8-K 1 jpa040a1_jul.txt JULY 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): July 26, 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) ITEM 5. Other Events On July 26, 2004 a distribution was made to holders of J.P. MORGAN MORTGAGE TRUST, Mortgage Pass-Through Certificates, Series 2004-A1 Trust. ITEM 7. Financial Statements and Exhibits (c) Exhibits furnished in accordance with Item 601(a) of Regulation S-K Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-A1 Trust, relating to the July 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-A1 Trust 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: 7/30/04 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 July 26, 2004 distribution. EX-99.1

J.P. Morgan ~~Mortgage~~Acceptance ~~Trust~~Corporation I Mortgage Pass-Through Certificates Record Date: 36/3130/04 Distribution Date: 47/26/04 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.~~86628~~83965% 8176,~~713~~919,~~261~~224.1622 ~~331~~310,~~366~~218.0263 ~~164~~693,~~618~~776.7613 A-R 466247BV4 SEN 4.~~87291~~84384% 0.00 0.00 0.00 2-A-1 466247BM4 SEN 4.~~55359~~53977% 4240,~~190~~328,~~424~~555.2683 ~~160~~152,~~098~~568.1050 ~~534~~500,~~055~~103.6431 2-A-2 466247BN2 SEN 4.~~55359~~53977% 1,~~439~~376,~~824~~285.8924 5,~~463~~206.6468 1817,~~225~~066.6293 3-A-1 466247BP7 SEN 5.~~09009~~08055% 1716,~~775~~630,~~646~~249.7766 7470,~~940~~409.4906 120,~~078,257~~750.1665 3-A-2 466247BQ5 SEN 5.~~09009~~08055% ~~606~~567,~~654~~563.1863 2,~~557~~402.6095 ~~36,799~~708.1819 4-A-1 466247BR3 SEN 4.50000% 8985,~~198~~474,~~419~~897.1880 ~~334~~320,~~494~~530.0787 99686,~~258~~676.5286 4-A-2 466247BS1 IO 4.50000% 0.00 1211,~~899~~472.2695 0.00 5-A-1 466247BT9 SEN 3.95000% ~~161~~134,~~416~~931,~~007~~912.5037 ~~531~~444,~~327~~150.6988 73,~~662~~801,~~076~~409.8948 5-A-2 466247BU6 IO 3.95000% 0.00 ~~106~~88,~~937~~742.6323 0.00 B-1 466247BW2 SUB 4.~~74924~~73657% 6,~~578~~564,~~746~~465.1171 2625,~~029~~910.3788 4,~~738~~795.5986 B-2 466247BX0 SUB 4.~~74924~~73657% 2,~~672~~666,~~614~~813.9857 10,~~574~~526.4329 1,~~925~~948.0532 B-3 466247BY8 SUB 4.~~74924~~73657% 1,~~439~~435,~~098~~975.8401 5,~~693~~668.9200 1,~~036~~049.5709 B-4 466247BZ5 SUB 4.~~74924~~73657% 1,~~233~~230,~~506~~828.1560 4,~~880~~858.4725 ~~888~~899.4822 B-5 466247CA9 SUB 4.~~74924~~73657% ~~616~~615,~~748~~409.0831 2,~~440~~429.2111 ~~444~~449.2460 B-6 466247CB7 SUB 4.~~74924~~73657% 1,~~028~~025,~~127~~895.3157 4,~~067~~049.8736 ~~740~~749.5550 Totals ~~407~~369,~~909~~768,~~079~~076.4152 1,~~613~~459,~~770~~144.7764 95,~~603~~730,~~065~~383.2514

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 8176,~~548~~225,~~642~~448.4009 ~~495~~1,~~984~~003,994.7876 0.00 A-R 0.00 0.00 0.00 0.00 2-A-1 0.00 4139,~~656~~828,~~368~~452.6252 ~~694~~652,~~153~~671.7481 0.00 2-A-2 0.00 1,~~421~~359,~~599~~218.2731 2322,~~689~~273.2661 0.00 3-A-1 0.00 16,~~697~~609,~~389~~499.6101 191,~~153,197~~159.6571 0.00 3-A-2 0.00 ~~569~~566,855.0044 393,~~356~~111.7814 0.00 4-A-1 0.00 8984,~~099~~788,~~160~~220.6694 ~~433~~1,~~752~~007,207.5973 0.00 4-A-2 0.00 0.00 1211,~~899~~472.2695 0.00 5-A-1 0.00 ~~153~~131,~~753~~130,~~930~~502.6188 84,~~193~~245,~~404~~560.5836 0.00 5-A-2 0.00 0.00 ~~106~~88,~~937~~742.6323 0.00 B-1 0.00 6,~~574~~559,~~007~~669.5286 