8-K 1 hbv04001_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 2004-1 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) 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 2004-1 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 2004-1 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 2004-1 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 2004-1 Trust, relating to the October 19, 2004 distribution. EX-99.1

~~Harborview~~Greenwich ~~Mortgage~~Capital ~~Loan~~Markets, ~~Trust~~Inc Mortgage ~~Loan~~ Pass-Through Certificates Record Date: 89/3130/~~2004~~04 Distribution Date: 910/2019/~~2004~~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 12.~~90000~~11125% ~~174~~171,~~992~~307,~~852~~286.7262 ~~277~~301,~~072~~393.0277 37,~~685~~675,~~566~~773.1020 2-A 41161PCY7 SEN 4.~~89235~~88210% ~~131~~126,~~076~~499,~~436~~642.0320 ~~534~~514,~~393~~653.3546 4,~~576~~714,~~793~~069.8385 3-A 41161PCZ4 SEN 4.~~78817~~78816% 105,~~139~~116,~~617~~163.6194 419,~~522~~427.3175 23121,~~453~~722.6764 4-A 41161PDA8 SEN 4.~~84606~~84609% 92,~~310~~275,~~658~~915.2616 372,~~785~~647.9160 34414,~~743~~766.0905 X 41161PDB6 SEN 21.~~11196~~98316% 0.00 ~~307~~283,~~981~~107.8186 0.00 A-R 41161PDC4 SEN 3.~~80717~~78401% 0.00 0.00 0.00 B-1 41161PDD2 SUB 4.~~55688~~58272% 13,~~536~~533,~~099~~676.8635 51,~~401~~684.9519 2,~~423~~408.5290 B-2 41161PDE0 SUB 4.~~55688~~58272% 6,~~014~~013,~~712~~635.2234 22,~~840~~965.2566 1,~~076~~070.8838 B-3 41161PDF7 SUB 4.~~55688~~58272% 3,~~909~~908,~~562~~862.9497 14,~~846~~927.1668 ~~699~~695.9775 B-4 41161PDG5 SUB 4.~~55688~~58272% 2,405,~~884~~454.8914 9,~~136~~186.1027 ~~430~~428.7515 B-5 41161PDH3 SUB 4.~~55688~~58272% 3,~~005~~004,~~357~~819.8779 11,~~412~~475.5420 ~~538~~534.0884 B-6 41161PDJ9 SUB 4.~~55688~~58272% 2,~~119~~118,~~309~~930.8339 8,~~047~~092.8605 ~~379~~377.4415 P HBV04001P SEN 0.00000% 0.00 0.00 0.00 Totals ~~534~~526,~~510~~184,~~492~~386.2390 2,~~029~~009,~~440~~561.2649 812,~~326~~931,~~105~~846.3391

