8-K 1 jpa040a1_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 27, 2004 J.P. MORGAN MORTGAGE TRUST Mortgage Pass-Through Certificates, Series 2004-A1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-109775-02 54-2147311 Pooling and Servicing Agreement) (Commission 54-2147312 (State or other File Number) 54-2147313 jurisdiction IRS EIN of Incorporation) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, Maryland 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 27, 2004 a distribution was made to holders of J.P. MORGAN MORTGAGE TRUST, Mortgage Pass-Through Certificates, Series 2004-A1 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-A1 Trust, relating to the September 27, 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. J.P. MORGAN MORTGAGE TRUST Mortgage Pass-Through Certificates, Series 2004-A1 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: 9/29/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-A1 Trust, relating to the September 27, 2004 distribution. EX-99.1

J.P. Morgan Acceptance Corporation I Mortgage Pass-Through Certificates Record Date: 78/31/2004 Distribution Date: 89/2527/2004 JPMMT Series: 2004-A1 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-1 466247BL6 SEN 4.~~84384~~84244% 76,~~225~~085,~~448~~941.0961 307,~~686~~034.69 ~~139~~409,~~506~~533.4874 A-R 466247BV4 SEN 4.~~84244~~84360% 0.00 0.00 0.00 2-A-1 466247BM4 SEN 4.~~52952~~52374% 39,~~828~~366,~~452~~721.5206 ~~150~~148,~~336~~404.5400 ~~461~~79,~~731~~300.4517 2-A-2 466247BN2 SEN 4.~~52952~~52374% 1,~~359~~343,~~218~~460.3188 5,~~130~~064.5156 152,~~757~~706.4226 3-A-1 466247BP7 SEN 5.~~08058~~08059% 16,~~609~~583,~~499~~351.0190 70,~~321~~211.5701 26388,~~147~~688.1183 3-A-2 466247BQ5 SEN 5.~~08058~~08059% ~~566~~565,~~855~~963.4408 2,~~399~~396.9619 ~~892~~13,265.3632 4-A-1 466247BR3 SEN 4.50000% 8483,~~788~~476,~~220~~474.9460 ~~317~~313,~~955~~036.8478 151,~~311,746~~679.3499 4-A-2 466247BS1 IO 4.50000% 0.00 1110,~~235~~723.9252 0.00 5-A-1 466247BT9 SEN 3.95000% ~~131~~128,~~130~~462,~~502~~817.8803 ~~431~~422,~~637~~856.9077 2,~~667~~470,~~685~~143.8636 5-A-2 466247BU6 IO 3.95000% 0.00 8584,~~966~~232.8436 0.00 B-1 466247BW2 SUB 4.~~73484~~73288% 6,~~559~~554,~~669~~844.8658 25,~~882~~852.5077 4,~~825~~839.2858 B-2 466247BX0 SUB 4.~~73484~~73288% 2,~~664~~662,~~865~~904.2699 10,~~514~~502.7668 1,~~960~~966.2708 B-3 466247BY8 SUB 4.~~73484~~73288% 1,~~434~~433,~~925~~870.9139 5,~~661~~655.7929 1,~~055~~058.5366 B-4 466247BZ5 SUB 4.~~73484~~73288% 1,229,~~929~~024.3865 4,~~852~~847.9336 ~~904~~907.7341 B-5 466247CA9 SUB 4.~~73484~~73288% 614,~~959~~507.7135 2,~~426~~423.4566 ~~452~~453.3670 B-6 466247CB7 SUB 4.~~73484~~73288% 1,~~025~~024,~~146~~391.0798 4,~~044~~040.9227 ~~754~~756.0933 Totals ~~364~~359,~~037~~404,~~693~~274.3810 1,~~436~~417,~~055~~281.1291 43,~~633~~425,~~419~~299.2843

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 7675,~~085~~676,~~941~~407.6187 ~~447~~716,~~193~~568.1743 0.00 A-R 0.00 0.00 0.00 0.00 2-A-1 0.00 39,~~366~~287,~~721~~420.0690 ~~612~~227,~~067~~704.9917 0.00 2-A-2 0.00 1,~~343~~340,~~460~~754.8862 207,~~887~~770.9382 0.00 3-A-1 0.00 16,~~583~~194,~~351~~663.9007 96458,~~468~~899.6884 0.00 3-A-2 0.00 ~~565~~552,~~963~~697.0876 315,~~292~~661.3251 0.00 4-A-1 0.00 83,~~476~~424,~~474~~794.6061 1364,~~629,702~~716.1877 0.00 4-A-2 0.00 0.00 1110,~~235~~723.9252 0.00 5-A-1 0.00 ~~128~~125,~~462~~992,~~817~~673.0367 32,~~099~~893,~~323~~000.7613 0.00 5-A-2 0.00 0.00 8584,~~966~~232.8436 