8-K 1 jpa040a2_nov.txt NOVEMBER 8K 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): November 26, 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 November 26, 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 November 26, 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: 11/29/2004 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 November 26, 2004 distribution. EX-99.1

J.P. Morgan Acceptance Corporation I Mortgage Pass-Through Certificates Record Date: 810/31/2004 Distribution Date: 911/2726/2004 JPMMT Series: 2004-A2 Contact: ~~CTSLink~~ Customer Service - CTSLink Wells Fargo Bank, N.A. ~~Corporate~~Securities ~~Trust~~Administration Services ~~9062~~7485 ~~Old~~New ~~Annapolis~~Horizon ~~Road~~Way ~~Columbia~~Frederick, MD ~~21045-1951~~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-A1 466247CC5 SEN 3.81000% 6764,~~157~~045,~~895~~028.9297 ~~213~~203,~~226~~342.3297 1,~~924~~208,~~391~~904.6048 1-A2 466247CD3 SEN 4.14000% 6764,~~625~~490,~~225~~696.3398 ~~233~~222,~~307~~492.0391 1,~~937~~217,~~782~~316.8084 1-A3 466247CE1 IO 0.~~60835~~59980% 0.00 6864,~~329~~246.6165 0.00 AR 466247CN1 SEN 4.~~59319~~59247% 0.00 0.00 0.00 2-A1 466247CF8 SEN 4.33500% 7,~~542~~424,~~914~~620.1602 2726,~~248~~821.7844 577,~~264~~596.9551 2-A2 466247CG6 SEN 4.07000% 3938,~~208~~593,~~539~~638.2489 ~~132~~130,~~982~~896.2975 ~~297~~39,~~666~~487.8013 2-A3 466247CH4 SEN 4.07000% ~~665~~654,~~190~~758.7468 2,~~256~~220.1172 ~~5,050~~669.0592 2-A4 466247CJ0 IO 0.~~68337~~68189% 0.00 2726,~~002~~521.4547 0.00 3-A1 466247CK7 SEN 5.~~13846~~13851% 80,~~577~~420,~~567~~058.8198 ~~345~~344,~~037~~365.0288 37996,~~638~~046.9719 4-A1 466247CL5 SEN 3.50000% 6157,~~543~~156,~~114~~646.7748 ~~179~~166,~~500~~706.7689 2,~~504~~459,~~668~~667.4457 4-A2 466247CM3 IO 0.~~32027~~28201% 0.00 1613,~~425~~432.1745 0.00 B-1 466247CP6 SUB 4.~~59288~~58147% 5,~~560~~552,~~648~~850.0810 21,~~282~~200.8218 3,~~869~~945.1292 B-2 466247CQ4 SUB 4.~~59288~~58147% 2,~~958~~954,~~784~~635.5530 11,~~324~~280.4548 2,~~058~~099.7360 B-3 466247CR2 SUB 4.~~59288~~58147% 1,~~294~~292,~~449~~634.5427 4,~~954~~935.3714 ~~900~~918.6856 B-4 466247CS0 SUB 4.~~59288~~58147% 1,~~109~~108,~~556~~000.6768 4,~~246~~230.7223 ~~772~~787.0336 B-5 466247CT8 SUB 4.~~59288~~58147% 554,~~778~~000.34 2,~~123~~115.3611 ~~386~~393.0268 B-6 466247CU5 SUB 4.~~59288~~58147% 1,~~109~~108,~~810~~254.9863 4,~~247~~231.6920 ~~772~~787.2154 Totals ~~336~~325,~~908~~355,~~476~~824.1332 1,~~293~~249,~~494~~040.9547 65,~~773~~938,~~222~~621.4030

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 6562,~~233~~836,~~504~~124.3249 21,~~137~~412,~~617~~247.9245 0.00 1-A2 0.00 6563,~~687~~273,~~442~~380.5414 21,~~171~~439,~~089~~809.8375 0.00 1-A3 0.00 0.00 6864,~~329~~246.6165 0.00 AR 0.00 0.00 0.00 0.00 2-A1 0.00 7,~~485~~417,~~649~~023.2151 8434,~~513~~417.7395 0.00 2-A2 0.00 38,~~910~~554,~~872~~151.4576 ~~430~~170,~~649~~383.0988 0.00 2-A3 0.00 ~~660~~654,~~140~~088.6976 72,~~306~~890.1664 0.00 2-A4 0.00 0.00 2726,~~002~~521.4547 0.00 3-A1 0.00 8079,~~539~~424,~~928~~012.8478 ~~382~~1,~~675~~340,412.9907 0.00 4-A1 0.00 5954,~~038~~696,~~446~~978.3390 2,~~684~~626,~~169~~374.2046 0.00 4-A2 0.00 0.00 1613,~~425~~432.1745 0.00 B-1 0.00 5,~~556~~548,~~778~~904.9617 25,~~151~~146.9410 0.00 B-2 0.00 2,~~956~~952,~~725~~535.8270 13,~~383~~380.1808 0.00 B-3 0.00 1,~~293~~291,~~548~~715.8671 5,~~855~~853.0570 0.00 B-4 0.00 1,~~108~~107,~~784~~213.6433 