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A 0.00 ~~171~~163,~~307~~631,~~286~~513.6243 37,~~962~~977,~~638~~166.1297 0.00 2-A 0.00 ~~126~~121,~~499~~785,~~642~~572.2035 5,~~111~~228,~~187~~723.1831 0.00 3-A 0.00 ~~105~~104,~~116~~994,~~163~~441.9430 ~~442~~541,~~975~~150.9839 0.00 4-A 0.00 9291,~~275~~861,~~915~~149.1611 ~~407~~787,~~529~~413.0065 0.00 X 0.00 0.00 ~~307~~283,~~981~~107.8186 0.00 A-R 0.00 0.00 0.00 0.00 B-1 0.00 13,~~533~~531,~~676~~267.3545 5354,~~825~~093.4709 0.00 B-2 0.00 6,~~013~~012,~~635~~564.3496 2324,~~917~~036.1304 0.00 B-3 0.00 3,908,~~862~~167.9722 15,~~546~~623.1343 0.00 B-4 0.00 2,405,~~454~~025.1498 9,~~566~~614.8542 0.00 B-5 0.00 3,004,~~819~~284.7995 1112,~~950~~010.6204 0.00 B-6 0.00 2,118,~~930~~553.3923 8,~~427~~469.3020 0.00 P 0.00 0.00 0.00 0.00 Totals 0.00 ~~526~~513,~~184~~252,~~386~~539.9098 1014,~~355~~941,~~545~~408.5940 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 ~~174~~171,~~992~~307,~~852~~286.7262 3029,~~259~~728.6236 37,~~655~~646,~~306~~044.4884 0.00 0.00 2-A 158,202,000.00 ~~131~~126,~~076~~499,~~436~~642.0320 3937,~~162~~132.20 4,~~537~~676,~~631~~937.6365 0.00 0.00 3-A 116,844,000.00 105,~~139~~116,~~617~~163.6194 10,~~349~~389.2266 13111,~~104~~332.4598 0.00 0.00 4-A 97,485,000.00 92,~~310~~275,~~658~~915.2616 8,~~678~~734.7257 26406,~~064~~031.3748 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 13,548,000.00 13,~~536~~533,~~099~~676.8635 2,~~423~~408.5290 0.00 0.00 0.00 B-2 6,020,000.00 6,~~014~~013,~~712~~635.2234 1,~~076~~070.8838 0.00 0.00 0.00 B-3 3,913,000.00 3,~~909~~908,~~562~~862.9497 ~~699~~695.9775 0.00 0.00 0.00 B-4 2,408,000.00 2,405,~~884~~454.8914 ~~430~~428.7515 0.00 0.00 0.00 B-5 3,008,000.00 3,~~005~~004,~~357~~819.8779 ~~538~~534.0884 0.00 0.00 0.00 B-6 2,121,173.00 2,~~119~~118,~~309~~930.8339 ~~379~~377.4415 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 0.00 Totals 602,265,273.00 ~~534~~526,~~510~~184,~~492~~386.2390 9391,~~998~~499.4096 812,~~232~~840,~~106~~346.9395 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 37,~~685~~675,~~566~~773.1020 ~~171~~163,~~307~~631,~~286~~513.6243 0.~~86207093~~82344408 37,~~685~~675,~~566~~773.1020 2-A 4,~~576~~714,~~793~~069.8385 ~~126~~121,~~499~~785,~~642~~572.2035 0.~~79960836~~76981057 4,~~576~~714,~~793~~069.8385 3-A 23121,~~453~~722.6764 ~~105~~104,~~116~~994,~~163~~441.9430 0.~~89962826~~89858650 23121,~~453~~722.6764 4-A 34414,~~743~~766.0905 9291,~~275~~861,~~915~~149.1611 0.~~94656527~~94231060 34414,~~743~~766.0905 X 0.00 0.00 0.00000000 0.00 A-R 0.00 0.00 0.00000000 0.00 B-1 2,~~423~~408.5290 13,~~533~~531,~~676~~267.3545 0.~~99894275~~99876494 2,~~423~~408.5290 B-2 1,~~076~~070.8838 6,~~013~~012,~~635~~564.3496 0.~~99894275~~99876494 1,~~076~~070.8838 B-3 ~~699~~695.9775 3,908,~~862~~167.9722 0.~~99894275~~99876494 ~~699~~695.9775 B-4 ~~430~~428.7515 2,405,~~454~~025.1498 0.~~99894275~~99876494 ~~430~~428.7515 B-5 ~~538~~534.0884 3,004,~~819~~284.7995 0.~~99894275~~99876494 ~~538~~534.0884 B-6 ~~379~~377.4415 2,118,~~930~~553.3923 0.~~99894275~~99876494 ~~379~~377.4415 P 0.00 0.00 0.00000000 0.00 Totals 812,~~326~~931,~~105~~846.3391 ~~526~~513,~~184~~252,~~386~~539.9098 0.~~87367546~~85220344 812,~~326~~931,~~105~~846.3391

