8-K 1 jpa040a2_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-A2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-109775-03 54-2151953 Pooling and Servicing Agreement) (Commission 54-2151954 (State or other File Number) 54-2151955 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-A2 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-A2 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-A2 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-A2 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-A2 Contact: CTSLink Customer Service Wells Fargo Bank, N.A. Corporate Trust Services 9062 Old Annapolis Road Columbia, MD 21045-1951 Telephone: (301) 815-6600 Fax: (301) 815-~~6600~~6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution 1-A1 466247CC5 SEN 3.81000% 6867,~~561~~157,~~751~~895.2792 ~~217~~213,~~683~~226.5632 1,~~403~~924,~~855~~391.3560 1-A2 466247CD3 SEN 4.14000% 6967,~~038~~625,~~849~~225.6533 ~~238~~233,~~184~~307.03 1,~~413~~937,~~624~~782.3180 1-A3 466247CE1 IO 0.~~61199~~60835% 0.00 7068,~~174~~329.8561 0.00 AR 466247CN1 SEN 4.~~59380~~59319% 0.00 0.00 0.00 2-A1 466247CF8 SEN 4.33500% 7,~~548~~542,~~243~~914.9416 27,~~268~~248.0378 557,~~329~~264.7895 2-A2 466247CG6 SEN 4.07000% 39,~~236~~208,~~243~~539.7624 ~~133~~132,~~076~~982.2629 27297,~~704~~666.5180 2-A3 466247CH4 SEN 4.07000% 665,~~660~~190.7674 2,~~257~~256.7011 ~~470~~5,050.0205 2-A4 466247CJ0 IO 0.~~68333~~68337% 0.00 27,~~020~~002.0145 0.00 3-A1 466247CK7 SEN 5.~~13346~~13846% 8180,~~024~~577,~~585~~567.8981 ~~346~~345,~~613~~037.7402 ~~447~~37,~~018~~638.0897 4-A1 466247CL5 SEN 3.50000% 6261,~~815~~543,~~723~~114.0177 ~~183~~179,~~212~~500.5376 12,~~272~~504,~~608~~668.2444 4-A2 466247CM3 IO 0.~~33802~~32027% 0.00 1716,~~694~~425.3317 0.00 B-1 466247CP6 SUB 4.~~59674~~59288% 5,~~564~~560,~~509~~648.5608 21,~~315~~282.5182 3,~~861~~869.4812 B-2 466247CQ4 SUB 4.~~59674~~59288% 2,~~960~~958,~~839~~784.2255 11,~~341~~324.8445 2,~~054~~058.6773 B-3 466247CR2 SUB 4.~~59674~~59288% 1,~~295~~294,~~348~~449.4554 4,~~961~~954.9837 ~~898~~900.9068 B-4 466247CS0 SUB 4.~~59674~~59288% 1,~~110~~109,~~327~~556.1867 4,~~253~~246.2472 ~~770~~772.5103 B-5 466247CT8 SUB 4.~~59674~~59288% ~~555~~554,~~163~~778.5934 2,~~126~~123.6236 ~~385~~386.2502 B-6 466247CU5 SUB 4.~~59674~~59288% 1,~~110~~109,~~581~~810.6698 4,~~254~~247.2169 ~~770~~772.6921 Totals ~~341~~336,~~487~~908,~~827~~476.9413 1,~~311~~293,~~438~~494.4495 46,~~579~~773,~~351~~222.7940

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 6765,~~157~~233,~~895~~504.9232 12,~~621~~137,~~538~~617.9192 0.00 1-A2 0.00 6765,~~625~~687,~~225~~442.3354 12,~~651~~171,~~808~~089.3483 0.00 1-A3 0.00 0.00 7068,~~174~~329.8561 0.00 AR 0.00 0.00 0.00 0.00 2-A1 0.00 7,~~542~~485,~~914~~649.1621 3284,~~597~~513.8173 0.00 2-A2 0.00 3938,~~208~~910,~~539~~872.2445 ~~160~~430,~~780~~649.7709 0.00 2-A3 0.00 ~~665~~660,~~190~~140.7469 27,~~727~~306.7216 0.00 2-A4 0.00 0.00 27,~~020~~002.0145 0.00 3-A1 0.00 80,~~577~~539,~~567~~928.8184 ~~793~~382,~~631~~675.8299 0.00 4-A1 0.00 6159,~~543~~038,~~114~~446.7733 12,~~455~~684,~~820~~169.7720 0.00 4-A2 0.00 0.00 1716,~~694~~425.3317 0.00 B-1 0.00 5,~~560~~556,~~648~~778.0896 25,~~176~~151.9994 0.00 B-2 0.00 2,~~958~~956,~~784~~725.5582 13,~~396~~383.5118 0.00 B-3 0.00 1,~~294~~293,~~449~~548.5486 5,~~860~~855.8805 0.00 B-4 0.00 1,~~109~~108,~~556~~784.6764 5,~~023~~018.75 0.00 B-5 0.00 554,~~778~~392.3432 2,~~511~~509.8738 0.00 