0.00 B-1 0.00 6,~~554~~550,~~844~~005.5800 30,~~707~~692.7835 0.00 B-2 0.00 2,~~662~~660,~~904~~938.9991 12,~~475~~468.0376 0.00 B-3 0.00 1,~~433~~432,~~870~~811.3973 6,~~717~~713.3295 0.00 B-4 0.00 1,~~229~~228,~~024~~117.6523 5,~~757~~754.6677 0.00 B-5 0.00 614,~~507~~053.3564 2,~~878~~877.8136 0.00 B-6 0.00 1,~~024~~023,~~391~~635.9865 4,~~799~~796.0160 0.00 Totals 0.00 ~~359~~355,~~404~~978,~~274~~974.1066 64,~~069~~842,~~474~~581.4034 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-1 83,097,200.00 76,~~225~~085,~~448~~941.0961 ~~772~~775.3065 ~~138~~408,~~734~~758.1809 0.00 0.00 A-R 100.00 0.00 0.00 0.00 0.00 0.00 2-A-1 42,248,300.00 39,~~828~~366,~~452~~721.5206 5251,~~013~~765.7229 ~~409~~27,~~717~~534.7488 0.00 0.00 2-A-2 1,441,800.00 1,~~359~~343,~~218~~460.3188 1,~~775~~766.0658 ~~13,982~~939.3668 0.00 0.00 3-A-1 17,797,500.00 16,~~609~~583,~~499~~351.0190 19,~~815~~932.7695 6368,~~331~~755.3588 0.00 0.00 3-A-2 607,400.00 ~~566~~565,~~855~~963.4408 ~~676~~680.28 ~~216~~12,585.0804 0.00 0.00 4-A-1 89,323,800.00 8483,~~788~~476,~~220~~474.9460 43,~~006~~296.9668 148,~~307,739~~383.3831 0.00 0.00 4-A-2 0.00 0.00 0.00 0.00 0.00 0.00 5-A-1 163,371,600.00 ~~131~~128,~~130~~462,~~502~~817.8803 ~~168~~165,~~042~~706.7010 2,~~499~~304,~~643~~437.1626 0.00 0.00 5-A-2 0.00 0.00 0.00 0.00 0.00 0.00 B-1 6,583,460.00 6,~~559~~554,~~669~~844.8658 4,~~825~~839.2858 0.00 0.00 0.00 B-2 2,674,530.00 2,~~664~~662,~~865~~904.2699 1,~~960~~966.2708 0.00 0.00 0.00 B-3 1,440,130.00 1,~~434~~433,~~925~~870.9139 1,~~055~~058.5366 0.00 0.00 0.00 B-4 1,234,390.00 1,229,~~929~~024.3865 ~~904~~907.7341 0.00 0.00 0.00 B-5 617,190.00 614,~~959~~507.7135 ~~452~~453.3670 0.00 0.00 0.00 B-6 1,028,864.00 1,~~025~~024,~~146~~391.0798 ~~754~~756.0933 0.00 0.00 0.00 Totals 411,466,264.00 ~~364~~359,~~037~~404,~~693~~274.3810 ~~257~~253,~~055~~905.0429 43,~~376~~171,~~364~~394.2514 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 ~~139~~409,~~506~~533.4874 7675,~~085~~676,~~941~~407.6187 0.~~91562582~~91069745 ~~139~~409,~~506~~533.4874 A-R 0.00 0.00 0.00000000 0.00 2-A-1 ~~461~~79,~~731~~300.4517 39,~~366~~287,~~721~~420.0690 0.~~93179420~~92991720 ~~461~~79,~~731~~300.4517 2-A-2 152,~~757~~706.4226 1,~~343~~340,~~460~~754.8862 0.~~93179420~~92991720 152,~~757~~706.4226 3-A-1 26388,~~147~~688.1183 16,~~583~~194,~~351~~663.9007 0.~~93177985~~90994033 26388,~~147~~688.1183 3-A-2 ~~892~~13,265.3632 ~~565~~552,~~963~~697.0876 0.~~93177985~~90994034 ~~892~~13,265.3632 4-A-1 151,~~311,746~~679.3499 83,~~476~~424,~~474~~794.6061 0.~~93453788~~93395931 151,~~311,746~~679.3499 4-A-2 0.00 0.00 0.00000000 0.00 5-A-1 2,~~667~~470,~~685~~143.8636 ~~128~~125,~~462~~992,~~817~~673.0367 0.~~78632282~~77120303 2,~~667~~470,~~685~~143.8636 5-A-2 0.00 0.00 0.00000000 0.00 B-1 4,~~825~~839.2858 6,~~554~~550,~~844~~005.5800 0.~~99565344~~99491833 4,~~825~~839.2858 B-2 1,~~960~~966.2708 2,~~662~~660,~~904~~938.9991 0.~~99565344~~99491833 1,~~960~~966.2708 B-3 1,~~055~~058.5366 1,~~433~~432,~~870~~811.3973 0.~~99565344~~99491833 1,~~055~~058.5366 B-4 ~~904~~907.7341 1,~~229~~228,~~024~~117.6523 0.~~99565344~~99491832 ~~904~~907.7341 B-5 ~~452~~453.3670 614,~~507~~053.3564 0.~~99565345~~99491832 ~~452~~453.3670 B-6 ~~754~~756.0933 1,~~024~~023,~~391~~635.9865 0.~~99565344~~99491833 ~~754~~756.0933 Totals 43,~~633~~425,~~419~~299.2843 ~~359~~355,~~404~~978,~~274~~974.1066 0.~~87347203~~86514742 43,~~633~~425,~~419~~299.2843