30,~~767~~706.9674 0.00 B-2 0.00 2,~~670~~664,~~689~~865.9326 12,~~499~~474.4861 0.00 B-3 0.00 1,~~438~~434,~~062~~925.2791 6,~~730~~717.4909 0.00 B-4 0.00 1,~~232~~229,~~617~~929.6738 5,~~768~~757.9547 0.00 B-5 0.00 ~~616~~614,~~303~~959.8471 2,~~884~~878.4571 0.00 B-6 0.00 1,~~027~~025,~~386~~146.7707 4,~~808~~798.4286 0.00 Totals 0.00 ~~398~~364,~~306~~037,~~014~~693.1738 117,~~216~~189,~~836~~527.0278 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 8176,~~713~~919,~~261~~224.1622 ~~760~~769.6615 ~~163~~693,~~858~~006.1098 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 4240,~~190~~328,~~424~~555.2683 5352,~~452~~189.1588 ~~480~~447,~~603~~913.4943 0.00 0.00 2-A-2 1,441,800.00 1,~~439~~376,~~824~~285.8924 1,~~824~~781.1507 1615,~~401~~285.4786 0.00 0.00 3-A-1 17,797,500.00 1716,~~775~~630,~~646~~249.7766 2019,~~517~~722.4031 1,~~057,739~~028.7633 0.00 0.00 3-A-2 607,400.00 ~~606~~567,~~654~~563.1863 ~~700~~673.2309 ~~36,098~~35.9510 0.00 0.00 4-A-1 89,323,800.00 8985,~~198~~474,~~419~~897.1880 3,~~939~~989.3534 95682,~~319~~687.1752 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 ~~161~~134,~~416~~931,~~007~~912.5037 ~~202~~171,~~965~~722.8894 73,~~459~~629,~~111~~686.0154 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,~~578~~564,~~746~~465.1171 4,~~738~~795.5986 0.00 0.00 0.00 B-2 2,674,530.00 2,~~672~~666,~~614~~813.9857 1,~~925~~948.0532 0.00 0.00 0.00 B-3 1,440,130.00 1,~~439~~435,~~098~~975.8401 1,~~036~~049.5709 0.00 0.00 0.00 B-4 1,234,390.00 1,~~233~~230,~~506~~828.1560 ~~888~~899.4822 0.00 0.00 0.00 B-5 617,190.00 ~~616~~615,~~748~~409.0831 ~~444~~449.2460 0.00 0.00 0.00 B-6 1,028,864.00 1,~~028~~025,~~127~~895.3157 ~~740~~749.5550 0.00 0.00 0.00 Totals 411,466,264.00 ~~407~~369,~~909~~768,~~079~~076.4152 ~~293~~260,~~933~~739.3037 95,~~309~~469,~~131~~643.9576 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 ~~164~~693,~~618~~776.7613 8176,~~548~~225,~~642~~448.4009 0.~~98136450~~91730465 ~~164~~693,~~618~~776.7613 A-R 0.00 0.00 0.00000000 0.00 2-A-1 ~~534~~500,~~055~~103.6431 4139,~~656~~828,~~368~~452.6252 0.~~98598923~~94272320 ~~534~~500,~~055~~103.6431 2-A-2 1817,~~225~~066.6293 1,~~421~~359,~~599~~218.2731 0.~~98598923~~94272320 1817,~~225~~066.6293 3-A-1 120,~~078,257~~750.1665 16,~~697~~609,~~389~~499.6101 0.~~93818736~~93324900 120,~~078,257~~750.1665 3-A-2 ~~36,799~~708.1819 ~~569~~566,855.0044 0.~~93818736~~93324900 ~~36,799~~708.1819 4-A-1 99686,~~258~~676.5286 8984,~~099~~788,~~160~~220.6694 0.~~99748511~~94922317 99686,~~258~~676.5286 4-A-2 0.00 0.00 0.00000000 0.00 5-A-1 73,~~662~~801,~~076~~409.8948 ~~153~~131,~~753~~130,~~930~~502.6188 0.~~94113010~~80265176 73,~~662~~801,~~076~~409.8948 5-A-2 0.00 0.00 0.00000000 0.00 B-1 4,~~738~~795.5986 6,~~574~~559,~~007~~669.5286 0.~~99856421~~99638638 4,~~738~~795.5986 B-2 1,~~925~~948.0532 2,~~670~~664,~~689~~865.9326 0.~~99856421~~99638638 1,~~925~~948.0532 B-3 1,~~036~~049.5709 1,~~438~~434,~~062~~925.2791 0.~~99856421~~99638637 1,~~036~~049.5709 B-4 ~~888~~899.4822 1,~~232~~229,~~617~~929.6738 0.~~99856421~~99638638 ~~888~~899.4822 B-5 ~~444~~449.2460 ~~616~~614,~~303~~959.8471 0.~~99856420~~99638638 ~~444~~449.2460 B-6 ~~740~~749.5550 1,~~027~~025,~~386~~146.7707 0.~~99856421~~99638637 ~~740~~749.5550 Totals 95,~~603~~730,~~065~~383.2514 ~~398~~364,~~306~~037,~~014~~693.1738 0.~~96801621~~88473278 95,~~603~~730,~~065~~383.2514

