-----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, B64QUPYkvtQNpvNneUDZ/fLTfVr9eoQSSPNHyoV7FyrZoO5Ry86j4hGs8bodUNi4 DYz/n73GhaSbvsEM/66zQw== 0001056404-04-003094.txt : 20040924 0001056404-04-003094.hdr.sgml : 20040924 20040924143349 ACCESSION NUMBER: 0001056404-04-003094 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040920 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20040924 DATE AS OF CHANGE: 20040924 FILER: COMPANY DATA: COMPANY CONFORMED NAME: HarborView Mortgage Loan Trust 2004-4 CENTRAL INDEX KEY: 0001292112 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: 333-111379-13 FILM NUMBER: 041044725 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 hbv04004_sep.txt SEPTEMBER 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): September 20, 2004 HARBORVIEW MORTGAGE LOAN TRUST Mortgage Loan Pass-Through Certificates, Series 2004-4 Trust (Exact name of registrant as specified in its charter) Delaware (governing law of 333-111379-13 54-2154065 Pooling and Servicing Agreement) (Commission 54-2154066 (State or other File Number) 54-2154067 jurisdiction 54-6616742 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 September 20, 2004 a distribution was made to holders of HARBORVIEW MORTGAGE LOAN TRUST, Mortgage Loan Pass-Through Certificates, Series 2004-4 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 2004-4 Trust, relating to the September 20, 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 2004-4 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: 9/21/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Loan Pass-Through Certificates, Series 2004-4 Trust, relating to the September 20, 2004 distribution. EX-99.1
Harborview Mortgage Loan Trust Mortgage Loan Pass-Through Certificates, Series 2004-4 Trust Record Date: 8/31/2004 Distribution Date: 9/20/2004 HBV Series: 2004-4 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 41161PDV2 SEN 1.88000% 46,917,194.97 73,503.62 1,105,793.93 2-A 41161PDW0 SEN 1.88000% 225,198,175.18 352,810.47 8,573,490.07 3-A 41161PEM1 SEN 2.97500% 260,793,039.81 646,549.41 5,904,623.85 X-1 41161PDX8 IO 2.15250% 0.00 540,897.76 0.00 X-2 41161PFN8 IO 1.21486% 0.00 264,021.72 0.00 A-R 41161PDY6 SEN 4.22707% 0.00 0.00 0.00 B-1 41161PDZ3 SUB 2.10000% 14,716,006.44 25,753.01 3,824.88 B-2 41161PEA7 SUB 2.60000% 9,309,412.82 20,170.39 2,419.63 B-3 41161PEB5 SUB 3.50000% 5,405,594.43 15,766.32 1,404.98 B-4 41161PEN9 SUB 4.13823% 2,701,798.03 9,317.21 702.23 B-5 41161PEP4 SUB 4.13823% 4,804,084.66 16,567.00 1,248.64 B-6 41161PEQ2 SUB 4.13823% 2,110,952.16 7,279.67 548.66 P HBV04004P PPAY 0.00000% 0.00 6,930.00 0.00 Totals 571,956,258.50 1,979,566.58 15,594,056.87
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A 0.00 45,811,401.05 1,179,297.55 0.00 2-A 0.00 216,624,685.11 8,926,300.54 0.00 3-A 0.00 254,888,415.96 6,551,173.26 0.00 X-1 0.00 0.00 540,897.76 0.00 X-2 0.00 0.00 264,021.72 0.00 A-R 0.00 0.00 0.00 0.00 B-1 0.00 14,712,181.56 29,577.89 0.00 B-2 0.00 9,306,993.18 22,590.02 0.00 B-3 0.00 5,404,189.45 17,171.30 0.00 B-4 0.00 2,701,095.80 10,019.44 0.00 B-5 0.00 4,802,836.02 17,815.64 0.00 B-6 0.00 2,110,403.50 7,828.33 0.00 P 0.00 0.00 6,930.00 0.00 Totals 0.00 556,362,201.63 17,573,623.45 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 50,000,000.00 46,917,194.97 16,916.70 1,088,877.23 0.00 0.00 2-A 240,005,000.00 225,198,175.18 64,659.07 8,508,831.00 0.00 0.00 3-A 272,131,000.00 260,793,039.81 56,706.60 5,847,917.25 0.00 0.00 X-1 0.00 0.00 0.00 0.00 0.00 0.00 X-2 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 14,728,000.00 14,716,006.44 3,824.88 0.00 0.00 