B-6 0.00 1,109,~~810~~038.9876 5,~~024~~019.90 0.00 Totals 0.00 ~~336~~330,~~908~~135,~~476~~253.1374 58,~~890~~066,~~790~~717.2335 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-A1 75,000,000.00 6867,~~561~~157,~~751~~895.2792 72,~~775~~035.6508 1,~~331~~852,~~079~~356.7051 0.00 0.00 1-A2 75,521,900.00 6967,~~038~~625,~~849~~225.6533 7372,~~282~~536.0735 1,~~340~~865,~~342~~246.2445 0.00 0.00 1-A3 0.00 0.00 0.00 0.00 0.00 0.00 AR 100.00 0.00 0.00 0.00 0.00 0.00 2-A1 8,000,000.00 7,~~548~~542,~~243~~914.9416 3,~~612~~628.5085 153,~~717~~636.2710 0.00 0.00 2-A2 41,584,500.00 39,~~236~~208,~~243~~539.7624 18,~~778~~863.0200 8278,~~926~~803.4980 0.00 0.00 2-A3 705,500.00 665,~~660~~190.7674 ~~318~~320.5802 ~~151~~4,730.4403 0.00 0.00 2-A4 0.00 0.00 0.00 0.00 0.00 0.00 3-A1 85,400,000.00 8180,~~024~~577,~~585~~567.8981 25,~~921~~512.8553 ~~421~~12,~~096~~126.2344 0.00 0.00 4-A1 72,037,000.00 6261,~~815~~543,~~723~~114.0177 3231,~~857~~493.2865 12,~~239~~473,~~750~~174.9679 0.00 0.00 4-A2 0.00 0.00 0.00 0.00 0.00 0.00 B-1 5,575,900.00 5,~~564~~560,~~509~~648.5608 3,~~861~~869.4812 0.00 0.00 0.00 B-2 2,966,900.00 2,~~960~~958,~~839~~784.2255 2,~~054~~058.6773 0.00 0.00 0.00 B-3 1,298,000.00 1,~~295~~294,~~348~~449.4554 ~~898~~900.9068 0.00 0.00 0.00 B-4 1,112,600.00 1,~~110~~109,~~327~~556.1867 ~~770~~772.5103 0.00 0.00 0.00 B-5 556,300.00 ~~555~~554,~~163~~778.5934 ~~385~~386.2502 0.00 0.00 0.00 B-6 1,112,855.00 1,~~110~~109,~~581~~810.6698 ~~770~~772.6921 0.00 0.00 0.00 Totals 370,871,555.00 ~~341~~336,~~487~~908,~~827~~476.9413 ~~236~~233,~~287~~148.4527 46,~~343~~540,~~064~~074.3312 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-A1 1,~~403~~924,~~855~~391.3560 6765,~~157~~233,~~895~~504.9232 0.~~89543861~~86978006 1,~~403~~924,~~855~~391.3560 1-A2 1,~~413~~937,~~624~~782.3180 6765,~~625~~687,~~225~~442.3354 0.~~89543861~~86978006 1,~~413~~937,~~624~~782.3180 1-A3 0.00 0.00 0.00000000 0.00 AR 0.00 0.00 0.00000000 0.00 2-A1 557,~~329~~264.7895 7,~~542~~485,~~914~~649.1621 0.~~94286427~~93570615 557,~~329~~264.7895 2-A2 27297,~~704~~666.5180 3938,~~208~~910,~~539~~872.2445 0.~~94286427~~93570615 27297,~~704~~666.5180 2-A3 ~~470~~5,050.0205 ~~665~~660,~~190~~140.7469 0.~~94286427~~93570615 ~~470~~5,050.0205 2-A4 0.00 0.00 0.00000000 0.00 3-A1 ~~447~~37,~~018~~638.0897 80,~~577~~539,~~567~~928.8184 0.~~94353124~~94309050 ~~447~~37,~~018~~638.0897 4-A1 12,~~272~~504,~~608~~668.2444 6159,~~543~~038,~~114~~446.7733 0.~~85432645~~81955726 12,~~272~~504,~~608~~668.2444 4-A2 0.00 0.00 0.00000000 0.00 B-1 3,~~861~~869.4812 5,~~560~~556,~~648~~778.0896 0.~~99726467~~99657077 3,~~861~~869.4812 B-2 2,~~054~~058.6773 2,~~958~~956,~~784~~725.5582 0.~~99726467~~99657077 2,~~054~~058.6773 B-3 ~~898~~900.9068 1,~~294~~293,~~449~~548.5486 0.~~99726467~~99657077 ~~898~~900.9068 B-4 ~~770~~772.5103 1,~~109~~108,~~556~~784.6764 0.~~99726467~~99657077 ~~770~~772.5103 B-5 ~~385~~386.2502 554,~~778~~392.3432 0.~~99726468~~99657077 ~~385~~386.2502 B-6 ~~770~~772.6921 1,109,~~810~~038.9876 0.~~99726468~~99657077 ~~770~~772.6921 Totals 46,~~579~~773,~~351~~222.7940 ~~336~~330,~~908~~135,~~476~~253.1374 0.~~90842361~~89016062 46,~~579~~773,~~351~~222.7940