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 83,097,200.00 ~~917~~915.~~30465154~~62581663 0.~~00929394~~00933425 14.~~66954097~~91903566 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 42,248,300.00 ~~942~~931.~~72319880~~79420379 1.~~23114350~~22526327 90.~~69785151~~65173936 0.00000000 2-A-2 1,441,800.00 ~~942~~931.~~72320017~~79420169 1.~~23114163~~22526009 90.~~69784991~~65174088 0.00000000 3-A-1 17,797,500.00 ~~933~~931.~~24899621~~77985110 1.~~11340132~~11998595 020.~~35574378~~71953252 0.00000000 3-A-2 607,400.00 ~~933~~931.~~24899572~~77984853 1.~~11340138~~11998683 020.~~35574580~~71952585 0.00000000 4-A-1 89,323,800.00 ~~949~~934.~~22317389~~53787904 0.~~04485882~~03690707 140.~~64043603~~54166202 0.00000000 4-A-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 5-A-1 163,371,600.00 ~~802~~786.~~65176371~~32281884 1.~~02859187~~01428951 1514.~~30035306~~10549484 0.00000000 5-A-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 6,583,460.00 ~~996~~995.~~38637738~~65343755 0.~~73293982~~73511193 0.00000000 0.00000000 B-2 2,674,530.00 ~~996~~995.~~38637817~~65343817 0.~~73293999~~73511234 0.00000000 0.00000000 B-3 1,440,130.00 ~~996~~995.~~38637484~~65344101 0.~~73294078~~73511419 0.00000000 0.00000000 B-4 1,234,390.00 ~~996~~995.~~38637708~~65344016 0.~~73293692~~73510803 0.00000000 0.00000000 B-5 617,190.00 ~~996~~995.~~38638021~~65344545 0.~~73293475~~73510588 0.00000000 0.00000000 B-6 1,028,864.00 ~~996~~995.~~38637371~~65343913 0.~~73293458~~73511173 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-1 0.00000000 14.~~67883491~~92836991 ~~915~~910.~~62581663~~69744673 0.~~91562582~~91069745 14.~~67883491~~92836991 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 101.~~92899478~~87700262 ~~931~~929.~~79420379~~91720140 0.~~93179420~~92991720 101.~~92899478~~87700262 2-A-2 0.00000000 101.~~92899154~~87700097 ~~931~~929.~~79420169~~91720072 0.~~93179420~~92991720 101.~~92899154~~87700097 3-A-1 0.00000000 121.~~46914510~~83951847 ~~931~~909.~~77985110~~94033263 0.~~93177985~~90994033 121.~~46914510~~83951847 3-A-2 0.00000000 121.~~46914718~~83951268 ~~931~~909.~~77984853~~94033586 0.~~93177985~~90994034 121.~~46914718~~83951268 4-A-1 0.00000000 140.~~68529485~~57856909 ~~934~~933.~~53787904~~95930995 0.~~93453788~~93395931 140.~~68529485~~57856909 4-A-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5-A-1 0.00000000 1615.~~32894493~~11978434 ~~786~~771.~~32281884~~20303449 0.~~78632282~~77120303 1615.~~32894493~~11978434 5-A-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 0.~~73293982~~73511193 ~~995~~994.~~65343755~~91832562 0.~~99565344~~99491833 0.~~73293982~~73511193 B-2 0.00000000 0.~~73293999~~73511234 ~~995~~994.~~65343817~~91832584 0.~~99565344~~99491833 0.~~73293999~~73511234 B-3 0.00000000 0.~~73294078~~73511419 ~~995~~994.~~65344101~~91832682 0.~~99565344~~99491833 0.~~73294078~~73511419 B-4 0.00000000 0.~~73293692~~73510803 ~~995~~994.~~65344016~~91832403 0.~~99565344~~99491832 0.~~73293692~~73510803 B-5 0.00000000 0.~~73293475~~73510588 ~~995~~994.~~65344545~~91832337 0.~~99565345~~99491832 0.~~73293475~~73510588 B-6 0.00000000 0.~~73293458~~73511173 ~~995~~994.~~65343913~~91832740 0.~~99565344~~99491833 0.~~73293458~~73511173 (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-1 83,097,200.00 4.~~84384~~84244% 76,~~225~~085,~~448~~941.0961 307,~~686~~034.7069 0.00 0.00 A-R 100.00 4.~~84244~~84360% 0.00 0.00 0.00 0.00 2-A-1 42,248,300.00 4.~~52952~~52374% 39,~~828~~366,~~452~~721.5206 ~~150~~148,~~336~~404.5700 0.00 0.00 2-A-2 1,441,800.00 4.