5,~~018~~017.7559 0.00 B-5 0.00 ~~554~~553,~~392~~606.3266 2,~~509~~508.3879 0.00 B-6 0.00 1,~~109~~107,~~038~~467.7609 5,~~019~~018.9074 0.00 Totals 0.00 ~~330~~319,~~135~~417,~~253~~203.7400 87,~~066~~187,~~717~~661.3577 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 6764,~~157~~045,~~895~~028.9297 7269,~~035~~823.0837 1,~~852~~139,~~356~~081.5111 0.00 0.00 1-A2 75,521,900.00 6764,~~625~~490,~~225~~696.3398 7270,~~536~~309.3525 1,~~865~~147,~~246~~007.4559 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,~~542~~424,~~914~~620.1602 3,~~628~~658.8563 533,~~636~~937.1088 0.00 0.00 2-A2 41,584,500.00 3938,~~208~~593,~~539~~638.2489 1819,~~863~~017.0079 ~~278~~20,~~803~~469.8034 0.00 0.00 2-A3 705,500.00 ~~665~~654,~~190~~758.7468 ~~320~~322.0265 ~~4,730~~347.0327 0.00 0.00 2-A4 0.00 0.00 0.00 0.00 0.00 0.00 3-A1 85,400,000.00 80,~~577~~420,~~567~~058.8198 2526,~~512~~114.5358 12969,~~126~~931.4461 0.00 0.00 4-A1 72,037,000.00 6157,~~543~~156,~~114~~646.7748 3130,~~493~~405.6553 2,~~473~~429,~~174~~262.7904 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,~~560~~552,~~648~~850.0810 3,~~869~~945.1292 0.00 0.00 0.00 B-2 2,966,900.00 2,~~958~~954,~~784~~635.5530 2,~~058~~099.7360 0.00 0.00 0.00 B-3 1,298,000.00 1,~~294~~292,~~449~~634.5427 ~~900~~918.6856 0.00 0.00 0.00 B-4 1,112,600.00 1,~~109~~108,~~556~~000.6768 ~~772~~787.0336 0.00 0.00 0.00 B-5 556,300.00 554,~~778~~000.34 ~~386~~393.0268 0.00 0.00 0.00 B-6 1,112,855.00 1,~~109~~108,~~810~~254.9863 ~~772~~787.2154 0.00 0.00 0.00 Totals 370,871,555.00 ~~336~~325,~~908~~355,~~476~~824.1332 ~~233~~228,~~148~~584.2746 65,~~540~~710,~~074~~036.1284 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,~~924~~208,~~391~~904.6048 6562,~~233~~836,~~504~~124.3249 0.~~86978006~~83781499 1,~~924~~208,~~391~~904.6048 1-A2 1,~~937~~217,~~782~~316.8084 6563,~~687~~273,~~442~~380.5414 0.~~86978006~~83781499 1,~~937~~217,~~782~~316.8084 1-A3 0.00 0.00 0.00000000 0.00 AR 0.00 0.00 0.00000000 0.00 2-A1 577,~~264~~596.9551 7,~~485~~417,~~649~~023.2151 0.~~93570615~~92712794 577,~~264~~596.9551 2-A2 ~~297~~39,~~666~~487.8013 38,~~910~~554,~~872~~151.4576 0.~~93570615~~92712794 ~~297~~39,~~666~~487.8013 2-A3 ~~5,050~~669.0592 ~~660~~654,~~140~~088.6976 0.~~93570615~~92712794 ~~5,050~~669.0592 2-A4 0.00 0.00 0.00000000 0.00 3-A1 37996,~~638~~046.9719 8079,~~539~~424,~~928~~012.8478 0.~~94309050~~93002357 37996,~~638~~046.9719 4-A1 2,~~504~~459,~~668~~667.4457 5954,~~038~~696,~~446~~978.3390 0.~~81955726~~75929007 2,~~504~~459,~~668~~667.4457 4-A2 0.00 0.00 0.00000000 0.00 B-1 3,~~869~~945.1292 5,~~556~~548,~~778~~904.9617 0.~~99657077~~99515848 3,~~869~~945.1292 B-2 2,~~058~~099.7360 2,~~956~~952,~~725~~535.8270 0.~~99657077~~99515848 2,~~058~~099.7360 B-3 ~~900~~918.6856 1,~~293~~291,~~548~~715.8671 0.~~99657077~~99515848 ~~900~~918.6856 B-4 ~~772~~787.0336 1,~~108~~107,~~784~~213.6433 0.~~99657077~~99515848 ~~772~~787.0336 B-5 ~~386~~393.0268 ~~554~~553,~~392~~606.3266 0.~~99657077~~99515848 ~~386~~393.0268 B-6 ~~772~~787.2154 1,~~109~~107,~~038~~467.7609 0.~~99657077~~99515848 ~~772~~787.2154 Totals 65,~~773~~938,~~222~~621.4030 ~~330~~319,~~135~~417,~~253~~203.7400 0.~~89016062~~86126099 65,~~773~~938,~~222~~621.4030