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 ~~983~~925.~~34554185~~65362275 0.~~00915386~~00925603 18.~~97188473~~33971518 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 42,248,300.00 ~~998~~954.~~63010488~~56043983 1.~~26519055~~23531314 1110.~~37568825~~60192789 0.00000000 2-A-2 1,441,800.00 ~~998~~954.~~63010820~~56043834 1.~~26518935~~23531003 1110.~~37569011~~60192815 0.00000000 3-A-1 17,797,500.00 ~~998~~934.~~77211799~~41492682 1.~~15282483~~10815058 590.~~43192920~~05777946 0.00000000 3-A-2 607,400.00 ~~998~~934.~~77211064~~41493250 1.~~15283174~~10814949 590.~~43192295~~05778729 0.00000000 4-A-1 89,323,800.00 ~~998~~956.~~59633356~~91067554 0.~~04410191~~04466156 17.~~06711951~~64284009 0.00000000 4-A-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 5-A-1 163,371,600.00 ~~988~~825.~~02978914~~92024789 1.~~24235718~~05111868 4522.~~65732973~~21736544 0.00000000 5-A-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 6,583,460.00 ~~999~~997.~~28397985~~11484690 0.~~71977197~~72847105 0.00000000 0.00000000 B-2 2,674,530.00 ~~999~~997.~~28397887~~11484635 0.~~71977132~~72847192 0.00000000 0.00000000 B-3 1,440,130.00 ~~999~~997.~~28398131~~11485074 0.~~71977530~~72846896 0.00000000 0.00000000 B-4 1,234,390.00 ~~999~~997.~~28397832~~11485025 0.~~71977252~~72847317 0.00000000 0.00000000 B-5 617,190.00 ~~999~~997.~~28398062~~11484308 0.~~71977835~~72846287 0.00000000 0.00000000 B-6 1,028,864.00 ~~999~~997.~~28397728~~11484705 0.~~71977443~~72847335 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 18.~~98103859~~34897120 ~~981~~917.~~36450326~~30465154 0.~~98136450~~91730465 18.~~98103859~~34897120 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 1211.~~64087880~~83724103 ~~985~~942.~~98922608~~72319880 0.~~98598923~~94272320 1211.~~64087880~~83724103 2-A-2 0.00000000 1211.~~64087946~~83723817 ~~985~~942.~~98922874~~72320017 0.~~98598923~~94272320 1211.~~64087946~~83723817 3-A-1 0.00000000 601.~~58475404~~16593061 ~~938~~933.~~18736396~~24899621 0.~~93818736~~93324900 601.~~58475404~~16593061 3-A-2 0.00000000 601.~~58475469~~16593678 ~~938~~933.~~18735594~~24899572 0.~~93818736~~93324900 601.~~58475469~~16593678 4-A-1 0.00000000 17.~~11122142~~68750165 ~~997~~949.~~48511214~~22317389 0.~~99748511~~94922317 17.~~11122142~~68750165 4-A-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5-A-1 0.00000000 4623.~~89968691~~26848412 ~~941~~802.~~13010223~~65176371 0.~~94113010~~80265176 4623.~~89968691~~26848412 5-A-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 0.~~71977197~~72847105 ~~998~~996.~~56420788~~38637738 0.~~99856421~~99638638 0.~~71977197~~72847105 B-2 0.00000000 0.~~71977132~~72847192 ~~998~~996.~~56420754~~38637817 0.~~99856421~~99638638 0.~~71977132~~72847192 B-3 0.00000000 0.~~71977530~~72846896 ~~998~~996.~~56420601~~38637484 0.~~99856421~~99638637 0.~~71977530~~72846896 B-4 0.00000000 0.~~71977252~~72847317 ~~998~~996.~~56420580~~38637708 0.~~99856421~~99638638 0.~~71977252~~72847317 B-5 0.00000000 0.~~71977835~~72846287 ~~998~~996.~~56420227~~38638021 0.~~99856420~~99638638 0.~~71977835~~72846287 B-6 0.00000000 0.~~71977443~~72847335 ~~998~~996.~~56421257~~38637371 0.