~~52952~~52374% 1,~~359~~343,~~218~~460.3188 5,~~130~~064.5156 0.00 0.00 3-A-1 17,797,500.00 5.~~08058~~08059% 16,~~609~~583,~~499~~351.0190 70,~~321~~211.5701 0.00 0.00 3-A-2 607,400.00 5.~~08058~~08059% ~~566~~565,~~855~~963.4408 2,~~399~~396.9619 0.00 0.00 4-A-1 89,323,800.00 4.50000% 8483,~~788~~476,~~220~~474.9460 ~~317~~313,~~955~~036.8378 0.00 0.00 4-A-2 0.00 4.50000% 2,~~996~~859,~~245~~605.9403 1110,~~235~~723.9252 0.00 0.00 5-A-1 163,371,600.00 3.95000% ~~131~~128,~~130~~462,~~502~~817.8803 ~~431~~422,~~637~~856.9177 0.00 0.00 5-A-2 0.00 3.95000% 2625,~~116~~589,~~508~~579.8718 8584,~~966~~232.8436 0.00 0.00 B-1 6,583,460.00 4.~~73484~~73288% 6,~~559~~554,~~669~~844.8658 25,~~882~~852.5077 0.00 0.00 B-2 2,674,530.00 4.~~73484~~73288% 2,~~664~~662,~~865~~904.2699 10,~~514~~502.7668 0.00 0.00 B-3 1,440,130.00 4.~~73484~~73288% 1,~~434~~433,~~925~~870.9139 5,~~661~~655.7929 0.00 0.00 B-4 1,234,390.00 4.~~73484~~73288% 1,229,~~929~~024.3865 4,~~852~~847.9436 0.00 0.00 B-5 617,190.00 4.~~73484~~73288% 614,~~959~~507.7135 2,~~426~~423.4566 0.00 0.00 B-6 1,028,864.00 4.~~73484~~73288% 1,~~025~~024,~~146~~391.0798 4,~~044~~040.9227 0.00 0.00 Totals 411,466,264.00 1,~~436~~417,~~055~~281.1791 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-1 0.0100 0.00 307,~~686~~034.69 0.00 7675,~~085~~676,~~941~~407.6187 A-R 0.00 0.00 0.00 0.00 0.00 2-A-1 0.0300 0.00 ~~150~~148,~~336~~404.5400 0.00 39,~~366~~287,~~721~~420.0690 2-A-2 0.00 0.00 5,~~130~~064.5156 0.00 1,~~343~~340,~~460~~754.8862 3-A-1 0.00 0.00 70,~~321~~211.5701 0.00 16,~~583~~194,~~351~~663.9007 3-A-2 0.00 0.00 2,~~399~~396.9619 0.00 ~~565~~552,~~963~~697.0876 4-A-1 (0.~~01)~~00 0.00 ~~317~~313,~~955~~036.8478 0.00 83,~~476~~424,~~474~~794.6061 4-A-2 0.00 0.00 1110,~~235~~723.9252 0.00 2,~~859~~855,~~589~~850.0128 5-A-1 0.00 0.00 ~~431~~422,~~637~~856.9077 0.00 ~~128~~125,~~462~~992,~~817~~673.0367 5-A-2 0.00 0.00 8584,~~966~~232.8436 0.00 2524,~~589~~876,~~566~~589.5772 B-1 0.00 0.00 25,~~882~~852.5077 0.00 6,~~554~~550,~~844~~005.5800 B-2 0.00 0.00 10,~~514~~502.7668 0.00 2,~~662~~660,~~904~~938.9991 B-3 0.00 0.00 5,~~661~~655.7929 0.00 1,~~433~~432,~~870~~811.3973 B-4 0.00 0.00 4,~~852~~847.9336 0.00 1,~~229~~228,~~024~~117.6523 B-5 0.00 0.00 2,~~426~~423.4566 0.00 614,~~507~~053.3564 B-6 0.00 0.00 4,~~044~~040.9227 0.00 1,~~024~~023,~~391~~635.9865 Totals 0.0300 0.00 1,~~436~~417,~~055~~281.1291 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-1 83,097,200.00 4.~~84384~~84244% ~~917~~915.~~30465154~~62581663 3.~~70273246~~69488611 0.00000000 0.00000000 A-R 100.00 4.~~84244~~84360% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 42,248,300.00 4.~~52952~~52374% ~~942~~931.~~72319880~~79420379 3.~~55840519~~51266205 0.00000000 0.00000000 2-A-2 1,441,800.00 4.~~52952~~52374% ~~942~~931.~~72320017~~79420169 3.~~55840616~~51266472 0.00000000 0.00000000 3-A-1 17,797,500.00 5.~~08058~~08059% ~~933~~931.~~24899621~~77985110 3.~~95120494~~94499284 0.00000000 0.00000000 3-A-2 607,400.00 5.~~08058~~08059% ~~933~~931.~~24899572~~77984853 3.~~95120184~~94499506 0.00000000 0.00000000 4-A-1 89,323,800.00 4.50000% ~~949~~934.~~22317389~~53787904 3.~~55958692~~50451705 0.00000000 0.00000000 4-A-2 0.00 4.50000% ~~867~~827.~~37137411~~81573808 3.~~25264199~~10430935 0.00000000 0.00000000 5-A-1 163,371,600.00 3.95000% ~~802~~786.~~65176371~~32281884 2.~~64206208~~58831260 0.00000000 0.00000000 5-A-2 0.00 3.95000% ~~791~~775.~~65806028~~68547610 2.