,000.00 150 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 8 0 1 0 9 4,012,866.48 0.00 1,280,000.00 0.00 5,292,866.48 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.041667% 0.000000% 0.000000% 0.000000% 1.041667% 1.080562% 0.000000% 0.000000% 0.000000% 1.080562% 60 Days 0.148810% 0.000000% 0.000000% 0.000000% 0.148810% 0.117777% 0.000000% 0.000000% 0.000000% 0.117777% 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% 0.148810% 0.000000% 0.148810% 0.000000% 0.000000% 0.382239% 0.000000% 0.382239% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.190476% 0.000000% 0.148810% 0.000000% 1.339286% 1.198340% 0.000000% 0.382239% 0.000000% 1.580579% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2 0 0 0 2 388,400.00 0.00 0.00 0.00 388,400.00 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 2 0 0 0 2 388,400.00 0.00 0.00 0.00 388,400.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.369863% 0.000000% 0.000000% 0.000000% 1.369863% 0.505651% 0.000000% 0.000000% 0.000000% 0.505651% 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 1.369863% 0.000000% 0.000000% 0.000000% 1.369863% 0.505651% 0.000000% 0.000000% 0.000000% 0.505651%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 52,410.52
SUBORDINATION LEVEL/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 605,835,796.01 99.99998349% 563,465,504.03 99.99999987% 94.581335% 0.000000% Class 1A 442,815,796.01 73.09170667% 420,197,493.24 74.57377420% 25.426226% 469.234119% Class 2-A-1 369,915,796.01 61.05874519% 368,000,212.83 65.31015825% 9.263616% 170.957527% Class X 341,915,796.01 56.43703159% 340,000,212.83 60.34090995% 0.000000% 0.000000% Class 2-A-3 285,915,796.01 47.19360439% 284,000,212.83 50.40241336% 9.938497% 183.412267% Class 2-A-4 249,415,796.01 41.16887059% 247,500,212.83 43.92464325% 6.477770% 119.545495% Class 2-A-5 210,415,796.01 34.73148379% 208,500,212.83 37.00319027% 6.921453% 127.733543% Class 2-A-6 105,271,796.01 17.37628898% 103,356,212.83 18.34295302% 18.660237% 344.369632% Class 3A 30,595,796.01 5.05017880% 30,532,308.96 5.41866515% 12.924288% 238.514237% Class B-1 19,389,796.01 3.20050300% 19,349,561.69 3.43402773% 1.984637% 36.625947% Class B-2 11,515,796.01 1.90081111% 11,491,900.44 2.03950381% 1.394524% 25.735562% Class B-3 6,973,796.01 1.15110314% 6,959,325.20 1.23509339% 0.804410% 14.845177% Class B-4 5,157,796.01 0.85135200% 5,147,093.45 0.91347091% 0.321622% 5.935456% Class B-5 1,524,796.01 0.25168466% 1,521,632.02 0.27004883% 0.643422% 11.874180% Class B-6 0.01 0.00000000% 0.01 0.00000000% 0.270049% 4.983678% 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 220,369.00 0.03637437% 220,369.00 0.03910958% Fraud 18,175,076.00 2.99999985% 18,175,076.00 3.22558805% Special Hazard 6,058,358.00 0.99999984% 6,000,000.00 1.06483892% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 4.973262% Weighted Average Net Coupon 4.393867% Weighted Average Pass-Through Rate 4.381791% Weighted Average Maturity(Stepdown Calculation ) 353 Beginning Scheduled Collateral Loan Count 1,628 Number Of Loans Paid In Full 32 Ending Scheduled Collateral Loan Count 1,596 Beginning Scheduled Collateral Balance 574,046,318.68 Ending Scheduled Collateral Balance 563,465,504.77 Ending Actual Collateral Balance at 30-Sep-2004 563,647,476.36 Monthly P &I Constant 2,619,976.79 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 12,552,379.55 Ending Scheduled Balance for Premium Loans 563,465,504.77 Scheduled Principal 240,907.70 Unscheduled Principal 10,339,906.21
Miscellaneous Reporting One- Year CMT loans 9,876,759.54 One-Month LIBOR loans 8,169,265.81 One-Year LIBOR loans 494,009,575.38 Six-Month LIBOR loans 51,409,904.04
Group Level Collateral Statement Group 1 2 3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.507991 4.753213 4.852101 Weighted Average Net Rate 5.133455 4.082623 4.256476 Weighted Average Maturity 350 354 353 Beginning Loan Count 801 679 148 Loans Paid In Full 23 7 2 Ending Loan Count 778 672 146 Beginning Scheduled Balance 157,208,954.29 339,368,523.71 77,468,840.68 Ending scheduled Balance 151,923,949.55 334,753,319.68 76,788,235.54 Record Date 09/30/2004 09/30/2004 09/30/2004 Principal And Interest Constant 773,734.87 1,502,160.49 344,081.43 Scheduled Principal 52,146.97 157,918.18 30,842.55 Unscheduled Principal 5,232,857.77 4,457,285.85 649,762.59 Scheduled Interest 721,587.90 1,344,242.31 313,238.88 Servicing Fees 49,066.96 189,647.47 38,452.02 Master Servicing Fees 1,310.10 2,828.09 645.59 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 0.00 993.11 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 671,210.84 1,150,773.64 274,141.27 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.123455 4.069112 4.246476
Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 4.973262 Weighted Average Net Rate 4.393867 Weighted Average Maturity 353 Beginning Loan Count 1,628 Loans Paid In Full 32 Ending Loan Count 1,596 Beginning Scheduled Balance 574,046,318.68 Ending scheduled Balance 563,465,504.77 Record Date 09/30/2004 Principal And Interest Constant 2,619,976.79 Scheduled Principal 240,907.70 Unscheduled Principal 10,339,906.21 Scheduled Interest 2,379,069.09 Servicing Fees 277,166.45 Master Servicing Fees 4,783.78 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 993.11 Pool Insurance Fee 0.00 Spread Fee 1 0.00 Spread Fee 2 0.00 Spread Fee 3 0.00 Net Interest 2,096,125.75 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 4.381791
Miscellaneous Reporting Group 1 Available Funds 5,956,215.62 Senior % 94.492164% Senior Prepayment % 100.000000% Subordinate % 5.507836% Subordinate Prepayment % 0.000000% Group 2 Available Funds 5,765,977.67 Senior % 94.719493% Senior Prepayment % 100.000000% Subordinate % 5.280507% Subordinate Prepayment % 0.000000% Group 3 Available Funds 954,746.41 Senior % 94.880638% Senior Prepayment % 100.000000% Subordinate % 5.119362% Subordinate Prepayment % 0.000000%
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