~~99856421~~99638637 0.~~71977443~~72847335 (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.~~86628~~83965% 8176,~~713~~919,~~261~~224.1622 ~~331~~310,~~366~~218.0263 0.00 0.00 A-R 100.00 4.~~87291~~84384% 0.00 0.00 0.00 0.00 2-A-1 42,248,300.00 4.~~55359~~53977% 4240,~~190~~328,~~424~~555.2683 ~~160~~152,~~098~~568.1050 0.00 0.00 2-A-2 1,441,800.00 4.~~55359~~53977% 1,~~439~~376,~~824~~285.8924 5,~~463~~206.6468 0.00 0.00 3-A-1 17,797,500.00 5.~~09009~~08055% 1716,~~775~~630,~~646~~249.7766 7570,~~399~~409.7706 0.00 0.00 3-A-2 607,400.00 5.~~09009~~08055% ~~606~~567,~~654~~563.1863 2,~~573~~402.2795 0.00 0.00 4-A-1 89,323,800.00 4.50000% 8985,~~198~~474,~~419~~897.1880 ~~334~~320,~~494~~530.0787 0.00 0.00 4-A-2 0.00 4.50000% 3,~~439~~059,~~803~~453.7640 1211,~~899~~472.2695 0.00 0.00 5-A-1 163,371,600.00 3.95000% ~~161~~134,~~416~~931,~~007~~912.5037 ~~531~~444,~~327~~150.6988 0.00 0.00 5-A-2 0.00 3.95000% 3226,~~487~~959,~~382~~664.1944 ~~106~~88,~~937~~742.6323 0.00 0.00 B-1 6,583,460.00 4.~~74924~~73657% 6,~~578~~564,~~746~~465.1171 2625,~~036~~910.7088 0.00 0.00 B-2 2,674,530.00 4.~~74924~~73657% 2,~~672~~666,~~614~~813.9857 10,~~577~~526.4129 0.00 0.00 B-3 1,440,130.00 4.~~74924~~73657% 1,~~439~~435,~~098~~975.8401 5,~~695~~668.5200 0.00 0.00 B-4 1,234,390.00 4.~~74924~~73657% 1,~~233~~230,~~506~~828.1560 4,~~881~~858.8525 0.00 0.00 B-5 617,190.00 4.~~74924~~73657% ~~616~~615,~~748~~409.0831 2,~~440~~429.9011 0.00 0.00 B-6 1,028,864.00 4.~~74924~~73657% 1,~~028~~025,~~127~~895.3157 4,~~069~~049.0236 0.00 0.00 Totals 411,466,264.00 1,~~614~~459,~~260~~144.8564 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 0.00 0.00 ~~331~~310,~~366~~218.0263 0.00 8176,~~548~~225,~~642~~448.4009 A-R 0.00 0.00 0.00 0.00 0.00 2-A-1 0.00 0.00 ~~160~~152,~~098~~568.1050 0.00 4139,~~656~~828,~~368~~452.6252 2-A-2 0.00 0.00 5,~~463~~206.6468 0.00 1,~~421~~359,~~599~~218.2731 3-A-1 ~~(459~~0.~~28)~~00 0.00 7470,~~940~~409.4906 0.00 16,~~697~~609,~~389~~499.6101 3-A-2 ~~(15~~0.~~67)~~00 0.00 2,~~557~~402.6095 0.00 ~~569~~566,855.0044 4-A-1 0.00 0.00 ~~334~~320,~~494~~530.0787 0.00 8984,~~099~~788,~~160~~220.6694 4-A-2 0.00 0.00 1211,~~899~~472.2695 0.00 32,~~436~~996,~~968~~258.2952 5-A-1 0.00 0.00 ~~531~~444,~~327~~150.6988 0.00 ~~153~~131,~~753~~130,~~930~~502.6188 5-A-2 0.00 0.00 ~~106~~88,~~937~~742.6323 0.00 3026,~~957~~116,~~814~~504.0607 B-1 (70.~~33)~~00 0.00 2625,~~029~~910.3788 0.00 6,~~574~~559,~~007~~669.5286 B-2 (20.~~98)~~00 0.00 10,~~574~~526.4329 0.00 2,~~670~~664,~~689~~865.9326 B-3 (10.~~60)~~00 0.00 5,~~693~~668.9200 0.00 1,~~438~~434,~~062~~925.2791 B-4 (10.~~37)~~00 0.00 4,~~880~~858.4725 0.00 1,~~232~~229,~~617~~929.6738 B-5 (0.~~69)~~00 0.00 2,~~440~~429.2111 0.00 ~~616~~614,~~303~~959.8471 B-6 (10.~~14)~~00 0.00 4,~~067~~049.8736 0.00 1,~~027~~025,~~386~~146.7707 Totals ~~(490~~0.~~06)~~00 0.00 1,~~613~~459,~~770~~144.7764 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.~~86628~~83965% ~~983~~925.~~34554185~~65362275 3.~~98769176~~73320196 0.00000000 0.00000000 A-R 100.00 4.~~87291~~84384% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 42,248,300.00 4.~~55359~~53977% ~~998~~954.~~63010488~~56043983 3.~~78945662~~61123406 0.00000000 0.00000000 2-A-2 1,441,800.00 4.~~55359~~53977% ~~998~~954.