~~60587440~~55329788 0.00000000 0.00000000 B-1 6,583,460.00 4.~~73484~~73288% ~~996~~995.~~38637738~~65343755 3.~~93144334~~92692748 0.00000000 0.00000000 B-2 2,674,530.00 4.~~73484~~73288% ~~996~~995.~~38637817~~65343817 3.~~93144216~~92692548 0.00000000 0.00000000 B-3 1,440,130.00 4.~~73484~~73288% ~~996~~995.~~38637484~~65344101 3.~~93144369~~92693021 0.00000000 0.00000000 B-4 1,234,390.00 4.~~73484~~73288% ~~996~~995.~~38637708~~65344016 3.~~93144792~~92692747 0.00000000 0.00000000 B-5 617,190.00 4.~~73484~~73288% ~~996~~995.~~38638021~~65344545 3.~~93144737~~92692688 0.00000000 0.00000000 B-6 1,028,864.00 4.~~73484~~73288% ~~996~~995.~~38637371~~65343913 3.~~93144283~~92692329 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-1 0.~~00000012~~00000000 0.00000000 3.~~70273234~~69488611 0.00000000 ~~915~~910.~~62581663~~69744673 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.~~00000071~~00000000 0.00000000 3.~~55840448~~51266205 0.00000000 ~~931~~929.~~79420379~~91720140 2-A-2 0.00000000 0.00000000 3.~~55840616~~51266472 0.00000000 ~~931~~929.~~79420169~~91720072 3-A-1 0.00000000 0.00000000 3.~~95120494~~94499284 0.00000000 ~~931~~909.~~77985110~~94033263 3-A-2 0.00000000 0.00000000 3.~~95120184~~94499506 0.00000000 ~~931~~909.~~77984853~~94033586 4-A-1 (0.~~00000011)~~00000000 0.00000000 3.~~55958703~~50451705 0.00000000 ~~934~~933.~~53787904~~95930995 4-A-2 0.00000000 0.00000000 3.~~25264199~~10430935 0.00000000 ~~827~~826.~~81110052~~72879037 5-A-1 0.00000000 0.00000000 2.~~64206202~~58831260 0.00000000 ~~786~~771.~~32281884~~20303449 5-A-2 0.00000000 0.00000000 2.~~60587440~~55329788 0.00000000 ~~775~~754.~~68509386~~07294528 B-1 0.00000000 0.00000000 3.~~93144334~~92692748 0.00000000 ~~995~~994.~~65343755~~91832562 B-2 0.00000000 0.00000000 3.~~93144216~~92692548 0.00000000 ~~995~~994.~~65343817~~91832584 B-3 0.00000000 0.00000000 3.~~93144369~~92693021 0.00000000 ~~995~~994.~~65344101~~91832682 B-4 0.00000000 0.00000000 3.~~93143982~~92692747 0.00000000 ~~995~~994.~~65344016~~91832403 B-5 0.00000000 0.00000000 3.~~93144737~~92692688 0.00000000 ~~995~~994.~~65344545~~91832337 B-6 0.00000000 0.00000000 3.~~93144283~~92692329 0.00000000 ~~995~~994.~~65343913~~91832740 (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 64,~~161~~919,~~239~~683.3034 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 1024,~~584~~039.1341 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 64,~~171~~943,~~823~~722.4375 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee ~~102~~101,~~349~~141.0341 Payment of Interest and Principal 64,~~069~~842,~~474~~581.4034 Total Withdrawals (Pool Distribution Amount) 64,~~171~~943,~~823~~722.4375 Ending Balance 0.00

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.0300 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0.0300

SERVICING FEES Gross Servicing Fee 9997,~~122~~953.6593 LPMI 192.6542 Master Servicing Fee 32,~~033~~995.7306 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~102~~101,~~349~~141.0341

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 01 0 0 01 0331,924.0004 0.00 0.00 0331,924.0004 30 Days 59 0 0 0 59 24,~~044~~852,~~655~~511.6726 0.00 0.00 0.00 24,~~044~~852,~~655~~511.6726 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 59 01 0 0 510 24,~~044~~852,~~655~~511.6726 0331,924.0004 0.00 0.00 25,~~044~~184,~~655~~435.6730 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~~132802% 0.000000% 0.000000% 0.~~000000~~132802% 0.~~000000~~093195% 0.000000% 0.000000% 0.~~000000~~093195% 30 Days 01.~~657030~~195219% 0.000000% 0.000000% 0.000000% 01.~~657030~~195219% 01.~~568638~~362453% 0.000000% 0.000000% 0.000000% 01.~~568638~~362453% 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 01.~~657030~~195219% 0.~~000000~~132802% 0.000000% 0.000000% 01.~~657030~~328021% 01.~~568638~~362453% 0.~~000000~~093195% 0.000000% 0.000000% 01.~~568638~~455648%