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 75,000,000.00 ~~914~~895.~~15668360~~43861227 0.~~97034200~~96046773 1724.~~74772933~~69808680 0.00000000 1-A2 75,521,900.00 ~~914~~895.~~15668369~~43861224 0.~~97034198~~96046776 1724.~~74772933~~69808691 0.00000000 1-A3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 AR 100.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 8,000,000.00 ~~943~~942.~~53049250~~86427000 0.~~45156250~~45360625 06.~~21465875~~70451250 0.00000000 2-A2 41,584,500.00 ~~943~~942.~~53049237~~86427010 0.~~45156296~~45360651 06.~~21465907~~70451250 0.00000000 2-A3 705,500.00 ~~943~~942.~~53048901~~86426648 0.~~45156627~~45360737 06.~~21465627~~70450744 0.00000000 2-A4 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A1 85,400,000.00 ~~948~~943.~~76564274~~53123899 0.~~30353454~~29874157 40.~~93086920~~14199578 0.00000000 4-A1 72,037,000.00 ~~871~~854.~~99249011~~32645404 0.~~45611672~~43718714 1734.~~20991935~~33200702 0.00000000 4-A2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 5,575,900.00 997.~~95720153~~26467117 0.~~69253035~~69390054 0.00000000 0.00000000 B-2 2,966,900.00 997.~~95720112~~26467019 0.~~69253092~~69389936 0.00000000 0.00000000 B-3 1,298,000.00 997.~~95720339~~26466872 0.~~69252696~~69389831 0.00000000 0.00000000 B-4 1,112,600.00 997.~~95719935~~26466834 0.~~69253101~~69389718 0.00000000 0.00000000 B-5 556,300.00 997.~~95719935~~26467733 0.~~69252202~~69390617 0.00000000 0.00000000 B-6 1,112,855.00 997.~~95720017~~26467509 0.~~69253407~~69389992 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-A1 0.00000000 1825.~~71807133~~65855467 ~~895~~869.~~43861227~~78005760 0.~~89543861~~86978006 1825.~~71807133~~65855467 1-A2 0.00000000 1825.~~71807131~~65855467 ~~895~~869.~~43861224~~78005771 0.~~89543861~~86978006 1825.~~71807131~~65855467 1-A3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 0.00000000 07.~~66622250~~15811875 ~~942~~935.~~86427000~~70615125 0.~~94286427~~93570615 07.~~66622250~~15811875 2-A2 0.00000000 07.~~66622203~~15811901 ~~942~~935.~~86427010~~70615133 0.~~94286427~~93570615 07.~~66622203~~15811901 2-A3 0.00000000 07.~~66622254~~15811481 ~~942~~935.~~86426648~~70615167 0.~~94286427~~93570615 07.~~66622254~~15811481 2-A4 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A1 0.00000000 50.~~23440375~~44073735 943.~~53123899~~09050164 0.~~94353124~~94309050 50.~~23440375~~44073735 4-A1 0.00000000 1734.~~66603606~~76919416 ~~854~~819.~~32645404~~55725988 0.~~85432645~~81955726 1734.~~66603606~~76919416 4-A2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 0.~~69253035~~69390054 ~~997~~996.~~26467117~~57077064 0.~~99726467~~99657077 0.~~69253035~~69390054 B-2 0.00000000 0.~~69253092~~69389936 ~~997~~996.~~26467019~~57077084 0.~~99726467~~99657077 0.~~69253092~~69389936 B-3 0.00000000 0.~~69252696~~69389831 ~~997~~996.~~26466872~~57077042 0.~~99726467~~99657077 0.~~69252696~~69389831 B-4 0.00000000 0.~~69253101~~69389718 ~~997~~996.~~26466834~~57077117 0.~~99726467~~99657077 0.~~69253101~~69389718 B-5 0.00000000 0.~~69252202~~69390617 ~~997~~996.~~26467733~~57077117 0.~~99726468~~99657077 0.~~69252202~~69390617 B-6 0.00000000 0.~~69253407~~69389992 ~~997~~996.~~26467509~~57076618 0.~~99726468~~99657077 0.~~69253407~~69389992 (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-A1 75,000,000.00 3.81000% 6867,~~561~~157,~~751~~895.2792 ~~217~~213,~~683~~226.5632 0.00 0.00 1-A2 75,521,900.00 4.14000% 6967,~~038~~625,~~849~~225.6533 ~~238~~233,~~184~~307.03 0.00 0.00 1-A3 0.00 0.~~61199~~60835% ~~137~~134,~~600~~783,~~600~~121.9226 7068,~~174~~329.8561 0.00 0.00 AR 100.00 4.