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 ~~880~~862.~~61783007~~07092846 0.~~15227571~~14960225 1838.~~39462590~~47724813 0.00000000 2-A 158,202,000.00 ~~828~~799.~~53842575~~60836273 0.~~24754554~~23471385 2829.~~68251748~~56307537 0.00000000 3-A 116,844,000.00 899.~~82898232~~62825597 0.~~08857297~~08891907 0.~~11215338~~95283438 0.00000000 4-A 97,485,000.00 946.~~92166241~~56526809 0.~~08902621~~08959912 04.~~26736801~~16506622 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 13,548,000.00 ~~999~~998.~~12163124~~94274801 0.~~17888397~~17780484 0.00000000 0.00000000 B-2 6,020,000.00 ~~999~~998.~~12163123~~94274751 0.~~17888372~~17780399 0.00000000 0.00000000 B-3 3,913,000.00 ~~999~~998.~~12163046~~94274725 0.~~17888321~~17780475 0.00000000 0.00000000 B-4 2,408,000.00 ~~999~~998.~~12163206~~94274917 0.~~17888289~~17780316 0.00000000 0.00000000 B-5 3,008,000.00 ~~999~~998.~~12163231~~94274934 0.~~17888298~~17780585 0.00000000 0.00000000 B-6 2,121,173.00 ~~999~~998.~~12163223~~94275007 0.~~17888216~~17780256 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 1838.~~54690161~~62685038 ~~862~~823.~~07092846~~44407813 0.~~86207093~~82344408 1838.~~54690161~~62685038 2-A 0.00000000 2829.~~93006302~~79778922 ~~799~~769.~~60836273~~81057351 0.~~79960836~~76981057 2829.~~93006302~~79778922 3-A 0.00000000 01.~~20072635~~04175345 ~~899~~898.~~62825597~~58650252 0.~~89962826~~89858650 01.~~20072635~~04175345 4-A 0.00000000 04.~~35639421~~25466533 ~~946~~942.~~56526809~~31060276 0.~~94656527~~94231060 04.~~35639421~~25466533 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.~~17888397~~17780484 998.~~94274801~~76494317 0.~~99894275~~99876494 0.~~17888397~~17780484 B-2 0.00000000 0.~~17888372~~17780399 998.~~94274751~~76494352 0.~~99894275~~99876494 0.~~17888372~~17780399 B-3 0.00000000 0.~~17888321~~17780475 998.~~94274725~~76494250 0.~~99894275~~99876494 0.~~17888321~~17780475 B-4 0.00000000 0.~~17888289~~17780316 998.~~94274917~~76494186 0.~~99894275~~99876494 0.~~17888289~~17780316 B-5 0.00000000 0.~~17888298~~17780585 998.~~94274934~~76494348 0.~~99894275~~99876494 0.~~17888298~~17780585 B-6 0.00000000 0.~~17888216~~17780256 998.~~94275007~~76494279 0.~~99894275~~99876494 0.~~17888216~~17780256 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 12.~~90000~~11125% ~~174~~171,~~992~~307,~~852~~286.7262 ~~277~~301,~~072~~393.0276 0.00 0.00 2-A 158,202,000.00 4.~~89235~~88210% ~~131~~126,~~076~~499,~~436~~642.0320 ~~534~~514,~~393~~653.3547 0.00 0.00 3-A 116,844,000.00 4.~~78817~~78816% 105,~~139~~116,~~617~~163.6194 419,~~522~~427.3174 0.00 0.00 4-A 97,485,000.00 4.~~84606~~84609% 92,~~310~~275,~~658~~915.2616 372,~~785~~647.9160 0.00 0.00 X 0.00 21.~~11196~~98316% ~~174~~171,~~992~~307,~~852~~286.7262 ~~307~~283,~~981~~107.8185 0.00 0.00 A-R 100.00 3.~~80717~~78401% 0.00 0.00 0.00 0.00 B-1 13,548,000.00 4.~~55688~~58272% 13,~~536~~533,~~099~~676.8635 51,~~401~~684.9519 0.00 0.00 B-2 6,020,000.00 4.~~55688~~58272% 6,~~014~~013,~~712~~635.2234 22,~~840~~965.2566 0.00 0.00 B-3 3,913,000.00 4.~~55688~~58272% 3,~~909~~908,~~562~~862.9497 14,~~846~~927.1668 0.00 0.00 B-4 2,408,000.00 4.~~55688~~58272% 2,405,~~884~~454.8914 9,~~136~~186.1027 0.00 0.00 B-5 3,008,000.00 4.~~55688~~58272% 3,~~005~~004,~~357~~819.8779 11,~~412~~475.5420 0.00 0.00 B-6 2,121,173.00 4.~~55688~~58272% 2,~~119~~118,~~309~~930.8339 8,~~047~~092.8605 0.00 0.00 P 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 602,265,273.00 2,~~029~~009,~~440~~561.2647 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 (0.0001) 0.00 ~~277~~301,~~072~~393.0277 0.00 ~~171~~163,~~307~~631,~~286~~513.6243 2-A 0.0001 0.00 ~~534~~514,~~393~~653.3546 0.00 ~~126~~121,~~499~~785,~~642~~572.2035 3-A (0.01) 0.00 419,~~522~~427.3175 0.00 ~~105~~104,~~116~~994,~~163~~441.9430 4-A 0.01 0.00 372,~~785~~647.9160 0.00 9291,~~275~~861,~~915~~149.1611 X (0.0001) 0.00 ~~307~~283,~~981~~107.8186 0.00 ~~171~~163,~~307~~631,~~286~~513.6243 A-R 0.00 0.00 0.00 0.00 0.00 B-1 0.00 0.00 51,~~401~~684.9519 0.00 13,~~533~~531,~~676~~267.3545 B-2 0.00 0.00 22,~~840~~965.2566 0.00 6,~~013~~012,~~635~~564.3496 B-3 0.00 0.00 14,~~846~~927.1668 0.00 3,908,~~862~~167.9722 B-4 0.00 0.00 9,~~136~~186.1027 0.00 2,405,~~454~~025.1498 B-5 0.00 0.00 11,~~412~~475.5420 0.00 3,004,~~819~~284.7995 B-6 0.00 0.00 8,~~047~~092.8605 0.00 2,118,~~930~~553.3923 P 0.00 0.00 0.00 0.00 0.00 Totals (0.0001) 0.00 2,~~029~~009,~~440~~561.2649 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 12.~~90000~~11125% ~~880~~862.~~61783007~~07092846 1.~~39431158~~51670605 0.00000000 0.00000000 2-A 158,202,000.00 4.~~89235~~88210% ~~828~~799.~~53842575~~60836273 3.~~37791779~~25314136 0.00000000 0.00000000 3-A 116,844,000.00 4.~~78817~~78816% 899.~~82898232~~62825597 3.~~59044803~~58963866 0.00000000 0.00000000 4-A 97,485,000.00 4.~~84606~~84609% 946.~~92166241~~56526809 3.~~82403354~~82261476 0.00000000 0.00000000 X 0.00 21.~~11196~~98316% ~~880~~862.~~61783007~~07092846 1.~~54985915~~42468573 0.00000000 0.00000000 A-R 100.00 3.~~80717~~78401% 0.00000000 0.00000000 0.00000000 0.00000000 B-1 13,548,000.00 4.~~55688~~58272% ~~999~~998.~~12163124~~94274801 3.~~79406185~~81489445 0.00000000 0.00000000 B-2 6,020,000.00 4.~~55688~~58272% ~~999~~998.~~12163123~~94274751 3.~~79406146~~81489369 0.00000000 0.00000000 B-3 3,913,000.00 4.~~55688~~58272% ~~999~~998.~~12163046~~94274725 3.~~79406082~~81489394 0.00000000 0.00000000 B-4 2,408,000.00 4.~~55688~~58272% ~~999~~998.~~12163206~~94274917 3.~~79406146~~81489618 0.00000000 0.00000000 B-5 3,008,000.00 4.~~55688~~58272% ~~999~~998.~~12163231~~94274934 3.~~79406250~~81489362 0.00000000 0.00000000 B-6 2,121,173.00 4.~~55688~~58272% ~~999~~998.~~12163223~~94275007 3.~~79406112~~81489393 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~~00000005) 0.00000000 1.~~39431158~~51670610 0.00000000 ~~862~~823.~~07092846~~44407813 2-A 0.~~00000000~~00000006 0.00000000 3.~~37791779~~25314130 0.00000000 ~~799~~769.~~60836273~~81057351 3-A (0.00000009) 0.00000000 3.~~59044803~~58963875 0.00000000 ~~899~~898.~~62825597~~58650252 4-A 0.00000010 0.00000000 3.~~82403354~~82261476 0.00000000 ~~946~~942.~~56526809~~31060276 X (0.~~00000000~~00000005) 0.00000000 1.~~54985915~~42468578 0.00000000 ~~862~~823.~~07092846~~44407813 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 0.00000000 3.~~79406185~~81489445 0.00000000 998.~~94274801~~76494317 B-2 0.00000000 0.00000000 3.~~79406146~~81489369 0.00000000 998.~~94274751~~76494352 B-3 0.00000000 0.00000000 3.~~79406082~~81489394 0.00000000 998.~~94274725~~76494250 B-4 0.00000000 0.00000000 3.~~79406146~~81489618 0.00000000 998.~~94274917~~76494186 B-5 0.00000000 0.00000000 3.~~79406250~~81489362 0.00000000 998.~~94274934~~76494348 B-6 0.00000000 0.00000000 3.~~79406112~~81489393 0.00000000 998.~~94275007~~76494279 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 1015,~~479~~043,~~246~~793.2825 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 2847,~~374~~023.3633 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 1015,~~507~~090,~~620~~816.6458 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee ~~152~~149,~~075~~408.0518 Payment of Interest and Principal 1014,~~355~~941,~~545~~408.5940 Total Withdrawals (Pool Distribution Amount) 1015,~~507~~090,~~620~~816.6458 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee ~~147~~145,~~620~~023.7727 Master Servicing Fee 4,~~454~~384.2891 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~152~~149,~~075~~408.0518