0.00 B-2 9,317,000.00 9,309,412.82 2,419.63 0.00 0.00 0.00 B-3 5,410,000.00 5,405,594.43 1,404.98 0.00 0.00 0.00 B-4 2,704,000.00 2,701,798.03 702.23 0.00 0.00 0.00 B-5 4,808,000.00 4,804,084.66 1,248.64 0.00 0.00 0.00 B-6 2,112,672.59 2,110,952.16 548.66 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 0.00 Totals 601,215,772.59 571,956,258.50 148,431.39 15,445,625.48 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 1,105,793.93 45,811,401.05 0.91622802 1,105,793.93 2-A 8,573,490.07 216,624,685.11 0.90258405 8,573,490.07 3-A 5,904,623.85 254,888,415.96 0.93663866 5,904,623.85 X-1 0.00 0.00 0.00000000 0.00 X-2 0.00 0.00 0.00000000 0.00 A-R 0.00 0.00 0.00000000 0.00 B-1 3,824.88 14,712,181.56 0.99892596 3,824.88 B-2 2,419.63 9,306,993.18 0.99892596 2,419.63 B-3 1,404.98 5,404,189.45 0.99892596 1,404.98 B-4 702.23 2,701,095.80 0.99892596 702.23 B-5 1,248.64 4,802,836.02 0.99892596 1,248.64 B-6 548.66 2,110,403.50 0.99892596 548.66 P 0.00 0.00 0.00000000 0.00 Totals 15,594,056.87 556,362,201.63 0.92539522 15,594,056.87
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A 50,000,000.00 938.34389940 0.33833400 21.77754460 0.00000000 2-A 240,005,000.00 938.30618187 0.26940718 35.45272390 0.00000000 3-A 272,131,000.00 958.33638876 0.20837979 21.48934612 0.00000000 X-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 X-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 14,728,000.00 999.18566268 0.25970125 0.00000000 0.00000000 B-2 9,317,000.00 999.18566277 0.25970055 0.00000000 0.00000000 B-3 5,410,000.00 999.18566174 0.25970055 0.00000000 0.00000000 B-4 2,704,000.00 999.18566198 0.25970044 0.00000000 0.00000000 B-5 4,808,000.00 999.18566140 0.25970050 0.00000000 0.00000000 B-6 2,112,672.59 999.18566180 0.25969949 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 22.11587860 916.22802100 0.91622802 22.11587860 2-A 0.00000000 35.72213108 902.58405079 0.90258405 35.72213108 3-A 0.00000000 21.69772591 936.63866285 0.93663866 21.69772591 X-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 X-2 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 0.25970125 998.92596143 0.99892596 0.25970125 B-2 0.00000000 0.25970055 998.92596115 0.99892596 0.25970055 B-3 0.00000000 0.25970055 998.92596118 0.99892596 0.25970055 B-4 0.00000000 0.25970044 998.92596154 0.99892596 0.25970044 B-5 0.00000000 0.25970050 998.92596090 0.99892596 0.25970050 B-6 0.00000000 0.25969949 998.92596230 0.99892596 0.25969949 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 50,000,000.00 1.88000% 46,917,194.97 73,503.61 0.00 0.00 2-A 240,005,000.00 1.88000% 225,198,175.18 352,810.47 0.00 0.00 3-A 272,131,000.00 2.97500% 260,793,039.81 646,549.41 0.00 0.00 X-1 0.00 2.15250% 301,546,383.84 540,897.75 0.00 0.00 X-2 0.00 1.21486% 260,793,039.81 264,021.72 0.00 0.00 A-R 100.00 4.22707% 0.00 0.00 0.00 0.00 B-1 14,728,000.00 2.10000% 14,716,006.44 25,753.01 0.00 0.00 B-2 9,317,000.00 2.60000% 9,309,412.82 20,170.39 0.00 0.00 B-3 5,410,000.00 3.50000% 5,405,594.43 15,766.32 0.00 0.00 B-4 2,704,000.00 4.13823% 2,701,798.03 9,317.21 0.00 0.00 B-5 4,808,000.00 4.13823% 4,804,084.66 16,567.00 0.00 0.00 B-6 2,112,672.59 4.13823% 2,110,952.16 7,279.67 0.00 0.00 P 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 601,215,772.59 1,972,636.56 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 (0.01) 0.00 73,503.62 0.00 45,811,401.05 2-A 0.01 0.00 352,810.47 0.00 216,624,685.11 3-A 0.00 0.00 646,549.41 0.00 254,888,415.96 X-1 (0.01) 0.00 540,897.76 0.00 291,859,450.35 X-2 0.00 0.00 264,021.72 0.00 254,888,415.96 A-R 0.00 0.00 0.00 0.00 0.00 B-1 0.00 0.00 25,753.01 0.00 14,712,181.56 