8-K 1 jpa040a2_aug.txt AUGUST 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): August 25, 2004 J.P. MORGAN MORTGAGE TRUST Mortgage-Backed Callable 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 August 25, 2004 a distribution was made to holders of J.P. MORGAN MORTGAGE TRUST, Mortgage-Backed Callable 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-Backed Callable Certificates, Series 2004-A2 Trust, relating to the August 25, 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-Backed Callable 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: 9/1/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed Callable Certificates, Series 2004-A2 Trust, relating to the August 25, 2004 distribution. EX-99.1

J.P. Morgan Acceptance Corporation I Mortgage Pass-Through Certificates Record Date: 67/3031/042004 Distribution Date: 78/2625/042004 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 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% 7068,~~626~~561,~~242~~751.1427 ~~224~~217,~~238~~683.3256 21,~~064~~403,~~490~~855.8635 1-A2 466247CD3 SEN 4.14000% 7169,~~117~~038,~~706~~849.6165 ~~245~~238,~~356~~184.0903 21,~~078~~413,~~856~~624.9731 1-A3 466247CE1 IO 0.~~61547~~61199% 0.00 7270,~~699~~174.5985 0.00 AR 466247CN1 SEN 4.~~59407~~59380% 0.00 0.00 0.00 2-A1 466247CF8 SEN 4.33500% 7,~~766~~548,~~812~~243.2694 2827,~~057~~268.6103 ~~218~~5,~~568~~329.3278 2-A2 466247CG6 SEN 4.07000% 4039,~~372~~236,~~375~~243.5776 ~~136~~133,~~929~~076.6426 127,~~136,131~~704.8151 2-A3 466247CH4 SEN 4.07000% ~~684~~665,~~935~~660.76 2,~~323~~257.0770 ~~19,274~~470.9902 2-A4 466247CJ0 IO 0.~~69019~~68333% 0.00 2827,~~081~~020.6801 0.00 3-A1 466247CK7 SEN 5.~~13332~~13346% 81,~~418~~024,~~576~~585.3589 ~~348~~346,~~289~~613.6774 ~~393~~447,~~990~~018.4608 4-A1 466247CL5 SEN 3.50000% 6362,~~729~~815,~~682~~723.1901 ~~185~~183,~~878~~212.2453 ~~913~~1,~~959~~272,608.1924 4-A2 466247CM3 IO 0.~~34220~~33802% 0.00 1817,~~173~~694.3433 0.00 B-1 466247CP6 SUB 4.~~59994~~59674% 5,~~568~~564,~~311~~509.1556 21,~~344~~315.9151 3,~~801~~861.5948 B-2 466247CQ4 SUB 4.~~59994~~59674% 2,~~962~~960,~~862~~839.0222 11,~~357~~341.4984 2,~~022~~054.8067 B-3 466247CR2 SUB 4.~~59994~~59674% 1,~~296~~295,~~233~~348.4145 4,~~968~~961.8398 ~~884~~898.9690 B-4 466247CS0 SUB 4.~~59994~~59674% 1,~~111~~110,~~085~~327.7418 4,~~259~~253.1124 ~~758~~770.5651 B-5 466247CT8 SUB 4.~~59994~~59674% 555,~~542~~163.8759 2,~~129~~126.5562 ~~379~~385.2825 B-6 466247CU5 SUB 4.~~59994~~59674% 1,~~111~~110,~~340~~581.3966 4,~~260~~254.0821 ~~758~~770.7369 Totals ~~348~~341,~~321~~487,~~706~~827.4694 1,~~338~~311,~~347~~438.2244 64,~~833~~579,~~878~~351.5279

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 6867,~~561~~157,~~751~~895.2792 21,~~288~~621,~~729~~538.1891 0.00 1-A2 0.00 6967,~~038~~625,~~849~~225.6533 21,~~324~~651,~~213~~808.0634 0.00 1-A3 0.00 0.00 7270,~~699~~174.5985 0.00 AR 0.00 0.00 0.00 0.00 2-A1 0.00 7,~~548~~542,~~243~~914.9416 ~~246~~32,~~625~~597.9381 0.00 2-A2 0.00 39,~~236~~208,~~243~~539.7624 1160,~~273,061~~780.4577 0.00 2-A3 0.00 665,~~660~~190.7674 212,~~598~~727.0672 0.00 2-A4 0.00 0.00 2827,~~081~~020.6801 0.00 3-A1 0.00 8180,~~024~~577,~~585~~567.8981 ~~742~~793,~~280~~631.1382 0.00 4-A1 0.00 6261,~~815~~543,~~723~~114.0177 1,~~099~~455,~~837~~820.4377 0.00 4-A2 0.00 0.00 1817,~~173~~694.3433 0.00 B-1 0.00 5,~~564~~560,~~509~~648.5608 