~~59380~~59319% 0.00 0.00 0.00 0.00 2-A1 8,000,000.00 4.33500% 7,~~548~~542,~~243~~914.9416 27,~~268~~248.0378 0.00 0.00 2-A2 41,584,500.00 4.07000% 39,~~236~~208,~~243~~539.7624 ~~133~~132,~~076~~982.2630 0.00 0.00 2-A3 705,500.00 4.07000% 665,~~660~~190.7674 2,~~257~~256.7011 0.00 0.00 2-A4 0.00 0.~~68333~~68337% 47,~~450~~416,~~148~~644.4615 27,~~020~~002.0145 0.00 0.00 3-A1 85,400,000.00 5.~~13346~~13846% 8180,~~024~~577,~~585~~567.8981 ~~346~~345,~~613~~037.7402 0.00 0.00 4-A1 72,037,000.00 3.50000% 6261,~~815~~543,~~723~~114.0177 ~~183~~179,~~212~~500.5375 0.00 0.00 4-A2 0.00 0.~~33802~~32027% 6261,~~815~~543,~~723~~114.0177 1716,~~694~~425.3317 0.00 0.00 B-1 5,575,900.00 4.~~59674~~59288% 5,~~564~~560,~~509~~648.5608 21,~~315~~282.5182 0.00 0.00 B-2 2,966,900.00 4.~~59674~~59288% 2,~~960~~958,~~839~~784.2255 11,~~341~~324.8445 0.00 0.00 B-3 1,298,000.00 4.~~59674~~59288% 1,~~295~~294,~~348~~449.4554 4,~~961~~954.9837 0.00 0.00 B-4 1,112,600.00 4.~~59674~~59288% 1,~~110~~109,~~327~~556.1867 4,~~253~~246.2472 0.00 0.00 B-5 556,300.00 4.~~59674~~59288% ~~555~~554,~~163~~778.5934 2,~~126~~123.6236 0.00 0.00 B-6 1,112,855.00 4.~~59674~~59288% 1,~~110~~109,~~581~~810.6698 4,~~254~~247.2169 0.00 0.00 Totals 370,871,555.00 1,~~311~~293,~~438~~494.4495 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-A1 0.00 0.00 ~~217~~213,~~683~~226.5632 0.00 6765,~~157~~233,~~895~~504.9232 1-A2 0.00 0.00 ~~238~~233,~~184~~307.03 0.00 6765,~~625~~687,~~225~~442.3354 1-A3 0.00 0.00 7068,~~174~~329.8561 0.00 ~~134~~130,~~783~~920,~~121~~946.2686 AR 0.00 0.00 0.00 0.00 0.00 2-A1 0.00 0.00 27,~~268~~248.0378 0.00 7,~~542~~485,~~914~~649.1621 2-A2 0.00 0.00 ~~133~~132,~~076~~982.2629 0.00 3938,~~208~~910,~~539~~872.2445 2-A3 0.00 0.00 2,~~257~~256.7011 0.00 ~~665~~660,~~190~~140.7469 2-A4 0.00 0.00 27,~~020~~002.0145 0.00 47,~~416~~056,~~644~~662.1535 3-A1 0.00 0.00 ~~346~~345,~~613~~037.7402 0.00 80,~~577~~539,~~567~~928.8184 4-A1 0.00 0.00 ~~183~~179,~~212~~500.5376 0.00 6159,~~543~~038,~~114~~446.7733 4-A2 0.00 0.00 1716,~~694~~425.3317 0.00 6159,~~543~~038,~~114~~446.7733 B-1 0.00 0.00 21,~~315~~282.5182 0.00 5,~~560~~556,~~648~~778.0896 B-2 0.00 0.00 11,~~341~~324.8445 0.00 2,~~958~~956,~~784~~725.5582 B-3 0.00 0.00 4,~~961~~954.9837 0.00 1,~~294~~293,~~449~~548.5486 B-4 0.00 0.00 4,~~253~~246.2472 0.00 1,~~109~~108,~~556~~784.6764 B-5 0.00 0.00 2,~~126~~123.6236 0.00 554,~~778~~392.3432 B-6 0.00 0.00 4,~~254~~247.2169 0.00 1,109,~~810~~038.9876 Totals 0.00 0.00 1,~~311~~293,~~438~~494.4495 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-A1 75,000,000.00 3.81000% ~~914~~895.~~15668360~~43861227 2.~~90244747~~84301760 0.00000000 0.00000000 1-A2 75,521,900.00 4.14000% ~~914~~895.~~15668369~~43861224 3.~~15384054~~08926325 0.00000000 0.00000000 1-A3 0.00 0.~~61199~~60835% ~~914~~895.~~15668365~~43861232 0.~~46621023~~45395129 0.00000000 0.00000000 AR 100.00 4.~~59380~~59319% 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 8,000,000.00 4.33500% ~~943~~942.~~53049250~~86427000 3.~~40850375~~40609750 0.00000000 0.00000000 2-A2 41,584,500.00 4.07000% ~~943~~942.~~53049237~~86427010 3.~~20014092~~19788142 0.00000000 0.00000000 2-A3 705,500.00 4.07000% ~~943~~942.~~53048901~~86426648 3.~~20014174~~19788802 0.00000000 0.00000000 2-A4 0.00 0.~~68333~~68337% ~~943~~942.~~53049234~~86427023 0.~~53728395~~53693478 0.00000000 0.00000000 3-A1 85,400,000.00 5.~~13346~~13846% ~~948~~943.~~76564274~~53123899 4.~~05870890~~04024614 0.00000000 0.00000000 4-A1 72,037,000.00 3.50000% ~~871~~854.~~99249011~~32645404 2.