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 ~~895~~853.~~43861227~~93371960 0.~~96046773~~93097827 2415.~~69808680~~18774813 0.00000000 1-A2 75,521,900.00 ~~895~~853.~~43861224~~93371962 0.~~96046776~~93097830 2415.~~69808691~~18774806 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 ~~942~~928.~~86427000~~07750250 0.~~45360625~~45732875 60.~~70451250~~49223500 0.00000000 2-A2 41,584,500.00 ~~942~~928.~~86427010~~07750219 0.~~45360651~~45732881 60.~~70451250~~49223485 0.00000000 2-A3 705,500.00 ~~942~~928.~~86426648~~07750532 0.~~45360737~~45733522 60.~~70450744~~49223246 0.00000000 2-A4 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A1 85,400,000.00 ~~943~~941.~~53123899~~68687330 0.~~29874157~~30579133 011.~~14199578~~35751300 0.00000000 4-A1 72,037,000.00 ~~854~~793.~~32645404~~43457501 0.~~43718714~~42208212 3433.~~33200702~~72242098 0.00000000 4-A2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 5,575,900.00 ~~997~~995.~~26467117~~86615614 0.~~69390054~~70767410 0.00000000 0.00000000 B-2 2,966,900.00 ~~997~~995.~~26467019~~86615659 0.~~69389936~~70767468 0.00000000 0.00000000 B-3 1,298,000.00 ~~997~~995.~~26466872~~86615562 0.~~69389831~~70767334 0.00000000 0.00000000 B-4 1,112,600.00 ~~997~~995.~~26466834~~86615136 0.~~69389718~~70767571 0.00000000 0.00000000 B-5 556,300.00 ~~997~~995.~~26467733~~86615136 0.~~69390617~~70767571 0.00000000 0.00000000 B-6 1,112,855.00 ~~997~~995.~~26467509~~86615507 0.~~69389992~~70767530 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 2516.~~65855467~~11872640 ~~869~~837.~~78005760~~81499320 0.~~86978006~~83781499 2516.~~65855467~~11872640 1-A2 0.00000000 2516.~~65855467~~11872636 ~~869~~837.~~78005771~~81499327 0.~~86978006~~83781499 2516.~~65855467~~11872636 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 70.~~15811875~~94956375 ~~935~~927.~~70615125~~12793875 0.~~93570615~~92712794 70.~~15811875~~94956375 2-A2 0.00000000 70.~~15811901~~94956366 ~~935~~927.~~70615133~~12793853 0.~~93570615~~92712794 70.~~15811901~~94956366 2-A3 0.00000000 70.~~15811481~~94956768 ~~935~~927.~~70615167~~12793763 0.~~93570615~~92712794 70.~~15811481~~94956768 2-A4 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A1 0.00000000 011.~~44073735~~66330433 ~~943~~930.~~09050164~~02356885 0.~~94309050~~93002357 011.~~44073735~~66330433 4-A1 0.00000000 34.~~76919416~~14450310 ~~819~~759.~~55725988~~29007177 0.~~81955726~~75929007 34.~~76919416~~14450310 4-A2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 0.~~69390054~~70767410 ~~996~~995.~~57077064~~15848025 0.~~99657077~~99515848 0.~~69390054~~70767410 B-2 0.00000000 0.~~69389936~~70767468 ~~996~~995.~~57077084~~15848192 0.~~99657077~~99515848 0.~~69389936~~70767468 B-3 0.00000000 0.~~69389831~~70767334 ~~996~~995.~~57077042~~15848228 0.~~99657077~~99515848 0.~~69389831~~70767334 B-4 0.00000000 0.~~69389718~~70767571 ~~996~~995.~~57077117~~15848463 0.~~99657077~~99515848 0.~~69389718~~70767571 B-5 0.00000000 0.~~69390617~~70767571 ~~996~~995.~~57077117~~15847564 0.~~99657077~~99515848 0.~~69390617~~70767571 B-6 0.00000000 0.~~69389992~~70767530 ~~996~~995.~~57076618~~15847977 0.~~99657077~~99515848 0.~~69389992~~70767530 (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% 6764,~~157~~045,~~895~~028.9297 ~~213~~203,~~226~~342.3297 0.00 0.00 1-A2 75,521,900.00 4.14000% 6764,~~625~~490,~~225~~696.3398 ~~233~~222,~~307~~492.0390 0.00 0.00 1-A3 0.00 0.~~60835~~59980% ~~134~~128,~~783~~535,~~121~~725.2695 6864,~~329~~246.6165 0.00 0.00 AR 100.00 4.