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 01 0 0 0 01 01,344,177.0099 0.00 0.00 0.00 01,344,177.0099 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 01 0 0 0 01 01,344,177.0099 0.00 0.00 0.00 01,344,177.0099 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~625000% 0.000000% 0.000000% 0.000000% 0.~~000000~~625000% 01.~~000000~~712051% 0.000000% 0.000000% 0.000000% 01.~~000000~~712051% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~000000~~625000% 0.000000% 0.000000% 0.000000% 0.~~000000~~625000% 01.~~000000~~712051% 0.000000% 0.000000% 0.000000% 01.~~000000~~712051% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 ~~426~~425,~~434~~886.6111 0.00 0.00 0.00 ~~426~~425,~~434~~886.6111 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 ~~426~~425,~~434~~886.6111 0.00 0.00 0.00 ~~426~~425,~~434~~886.6111 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.010101% 0.000000% 0.000000% 0.000000% 1.010101% 1.~~009809~~010419% 0.000000% 0.000000% 0.000000% 1.~~009809~~010419% 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 1.010101% 0.000000% 0.000000% 0.000000% 1.010101% 1.~~009809~~010419% 0.000000% 0.000000% 0.000000% 1.~~009809~~010419% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 3 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 01 0 0 0 01 0301,925.0099 0.00 0.00 0.00 0301,925.0099 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 01 0 0 0 01 0301,925.0099 0.00 0.00 0.00 0301,925.0099 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~574713% 0.000000% 0.000000% 0.000000% 0.~~000000~~574713% 0.~~000000~~349146% 0.000000% 0.000000% 0.000000% 0.~~000000~~349146% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~000000~~574713% 0.000000% 0.000000% 0.000000% 0.~~000000~~574713% 0.~~000000~~349146% 0.000000% 0.000000% 0.000000% 0.~~000000~~349146% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 5 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 01 0 0 01 0331,924.0004 0.00 0.00 0331,924.0004 30 Days 46 0 0 0 46 12,~~618~~780,~~221~~521.0617 0.00 0.00 0.00 12,~~618~~780,~~221~~521.0617 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 46 01 0 0 47 12,~~618~~780,~~221~~521.0617 0331,924.0004 0.00 0.00 13,~~618~~112,~~221~~445.0621 0-29 Days 0.~~000000~~355872% 0.000000% 0.000000% 0.~~000000~~355872% 0.~~000000~~252149% 0.000000% 0.000000% 0.~~000000~~252149% 30 Days 12.~~393728~~135231% 0.000000% 0.000000% 0.000000% 12.~~393728~~135231% 12.~~206679~~112250% 0.000000% 0.000000% 0.000000% 12.~~206679~~112250% 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 12.~~393728~~135231% 0.~~000000~~355872% 0.000000% 0.000000% 12.~~393728~~491103% 12.~~206679~~112250% 0.~~000000~~252149% 0.000000% 0.000000% 12.~~206679~~364400%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 1024,~~584~~039.1341