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 1930 0 0 0 1930 49,~~767~~206,~~447~~887.0213 0.00 0.00 0.00 49,~~767~~206,~~447~~887.0213 60 Days 4 1 0 0 05 ~~1 376~~994,~~038~~684.8912 099,512.0073 0.00 0.00 ~~376~~1,~~038~~094,196.8985 90 Days 01 0 0 0 01 0376,038.0089 0.00 0.00 0.00 0376,038.0089 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 20 10 30 0.00 0.00 ~~479,067~~0.6900 ~~93,319~~0.6300 ~~572,387~~0.3200 180+ Days 0 0 01 01 02 0.00 0.00 0104,118.00 093,319.0063 0197,437.0063 Totals 2035 01 21 1 2338 510,~~143~~577,~~485~~610.9114 099,512.0073 ~~479~~104,~~067~~118.6900 93,319.63 510,~~715~~874,~~873~~560.2350 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 12.~~583333~~577320% 0.000000% 0.000000% 0.000000% 12.~~583333~~577320% 01.~~905902~~793481% 0.000000% 0.000000% 0.000000% 01.~~905902~~793481% 60 Days 0.~~083333~~343643% 0.~~000000~~085911% 0.000000% 0.000000% 0.~~083333~~429553% 0.~~071454~~193762% 0.~~000000~~019385% 0.000000% 0.000000% 0.~~071454~~213147% 90 Days 0.~~000000~~085911% 0.000000% 0.000000% 0.000000% 0.~~000000~~085911% 0.~~000000~~073252% 0.000000% 0.000000% 0.000000% 0.~~000000~~073252% 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.~~166667~~000000% 0.~~083333~~000000% 0.~~250000~~000000% 0.000000% 0.000000% 0.~~091032~~000000% 0.~~017732~~000000% 0.~~108764~~000000% 180+ Days 0.000000% 0.000000% 0.~~000000~~085911% 0.~~000000~~085911% 0.~~000000~~171821% 0.000000% 0.000000% 0.~~000000~~020282% 0.~~000000~~018178% 0.~~000000~~038460% Totals 13.~~666667~~006873% 0.~~000000~~085911% 0.~~166667~~085911% 0.~~083333~~085911% 13.~~916667~~264605% 02.~~977357~~060495% 0.~~000000~~019385% 0.~~091032~~020282% 0.~~017732~~018178% 12.~~086121~~118340%