~~54331149~~49178547 0.00000000 0.00000000 4-A2 0.00 0.~~33802~~32027% ~~871~~854.~~99249011~~32645404 0.~~24562836~~22801019 0.00000000 0.00000000 B-1 5,575,900.00 4.~~59674~~59288% 997.~~95720153~~26467117 3.~~82279273~~81693000 0.00000000 0.00000000 B-2 2,966,900.00 4.~~59674~~59288% 997.~~95720112~~26467019 3.~~82279147~~81693013 0.00000000 0.00000000 B-3 1,298,000.00 4.~~59674~~59288% 997.~~95720339~~26466872 3.~~82278891~~81692604 0.00000000 0.00000000 B-4 1,112,600.00 4.~~59674~~59288% 997.~~95719935~~26466834 3.~~82279346~~81693331 0.00000000 0.00000000 B-5 556,300.00 4.~~59674~~59288% 997.~~95719935~~26467733 3.~~82279346~~81693331 0.00000000 0.00000000 B-6 1,112,855.00 4.~~59674~~59288% 997.~~95720017~~26467509 3.~~82278913~~81693033 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-A1 0.00000000 0.00000000 2.~~90244747~~84301760 0.00000000 ~~895~~869.~~43861227~~78005760 1-A2 0.00000000 0.00000000 3.~~15384054~~08926325 0.00000000 ~~895~~869.~~43861224~~78005771 1-A3 0.00000000 0.00000000 0.~~46621023~~45395129 0.00000000 ~~895~~869.~~43861232~~78005765 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 0.00000000 0.00000000 3.~~40850375~~40609750 0.00000000 ~~942~~935.~~86427000~~70615125 2-A2 0.00000000 0.00000000 3.~~20014092~~19788118 0.00000000 ~~942~~935.~~86427010~~70615133 2-A3 0.00000000 0.00000000 3.~~20014174~~19788802 0.00000000 ~~942~~935.~~86426648~~70615167 2-A4 0.00000000 0.00000000 0.~~53728395~~53693478 0.00000000 ~~942~~935.~~86427023~~70615132 3-A1 0.00000000 0.00000000 4.~~05870890~~04024614 0.00000000 943.~~53123899~~09050164 4-A1 0.00000000 0.00000000 2.~~54331149~~49178561 0.00000000 ~~854~~819.~~32645404~~55725988 4-A2 0.00000000 0.00000000 0.~~24562836~~22801019 0.00000000 ~~854~~819.~~32645404~~55725988 B-1 0.00000000 0.00000000 3.~~82279273~~81693000 0.00000000 ~~997~~996.~~26467117~~57077064 B-2 0.00000000 0.00000000 3.~~82279147~~81693013 0.00000000 ~~997~~996.~~26467019~~57077084 B-3 0.00000000 0.00000000 3.~~82278891~~81692604 0.00000000 ~~997~~996.~~26466872~~57077042 B-4 0.00000000 0.00000000 3.~~82279346~~81693331 0.00000000 ~~997~~996.~~26466834~~57077117 B-5 0.00000000 0.00000000 3.~~82279346~~81693331 0.00000000 ~~997~~996.~~26467733~~57077117 B-6 0.00000000 0.00000000 3.~~82278913~~81693033 0.00000000 ~~997~~996.~~26467509~~57076618 (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 58,~~956~~139,~~987~~080.8652 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 169,~~380~~175.6096 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 58,~~973~~148,~~368~~256.4648 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 8281,~~578~~539.2313 Payment of Interest and Principal 58,~~890~~066,~~790~~717.2335 Total Withdrawals (Pool Distribution Amount) 58,~~973~~148,~~368~~256.4648 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee 7978,~~732~~731.4957 LPMI 0.00 Master Servicing Fee 2,~~845~~807.7456 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 8281,~~578~~539.2313

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 76 0 0 0 76 21,~~782~~626,~~521~~290.9521 0.00 0.00 0.00 21,~~782~~626,~~521~~290.9521 60 Days 10 0 0 0 10 ~~230,800~~0.00 0.00 0.00 0.00 ~~230,800~~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 86 0 0 0 86 31,~~013~~626,~~321~~290.9521 0.00 0.00 0.00 31,~~013~~626,~~321~~290.9521 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~983146~~858369% 0.000000% 0.000000% 0.000000% 0.~~983146~~858369% 0.~~825504~~492372% 0.000000% 0.000000% 0.000000% 0.~~825504~~492372% 60 Days 0.~~140449~~000000% 0.000000% 0.000000% 0.000000% 0.~~140449~~000000% 0.~~068473~~000000% 0.000000% 0.000000% 0.000000% 0.~~068473~~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 10.~~123596~~858369% 0.000000% 0.000000% 0.000000% 10.~~123596~~858369% 0.~~893977~~492372% 0.000000% 0.000000% 0.000000% 0.~~893977~~492372%

Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP1 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 4 0 0 0 4 1,~~802~~093,~~957~~996.3769 0.00 0.00 0.00 1,~~802~~093,~~957~~996.3769 60 Days 10 0 0 0 10 ~~230,800~~0.00 0.00 0.00 0.00 ~~230,800~~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 54 0 0 0 54 21,~~033~~093,~~757~~996.3769 0.00 0.00 0.00 21,~~033~~093,~~757~~996.3769 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~265823~~298701% 0.000000% 0.000000% 0.000000% 1.~~265823~~298701% 10.~~286316~~802653% 0.000000% 0.000000% 0.000000% 10.~~286316~~802653% 60 Days 0.~~316456~~000000% 0.000000% 0.000000% 0.000000% 0.~~316456~~000000% 0.~~164664~~000000% 0.000000% 0.000000% 0.000000% 0.~~164664~~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.~~582278~~298701% 0.000000% 0.000000% 0.000000% 1.~~582278~~298701% 10.~~450980~~802653% 0.000000% 0.000000% 0.000000% 10.~~450980~~802653% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP2 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 10 0 0 0 10 ~~445,946~~0.2400 0.00 0.00 0.00 ~~445,946~~0.2400 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 10 0 0 0 10 ~~445,946~~0.2400 0.00 0.00 0.00 ~~445,946~~0.2400 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~925926~~000000% 0.000000% 0.000000% 0.000000% 0.~~925926~~000000% 0.~~906332~~000000% 0.000000% 0.000000% 0.000000% 0.~~906332~~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.~~925926~~000000% 0.000000% 0.000000% 0.000000% 0.~~925926~~000000% 0.~~906332~~000000% 0.000000% 0.000000% 0.000000% 0.~~906332~~000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP3 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 ~~165~~164,~~502~~177.3452 0.00 0.00 0.00 ~~165~~164,~~502~~177.3452 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 ~~165~~164,~~502~~177.3452 0.00 0.00 0.00 ~~165~~164,~~502~~177.3452 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.613497% 0.000000% 0.000000% 0.000000% 0.613497% 0.~~197959~~196465% 0.000000% 0.000000% 0.000000% 0.~~197959~~196465% 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 0.613497% 0.000000% 0.000000% 0.000000% 0.613497% 0.~~197959~~196465% 0.000000% 0.000000% 0.000000% 0.~~197959~~196465% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP4 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 1 368,116.00 0.00 0.00 0.00 368,116.00 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 1 0 0 0 1 368,116.00 0.00 0.00 0.00 368,116.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~800000~~826446% 0.000000% 0.000000% 0.000000% 0.~~800000~~826446% 0.~~574308~~597676% 0.000000% 0.000000% 0.000000% 0.~~574308~~597676% 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.~~800000~~826446% 0.000000% 0.000000% 0.000000% 0.~~800000~~826446% 0.~~574308~~597676% 0.000000% 0.000000% 0.000000% 0.~~574308~~597676%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 169,~~380~~175.6096