25,~~146~~176.5099 0.00 B-2 0.00 2,~~960~~958,~~839~~784.2255 13,~~380~~396.2951 0.00 B-3 0.00 1,~~295~~294,~~348~~449.4554 5,~~853~~860.7988 0.00 B-4 0.00 1,~~110~~109,~~327~~556.1867 5,~~017~~023.6775 0.00 B-5 0.00 ~~555~~554,~~163~~778.5934 2,~~508~~511.8387 0.00 B-6 0.00 1,~~110~~109,~~581~~810.6698 5,~~018~~024.8190 0.00 Totals 0.00 ~~341~~336,~~487~~908,~~827~~476.9413 85,~~172~~890,~~225~~790.7423 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 7068,~~626~~561,~~242~~751.1427 7472,~~239~~775.0065 1,~~990~~331,~~251~~079.8670 0.00 0.00 1-A2 75,521,900.00 7169,~~117~~038,~~706~~849.6165 7473,~~755~~282.6107 21,~~004~~340,~~101~~342.3624 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,~~766~~548,~~812~~243.2694 3,~~599~~612.5150 ~~214~~1,~~968~~717.8127 0.00 0.00 2-A2 41,584,500.00 4039,~~372~~236,~~375~~243.5776 18,~~710~~778.5002 18,~~117,421~~926.3149 0.00 0.00 2-A3 705,500.00 ~~684~~665,~~935~~660.76 ~~317~~318.4358 ~~18,957~~151.5644 0.00 0.00 2-A4 0.00 0.00 0.00 0.00 0.00 0.00 3-A1 85,400,000.00 81,~~418~~024,~~576~~585.3589 2425,~~428~~921.2885 ~~369~~421,~~562~~096.1823 0.00 0.00 4-A1 72,037,000.00 6362,~~729~~815,~~682~~723.1901 3332,~~296~~857.1228 ~~880~~1,~~663~~239,750.0796 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,~~568~~564,~~311~~509.1556 3,~~801~~861.5948 0.00 0.00 0.00 B-2 2,966,900.00 2,~~962~~960,~~862~~839.0222 2,~~022~~054.8067 0.00 0.00 0.00 B-3 1,298,000.00 1,~~296~~295,~~233~~348.4145 ~~884~~898.9690 0.00 0.00 0.00 B-4 1,112,600.00 1,~~111~~110,~~085~~327.7418 ~~758~~770.5651 0.00 0.00 0.00 B-5 556,300.00 555,~~542~~163.8759 ~~379~~385.2825 0.00 0.00 0.00 B-6 1,112,855.00 1,~~111~~110,~~340~~581.3966 ~~758~~770.7369 0.00 0.00 0.00 Totals 370,871,555.00 ~~348~~341,~~321~~487,~~706~~827.4694 ~~237~~236,~~952~~287.3745 64,~~595~~343,~~926~~064.1533 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 21,~~064~~403,~~490~~855.8635 6867,~~561~~157,~~751~~895.2792 0.~~91415668~~89543861 21,~~064~~403,~~490~~855.8635 1-A2 21,~~078~~413,~~856~~624.9731 6967,~~038~~625,~~849~~225.6533 0.~~91415668~~89543861 21,~~078~~413,~~856~~624.9731 1-A3 0.00 0.00 0.00000000 0.00 AR 0.00 0.00 0.00000000 0.00 2-A1 ~~218~~5,~~568~~329.3278 7,~~548~~542,~~243~~914.9416 0.~~94353049~~94286427 ~~218~~5,~~568~~329.3278 2-A2 127,~~136,131~~704.8151 39,~~236~~208,~~243~~539.7624 0.~~94353049~~94286427 127,~~136,131~~704.8151 2-A3 ~~19,274~~470.9902 665,~~660~~190.7674 0.~~94353049~~94286427 ~~19,274~~470.9902 2-A4 0.00 0.00 0.00000000 0.00 3-A1 ~~393~~447,~~990~~018.4608 8180,~~024~~577,~~585~~567.8981 0.~~94876564~~94353124 ~~393~~447,~~990~~018.4608 4-A1 ~~913~~1,~~959~~272,608.1924 6261,~~815~~543,~~723~~114.0177 0.~~87199249~~85432645 ~~913~~1,~~959~~272,608.1924 4-A2 0.00 0.00 0.00000000 0.00 B-1 3,~~801~~861.5948 5,~~564~~560,~~509~~648.5608 0.~~99795720~~99726467 3,~~801~~861.5948 B-2 2,~~022~~054.8067 2,~~960~~958,~~839~~784.2255 0.~~99795720~~99726467 2,~~022~~054.8067 B-3 ~~884~~898.9690 1,~~295~~294,~~348~~449.4554 0.~~99795720~~99726467 ~~884~~898.9690 B-4 ~~758~~770.5651 1,~~110~~109,~~327~~556.1867 0.~~99795720~~99726467 ~~758~~770.5651 B-5 ~~379~~385.2825 ~~555~~554,~~163~~778.5934 0.~~99795720~~99726468 ~~379~~385.2825 B-6 ~~758~~770.7369 1,~~110~~109,~~581~~810.6698 0.~~99795720~~99726468 ~~758~~770.7369 Totals 64,~~833~~579,~~878~~351.5279 ~~341~~336,~~487~~908,~~827~~476.9413 0.~~92077115~~90842361 64,~~833~~579,~~878~~351.5279