SUBORDINATION LEVEL/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 411,466,164.00 99.99997570% ~~359~~355,~~404~~978,~~274~~974.1066 99.~~99999992~~99999991% 96.~~238346~~204955% 0.000000% Class 1-A-1 328,368,964.00 79.80458976% ~~283~~280,~~318~~302,~~332~~566.4979 78.~~82998413~~74132645% 21.~~170016~~258673% ~~562~~560.~~784824~~169212% Class 2-A-1 286,120,664.00 69.53684640% ~~243~~241,~~951~~015,~~611~~145.4389 67.~~87665835~~70488226% 1011.~~953326~~036444% ~~291~~290.~~183795~~811948% Class 2-A-2 284,678,864.00 69.18644101% ~~242~~239,~~608~~674,~~150~~391.5527 67.~~50285621~~32824355% 0.~~373802~~376639% 9.~~937176~~924486% Class 3-A-1 266,881,364.00 64.86105602% ~~226~~223,~~024~~479,~~798~~728.6520 62.~~88873415~~77891221% 4.~~614122~~549331% ~~122~~119.~~662066~~875558% Class 3-A-2 266,273,964.00 64.71343760% ~~225~~222,~~458~~927,~~835~~030.5744 62.~~73126160~~62365087% 0.~~157473~~155261% 4.~~186259~~091160% Class 4-A-1 176,950,164.00 43.00478058% ~~141~~139,~~982~~502,~~360~~235.9783 39.~~50491719~~18833573% 23.~~226344~~435315% 617.~~450374~~524044% Class 4-A-2 176,950,164.00 43.00478058% ~~141~~139,~~982~~502,~~360~~235.9783 39.~~50491719~~18833573% 0.000000% 0.000000% Class B-1 6,995,104.00 1.70004314% 6,~~964~~959,~~699~~557.3616 1.~~93784544~~95504725% 1.~~823808~~839998% 48.484214% Class B-2 4,320,574.00 1.05004332% 4,~~301~~298,~~794~~618.3725 1.~~19692354~~20754835% 0.~~740922~~747499% 19.696707% Class B-3 2,880,444.00 0.70004378% 2,~~867~~865,~~923~~806.9852 0.~~79796602~~80504938% 0.~~398958~~402499% 10.605908% Class B-4 1,646,054.00 0.40004592% 1,~~638~~637,~~899~~689.3329 0.~~45600441~~46005225% 0.~~341962~~344997% 9.090726% Class B-5 1,028,864.00 0.25004820% 1,~~024~~023,~~391~~635.9865 0.~~28502499~~28755509% 0.~~170979~~172497% 4.545326% Class B-6 0.00 0.00000000% 0.00 0.00000000% 0.~~285025~~287555% 7.577119% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 100,000.00 0.02430333% 100,000.00 0.~~02782382~~02809155% Fraud 12,343,987.00 2.99999978% 12,343,987.00 3.~~43456878~~46761687% Special Hazard 4,114,663.00 1.00000009% 3,~~594~~559,~~042~~789.7475 1.00000000% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.~~071137~~069800% Weighted Average Net Coupon 4.~~744393~~742746% Weighted Average Pass-Through Rate 4.~~733758~~732104% Weighted Average Maturity(Stepdown Calculation ) ~~350~~349 Beginning Scheduled Collateral Loan Count ~~771~~761 Number Of Loans Paid In Full 108 Ending Scheduled Collateral Loan Count ~~761~~753 Beginning Scheduled Collateral Balance ~~364~~359,~~037~~404,~~693~~274.6940 Ending Scheduled Collateral Balance ~~359~~355,~~404~~978,~~274~~974.4097 Ending Actual Collateral Balance at 31-~~Jul~~Aug-2004 ~~359~~356,~~571~~160,~~016~~006.6828 Monthly P &I Constant 1,~~795~~772,~~459~~328.1550 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 64,~~006~~779,~~138~~277.8355 Ending Scheduled Balance for Premium Loans 33,~~110~~094,~~367~~882.7027 Scheduled Principal ~~257~~253,~~055~~905.0429 Unscheduled Principal 43,~~376~~171,~~364~~394.2514

Group Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description 10/1 CMT ARM 7/1 CMT ARM 10/1 CMT ARM Weighted Average Coupon Rate 5.~~228842~~227440 4.~~919941~~914213 5.~~438439~~438441 Weighted Average Net Rate 4.~~853842~~852441 4.~~544941~~539212 5.