B-2 0.00 0.00 20,170.39 0.00 9,306,993.18 B-3 0.00 0.00 15,766.32 0.00 5,404,189.45 B-4 0.00 0.00 9,317.21 0.00 2,701,095.80 B-5 0.00 0.00 16,567.00 0.00 4,802,836.02 B-6 0.00 0.00 7,279.67 0.00 2,110,403.50 P 0.00 0.00 6,930.00 0.00 0.00 Totals (0.01) 0.00 1,979,566.58 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 50,000,000.00 1.88000% 938.34389940 1.47007220 0.00000000 0.00000000 2-A 240,005,000.00 1.88000% 938.30618187 1.47001300 0.00000000 0.00000000 3-A 272,131,000.00 2.97500% 958.33638876 2.37587563 0.00000000 0.00000000 X-1 0.00 2.15250% 943.92532348 1.69316268 0.00000000 0.00000000 X-2 0.00 1.21486% 958.33638876 0.97020082 0.00000000 0.00000000 A-R 100.00 4.22707% 0.00000000 0.00000000 0.00000000 0.00000000 B-1 14,728,000.00 2.10000% 999.18566268 1.74857482 0.00000000 0.00000000 B-2 9,317,000.00 2.60000% 999.18566277 2.16490179 0.00000000 0.00000000 B-3 5,410,000.00 3.50000% 999.18566174 2.91429205 0.00000000 0.00000000 B-4 2,704,000.00 4.13823% 999.18566198 3.44571376 0.00000000 0.00000000 B-5 4,808,000.00 4.13823% 999.18566140 3.44571547 0.00000000 0.00000000 B-6 2,112,672.59 4.13823% 999.18566180 3.44571612 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 (0.00000020) 0.00000000 1.47007240 0.00000000 916.22802100 2-A 0.00000004 0.00000000 1.47001300 0.00000000 902.58405079 3-A 0.00000000 0.00000000 2.37587563 0.00000000 936.63866285 X-1 (0.00000003) 0.00000000 1.69316271 0.00000000 913.60248654 X-2 0.00000000 0.00000000 0.97020082 0.00000000 936.63866285 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 0.00000000 1.74857482 0.00000000 998.92596143 B-2 0.00000000 0.00000000 2.16490179 0.00000000 998.92596115 B-3 0.00000000 0.00000000 2.91429205 0.00000000 998.92596118 B-4 0.00000000 0.00000000 3.44571376 0.00000000 998.92596154 B-5 0.00000000 0.00000000 3.44571547 0.00000000 998.92596090 B-6 0.00000000 0.00000000 3.44571612 0.00000000 998.92596230 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 Component Statement Component Beginning Ending Beginning Ending Ending Pass-Through Notional Notional Component Component Component Class Rate Balance Balance Balance Balance Percentage X-1-1-A 2.36811% 46,917,194.97 45,811,401.05 0.00 0.00 91.62280210% X-1-2-A 2.17678% 225,198,175.18 216,624,685.11 0.00 0.00 90.25840508% X-1-B-1 2.03823% 14,716,006.44 14,712,181.56 0.00 0.00 99.89259614% X-1-B-2 1.53823% 9,309,412.82 9,306,993.18 0.00 0.00 99.89259611% X-1-B-3 0.63823% 5,405,594.43 5,404,189.45 0.00 0.00 99.89259612%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 17,686,286.65 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 34,773.64 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 6,930.00 Total Deposits 17,727,990.29 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 154,367.27 Payment of Interest and Principal 17,573,623.02 Total Withdrawals (Pool Distribution Amount) 17,727,990.29 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 149,600.99 Master Servicing Fee 4,766.28 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 154,367.27
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Basis Risk Reserve Fund X-1 2,500.00 0.00 0.00 2,500.00 Basis Risk Reserve Fund X-2 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 20 0 0 0 20 6,471,149.09 0.00 0.00 0.00 6,471,149.09 60 Days 3 0 0 0 3 891,995.74 0.00 0.00 0.00 891,995.74 90 Days 1 0 2 0 3 123,721.49 0.00 810,522.33 0.00 934,243.82 120 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 24 0 2 0 26 7,486,866.32 0.00 810,522.33 0.00 8,297,388.65 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 1.207001% 0.000000% 0.000000% 0.000000% 1.207001% 1.162889% 0.000000% 0.000000% 0.000000% 1.162889% 60 Days 0.181050% 0.000000% 0.000000% 0.000000% 0.181050% 0.160295% 0.000000% 0.000000% 0.000000% 0.160295% 90 Days 0.060350% 0.000000% 0.120700% 0.000000% 0.181050% 0.022233% 0.000000% 0.145654% 0.000000% 0.167887% 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 1.448401% 0.000000% 0.120700% 0.000000% 1.569101% 1.345417% 0.000000% 0.145654% 0.000000% 1.491071%