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 ~~941~~914.~~68322853~~15668360 0.~~98985333~~97034200 2617.~~53669147~~74772933 0.00000000 1-A2 75,521,900.00 ~~941~~914.~~68322844~~15668369 0.~~98985341~~97034198 2617.~~53669148~~74772933 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 ~~970~~943.~~85153250~~53049250 0.~~44993875~~45156250 260.~~87110125~~21465875 0.00000000 2-A2 41,584,500.00 ~~970~~943.~~85153290~~53049237 0.~~44993928~~45156296 260.~~87110125~~21465907 0.00000000 2-A3 705,500.00 ~~970~~943.~~85153792~~53048901 0.~~44993622~~45156627 260.~~87109851~~21465627 0.00000000 2-A4 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A1 85,400,000.00 ~~953~~948.~~37911417~~76564274 0.~~28604543~~30353454 4.~~32742600~~93086920 0.00000000 4-A1 72,037,000.00 ~~884~~871.~~67984772~~99249011 0.~~46220859~~45611672 1217.~~22514916~~20991935 0.00000000 4-A2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 5,575,900.00 ~~998~~997.~~63899101~~95720153 0.~~68178949~~69253035 0.00000000 0.00000000 B-2 2,966,900.00 ~~998~~997.~~63899019~~95720112 0.~~68178907~~69253092 0.00000000 0.00000000 B-3 1,298,000.00 ~~998~~997.~~63899076~~95720339 0.~~68178737~~69252696 0.00000000 0.00000000 B-4 1,112,600.00 ~~998~~997.~~63898975~~95719935 0.~~68179040~~69253101 0.00000000 0.00000000 B-5 556,300.00 ~~998~~997.~~63898975~~95719935 0.~~68179040~~69252202 0.00000000 0.00000000 B-6 1,112,855.00 ~~998~~997.~~63898711~~95720017 0.~~68178694~~69253407 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 2718.~~52654480~~71807133 ~~914~~895.~~15668360~~43861227 0.~~91415668~~89543861 2718.~~52654480~~71807133 1-A2 0.00000000 2718.~~52654488~~71807131 ~~914~~895.~~15668369~~43861224 0.~~91415668~~89543861 2718.~~52654488~~71807131 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 270.~~32104000~~66622250 ~~943~~942.~~53049250~~86427000 0.~~94353049~~94286427 270.~~32104000~~66622250 2-A2 0.00000000 270.~~32104053~~66622203 ~~943~~942.~~53049237~~86427010 0.~~94353049~~94286427 270.~~32104053~~66622203 2-A3 0.00000000 270.~~32103473~~66622254 ~~943~~942.~~53048901~~86426648 0.~~94353049~~94286427 270.~~32103473~~66622254 2-A4 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A1 0.00000000 45.~~61347143~~23440375 ~~948~~943.~~76564274~~53123899 0.~~94876564~~94353124 45.~~61347143~~23440375 4-A1 0.00000000 1217.~~68735775~~66603606 ~~871~~854.~~99249011~~32645404 0.~~87199249~~85432645 1217.~~68735775~~66603606 4-A2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 0.~~68178949~~69253035 997.~~95720153~~26467117 0.~~99795720~~99726467 0.~~68178949~~69253035 B-2 0.00000000 0.~~68178907~~69253092 997.~~95720112~~26467019 0.~~99795720~~99726467 0.~~68178907~~69253092 B-3 0.00000000 0.~~68178737~~69252696 997.~~95720339~~26466872 0.~~99795720~~99726467 0.~~68178737~~69252696 B-4 0.00000000 0.~~68179040~~69253101 997.~~95719935~~26466834 0.~~99795720~~99726467 0.~~68179040~~69253101 B-5 0.00000000 0.~~68179040~~69252202 997.~~95719935~~26467733 0.~~99795720~~99726468 0.~~68179040~~69252202 B-6 0.00000000 0.~~68178694~~69253407 997.~~95720017~~26467509 0.~~99795720~~99726468 0.~~68178694~~69253407 (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% 7068,~~626~~561,~~242~~751.1427 ~~224~~217,~~238~~683.3256 0.00 0.00 1-A2 75,521,900.00 4.14000% 7169,~~117~~038,~~706~~849.6165 ~~245~~238,~~356~~184.0903 0.00 0.00 1-A3 0.00 0.