~~090578~~090590 Weighted Average Maturity ~~350~~ 349 ~~350~~348 349 Beginning Loan Count ~~162~~161 ~~100~~99 40 Loans Paid In Full 1 1 0 1 Ending Loan Count ~~161~~160 99 4039 Beginning Scheduled Balance 7978,~~061~~921,~~119~~584.9473 42,~~669~~189,~~197~~774.9730 17,~~800~~773,~~800~~015.0357 Ending scheduled Balance 78,~~921~~512,~~584~~022.7308 42,~~189~~105,~~774~~822.3028 17,~~773~~370,~~015~~311.5774 Record Date 0708/31/2004 0708/31/2004 0708/31/2004 Principal And Interest Constant ~~345~~344,~~299~~602.4679 ~~230~~228,~~665~~252.1807 101,910.83 Scheduled Principal ~~801~~804.0356 55,~~723~~477.5746 21,~~237~~362.0391 Unscheduled Principal ~~138~~408,~~734~~758.1809 ~~423~~28,~~700~~474.1056 6381,~~547~~340.4392 Scheduled Interest ~~344~~343,~~498~~798.4323 ~~174~~172,~~941~~774.61 80,~~673~~547.8092 Servicing Fees 24,~~706~~662.5898 13,~~334~~184.1232 5,~~160~~151.1798 Master Servicing Fees ~~658~~657.8967 ~~355~~351.5755 148.3413 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 0.00 192.6542 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 ~~319~~318,~~132~~477.9658 ~~161~~159,~~059~~046.2732 75,~~365~~247.2981 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.~~843842~~842440 4.~~529523~~523740 5.~~080579~~080590

Group Level Collateral Statement Group Group 4 Group 5 Total Collateral Description 7/1 CMT ARM 5/1 CMT ARM Mixed ARM Weighted Average Coupon Rate 5.~~044021~~039154 4.~~996699~~996833 5.~~071137~~069800 Weighted Average Net Rate 4.~~669021~~664153 4.~~746699~~746833 4.~~744393~~742746 Weighted Average Maturity ~~350~~349 ~~350~~349 ~~350~~349 Beginning Loan Count ~~176~~174 ~~293~~287 ~~771~~761 Loans Paid In Full 20 6 108 Ending Loan Count 174 ~~287~~281 ~~761~~753 Beginning Scheduled Balance 8786,~~835~~523,~~870~~980.8346 ~~136~~133,~~670~~995,~~704~~919.9234 ~~364~~359,~~037~~404,~~693~~274.6940 Ending scheduled Balance 86,~~523~~472,~~980~~180.4612 ~~133~~131,~~995~~518,~~919~~638.3475 ~~359~~355,~~404~~978,~~274~~974.4097 Record Date 0708/31/2004 0708/31/2004 0708/31/2004 Principal And Interest Constant ~~373~~366,~~355~~756.9774 ~~744~~730,~~227~~806.7107 1,~~795~~772,~~459~~328.1550 Scheduled Principal 43,~~150~~417.9903 ~~175~~172,~~142~~843.4233 ~~257~~253,~~055~~905.0429 Unscheduled Principal 148,~~307,739~~383.3831 2,~~499~~304,~~643~~437.1626 43,~~376~~171,~~364~~394.2514 Scheduled Interest ~~369~~363,~~204~~339.9871 ~~569~~557,~~085~~962.2974 1,~~538~~518,~~404~~423.1121 Servicing Fees 27,~~448~~038.7279 2827,~~473~~915.0686 9997,~~122~~953.6593 Master Servicing Fees ~~732~~721.0307 1,~~138~~116.9064 32,~~033~~995.7306 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 0.00 192.6542 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 ~~341~~335,~~024~~579.2385 ~~539~~528,~~473~~930.3324 1,~~436~~417,~~055~~281.0880 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.~~659021~~654154 4.~~736699~~736833 4.~~733758~~732104

Miscellaneous Reporting Group Group 1 Senior Percentage 96.~~413317~~407012% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.~~586683~~592988% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0 Group Group 2 Senior Percentage 96.~~527877~~493007% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.~~472123~~506993% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0 Group Group 3 Senior Percentage 96.~~492036~~490744% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.~~507964~~509256% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0

Miscellaneous Reporting Group Group 4 Senior Percentage 96.~~530290~~477848% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.~~469710~~522152% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0 Group Group 5 Senior Percentage 95.~~946313~~870693% Senior Prepayment Percentage 100.000000% Subordinate Percentage 4.~~053687~~129307% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0

Filing Compare · JP MORGAN MORTGAGE TRUST 2004-A1 MORT PASS THRU CERTS