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 1420 0 0 0 1420 35,~~525~~861,~~692~~735.2415 0.00 0.00 0.00 35,~~525~~861,~~692~~735.2415 60 Days 2 1 0 0 3 693,023.91 99,512.73 0.00 0.00 792,536.64 90 Days 1 0 0 0 1 376,038.89 0.00 0.00 0.00 376,038.89 90120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 ~~120~~150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 ~~150~~180 Days 0 0 21 1 32 0.00 0.00 ~~479~~104,~~067~~118.6900 93,319.63 ~~572~~197,~~387~~437.3263 Totals 23 1 1 1 26 6,930,797.95 99,512.73 104,118.00 93,319.63 7,227,748.31 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 3.676471% 0.000000% 0.000000% 0.000000% 3.676471% 3.359965% 0.000000% 0.000000% 0.000000% 3.359965% 60 Days 0.367647% 0.183824% 0.000000% 0.000000% 0.551471% 0.397243% 0.057041% 0.000000% 0.000000% 0.454284% 90 Days 0.183824% 0.000000% 0.000000% 0.000000% 0.183824% 0.215547% 0.000000% 0.000000% 0.000000% 0.215547% 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% 0.183824% 0.183824% 0.367647% 0.00000000% 0.000000% 0.059681% 0.053491% 0.113172% Totals 4.227941% 0.183824% 0.183824% 0.183824% 4.779412% 3.972755% 0.057041% 0.059681% 0.053491% 4.142968% 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 ~~Totals~~30 15Days 8 0 0 0 8 2,827,078.16 10.00 180.00 30.00 2,~~901~~827,~~731~~078.1316 60 Days 2 0 0 0 2 301,660.21 0.00 ~~479~~0.00 0.00 301,~~067~~660.6921 9390 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 10 0 0 0 10 3,~~319~~128,738.6337 40.00 0.00 0.00 3,~~474~~128,~~118~~738.4537 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.~~477876~~500000% 0.000000% 0.000000% 0.000000% 2.~~477876~~500000% 12.~~935973~~168172% 0.000000% 0.000000% 0.000000% 12.~~935973~~168172% 60 Days 0.~~176991~~625000% 0.000000% 0.000000% 0.000000% 0.~~176991~~625000% 0.~~206485~~231352% 0.000000% 0.000000% 0.000000% 0.~~206485~~231352% 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.~~353982~~000000% 0.~~176991~~000000% 0.~~530973~~000000% 0.000000% 0.000000% 0.~~263058~~000000% 0.~~051242~~000000% 0.~~314300~~000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 23.~~654867~~125000% 0.000000% 0.~~353982~~000000% 0.~~176991~~000000% 3.~~185841~~125000% 2.~~142458~~399525% 0.000000% 0.~~263058~~000000% 0.~~051242~~000000% 2.~~456758~~399525% 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 1 0 0 0 1 173,782.10 0.00 0.00 0.00 173,782.10 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 1 0 0 0 1 173,782.10 0.00 0.00 0.00 173,782.10 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.568182% 0.000000% 0.000000% 0.000000% 0.568182% 0.156076% 0.000000% 0.000000% 0.000000% 0.156076% 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 0.568182% 0.000000% 0.000000% 0.000000% 0.568182% 0.156076% 0.000000% 0.000000% 0.000000% 0.156076% 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 1 0 0 0 1 344,291.72 0.00 0.00 0.00 344,291.72 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 1 0 0 0 1 344,291.72 0.00 0.00 0.00 344,291.72 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.806452% 0.000000% 0.000000% 0.000000% 0.806452% 0.354355% 0.000000% 0.000000% 0.000000% 0.354355% 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 0.806452% 0.000000% 0.000000% 0.000000% 0.806452% 0.354355% 0.000000% 0.000000% 0.000000% 0.354355%

~~DELINQUENT~~OTHER ~~BANKRUPTCY~~INFORMATION ~~FORECLOSURE~~Current ~~REO~~Period ~~Total~~Class ~~Group~~A 2Insufficient NoFunds ~~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~~Principal ~~0.00~~Balance ~~0.00~~of 30Contaminated ~~Days~~Properties 5 0 ~~0 0 5 1,241,754~~.~~78 0.~~00 ~~0.00~~Periodic ~~0.00~~Advance 147,~~241,754~~023.78 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 5 0 0 0 5 1,241,754.78 0.00 0.00 0.00 1,241,754.78 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.501502% 0.000000% 0.000000% 0.000000% 1.501502% 0.919087% 0.000000% 0.000000% 0.000000% 0.919087% 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 1.501502% 0.000000% 0.000000% 0.000000% 1.501502% 0.919087% 0.000000% 0.000000% 0.000000% 0.919087%33