~~59319~~59247% 0.00 0.00 0.00 0.00 2-A1 8,000,000.00 4.33500% 7,~~542~~424,~~914~~620.1602 2726,~~248~~821.7844 0.00 0.00 2-A2 41,584,500.00 4.07000% 3938,~~208~~593,~~539~~638.2489 ~~132~~130,~~982~~896.3076 0.00 0.00 2-A3 705,500.00 4.07000% ~~665~~654,~~190~~758.7468 2,~~256~~220.1172 0.00 0.00 2-A4 0.00 0.~~68337~~68189% 4746,~~416~~673,~~644~~017.1559 2726,~~002~~521.4547 0.00 0.00 3-A1 85,400,000.00 5.~~13846~~13851% 80,~~577~~420,~~567~~058.8198 ~~345~~344,~~037~~365.0289 0.00 0.00 4-A1 72,037,000.00 3.50000% 6157,~~543~~156,~~114~~646.7748 ~~179~~166,~~500~~706.7589 0.00 0.00 4-A2 0.00 0.~~32027~~28201% 6157,~~543~~156,~~114~~646.7748 1613,~~425~~432.1745 0.00 0.00 B-1 5,575,900.00 4.~~59288~~58147% 5,~~560~~552,~~648~~850.0810 21,~~282~~200.8218 0.00 0.00 B-2 2,966,900.00 4.~~59288~~58147% 2,~~958~~954,~~784~~635.5530 11,~~324~~280.4548 0.00 0.00 B-3 1,298,000.00 4.~~59288~~58147% 1,~~294~~292,~~449~~634.5427 4,~~954~~935.3714 0.00 0.00 B-4 1,112,600.00 4.~~59288~~58147% 1,~~109~~108,~~556~~000.6768 4,~~246~~230.7223 0.00 0.00 B-5 556,300.00 4.~~59288~~58147% 554,~~778~~000.34 2,~~123~~115.3611 0.00 0.00 B-6 1,112,855.00 4.~~59288~~58147% 1,~~109~~108,~~810~~254.9863 4,~~247~~231.6920 0.00 0.00 Totals 370,871,555.00 1,~~293~~249,~~494~~040.9548 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 (0.0001) 0.00 ~~213~~203,~~226~~342.3297 0.00 6562,~~233~~836,~~504~~124.3249 1-A2 (0.0001) 0.00 ~~233~~222,~~307~~492.0391 0.00 6563,~~687~~273,~~442~~380.5414 1-A3 0.00 0.00 6864,~~329~~246.6165 0.00 ~~130~~126,~~920~~109,~~946~~504.8663 AR 0.00 0.00 0.00 0.00 0.00 2-A1 0.00 0.00 2726,~~248~~821.7844 0.00 7,~~485~~417,~~649~~023.2151 2-A2 0.0001 0.00 ~~132~~130,~~982~~896.2975 0.00 38,~~910~~554,~~872~~151.4576 2-A3 0.00 0.00 2,~~256~~220.1172 0.00 ~~660~~654,~~140~~088.6976 2-A4 0.00 0.00 2726,~~002~~521.4547 0.00 4746,~~056~~625,~~662~~264.3503 3-A1 0.0001 0.00 ~~345~~344,~~037~~365.0288 0.00 8079,~~539~~424,~~928~~012.8478 4-A1 (0.0001) 0.00 ~~179~~166,~~500~~706.7689 0.00 5954,~~038~~696,~~446~~978.3390 4-A2 0.00 0.00 1613,~~425~~432.1745 0.00 5954,~~038~~696,~~446~~978.3390 B-1 0.00 0.00 21,~~282~~200.8218 0.00 5,~~556~~548,~~778~~904.9617 B-2 0.00 0.00 11,~~324~~280.4548 0.00 2,~~956~~952,~~725~~535.8270 B-3 0.00 0.00 4,~~954~~935.3714 0.00 1,~~293~~291,~~548~~715.8671 B-4 0.00 0.00 4,~~246~~230.7223 0.00 1,~~108~~107,~~784~~213.6433 B-5 0.00 0.00 2,~~123~~115.3611 0.00 ~~554~~553,~~392~~606.3266 B-6 0.00 0.00 4,~~247~~231.6920 0.00 1,~~109~~107,~~038~~467.7609 Totals (0.0001) 0.00 1,~~293~~249,~~494~~040.9547 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% ~~895~~853.~~43861227~~93371960 2.~~84301760~~71123960 0.00000000 0.00000000 1-A2 75,521,900.00 4.14000% ~~895~~853.~~43861224~~93371962 32.~~08926325~~94607127 0.00000000 0.00000000 1-A3 0.00 0.~~60835~~59980% ~~895~~853.~~43861232~~93371961 0.~~45395129~~42682593 0.00000000 0.00000000 AR 100.00 4.~~59319~~59247% 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 8,000,000.00 4.33500% ~~942~~928.~~86427000~~07750250 3.~~40609750~~35268000 0.00000000 0.00000000 2-A2 41,584,500.00 4.07000% ~~942~~928.~~86427010~~07750219 3.~~19788142~~14772956 0.00000000 0.00000000 2-A3 705,500.00 4.07000% ~~942~~928.~~86426648~~07750532 3.~~19788802~~14772502 0.00000000 0.00000000 2-A4 0.00 0.~~68337~~68189% ~~942~~928.~~86427023~~07750229 0.~~53693478~~52737065 0.00000000 0.00000000 3-A1 85,400,000.00 5.~~13846~~13851% ~~943~~941.~~53123899~~68687330 4.~~04024614~~03238747 0.00000000 0.00000000 4-A1 72,037,000.00 3.50000% ~~854~~793.~~32645404~~43457501 2.