~~61547~~61199% ~~141~~137,~~743~~600,~~948~~600.7592 7270,~~699~~174.5985 0.00 0.00 AR 100.00 4.~~59407~~59380% 0.00 0.00 0.00 0.00 2-A1 8,000,000.00 4.33500% 7,~~766~~548,~~812~~243.2694 2827,~~057~~268.6103 0.00 0.00 2-A2 41,584,500.00 4.07000% 4039,~~372~~236,~~375~~243.5776 ~~136~~133,~~929~~076.6426 0.00 0.00 2-A3 705,500.00 4.07000% ~~684~~665,~~935~~660.76 2,~~323~~257.0770 0.00 0.00 2-A4 0.00 0.~~69019~~68333% 4847,~~824~~450,~~123~~148.5946 2827,~~081~~020.6801 0.00 0.00 3-A1 85,400,000.00 5.~~13332~~13346% 81,~~418~~024,~~576~~585.3589 ~~348~~346,~~289~~613.6774 0.00 0.00 4-A1 72,037,000.00 3.50000% 6362,~~729~~815,~~682~~723.1901 ~~185~~183,~~878~~212.2453 0.00 0.00 4-A2 0.00 0.~~34220~~33802% 6362,~~729~~815,~~682~~723.1901 1817,~~173~~694.3433 0.00 0.00 B-1 5,575,900.00 4.~~59994~~59674% 5,~~568~~564,~~311~~509.1556 21,~~344~~315.9151 0.00 0.00 B-2 2,966,900.00 4.~~59994~~59674% 2,~~962~~960,~~862~~839.0222 11,~~357~~341.4984 0.00 0.00 B-3 1,298,000.00 4.~~59994~~59674% 1,~~296~~295,~~233~~348.4145 4,~~968~~961.8398 0.00 0.00 B-4 1,112,600.00 4.~~59994~~59674% 1,~~111~~110,~~085~~327.7418 4,~~259~~253.1124 0.00 0.00 B-5 556,300.00 4.~~59994~~59674% 555,~~542~~163.8759 2,~~129~~126.5562 0.00 0.00 B-6 1,112,855.00 4.~~59994~~59674% 1,~~111~~110,~~340~~581.3966 4,~~260~~254.0821 0.00 0.00 Totals 370,871,555.00 1,~~338~~311,~~347~~438.2244 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 ~~224~~217,~~238~~683.3256 0.00 6867,~~561~~157,~~751~~895.2792 1-A2 0.00 0.00 ~~245~~238,~~356~~184.0903 0.00 6967,~~038~~625,~~849~~225.6533 1-A3 0.00 0.00 7270,~~699~~174.5985 0.00 ~~137~~134,~~600~~783,~~600~~121.9226 AR 0.00 0.00 0.00 0.00 0.00 2-A1 0.00 0.00 2827,~~057~~268.6103 0.00 7,~~548~~542,~~243~~914.9416 2-A2 0.00 0.00 ~~136~~133,~~929~~076.6426 0.00 39,~~236~~208,~~243~~539.7624 2-A3 0.00 0.00 2,~~323~~257.0770 0.00 665,~~660~~190.7674 2-A4 0.00 0.00 2827,~~081~~020.6801 0.00 47,~~450~~416,~~148~~644.4615 3-A1 0.00 0.00 ~~348~~346,~~289~~613.6774 0.00 8180,~~024~~577,~~585~~567.8981 4-A1 0.00 0.00 ~~185~~183,~~878~~212.2453 0.00 6261,~~815~~543,~~723~~114.0177 4-A2 0.00 0.00 1817,~~173~~694.3433 0.00 6261,~~815~~543,~~723~~114.0177 B-1 0.00 0.00 21,~~344~~315.9151 0.00 5,~~564~~560,~~509~~648.5608 B-2 0.00 0.00 11,~~357~~341.4984 0.00 2,~~960~~958,~~839~~784.2255 B-3 0.00 0.00 4,~~968~~961.8398 0.00 1,~~295~~294,~~348~~449.4554 B-4 0.00 0.00 4,~~259~~253.1124 0.00 1,~~110~~109,~~327~~556.1867 B-5 0.00 0.00 2,~~129~~126.5562 0.00 ~~555~~554,~~163~~778.5934 B-6 0.00 0.00 4,~~260~~254.0821 0.00 1,~~110~~109,~~581~~810.6698 Totals 0.00 0.00 1,~~338~~311,~~347~~438.2244 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% ~~941~~914.~~68322853~~15668360 2.~~98984427~~90244747 0.00000000 0.00000000 1-A2 75,521,900.00 4.14000% ~~941~~914.~~68322844~~15668369 3.~~24880717~~15384054 0.00000000 0.00000000 1-A3 0.00 0.~~61547~~61199% ~~941~~914.~~68322849~~15668365 0.~~48298347~~46621023 0.00000000 0.00000000 AR 100.00 4.~~59407~~59380% 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 8,000,000.00 4.33500% ~~970~~943.~~85153250~~53049250 3.~~50720125~~40850375 0.00000000 0.00000000 2-A2 41,584,500.00 4.07000% ~~970~~943.~~85153290~~53049237 3.~~29280477~~20014092 0.00000000 0.00000000 2-A3 705,500.00 4.07000% ~~970~~943.~~85153792~~53048901 3.~~29279943~~20014174 0.00000000 0.00000000 2-A4 0.00 0.