~~63010820~~56043834 3.~~78945762~~61123596 0.00000000 0.00000000 3-A-1 17,797,500.00 5.~~09009~~08055% ~~998~~934.~~77211799~~41492682 43.~~23653715~~95612080 0.00000000 0.00000000 3-A-2 607,400.00 5.~~09009~~08055% ~~998~~934.~~77211064~~41493250 43.~~23653276~~95612446 0.00000000 0.00000000 4-A-1 89,323,800.00 4.50000% ~~998~~956.~~59633356~~91067554 3.~~74473623~~58841507 0.00000000 0.00000000 4-A-2 0.00 4.50000% ~~995~~885.~~77517125~~66905145 3.~~73415571~~32125887 0.00000000 0.00000000 5-A-1 163,371,600.00 3.95000% ~~988~~825.~~02978914~~92024789 32.~~25226471~~71865416 0.00000000 0.00000000 5-A-2 0.00 3.95000% ~~984~~817.~~77549568~~21625821 32.~~24155258~~69000355 0.00000000 0.00000000 B-1 6,583,460.00 4.~~74924~~73657% ~~999~~997.~~28397985~~11484690 3.~~95486568~~93575415 0.00000000 0.00000000 B-2 2,674,530.00 4.~~74924~~73657% ~~999~~997.~~28397887~~11484635 3.~~95486684~~93575320 0.00000000 0.00000000 B-3 1,440,130.00 4.~~74924~~73657% ~~999~~997.~~28398131~~11485074 3.~~95486519~~93575580 0.00000000 0.00000000 B-4 1,234,390.00 4.~~74924~~73657% ~~999~~997.~~28397832~~11485025 3.~~95486840~~93574964 0.00000000 0.00000000 B-5 617,190.00 4.~~74924~~73657% ~~999~~997.~~28398062~~11484308 3.~~95485993~~93575722 0.00000000 0.00000000 B-6 1,028,864.00 4.~~74924~~73657% ~~999~~997.~~28397728~~11484705 3.~~95486673~~93575827 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 0.00000000 0.00000000 3.~~98769176~~73320196 0.00000000 ~~981~~917.~~36450326~~30465154 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 3.~~78945662~~61123406 0.00000000 ~~985~~942.~~98922608~~72319880 2-A-2 0.00000000 0.00000000 3.~~78945762~~61123596 0.00000000 ~~985~~942.~~98922874~~72320017 3-A-1 (0.~~02580587)~~00000000 0.00000000 43.~~21073128~~95612080 0.00000000 ~~938~~933.~~18736396~~24899621 3-A-2 (0.~~02579849)~~00000000 0.00000000 43.~~21073428~~95612446 0.00000000 ~~938~~933.~~18735594~~24899572 4-A-1 0.00000000 0.00000000 3.~~74473623~~58841507 0.00000000 ~~997~~949.~~48511214~~22317389 4-A-2 0.00000000 0.00000000 3.~~73415571~~32125887 0.00000000 ~~994~~867.~~95434226~~37501585 5-A-1 0.00000000 0.00000000 32.~~25226471~~71865416 0.00000000 ~~941~~802.~~13010223~~65176371 5-A-2 0.00000000 0.00000000 32.~~24155258~~69000355 0.00000000 ~~938~~791.~~41038062~~65791478 B-1 (0.~~00111340)~~00000000 0.00000000 3.~~95375228~~93575415 0.00000000 ~~998~~996.~~56420788~~38637738 B-2 (0.~~00111421)~~00000000 0.00000000 3.~~95375262~~93575320 0.00000000 ~~998~~996.~~56420754~~38637817 B-3 (0.~~00111101)~~00000000 0.00000000 3.~~95375417~~93575580 0.00000000 ~~998~~996.~~56420601~~38637484 B-4 (0.~~00110986)~~00000000 0.00000000 3.~~95375044~~93574964 0.00000000 ~~998~~996.~~56420580~~38637708 B-5 (0.~~00111797)~~00000000 0.00000000 3.~~95374196~~93575722 0.00000000 ~~998~~996.~~56420227~~38638021 B-6 (0.~~00110802)~~00000000 0.00000000 3.~~95374899~~93575827 0.00000000 ~~998~~996.~~56421257~~38637371 (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 117,~~317~~281,~~847~~986.0206 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 1211,~~140~~332.7920 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 117,~~329~~293,~~987~~318.8126 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee ~~113~~103,~~151~~790.7948 Payment of Interest and Principal 117,~~216~~189,~~836~~527.0278 Total Withdrawals (Pool Distribution Amount) 117,~~329~~293,~~987~~318.8126 Ending Balance 0.00