~~49178547~~31418424 0.00000000 0.00000000 4-A2 0.00 0.~~32027~~28201% ~~854~~793.~~32645404~~43457501 0.~~22801019~~18646598 0.00000000 0.00000000 B-1 5,575,900.00 4.~~59288~~58147% ~~997~~995.~~26467117~~86615614 3.~~81693000~~80210908 0.00000000 0.00000000 B-2 2,966,900.00 4.~~59288~~58147% ~~997~~995.~~26467019~~86615659 3.~~81693013~~80210995 0.00000000 0.00000000 B-3 1,298,000.00 4.~~59288~~58147% ~~997~~995.~~26466872~~86615562 3.~~81692604~~80211094 0.00000000 0.00000000 B-4 1,112,600.00 4.~~59288~~58147% ~~997~~995.~~26466834~~86615136 3.~~81693331~~80211217 0.00000000 0.00000000 B-5 556,300.00 4.~~59288~~58147% ~~997~~995.~~26467733~~86615136 3.~~81693331~~80210318 0.00000000 0.00000000 B-6 1,112,855.00 4.~~59288~~58147% ~~997~~995.~~26467509~~86615507 3.~~81693033~~80211258 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~~00000013) 0.00000000 2.~~84301760~~71123960 0.00000000 ~~869~~837.~~78005760~~81499320 1-A2 (0.~~00000000~~00000013) 0.00000000 32.~~08926325~~94607140 0.00000000 ~~869~~837.~~78005771~~81499327 1-A3 0.00000000 0.00000000 0.~~45395129~~42682593 0.00000000 ~~869~~837.~~78005765~~81499323 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 0.00000000 0.00000000 3.~~40609750~~35268000 0.00000000 ~~935~~927.~~70615125~~12793875 2-A2 0.~~00000000~~00000024 0.00000000 3.~~19788118~~14772932 0.00000000 ~~935~~927.~~70615133~~12793853 2-A3 0.00000000 0.00000000 3.~~19788802~~14772502 0.00000000 ~~935~~927.~~70615167~~12793763 2-A4 0.00000000 0.00000000 0.~~53693478~~52737065 0.00000000 ~~935~~927.~~70615132~~12793856 3-A1 0.~~00000000~~00000012 0.00000000 4.~~04024614~~03238735 0.00000000 ~~943~~930.~~09050164~~02356885 4-A1 (0.~~00000000~~00000014) 0.00000000 2.~~49178561~~31418424 0.00000000 ~~819~~759.~~55725988~~29007177 4-A2 0.00000000 0.00000000 0.~~22801019~~18646598 0.00000000 ~~819~~759.~~55725988~~29007177 B-1 0.00000000 0.00000000 3.~~81693000~~80210908 0.00000000 ~~996~~995.~~57077064~~15848025 B-2 0.00000000 0.00000000 3.~~81693013~~80210995 0.00000000 ~~996~~995.~~57077084~~15848192 B-3 0.00000000 0.00000000 3.~~81692604~~80211094 0.00000000 ~~996~~995.~~57077042~~15848228 B-4 0.00000000 0.00000000 3.~~81693331~~80211217 0.00000000 ~~996~~995.~~57077117~~15848463 B-5 0.00000000 0.00000000 3.~~81693331~~80210318 0.00000000 ~~996~~995.~~57077117~~15847564 B-6 0.00000000 0.00000000 3.~~81693033~~80211258 0.00000000 ~~996~~995.~~57076618~~15847977 (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 87,~~139~~248,~~080~~725.5204 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 917,~~175~~893.9678 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 87,~~148~~266,~~256~~618.4882 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 8178,~~539~~957.1305 Payment of Interest and Principal 87,~~066~~187,~~717~~661.3577 Total Withdrawals (Pool Distribution Amount) 87,~~148~~266,~~256~~618.4882 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee 7876,~~731~~245.5773 LPMI 0.00 Master Servicing Fee 2,~~807~~711.5632 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 8178,~~539~~957.1305