~~69019~~68333% ~~970~~943.~~85153291~~53049234 0.~~55839491~~53728395 0.00000000 0.00000000 3-A1 85,400,000.00 5.~~13332~~13346% ~~953~~948.~~37911417~~76564274 4.~~07833337~~05870890 0.00000000 0.00000000 4-A1 72,037,000.00 3.50000% ~~884~~871.~~67984772~~99249011 2.~~58031623~~54331149 0.00000000 0.00000000 4-A2 0.00 0.~~34220~~33802% ~~884~~871.~~67984772~~99249011 0.~~25227786~~24562836 0.00000000 0.00000000 B-1 5,575,900.00 4.~~59994~~59674% ~~998~~997.~~63899101~~95720153 3.~~82806542~~82279273 0.00000000 0.00000000 B-2 2,966,900.00 4.~~59994~~59674% ~~998~~997.~~63899019~~95720112 3.~~82806633~~82279147 0.00000000 0.00000000 B-3 1,298,000.00 4.~~59994~~59674% ~~998~~997.~~63899076~~95720339 3.~~82806626~~82278891 0.00000000 0.00000000 B-4 1,112,600.00 4.~~59994~~59674% ~~998~~997.~~63898975~~95719935 3.~~82806939~~82279346 0.00000000 0.00000000 B-5 556,300.00 4.~~59994~~59674% ~~998~~997.~~63898975~~95719935 3.~~82806040~~82279346 0.00000000 0.00000000 B-6 1,112,855.00 4.~~59994~~59674% ~~998~~997.~~63898711~~95720017 3.~~82806385~~82278913 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.~~98984427~~90244747 0.00000000 ~~914~~895.~~15668360~~43861227 1-A2 0.00000000 0.00000000 3.~~24880717~~15384054 0.00000000 ~~914~~895.~~15668369~~43861224 1-A3 0.00000000 0.00000000 0.~~48298347~~46621023 0.00000000 ~~914~~895.~~15668365~~43861232 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 0.00000000 0.00000000 3.~~50720125~~40850375 0.00000000 ~~943~~942.~~53049250~~86427000 2-A2 0.00000000 0.00000000 3.~~29280477~~20014092 0.00000000 ~~943~~942.~~53049237~~86427010 2-A3 0.00000000 0.00000000 3.~~29279943~~20014174 0.00000000 ~~943~~942.~~53048901~~86426648 2-A4 0.00000000 0.00000000 0.~~55839491~~53728395 0.00000000 ~~943~~942.~~53049234~~86427023 3-A1 0.00000000 0.00000000 4.~~07833337~~05870890 0.00000000 ~~948~~943.~~76564274~~53123899 4-A1 0.00000000 0.00000000 2.~~58031623~~54331149 0.00000000 ~~871~~854.~~99249011~~32645404 4-A2 0.00000000 0.00000000 0.~~25227786~~24562836 0.00000000 ~~871~~854.~~99249011~~32645404 B-1 0.00000000 0.00000000 3.~~82806542~~82279273 0.00000000 997.~~95720153~~26467117 B-2 0.00000000 0.00000000 3.~~82806633~~82279147 0.00000000 997.~~95720112~~26467019 B-3 0.00000000 0.00000000 3.~~82806626~~82278891 0.00000000 997.~~95720339~~26466872 B-4 0.00000000 0.00000000 3.~~82806939~~82279346 0.00000000 997.~~95719935~~26466834 B-5 0.00000000 0.00000000 3.~~82806040~~82279346 0.00000000 997.~~95719935~~26467733 B-6 0.00000000 0.00000000 3.~~82806385~~82278913 0.00000000 997.~~95720017~~26467509 (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 85,~~246~~956,~~901~~987.7386 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 916,~~530~~380.0960 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 85,~~256~~973,~~431~~368.8246 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 8482,~~206~~578.0823 Payment of Interest and Principal 85,~~172~~890,~~225~~790.7423 Total Withdrawals (Pool Distribution Amount) 85,~~256~~973,~~431~~368.8246 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee 8179,~~303~~732.4149 LPMI 0.00 Master Servicing Fee 2,~~902~~845.6774 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 8482,~~206~~578.0823