~~DELINQUENT~~SUBORDINATION ~~BANKRUPTCY~~LEVEL/CLASS ~~FORECLOSURE~~PERCENTAGE ~~REO~~AND ~~Total~~PREPAYMENT ~~Group~~PERCENTAGE 3Current NoOriginal of$ ~~Loans~~Original No% ofCurrent ~~Loans~~$ NoCurrent of% ~~Loans~~Class% NoPrepayment% ofClass ~~Loans~~A ~~No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0~~602,265,173.00 099.0099998340% 0513,252,539.0098 099.0099999988% ~~30 Days 0 0 0 0 0 0~~93.00964011% 0.00000000% ~~0.00~~Class ~~0.00~~1A 0403,549,173.00 ~~60 Days 0 0 0 0 0 0~~67.0000522031% 0349,621,026.0055 068.0011871328% 031.00881287% 0528.00186678% 90Class ~~Days~~X ~~0 0 0 0 0 0~~403,549,173.00 067.0000522031% 0349,621,026.0055 068.~~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~~11871328% 0.000000% 0.000000% ~~0.000000%~~Class ~~0.000000%~~2A 0245,347,173.~~000000%~~00 040.~~000000~~73739330% 0227,835,454.~~000000%~~20 ~~30 Days 0~~44.~~000000~~39051659% 023.~~000000~~728197% 0393.~~000000~~112033% ~~0.000000%~~Class 03A 128,503,173.~~000000%~~00 021.~~000000~~33663998% 0122,841,012.~~000000%~~90 023.~~000000~~93383436% 020.~~000000~~456682% 0338.~~000000~~911888% 60Class ~~Days~~B-1 017,470,173.~~000000%~~00 02.~~000000~~90074387% 017,448,596.~~000000%~~34 03.~~000000~~39961227% 02.~~000000~~636376% 043.~~000000~~677621% ~~0.000000%~~Class ~~0.000000%~~B-2 011,450,173.~~000000%~~00 01.~~000000~~90118433% ~~90 Days 0~~11,436,031.~~000000%~~38 02.~~000000~~22814901% 01.~~000000~~171463% 019.~~000000~~407977% ~~0.000000%~~Class ~~0.000000%~~B-3 07,537,173.~~000000%~~00 01.~~000000~~25147063% 07,527,864.~~000000%~~16 01.~~000000~~46669789% ~~120 Days~~ 0.~~000000~~761451% 012.~~000000~~615185% ~~0.000000%~~Class ~~0.000000%~~B-4 05,129,173.~~000000%~~00 0.~~000000~~85164681% 05,122,838.~~000000%~~18 0.~~000000~~99811258% 0.~~000000~~468585% 07.~~000000~~763191% ~~150~~Class ~~Days~~B-5 02,121,173.~~000000%~~00 0.~~000000~~35219912% 02,118,553.~~000000%~~23 0.~~000000~~41277014% 0.~~000000~~585342% 09.~~000000~~697541% ~~0.000000%~~Class ~~0.000000%~~B-6 0.~~000000%~~00 0.~~000000~~00000000% ~~180 Days~~ 0.~~000000%~~00 0.~~000000~~00000000% 0.~~000000~~412770% 06.~~000000~~838485% Class P 0.~~000000%~~00 0.~~000000~~00000000% 0.~~000000%~~00 0.~~000000~~00000000% 0.000000% 0.000000% ~~Totals~~Please ~~0.000000%~~Refer ~~0.000000%~~to ~~0.000000%~~the ~~0.000000%~~Prospectus ~~0.000000%~~Supplement ~~0.000000%~~for ~~0.000000%~~a ~~0.000000%~~Full ~~0.000000%~~Description ~~0.000000%~~of Loss Exposure

~~DELINQUENT~~CREDIT ~~BANKRUPTCY~~ENHANCEMENT ~~FORECLOSURE~~Original ~~REO~~$ ~~Total~~Original 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%~~Current ~~0.000000%~~$ ~~0.000000%~~Current ~~0.000000~~% ~~0.000000%~~Bankruptcy 0154,134.~~000000%~~00 0.~~000000~~02559238% ~~30 Days 0~~154,134.~~000000%~~00 0.~~000000~~03003083% ~~0.000000%~~Fraud 018,067,958.~~000000%~~00 02.~~000000~~99999997% 018,067,958.~~000000%~~00 03.~~000000~~52028613% ~~0.000000%~~Special ~~0.000000%~~Hazard 08,557,200.~~000000%~~00 ~~60 Days 0~~1.~~000000~~42083570% 07,300,000.~~000000%~~00 01.~~000000~~42230178% ~~0.000000%~~Limit ~~0.000000%~~of ~~0.000000%~~Subordinate's ~~0.000000%~~Exposure ~~0.000000%~~to ~~0.000000%~~Certain ~~0.000000%~~Types 90of 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%Losses

~~OTHER~~COLLATERAL ~~INFORMATION~~STATEMENT ~~Current~~Collateral ~~Period~~Description ~~Class~~Mixed AARM ~~Insufficient~~Weighted ~~Funds~~Average Gross Coupon 4.923680% Weighted Average Net Coupon 4.592944% Weighted Average Pass-Through Rate 4.582944% Weighted Average Maturity(Stepdown Calculation ) 340 Beginning Scheduled Collateral Loan Count 1,200 Number Of Loans Paid In Full 36 Ending Scheduled Collateral Loan Count 1,164 Beginning Scheduled Collateral Balance 526,184,387.50 Ending Scheduled Collateral Balance 513,252,540.59 Ending Actual Collateral Balance at 30-Sep-2004 513,352,924.36 Monthly P &I Constant 2,250,469.57 Special Servicing Fee 0.00 ~~Principal~~Prepayment ~~Balance~~Penalties of0.00 ~~Contaminated~~Realized ~~Properties~~Loss Amount 0.00 ~~Periodic~~Cumulative ~~Advance~~Realized 28Loss 0.00 Class A Optimal Amount 14,~~374~~817,562.3615 Ending Scheduled Balance for Premium Loans 513,252,540.59 Scheduled Principal 91,499.96 Unscheduled Principal 12,840,346.95