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 68 0 0 0 68 13,~~626~~731,~~290~~226.2119 0.00 0.00 0.00 13,~~626~~731,~~290~~226.2119 60 Days 01 0 0 0 01 0368,116.00 0.00 0.00 0.00 0368,116.00 90 Days 01 0 0 0 01 0313,177.0050 0.00 0.00 0.00 0313,177.0050 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 610 0 0 0 610 14,~~626~~412,~~290~~519.2169 0.00 0.00 0.00 14,~~626~~412,~~290~~519.2169 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 01.~~858369~~179941% 0.000000% 0.000000% 0.000000% 01.~~858369~~179941% 01.~~492372~~167498% 0.000000% 0.000000% 0.000000% 01.~~492372~~167498% 60 Days 0.~~000000~~147493% 0.000000% 0.000000% 0.000000% 0.~~000000~~147493% 0.~~000000~~115183% 0.000000% 0.000000% 0.000000% 0.~~000000~~115183% 90 Days 0.~~000000~~147493% 0.000000% 0.000000% 0.000000% 0.~~000000~~147493% 0.~~000000~~097993% 0.000000% 0.000000% 0.000000% 0.~~000000~~097993% 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.~~858369~~474926% 0.000000% 0.000000% 0.000000% 01.~~858369~~474926% 01.~~492372~~380675% 0.000000% 0.000000% 0.000000% 01.~~492372~~380675%

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 41 0 0 0 4 1 340,~~093,996~~766.6970 0.00 0.00 0.00 1340,~~093,996~~766.6970 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 01 0 0 0 01 0313,177.0050 0.00 0.00 0.00 0313,177.0050 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 42 0 0 0 42 1653,~~093,996~~944.6920 0.00 0.00 0.00 1653,~~093,996~~944.6920 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 10.~~298701~~334448% 0.000000% 0.000000% 0.000000% 10.~~298701~~334448% 0.~~802653~~259166% 0.000000% 0.000000% 0.000000% 0.~~802653~~259166% 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~~334448% 0.000000% 0.000000% 0.000000% 0.~~000000~~334448% 0.~~000000~~238183% 0.000000% 0.000000% 0.000000% 0.~~000000~~238183% 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.~~298701~~668896% 0.000000% 0.000000% 0.000000% 10.~~298701~~668896% 0.~~802653~~497350% 0.000000% 0.000000% 0.000000% 0.~~802653~~497350% 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 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 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 12 0 0 0 12 ~~164~~1,~~177~~150,000.5200 0.00 0.00 0.00 ~~164~~1,~~177~~150,000.5200 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 12 0 0 0 12 ~~164~~1,~~177~~150,000.5200 0.00 0.00 0.00 ~~164~~1,~~177~~150,000.5200 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 01.~~613497~~250000% 0.000000% 0.000000% 0.000000% 01.~~613497~~250000% 01.~~196465~~394805% 0.000000% 0.000000% 0.000000% 01.~~196465~~394805% 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.~~613497~~250000% 0.000000% 0.000000% 0.000000% 01.~~613497~~250000% 01.~~196465~~394805% 0.000000% 0.000000% 0.000000% 01.~~196465~~394805% 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 15 0 0 0 15 ~~368~~2,~~116~~240,459.0049 0.00 0.00 0.00 ~~368~~2,~~116~~240,459.0049 60 Days 01 0 0 0 01 0368,116.00 0.00 0.00 0.00 0368,116.00 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 16 0 0 0 16 ~~368~~2,~~116~~608,575.0049 0.00 0.00 0.00 ~~368~~2,~~116~~608,575.0049 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 04.~~826446~~424779% 0.000000% 0.000000% 0.000000% 04.~~826446~~424779% 03.~~597676~~913632% 0.000000% 0.000000% 0.000000% 03.~~597676~~913632% 60 Days 0.~~000000~~884956% 0.000000% 0.000000% 0.000000% 0.~~000000~~884956% 0.~~000000~~643025% 0.000000% 0.000000% 0.000000% 0.~~000000~~643025% 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 05.~~826446~~309735% 0.000000% 0.000000% 0.000000% 05.~~826446~~309735% 04.~~597676~~556657% 0.000000% 0.000000% 0.000000% 04.~~597676~~556657%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 917,~~175~~893.9678