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 47 0 0 0 47 2,~~188~~782,~~821~~521.2995 0.00 0.00 0.00 2,~~188~~782,~~821~~521.2995 60 Days 01 0 0 0 01 0230,800.00 0.00 0.00 0.00 0230,800.00 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 48 0 0 0 48 23,~~188~~013,~~821~~321.2995 0.00 0.00 0.00 23,~~188~~013,~~821~~321.2995 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.~~554017~~983146% 0.000000% 0.000000% 0.000000% 0.~~554017~~983146% 0.~~640658~~825504% 0.000000% 0.000000% 0.000000% 0.~~640658~~825504% 60 Days 0.~~000000~~140449% 0.000000% 0.000000% 0.000000% 0.~~000000~~140449% 0.~~000000~~068473% 0.000000% 0.000000% 0.000000% 0.~~000000~~068473% 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.~~554017~~123596% 0.000000% 0.000000% 0.000000% 01.~~554017~~123596% 0.~~640658~~893977% 0.000000% 0.000000% 0.000000% 0.~~640658~~893977%

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 34 0 0 0 34 1,~~251~~802,~~821~~957.2937 0.00 0.00 0.00 1,~~251~~802,~~821~~957.2937 60 Days 01 0 0 0 01 0230,800.00 0.00 0.00 0.00 0230,800.00 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 35 0 0 0 35 12,~~251~~033,~~821~~757.2937 0.00 0.00 0.00 12,~~251~~033,~~821~~757.2937 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 01.~~931677~~265823% 0.000000% 0.000000% 0.000000% 01.~~931677~~265823% 01.~~875447~~286316% 0.000000% 0.000000% 0.000000% 01.~~875447~~286316% 60 Days 0.~~000000~~316456% 0.000000% 0.000000% 0.000000% 0.~~000000~~316456% 0.~~000000~~164664% 0.000000% 0.000000% 0.000000% 0.~~000000~~164664% 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.~~931677~~582278% 0.000000% 0.000000% 0.000000% 01.~~931677~~582278% 01.~~875447~~450980% 0.000000% 0.000000% 0.000000% 01.~~875447~~450980% 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 01 0 0 0 01 0445,946.0024 0.00 0.00 0.00 0445,946.0024 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 01 0 0 0 01 0445,946.0024 0.00 0.00 0.00 0445,946.0024 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~925926% 0.000000% 0.000000% 0.000000% 0.~~000000~~925926% 0.~~000000~~906332% 0.000000% 0.000000% 0.000000% 0.~~000000~~906332% 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~~925926% 0.000000% 0.000000% 0.000000% 0.~~000000~~925926% 0.~~000000~~906332% 0.000000% 0.000000% 0.000000% 0.~~000000~~906332% 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 01 0 0 0 01 0165,502.0034 0.00 0.00 0.00 0165,502.0034 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 01 0 0 0 01 0165,502.0034 0.00 0.00 0.00 0165,502.0034 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~000000~~613497% 0.000000% 0.000000% 0.000000% 0.~~000000~~613497% 0.~~000000~~197959% 0.000000% 0.000000% 0.000000% 0.~~000000~~197959% 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~~613497% 0.000000% 0.000000% 0.000000% 0.~~000000~~613497% 0.~~000000~~197959% 0.000000% 0.000000% 0.000000% 0.~~000000~~197959% 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 ~~937~~368,~~000~~116.00 0.00 0.00 0.00 ~~937~~368,~~000~~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 ~~937~~368,~~000~~116.00 0.00 0.00 0.00 ~~937~~368,~~000~~116.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~781250~~800000% 0.000000% 0.000000% 0.000000% 0.~~781250~~800000% 10.~~433309~~574308% 0.000000% 0.000000% 0.000000% 10.~~433309~~574308% 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.~~781250~~800000% 0.000000% 0.000000% 0.000000% 0.~~781250~~800000% 10.~~433309~~574308% 0.000000% 0.000000% 0.000000% 10.~~433309~~574308%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 916,~~530~~380.0960