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 6 0 0 0 6 1,215,125.12 0.00 0.00 0.00 1,215,125.12 60 Days 1 0 0 0 1 149,383.76 0.00 0.00 0.00 149,383.76 90 Days 1 0 0 0 1 123,721.49 0.00 0.00 0.00 123,721.49 120 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 8 0 0 0 8 1,488,230.37 0.00 0.00 0.00 1,488,230.37 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.214022% 0.000000% 0.000000% 0.000000% 2.214022% 2.464958% 0.000000% 0.000000% 0.000000% 2.464958% 60 Days 0.369004% 0.000000% 0.000000% 0.000000% 0.369004% 0.303034% 0.000000% 0.000000% 0.000000% 0.303034% 90 Days 0.369004% 0.000000% 0.000000% 0.000000% 0.369004% 0.250977% 0.000000% 0.000000% 0.000000% 0.250977% 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 2.952030% 0.000000% 0.000000% 0.000000% 2.952030% 3.018969% 0.000000% 0.000000% 0.000000% 3.018969%
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 11 0 0 0 11 4,266,566.34 0.00 0.00 0.00 4,266,566.34 60 Days 2 0 0 0 2 742,611.98 0.00 0.00 0.00 742,611.98 90 Days 0 0 2 0 2 0.00 0.00 810,522.33 0.00 810,522.33 120 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 13 0 2 0 15 5,009,178.32 0.00 810,522.33 0.00 5,819,700.65 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.724138% 0.000000% 0.000000% 0.000000% 1.724138% 1.828507% 0.000000% 0.000000% 0.000000% 1.828507% 60 Days 0.313480% 0.000000% 0.000000% 0.000000% 0.313480% 0.318259% 0.000000% 0.000000% 0.000000% 0.318259% 90 Days 0.000000% 0.000000% 0.313480% 0.000000% 0.313480% 0.000000% 0.000000% 0.347363% 0.000000% 0.347363% 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 2.037618% 0.000000% 0.313480% 0.000000% 2.351097% 2.146766% 0.000000% 0.347363% 0.000000% 2.494128%
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 3 0 0 0 3 989,457.63 0.00 0.00 0.00 989,457.63 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 3 0 0 0 3 989,457.63 0.00 0.00 0.00 989,457.63 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.401070% 0.000000% 0.000000% 0.000000% 0.401070% 0.361327% 0.000000% 0.000000% 0.000000% 0.361327% 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 0.401070% 0.000000% 0.000000% 0.000000% 0.401070% 0.361327% 0.000000% 0.000000% 0.000000% 0.361327%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 34,773.64
SUBORDINATION LEVEL/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 551,215,772.59 91.68351825% 510,550,800.58 91.76590341% 92.983402% 0.000000% Class 2A 311,210,772.59 51.76357421% 293,926,115.47 52.82999359% 38.935910% 554.911503% Class 3A 39,079,772.59 6.50012431% 39,037,699.51 7.01659807% 45.813396% 652.928885% Class X-1 39,079,772.59 6.50012431% 39,037,699.51 7.01659807% 0.000000% 0.000000% Class X-2 39,079,772.59 6.50012431% 39,037,699.51 7.01659807% 0.000000% 0.000000% Class A-R 39,079,672.59 6.50010768% 39,037,699.51 7.01659807% 0.000000% 0.000000% Class B-1 24,351,672.59 4.05040481% 24,325,517.95 4.37224489% 2.644353% 37.687112% Class B-2 15,034,672.59 2.50071160% 15,018,524.77 2.69941501% 1.672830% 23.841039% Class B-3 9,624,672.59 1.60086828% 9,614,335.32 1.72807126% 0.971344% 13.843514% Class B-4 6,920,672.59 1.15111295% 6,913,239.52 1.24257894% 0.485492% 6.919198% Class B-5 2,112,672.59 