SUBORDINATION LEVEL/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 370,871,455.00 99.99997304% ~~330~~319,~~135~~417,~~253~~203.7400 99.99999999% 96.~~189662~~067387% 0.000000% Class 1-A-1 295,871,455.00 79.77733828% ~~264~~256,~~901~~581,~~749~~078.4251 80.~~24037009~~32788343% 19.~~759630~~672117% ~~518~~500.~~579438~~230158% Class 1-A-2 220,349,555.00 59.41398094% ~~199~~193,~~214~~307,~~306~~698.8837 60.~~34323951~~51887517% 19.~~897131~~809008% ~~522~~503.~~188059~~711093% Class 1-A-3 220,349,555.00 59.41398094% ~~199~~193,~~214~~307,~~306~~698.8837 60.~~34323951~~51887517% 0.000000% 0.000000% Class 2-A-1 212,349,555.00 57.25689990% ~~191~~185,~~728~~890,~~657~~674.6786 58.~~07579030~~19682631% 2.~~267449~~322049% 59.~~507822~~045953% Class 2-A-2 170,765,055.00 46.04425783% ~~152~~147,~~817~~336,~~785~~523.2210 46.~~28944758~~12667123% 1112.~~786343~~070155% ~~309~~306.~~325378~~924553% Class 2-A-3 170,059,555.00 45.85403025% ~~152~~146,~~157~~682,~~644~~434.5334 4645.~~08948690~~92189555% 0.~~199961~~204776% 5.~~247846~~207115% Class 2-A-4 170,059,555.00 45.85403025% ~~152~~146,~~157~~682,~~644~~434.5334 4645.~~08948690~~92189555% 0.000000% 0.000000% Class 3-A-1 84,659,555.00 22.82719013% 7167,~~617~~258,~~715~~421.6956 21.~~69344681~~05660588% 24.~~396040~~865290% ~~640~~632.~~259196~~284165% Class 4-A-1 12,622,555.00 3.40348426% 12,~~579~~561,~~269~~442.3666 3.~~81033810~~93261307% 17.~~883109~~123993% ~~469~~435.~~331283~~435486% Class 4-A-2 12,622,555.00 3.40348426% 12,~~579~~561,~~269~~442.3666 3.~~81033810~~93261307% 0.000000% 0.000000% Class B-1 7,046,655.00 1.90002574% 7,~~022~~012,~~490~~538.4049 2.~~12715556~~19541666% 1.~~683183~~737196% 44.174099% Class B-2 4,079,755.00 1.10004527% 4,~~065~~060,~~764~~002.5879 1.~~23154511~~27106579% 0.~~895610~~924351% 23.504750% Class B-3 2,781,755.00 0.75005887% 2,~~772~~768,~~215~~287.7208 0.~~83972120~~86666812% 0.~~391824~~404398% 10.283180% Class B-4 1,669,155.00 0.45006283% 1,~~663~~661,~~431~~073.0875 0.~~50386351~~52003265% 0.~~335858~~346635% 8.814380% Class B-5 1,112,855.00 0.30006480% 1,~~109~~107,~~038~~467.7609 0.~~33593467~~34671492% 0.~~167929~~173318% 4.407190% Class B-6 0.00 0.00000000% 0.00 0.00000000% 0.~~335935~~346715% 8.816400% 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.~~03029062~~03130702% Fraud 3,708,716.00 1.00000012% 3,708,716.00 1.~~12339290~~16108837% Special Hazard 3,770,000.00 1.01652444% 3,479,~~276~~098.5024 1.~~05389426~~08920190% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 4.~~897594~~898013% Weighted Average Net Coupon 4.~~617168~~616798% Weighted Average Pass-Through Rate 4.~~607168~~606798% Weighted Average Maturity(Stepdown Calculation ) ~~353~~351 Beginning Scheduled Collateral Loan Count ~~712~~691 Number Of Loans Paid In Full 13 Ending Scheduled Collateral Loan Count ~~699~~678 Beginning Scheduled Collateral Balance ~~336~~325,~~908~~355,~~476~~824.1733 Ending Scheduled Collateral Balance ~~330~~319,~~135~~417,~~253~~203.7603 Ending Actual Collateral Balance at 31-~~Aug~~Oct-2004 ~~330~~319,~~297~~591,~~088~~529.9542 Monthly P &I Constant 1,~~608~~556,~~182~~581.3595 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 87,~~009~~130,~~779~~736.1377 Ending Scheduled Balance for Premium Loans ~~330~~319,~~135~~417,~~253~~203.7603 Scheduled Principal ~~233~~228,~~148~~584.2946 Unscheduled Principal 65,~~540~~710,~~074~~036.1284