~~SUBORDINATION~~Miscellaneous ~~LEVEL/CLASS~~Reporting ~~PERCENTAGE~~One-Year ~~AND~~CMT ~~PREPAYMENT~~loans ~~PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 602~~55,~~265~~897,~~173~~212.0087 99.99998340% 526,184,386.90 99.99999989% 94.111308% 0.000000% Class 1A 403,549,173.00 67.00522031% 354,877,100.28 67.44348725% 32.556513% 552.864907% Class X 403,549,173.00 67.00522031% 354,877,100.28 67.44348725% 0.000000% 0.000000% Class 2A 245,347,173.00 40.73739330% 228,377,458.08 43.40255308% 24.040934% 408.255914% Class 3A 128,503,173.00 21.33663998% 123,261,294.14 23.42549438% 19.977059% 339.244403% Class BOne-1Month ~~17,470,173.00~~LIBOR ~~2.90074387%~~Loans 1788,~~451~~744,~~702~~626.6338 ~~3.31665155% 2.572041% 43.677621% Class B~~One-2Year ~~11,450,173.00~~LIBOR ~~1.90118433%~~Loans 11205,~~438~~561,~~067~~287.~~29 2.17377550% 1.142876%~~ 19~~.407977%~~ ~~Class B~~Six-3Month ~~7,537,173.00~~LIBOR ~~1.25147063%~~Loans 7148,~~529~~571,~~204~~641.32 1.43090607% 0.742869% 12.615185% Class B-4 5,129,173.00 0.85164681% 5,123,750.18 0.97375565% 0.457150% 7.763191% Class B-5 2,121,173.00 0.35219912% 2,118,930.39 0.40269731% 0.571058% 9.697541% Class B-6 0.00 0.00000000% 0.00 0.00000000% 0.402697% 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 Exposure42

~~CREDIT~~Group ~~ENHANCEMENT~~Level ~~Original~~Collateral $Statement ~~Original~~Group %Group ~~Current~~1 $Group ~~Current~~2 %Group ~~Bankruptcy~~3 ~~154,134~~Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.00477757 5.254880 5.072908 Weighted Average Net Rate 4.104408 4.892102 4.798163 Weighted Average Maturity 327 349 346 Beginning Loan Count 565 333 176 Loans Paid In Full 21 13 0 Ending Loan Count 544 320 176 Beginning Scheduled Balance 182,085,973.~~02559238%~~30 ~~154~~135,~~134~~074,876.0065 0111,457,271.~~02929277%~~88 ~~Fraud~~Ending scheduled Balance 174,408,329.59 130,358,289.66 111,334,922.49 Record Date 09/30/2004 09/30/2004 09/30/2004 Principal And Interest Constant 711,046.18 631,~~067~~151.24 482,~~958~~193.0050 2Scheduled Principal 31,598.~~99999997%~~87 39,649.34 11,016.41 Unscheduled Principal 7,646,044.84 4,676,937.65 111,332.98 Scheduled Interest 679,447.31 591,501.90 471,177.09 Servicing Fees 56,651.37 40,835.18 25,~~067~~518.66 Master Servicing Fees 1,~~958~~517.38 1,125.64 928.83 Trustee Fee 0.00 30.~~43376931%~~00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard ~~8,557,200~~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.~~42083570%~~00 70.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 621,~~300~~278.56 549,~~000~~541.08 444,729.60 Realized Loss Amount 0.00 10.~~38734637%~~00 ~~Limit~~0.00 ofCumulative ~~Subordinate's~~Realized ~~Exposure~~Loss to0.00 ~~Certain~~0.00 ~~Types~~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 4.094408 4.882102 4.788163

~~COLLATERAL~~Group ~~STATEMENT~~Level Collateral Statement Group Group 4 Total Collateral Description Mixed ARM Mixed ARM Weighted Average ~~Gross~~ Coupon Rate 5.126895 4.~~897600%~~923680 Weighted Average Net ~~Coupon~~Rate 4.~~566184%~~856087 ~~Weighted Average Pass-Through Rate~~ 4.~~556184%~~592944 Weighted Average Maturity~~(Stepdown~~ ~~Calculation~~346 )340 ~~341~~ Beginning ~~Scheduled Collateral~~ Loan Count 126 1,~~221~~200 ~~Number Of~~ Loans Paid In Full 212 36 Ending ~~Scheduled Collateral~~ Loan Count 124 1,~~200~~164 Beginning Scheduled ~~Collateral~~ Balance ~~534~~97,~~510~~566,~~492~~265.8467 ~~Ending Scheduled Collateral Balance~~ 526,184,387.50 Ending ~~Actual~~scheduled ~~Collateral~~ Balance at97,150,998.85 ~~31-Aug-~~513,252,540.59 Record Date 09/30/2004 ~~526~~09/30/2004 Principal And Interest Constant 426,~~264~~078.65 2,~~924~~250,469.4657 ~~Monthly~~Scheduled PPrincipal &I9,235.34 ~~Constant~~91,499.96 Unscheduled Principal 406,031.48 12,840,346.95 Scheduled Interest 416,843.31 2,~~275~~158,~~513~~969.6861 ~~Special~~Servicing Fees 22,018.06 145,023.27 Master Servicing Fees 813.06 4,384.91 Trustee Fee 0.00 ~~Prepayment~~0.00 ~~Penalties~~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 394,012.19 2,009,561.43 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 ~~Class~~0.00 APercentage ~~Optimal~~of ~~Amount~~Cumulative ~~10,232,312~~Losses 0.080000 ~~Ending~~0.0000 ~~Scheduled~~Prepayment ~~Balance~~Penalties ~~for~~0.00 ~~Premium~~0.00 ~~Loans~~Special ~~526,184,387.50~~Servicing ~~Scheduled~~Fee ~~Principal~~0.00 ~~93,998~~0.4100 ~~Unscheduled~~Pass-Through ~~Principal~~Rate ~~8,232,106~~4.93846087 4.582944