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall ~~(490~~0.~~07)~~00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall ~~(490~~0.~~07)~~00

SERVICING FEES Gross Servicing Fee ~~109~~100,~~558~~516.9916 LPMI ~~193~~192.5688 Master Servicing Fee 3,~~399~~081.2444 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~113~~103,~~151~~790.7948

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 65 0 0 0 65 2,~~343~~154,~~708~~979.1431 0.00 0.00 0.00 2,~~343~~154,~~708~~979.1431 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 65 0 0 0 65 2,~~343~~154,~~708~~979.1431 0.00 0.00 0.00 2,~~343~~154,~~708~~979.1431 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.~~715137~~648508% 0.000000% 0.000000% 0.000000% 0.~~715137~~648508% 0.~~588129~~591660% 0.000000% 0.000000% 0.000000% 0.~~588129~~591660% 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.~~715137~~648508% 0.000000% 0.000000% 0.000000% 0.~~715137~~648508% 0.~~588129~~591660% 0.000000% 0.000000% 0.000000% 0.~~588129~~591660%

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 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 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 10 0 0 0 10 ~~366,550~~0.7100 0.00 0.00 0.00 ~~366,550~~0.7100 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 ~~366,550~~0.7100 0.00 0.00 0.00 ~~366,550~~0.7100 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~952381~~000000% 0.000000% 0.000000% 0.000000% 0.~~952381~~000000% 0.~~821729~~000000% 0.000000% 0.000000% 0.000000% 0.~~821729~~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.~~952381~~000000% 0.000000% 0.000000% 0.000000% 0.~~952381~~000000% 0.~~821729~~000000% 0.000000% 0.000000% 0.000000% 0.~~821729~~000000% 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 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 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 5 0 0 0 5 12,~~977~~154,~~157~~979.4331 0.00 0.00 0.00 12,~~977~~154,~~157~~979.4331 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 5 0 0 0 5 12,~~977~~154,~~157~~979.4331 0.00 0.00 0.00 12,~~977~~154,~~157~~979.4331 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~461988~~706485% 0.000000% 0.000000% 0.000000% 1.~~461988~~706485% 1.~~239973~~575298% 0.000000% 0.000000% 0.000000% 1.~~239973~~575298% 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.~~461988~~706485% 0.000000% 0.000000% 0.000000% 1.~~461988~~706485% 1.~~239973~~575298% 0.000000% 0.000000% 0.000000% 1.~~239973~~575298%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 1211,~~140~~332.7920

SUBORDINATION LEVEL/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 411,466,164.00 99.99997570% ~~398~~364,~~306~~037,~~014~~693.1738 99.~~99999992~~99999991% 96.~~595816~~283490% 0.000000% Class 1-A-1 328,368,964.00 79.80458976% ~~316~~287,~~757~~812,~~371~~245.7729 79.~~52613324~~06111105% 20.~~473867~~938889% ~~601~~563.~~432506~~401970% Class 2-A-1 286,120,664.00 69.53684640% ~~275~~247,~~101~~983,~~003~~792.1577 6968.~~06775021~~12036145% 10.~~458383~~940750% ~~307~~294.~~221474~~382377% Class 2-A-2 284,678,864.00 69.18644101% ~~273~~246,~~679~~624,~~403~~574.8846 6867.