SUBORDINATION LEVEL/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 370,871,455.00 99.99997304% ~~336~~330,~~908~~135,~~476~~253.1374 99.99999999% 96.~~263665~~189662% 0.000000% Class 1-A-1 295,871,455.00 79.77733828% ~~269~~264,~~750~~901,~~580~~749.2142 80.~~06642732~~24037009% 19.~~933573~~759630% ~~533~~518.~~506083~~579438% Class 1-A-2 220,349,555.00 59.41398094% ~~202~~199,~~125~~214,~~354~~306.88 5960.~~99414357~~34323951% 2019.~~072284~~897131% ~~537~~522.~~218574~~188059% Class 1-A-3 220,349,555.00 59.41398094% ~~202~~199,~~125~~214,~~354~~306.88 5960.~~99414357~~34323951% 0.000000% 0.000000% Class 2-A-1 212,349,555.00 57.25689990% ~~194~~191,~~582~~728,~~440~~657.7267 5758.~~75528207~~07579030% 2.~~238861~~267449% 59.~~921332~~507822% Class 2-A-2 170,765,055.00 46.04425783% ~~155~~152,~~373~~817,~~901~~785.4822 46.~~11754006~~28944758% 11.~~637742~~786343% ~~311~~309.~~474829~~325378% Class 2-A-3 170,059,555.00 45.85403025% ~~154~~152,~~708~~157,~~710~~644.7453 4546.~~92010047~~08948690% 0.~~197440~~199961% 5.~~284312~~247846% Class 2-A-4 170,059,555.00 45.85403025% ~~154~~152,~~708~~157,~~710~~644.7453 4546.~~92010047~~08948690% 0.000000% 0.000000% Class 3-A-1 84,659,555.00 22.82719013% 7471,~~131~~617,~~142~~715.9369 2221.~~00334755~~69344681% 2324.~~916753~~396040% 640.~~112707~~259196% Class 4-A-1 12,622,555.00 3.40348426% 12,~~588~~579,~~028~~269.1636 3.~~73633466~~81033810% 1817.~~267013~~883109% ~~488~~469.~~901947~~331283% Class 4-A-2 12,622,555.00 3.40348426% 12,~~588~~579,~~028~~269.1636 3.~~73633466~~81033810% 0.000000% 0.000000% Class B-1 7,046,655.00 1.90002574% 7,~~027~~022,~~380~~490.0840 2.~~08584247~~12715556% 1.~~650492~~683183% 44.174099% Class B-2 4,079,755.00 1.10004527% 4,~~068~~065,~~595~~764.5358 1.~~20762635~~23154511% 0.~~878216~~895610% 23.504750% Class B-3 2,781,755.00 0.75005887% 2,~~774~~772,~~145~~215.9972 0.~~82341235~~83972120% 0.~~384214~~391824% 10.283180% Class B-4 1,669,155.00 0.45006283% 1,~~664~~663,~~589~~431.3208 0.~~49407760~~50386351% 0.~~329335~~335858% 8.814380% Class B-5 1,112,855.00 0.30006480% 1,109,~~810~~038.9876 0.~~32941023~~33593467% 0.~~164667~~167929% 4.407190% Class B-6 0.00 0.00000000% 0.00 0.00000000% 0.~~329410~~335935% 8.~~816401~~816400% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 100,000.00 0.02696351% 100,000.00 0.~~02968165~~03029062% Fraud 3,708,716.00 1.00000012% 3,708,716.00 1.~~10080816~~12339290% Special Hazard 3,770,000.00 1.01652444% 3,479,~~453~~276.6050 1.~~03275929~~05389426% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 4.~~898623~~897594% Weighted Average Net Coupon 4.~~618440~~617168% Weighted Average Pass-Through Rate 4.~~608440~~607168% Weighted Average Maturity(Stepdown Calculation ) ~~354~~353 Beginning Scheduled Collateral Loan Count ~~722~~712 Number Of Loans Paid In Full 1013 Ending Scheduled Collateral Loan Count ~~712~~699 Beginning Scheduled Collateral Balance ~~341~~336,~~487~~908,~~827~~476.9617 Ending Scheduled Collateral Balance ~~336~~330,~~908~~135,~~476~~253.1776 Ending Actual Collateral Balance at 31-~~Jul~~Aug-2004 ~~337~~330,~~069~~297,~~411~~088.0495 Monthly P &I Constant 1,~~630~~608,~~304~~182.1035 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 58,~~833~~009,~~795~~779.3113 Ending Scheduled Balance for Premium Loans ~~336~~330,~~908~~135,~~476~~253.1776 Scheduled Principal ~~236~~233,~~287~~148.4529 Unscheduled Principal 46,~~343~~540,~~064~~074.3412