0.35140006% 2,110,403.50 0.37932187% 0.863257% 12.303071% Class B-6 0.00 0.00000000% 0.00 0.00000000% 0.379322% 5.406065% 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 175,751.00 0.02923260% 175,751.00 0.03158931% Fraud 18,036,473.00 2.99999997% 18,036,473.00 3.24185808% Special Hazard 6,012,158.00 1.00000005% 5,563,622.02 1.00000000% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 4.462587% Weighted Average Net Coupon 4.148715% Weighted Average Pass-Through Rate 4.138715% Weighted Average Maturity(Stepdown Calculation ) 346 Beginning Scheduled Collateral Loan Count 1,693 Number Of Loans Paid In Full 36 Ending Scheduled Collateral Loan Count 1,657 Beginning Scheduled Collateral Balance 571,956,258.51 Ending Scheduled Collateral Balance 556,362,201.63 Ending Actual Collateral Balance at 31-Aug-2004 556,471,683.82 Monthly P &I Constant 2,275,435.24 Special Servicing Fee 0.00 Prepayment Penalties 6,930.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 17,421,887.01 Ending Scheduled Balance for Premium Loans 556,362,201.63 Scheduled Principal 148,431.40 Unscheduled Principal 15,445,625.48
Group Level Collateral Statement Group 1 2 3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.633109 4.441784 4.449856 Weighted Average Net Rate 4.258109 4.066784 4.199856 Weighted Average Maturity 340 339 355 Beginning Loan Count 275 657 761 Loans Paid In Full 4 19 13 Ending Loan Count 271 638 748 Beginning Scheduled Balance 50,389,257.12 241,867,673.86 279,699,327.53 Ending scheduled Balance 49,282,211.29 233,289,397.63 273,790,592.71 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 212,717.71 964,715.12 1,098,002.41 Scheduled Principal 18,168.60 69,445.23 60,817.57 Unscheduled Principal 1,088,877.23 8,508,831.00 5,847,917.25 Scheduled Interest 194,549.11 895,269.89 1,037,184.84 Servicing Fees 15,746.65 75,583.65 58,270.69 Master Servicing Fees 419.89 2,015.56 2,330.83 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 178,382.57 817,670.68 976,583.32 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 6,930.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 4.248109 4.056784 4.189856
Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 4.462587 Weighted Average Net Rate 4.148715 Weighted Average Maturity 346 Beginning Loan Count 1,693 Loans Paid In Full 36 Ending Loan Count 1,657 Beginning Scheduled Balance 571,956,258.51 Ending scheduled Balance 556,362,201.63 Record Date 08/31/2004 Principal And Interest Constant 2,275,435.24 Scheduled Principal 148,431.40 Unscheduled Principal 15,445,625.48 Scheduled Interest 2,127,003.84 Servicing Fees 149,600.99 Master Servicing Fees 4,766.28 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread Fee 1 0.00 Spread Fee 2 0.00 Spread Fee 3 0.00 Net Interest 1,972,636.57 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 6,930.00 Special Servicing Fee 0.00 Pass-Through Rate 4.138715
Miscellaneous Reporting Group 1 One Month LIBOR Index 1,418,309.52 One Year LIBOR Index 14,779,701.40 Six Month LIBOR Index 33,084,200.37 Senior % 93.109519% Subordinate % 6.890481% Senior Prepayment % 100.000000% Subordinate Prepayment % 0.000000% Group 2 One Year CMT Index 14,916,129.58 One Month LIBOR Index 10,057,822.19 One Year LIBOR Index 44,665,994.49 Six Month LIBOR Index 163,649,451.37 Senior % 93.108009% Subordinate % 6.891991% Senior Prepayment % 100.000000% Subordinate Prepayment % 0.000000% Group 3 Six Month LIBOR Index 273,790,592.71 Senior % 93.240496% Subordinate % 6.759504% Senior Prepayment % 100.000000% Subordinate Prepayment % 0.000000%
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