Miscellaneous Reporting ~~One-Year~~Group ~~CMT~~Group ~~loans~~1 55Available Funds 8,~~904~~298,~~081~~922.9329 ~~One-Month~~Senior ~~LIBOR~~% ~~Loans~~94.080441% ~~92,379,102~~Senior Prepayment % 100.21000000% ~~One-Year~~Subordinate ~~LIBOR~~% ~~Loans~~5.919559% ~~209~~Subordinate Prepayment % 0.000000% Group Group 2 Available Funds 5,~~509~~266,~~428~~128.8309 ~~Six-Month~~Senior ~~LIBOR~~% ~~Loans~~93.651496% ~~153~~Senior Prepayment % 100.000000% Subordinate % 6.348504% Subordinate Prepayment % 0.000000% Group Group 3 Available Funds 567,~~614,262~~079.2802 Senior % 94.310727% Senior Prepayment % 100.000000% Subordinate % 5.689273% Subordinate Prepayment % 0.000000%

~~Group~~Miscellaneous ~~Level~~Reporting ~~Collateral Statement~~ Group Group ~~1 Group 2 Group 3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate~~ 4~~.395343~~ ~~5.265530~~Available ~~5.072923~~Funds Weighted Average Net Rate 4.021961 4.902352 4.798174 Weighted Average Maturity 328 350 347 Beginning Loan Count 574 345 176 Loans Paid In Full 9 12 0 Ending Loan Count 565 333 176 Beginning Scheduled Balance 185809,~~773,403~~279.56 139,654,233.30 111,481,349.79 Ending scheduled Balance 182,085,973.30 135,074,876.65 111,457,271.88 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 712,571.97 654,519.70 482,253.71 Scheduled Principal 32,123.78 41,725.02 10,973.46 Unscheduled Principal 3,655,306.48 4,537,631.63 13,104.45 Scheduled Interest 680,448.19 612,794.68 471,280.25 Servicing Fees 57,803.64 42,266.21 25,524.50 Master Servicing Fees 1,548.13 1,163.78 929.02 Trustee Fee 0.00 ~~0.00~~Senior ~~0.00~~% ~~FRY Amount 0~~94.00577685% ~~0.00~~Senior ~~0.00~~Prepayment ~~Special~~% ~~Hazard Fee 0~~100.00000000% ~~0.00~~Subordinate ~~0.00~~% ~~Other Fee 0~~5.00422315% ~~0.00~~Subordinate 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 621,096.42 569,364.69 444,826.73 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 4.011961 4.892352 4.788174~~000000%

Group Level Collateral Statement Group Group 4 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.126874 4.897600 Weighted Average Net Rate 4.856061 4.566184 Weighted Average Maturity 347 341 Beginning Loan Count 126 1,221 Loans Paid In Full 0 21 Ending Loan Count 126 1,200 Beginning Scheduled Balance 97,601,506.19 534,510,492.84 Ending scheduled Balance 97,566,265.67 526,184,387.50 Record Date 08/31/2004 08/31/2004 Principal And Interest Constant 426,168.30 2,275,513.68 Scheduled Principal 9,176.15 93,998.41 Unscheduled Principal 26,064.37 8,232,106.93 Scheduled Interest 416,992.15 2,181,515.27 Servicing Fees 22,026.42 147,620.77 Master Servicing Fees 813.35 4,454.28 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 394,152.38 2,029,440.22 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 4.846061 4.556184

Miscellaneous Reporting Group Group 1 Available Funds 4,308,526.71 Senior % 94.196935% Senior Prepayment % 100.000000% Subordinate % 5.803065% Subordinate Prepayment % 0.000000% Group Group 2 Available Funds 5,148,721.33 Senior % 93.857832% Senior Prepayment % 100.000000% Subordinate % 6.142168% Subordinate Prepayment % 0.000000% Group Group 3 Available Funds 468,904.66 Senior % 94.311396% Senior Prepayment % 100.000000% Subordinate % 5.688604% Subordinate Prepayment % 0.000000%

Miscellaneous Reporting Group Group 4 Available Funds 429,392.89 Senior % 94.579133% Senior Prepayment % 100.000000% Subordinate % 5.420867% Subordinate Prepayment % 0.000000%

Filing Compare · GREENWICH CAPITAL ACCEP MORT LOAN PASS-THR CERTS SER 2004-1