~~71083889~~74698849% 0.~~356911~~373373% 10.~~484491~~046334% Class 3-A-1 266,881,364.00 64.86105602% ~~256~~230,~~982~~015,~~014~~075.2745 6463.~~51873809~~18441179% 4.~~192101~~562577% ~~123~~122.~~145556~~765096% Class 3-A-2 266,273,964.00 64.71343760% ~~256~~229,~~412~~448,~~159~~220.2701 6463.~~37566844~~02869840% 0.~~143070~~155713% 4.~~202759~~189775% Class 4-A-1 176,950,164.00 43.00478058% ~~167~~144,~~312~~659,~~998~~999.6107 4239.~~00614415~~73764299% 2223.~~369524~~291055% ~~657~~626.~~118621~~691635% Class 4-A-2 176,950,164.00 43.00478058% ~~167~~144,~~312~~659,~~998~~999.6107 4239.~~00614415~~73764299% 0.000000% 0.000000% Class B-1 6,995,104.00 1.70004314% 6,~~985~~969,~~060~~826.4833 1.~~75369194~~91458919% 1.~~650492~~801921% 48.484214% Class B-2 4,320,574.00 1.05004332% 4,~~314~~304,~~370~~961.5507 1.~~08317987~~18255915% 0.~~670512~~732030% 19.696707% Class B-3 2,880,444.00 0.70004378% 2,~~876~~870,~~308~~035.2816 0.~~72213529~~78838956% 0.~~361045~~394170% 10.605908% Class B-4 1,646,054.00 0.40004592% 1,~~643~~640,~~690~~105.6178 0.~~41267030~~45053186% 0.~~309465~~337858% 9.090726% Class B-5 1,028,864.00 0.25004820% 1,~~027~~025,~~386~~146.7707 0.~~25793906~~28160437% 0.~~154731~~168927% 4.545326% Class B-6 0.00 0.00000000% 0.00 0.00000000% 0.~~257939~~281604% 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.~~02510632~~02746968% Fraud 12,343,987.00 2.99999978% 12,343,987.00 3.~~09912142~~39085408% Special Hazard 4,114,663.00 1.00000009% 3,~~983~~640,~~060~~376.1494 1.00000000% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.~~081758~~072158% Weighted Average Net Coupon 4.~~759454~~745955% Weighted Average Pass-Through Rate 4.~~748884~~735329% Weighted Average Maturity(Stepdown Calculation ) ~~354~~351 Beginning Scheduled Collateral Loan Count ~~857~~782 Number Of Loans Paid In Full 1811 Ending Scheduled Collateral Loan Count ~~839~~771 Beginning Scheduled Collateral Balance ~~407~~369,~~909~~768,~~079~~076.7383 Ending Scheduled Collateral Balance ~~398~~364,~~306~~037,~~014~~693.4869 Ending Actual Collateral Balance at 3130-~~Mar~~Jun-2004 ~~398~~364,~~502~~226,~~467~~235.1072 Monthly P &I Constant 21,~~021~~823,~~345~~674.9443 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 117,~~153~~126,~~851~~194.2229 Ending Scheduled Balance for Premium Loans ~~398~~33,~~306~~132,~~014~~545.4820 Scheduled Principal ~~293~~260,~~933~~739.3038 Unscheduled Principal 95,~~309~~469,~~131~~643.9576

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.~~251275~~224653 4.~~943734~~930125 5.~~442370~~438411 Weighted Average Net Rate 4.~~876275~~849653 4.~~568734~~555126 5.~~100094~~090554 Weighted Average Maturity ~~354~~351 ~~353~~350 ~~354~~351 Beginning Loan Count ~~170~~163 ~~106~~101 4140 Loans Paid In Full 1 1 10 Ending Loan Count ~~169~~162 ~~105~~100 40 Beginning Scheduled Balance 8479,~~549~~754,~~042~~924.0643 4543,~~119~~188,~~380~~287.2897 1917,~~009~~823,~~674~~000.0729 Ending scheduled Balance 8479,~~384~~061,~~396~~119.9094 4442,~~565~~669,~~212~~197.4097 17,~~893~~800,~~893~~800.5903 Record Date 0306/3130/2004 0306/3130/2004 0306/3130/2004 Principal And Interest Constant ~~370~~348,~~778~~040.9768 ~~243~~233,~~044~~327.7610 ~~108~~101,~~156~~910.5183 Scheduled Principal ~~787~~797.0651 