SUBORDINATION LEVEL/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 370,871,455.00 99.99997304% ~~341~~336,~~487~~908,~~827~~476.9413 99.99999999% 96.~~311210~~263665% 0.000000% Class 1-A-1 295,871,455.00 79.77733828% ~~272~~269,~~926~~750,~~076~~580.6721 7980.~~92263686~~06642732% 2019.~~077363~~933573% ~~544~~533.~~280424~~506083% Class 1-A-2 220,349,555.00 59.41398094% ~~203~~202,~~887~~125,~~227~~354.0288 59.~~70556205~~99414357% 20.~~217075~~072284% ~~548~~537.~~067890~~218574% Class 1-A-3 220,349,555.00 59.41398094% ~~203~~202,~~887~~125,~~227~~354.0288 59.~~70556205~~99414357% 0.000000% 0.000000% Class 2-A-1 212,349,555.00 57.25689990% ~~196~~194,~~338~~582,~~983~~440.0872 57.~~49516293~~75528207% 2.~~210399~~238861% 59.~~922061~~921332% Class 2-A-2 170,765,055.00 46.04425783% ~~157~~155,~~102~~373,~~739~~901.3248 46.~~00537016~~11754006% 11.~~489793~~637742% 311.~~478616~~474829% Class 2-A-3 170,059,555.00 45.85403025% ~~156~~154,~~437~~708,~~078~~710.5674 45.~~81044059~~92010047% 0.~~194930~~197440% 5.~~284377~~284312% Class 2-A-4 170,059,555.00 45.85403025% ~~156~~154,~~437~~708,~~078~~710.5674 45.~~81044059~~92010047% 0.000000% 0.000000% Class 3-A-1 84,659,555.00 22.82719013% 7574,~~412~~131,~~492~~142.6793 22.~~08350825~~00334755% 23.~~726932~~916753% ~~643~~640.~~217175~~112707% Class 4-A-1 12,622,555.00 3.40348426% 12,~~596~~588,~~769~~028.6616 3.~~68879024~~73633466% 18.~~394718~~267013% ~~498~~488.~~665330~~901947% Class 4-A-2 12,622,555.00 3.40348426% 12,~~596~~588,~~769~~028.6616 3.~~68879024~~73633466% 0.000000% 0.000000% Class B-1 7,046,655.00 1.90002574% 7,~~032~~027,~~260~~380.1008 2.~~05930037~~08584247% 1.~~629490~~650492% 44.174099% Class B-2 4,079,755.00 1.10004527% 4,~~071~~068,~~420~~595.8853 1.~~19225944~~20762635% 0.~~867041~~878216% 23.504750% Class B-3 2,781,755.00 0.75005887% 2,~~776~~774,~~072~~145.4399 0.~~81293452~~82341235% 0.~~379325~~384214% 10.283180% Class B-4 1,669,155.00 0.45006283% 1,~~665~~664,~~745~~589.2532 0.~~48779052~~49407760% 0.~~325144~~329335% 8.814380% Class B-5 1,112,855.00 0.30006480% 1,~~110~~109,~~581~~810.6698 0.~~32521852~~32941023% 0.~~162572~~164667% 4.407190% Class B-6 0.00 0.00000000% 0.00 0.00000000% 0.~~325219~~329410% 8.~~816400~~816401% 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.~~02928362~~02968165% Fraud 3,708,716.00 1.00000012% 3,708,716.00 1.~~08604632~~10080816% Special Hazard 3,770,000.00 1.01652444% 3,479,~~630~~453.2460 1.~~01896172~~03275929% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 4.~~900826~~898623% Weighted Average Net Coupon 4.~~620728~~618440% Weighted Average Pass-Through Rate 4.~~610728~~608440% Weighted Average Maturity(Stepdown Calculation ) ~~355~~354 Beginning Scheduled Collateral Loan Count ~~735~~722 Number Of Loans Paid In Full 1310 Ending Scheduled Collateral Loan Count ~~722~~712 Beginning Scheduled Collateral Balance ~~348~~341,~~321~~487,~~706~~827.5096 Ending Scheduled Collateral Balance ~~341~~336,~~487~~908,~~827~~476.9617 Ending Actual Collateral Balance at 3031-~~Jun~~Jul-2004 ~~341~~337,~~651~~069,~~904~~411.3604 Monthly P &I Constant 1,~~660~~630,~~505~~304.6910 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 85,~~115~~833,~~299~~795.8531 Ending Scheduled Balance for Premium Loans ~~341~~336,~~487~~908,~~827~~476.9617 Scheduled Principal ~~237~~236,~~952~~287.3945 Unscheduled Principal 64,~~595~~343,~~926~~064.1534