Group Level Collateral Statement Group GROUP1 GROUP2 GROUP3 Collateral Description 5/1 CMT ARM 7/1 CMT ARM 10/1 CMT ARM Weighted Average Coupon Rate 4.~~851934~~848382 5.~~158013~~158054 5.~~448620~~453288 Weighted Average Net Rate 4.~~597559~~593924 4.~~805483~~805522 5.~~143460~~148458 Weighted Average Maturity ~~353~~352 ~~353~~352 ~~353~~352 Beginning Loan Count ~~322~~316 108 ~~164~~163 Loans Paid In Full 68 0 1 0 Ending Loan Count ~~316~~308 ~~108~~107 163 Beginning Scheduled Balance ~~142~~140,~~882~~058,~~072~~986.5177 49,~~219~~185,~~580~~229.4834 8483,~~038~~590,~~684~~702.6225 Ending scheduled Balance ~~140~~136,~~058~~191,~~986~~153.7736 4948,~~185~~824,~~229~~396.3468 83,~~590~~552,~~702~~109.2526 Record Date 0708/31/2004 0708/31/2004 0708/31/2004 Principal And Interest Constant ~~729~~716,~~375~~113.7336 235,~~118~~079.6444 ~~408~~406,~~465~~336.1966 Scheduled Principal ~~151~~150,~~663~~230.8045 23,~~555~~662.9373 26,~~886~~466.1455 Unscheduled Principal 23,~~671~~717,~~421~~602.9496 10337,~~795~~169.2193 ~~421~~12,~~096~~126.2344 Scheduled Interest ~~577~~565,~~711~~882.9391 211,~~562~~416.71 ~~381~~379,~~579~~870.0511 Servicing Fees 3029,~~287~~699.9234 14,~~459~~449.4947 21,~~371~~234.0311 Master Servicing Fees 1,~~190~~167.6916 ~~410~~409.1787 ~~700~~696.3159 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 ~~546~~535,~~233~~016.3241 196,~~693~~557.0537 ~~359~~357,~~507~~939.7141 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.~~587559~~583924 4.~~795483~~795522 5.~~133460~~138458

Group Level Collateral Statement Group GROUP4 Total Collateral Description 3/1 CMT ARM Mixed ARM Weighted Average Coupon Rate 4.~~098024~~080267 4.~~898623~~897594 Weighted Average Net Rate 3.~~848024~~830267 4.~~618440~~617168 Weighted Average Maturity ~~356~~355 ~~354~~353 Beginning Loan Count ~~128~~125 ~~722~~712 Loans Paid In Full 34 1013 Ending Loan Count ~~125~~121 ~~712~~699 Beginning Scheduled Balance 6564,~~347~~073,~~490~~557.3581 ~~341~~336,~~487~~908,~~827~~476.9617 Ending scheduled Balance 6461,~~073~~567,~~557~~594.8146 ~~336~~330,~~908~~135,~~476~~253.1776 Record Date 0708/31/2004 0708/31/2004 Principal And Interest Constant ~~257~~250,~~344~~652.5489 1,~~630~~608,~~304~~182.1035 Scheduled Principal 3432,~~181~~788.5856 ~~236~~233,~~287~~148.4529 Unscheduled Principal 12,~~239~~473,~~750~~174.9679 46,~~343~~540,~~064~~074.3412 Scheduled Interest ~~223~~217,~~162~~864.9633 1,~~394~~375,~~016~~034.6506 Servicing Fees 13,~~614~~348.0565 7978,~~732~~731.4957 Master Servicing Fees ~~544~~533.5794 2,~~845~~807.7456 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 ~~209~~203,~~004~~981.3474 1,~~311~~293,~~438~~494.4293 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 3.~~838024~~820267 4.~~608440~~607168

Miscellaneous Reporting Group GROUP1 Senior Percentage 96.~~303615~~233112% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.~~696385~~766888% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0 Group GROUP2 Senior Percentage 96.~~405024~~404235% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.~~594976~~595765% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0 Group GROUP3 Senior Percentage 96.~~413439~~395371% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.~~586561~~604629% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0

Miscellaneous Reporting Group GROUP4 Senior Percentage 96.~~125685~~050722% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.~~874315~~949278% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0

Filing Compare · J.P. Morgan Mortgage Trust 2004-A2