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.~~848382~~840033 5.~~158054~~156260 5.~~453288~~453417 Weighted Average Net Rate 4.~~593924~~585374 4.~~805522~~804044 5.~~148458~~148507 Weighted Average Maturity ~~352~~350 ~~352~~350 ~~352~~350 Beginning Loan Count ~~316~~304 ~~108~~106 163 Loans Paid In Full 85 1 0 3 Ending Loan Count ~~308~~299 ~~107~~106 ~~163~~160 Beginning Scheduled Balance ~~140~~133,~~058~~800,~~986~~209.7765 4948,~~185~~439,~~229~~891.3452 83,~~590~~431,~~702~~280.2584 Ending scheduled Balance ~~136~~131,~~191~~368,~~153~~248.3687 48,~~824~~391,~~396~~267.6830 8382,~~552~~434,~~109~~256.2682 Record Date 0810/31/2004 0810/31/2004 0810/31/2004 Principal And Interest Constant ~~716~~685,~~113~~536.3660 ~~235~~232,~~079~~010.4430 406,~~336~~247.6605 Scheduled Principal ~~150~~145,~~230~~872.4508 23,~~662~~869.73 2627,~~466~~092.5541 Unscheduled Principal 32,~~717~~286,~~602~~088.9670 ~~337~~24,~~169~~754.9349 12969,~~126~~931.4461 Scheduled Interest ~~565~~539,~~882~~664.9152 ~~211~~208,~~416~~140.7157 379,~~870~~154.1164 Servicing Fees 2928,~~699~~394.3452 14,~~449~~217.4778 21,~~234~~199.1117 Master Servicing Fees 1,~~167~~115.1601 ~~409~~403.8768 ~~696~~695.5926 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 ~~535~~510,~~016~~154.4199 ~~196~~193,~~557~~519.3711 357,~~939~~260.4121 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.~~583924~~575374 4.~~795522~~794043 5.~~138458~~138507

Group Level Collateral Statement Group GROUP4 Total Collateral Description 3/1 CMT ARM Mixed ARM Weighted Average Coupon Rate 4.~~080267~~042013 4.~~897594~~898013 Weighted Average Net Rate 3.~~830267~~792013 4.~~617168~~616798 Weighted Average Maturity ~~355~~ 353 351 Beginning Loan Count ~~125~~118 ~~712~~691 Loans Paid In Full 45 13 Ending Loan Count ~~121~~113 ~~699~~678 Beginning Scheduled Balance 6459,~~073~~684,~~557~~442.8132 ~~336~~325,~~908~~355,~~476~~824.1733 Ending scheduled Balance 6157,~~567~~223,~~594~~430.4604 ~~330~~319,~~135~~417,~~253~~203.7603 Record Date 0810/31/2004 0810/31/2004 Principal And Interest Constant ~~250~~232,~~652~~788.8900 1,~~608~~556,~~182~~581.3595 Scheduled Principal 3231,~~788~~750.5624 ~~233~~228,~~148~~584.2946 Unscheduled Principal 2,~~473~~429,~~174~~262.7904 65,~~540~~710,~~074~~036.1284 Scheduled Interest ~~217~~201,~~864~~037.3376 1,~~375~~327,~~034~~997.0649 Servicing Fees 1312,~~348~~434.6526 7876,~~731~~245.5773 Master Servicing Fees ~~533~~497.9437 2,~~807~~711.5632 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 ~~203~~188,~~981~~106.7413 1,~~293~~249,~~494~~040.9344 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.~~820267~~782013 4.~~607168~~606798

Miscellaneous Reporting Group GROUP1 Senior Percentage 96.~~233112~~065414% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.~~766888~~934586% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0 Group GROUP2 Senior Percentage 96.~~404235~~352440% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.~~595765~~647560% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0 Group GROUP3 Senior Percentage 96.~~395371~~390776% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.~~604629~~609224% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0

Miscellaneous Reporting Group GROUP4 Senior Percentage 9695.~~050722~~764732% Senior Prepayment Percentage 100.000000% Subordinate Percentage 34.~~949278~~235268% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0

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