5755,~~162~~890.9271 21,~~941~~136.7783 Unscheduled Principal ~~163~~693,~~858~~006.1098 ~~497~~463,~~004~~199.9629 1,~~093,838~~063.7143 Scheduled Interest ~~369~~347,~~991~~243.9117 ~~185~~177,~~881~~436.8439 8680,~~214~~774.7400 Servicing Fees 2624,~~421~~923.5840 1413,~~099~~496.8132 5,~~422~~166.1455 Master Servicing Fees ~~704~~664.5763 ~~375~~359.9990 ~~158~~148.4254 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 ~~193~~192.5688 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 ~~342~~321,~~865~~655.7614 ~~171~~163,~~212~~387.4829 8075,~~634~~458.1891 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.~~866275~~839653 4.~~553586~~539766 5.~~090094~~080554

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.~~058536~~046071 54.~~004996~~999218 5.~~081758~~072158 Weighted Average Net Rate 4.~~683536~~671071 4.~~754997~~749218 4.~~759454~~745955 Weighted Average Maturity ~~354~~351 ~~354~~351 ~~354~~351 Beginning Loan Count ~~183~~177 ~~357~~301 ~~857~~782 Loans Paid In Full 01 158 1811 Ending Loan Count ~~183~~176 ~~342~~293 ~~839~~771 Beginning Scheduled Balance 9288,~~246~~522,~~620~~689.0894 ~~166~~140,~~984~~479,~~363~~174.2420 ~~407~~369,~~909~~768,~~079~~076.7383 Ending scheduled Balance 9287,~~147~~835,~~226~~870.9483 ~~159~~136,~~315~~670,~~284~~704.6592 ~~398~~364,~~306~~037,~~014~~693.4869 Record Date 0306/3130/2004 0306/3130/2004 0306/3130/2004 Principal And Interest Constant ~~392~~376,~~934~~374.6675 ~~906~~764,~~431~~021.0407 21,~~021~~823,~~345~~674.9443 Scheduled Principal 4,~~073~~131.9759 ~~209~~178,~~967~~782.5874 ~~293~~260,~~933~~739.3038 Unscheduled Principal 95682,~~319~~687.1752 73,~~459~~629,~~111~~686.0154 95,~~309~~469,~~131~~643.9576 Scheduled Interest ~~388~~372,~~860~~243.6916 ~~696~~585,~~463~~238.4633 1,~~727~~562,~~412~~935.6405 Servicing Fees 2827,~~827~~663.0637 3429,~~788~~266.4052 ~~109~~100,~~558~~516.9916 Master Servicing Fees ~~768~~737.7371 1,~~391~~170.5366 3,~~399~~081.2444 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 ~~193~~192.5688 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 ~~359~~343,~~264~~842.9008 ~~660~~554,~~283~~801.5315 1,~~614~~459,~~260~~144.8557 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.~~673536~~661071 4.~~744996~~739218 4.~~748884~~735329

Miscellaneous Reporting Group Group 1 Senior Percentage 96.~~645993~~444483% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.~~354007~~555517% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0 Group Group 2 Senior Percentage 96.~~699575~~565164% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.~~300425~~434836% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0 Group Group 3 Senior Percentage 96.~~699717~~492246% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.~~300283~~507754% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0

Miscellaneous Reporting Group Group 4 Senior Percentage 96.~~695596~~557050% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.~~304404~~442950% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0 Group Group 5 Senior Percentage 96.~~665343~~051186% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.~~334657~~948814% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0

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