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.~~855299~~851934 5.~~165466~~158013 5.~~448285~~448620 Weighted Average Net Rate 4.~~601045~~597559 4.~~812347~~805483 5.~~143320~~143460 Weighted Average Maturity ~~354~~353 ~~354~~353 ~~354~~353 Beginning Loan Count ~~331~~322 ~~110~~108 164 Loans Paid In Full 96 2 0 1 Ending Loan Count ~~322~~316 108 ~~164~~163 Beginning Scheduled Balance ~~147~~142,~~030~~882,~~977~~072.8251 5049,~~594~~219,~~376~~580.0348 84,~~433~~038,~~579~~684.6862 Ending scheduled Balance ~~142~~140,~~882~~058,~~072~~986.5177 49,~~219~~185,~~580~~229.4834 8483,~~038~~590,~~684~~702.6225 Record Date 0607/3031/2004 0607/3031/2004 0607/3031/2004 Principal And Interest Constant ~~749~~729,~~451~~375.5573 ~~241~~235,~~234~~118.1464 408,~~681~~465.4119 Scheduled Principal ~~154~~151,~~552~~663.0980 23,~~447~~555.8793 2526,~~332~~886.8814 Unscheduled Principal 32,~~994~~671,~~353~~421.2294 110,~~351,347~~795.6821 ~~369~~421,~~562~~096.1823 Scheduled Interest ~~594~~577,~~899~~711.4693 ~~217~~211,~~786~~562.2771 ~~383~~381,~~348~~579.5305 Servicing Fees 3130,~~152~~287.7292 14,~~888~~459.1849 21,~~457~~371.7703 Master Servicing Fees 1,~~225~~190.2569 ~~421~~410.6217 ~~703~~700.6131 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 ~~562~~546,~~521~~233.4932 ~~202~~196,~~476~~693.4705 ~~361~~359,~~187~~507.1571 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.~~591045~~587559 4.~~802347~~795483 5.~~133320~~133460

Group Level Collateral Statement Group GROUP4 Total Collateral Description 3/1 CMT ARM Mixed ARM Weighted Average Coupon Rate 4.~~102195~~098024 4.~~900826~~898623 Weighted Average Net Rate 3.~~852196~~848024 4.~~620728~~618440 Weighted Average Maturity ~~357~~356 ~~355~~354 Beginning Loan Count ~~130~~128 ~~735~~722 Loans Paid In Full 23 1310 Ending Loan Count ~~128~~125 ~~722~~712 Beginning Scheduled Balance 6665,~~262~~347,~~772~~490.9735 ~~348~~341,~~321~~487,~~706~~827.5096 Ending scheduled Balance 6564,~~347~~073,~~490~~557.3581 ~~341~~336,~~487~~908,~~827~~476.9617 Record Date 0607/3031/2004 0607/3031/2004 Principal And Interest Constant ~~261~~257,~~138~~344.5954 1,~~660~~630,~~505~~304.6910 Scheduled Principal 34,~~619~~181.5558 ~~237~~236,~~952~~287.3945 Unscheduled Principal ~~880~~1,~~663~~239,750.0796 64,~~595~~343,~~926~~064.1534 Scheduled Interest ~~226~~223,~~519~~162.0496 1,~~422~~394,~~553~~016.3065 Servicing Fees 13,~~804~~614.7405 8179,~~303~~732.4149 Master Servicing Fees ~~552~~544.1957 2,~~902~~845.6774 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 ~~212~~209,~~162~~004.1134 1,~~338~~311,~~347~~438.2242 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.~~842195~~838024 4.~~610728~~608440

Miscellaneous Reporting Group GROUP1 Senior Percentage 96.~~404139~~303615% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.~~595861~~696385% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0 Group GROUP2 Senior Percentage 96.~~501088~~405024% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.~~498912~~594976% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0 Group GROUP3 Senior Percentage 96.~~429142~~413439% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.~~570858~~586561% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0

Miscellaneous Reporting Group GROUP4 Senior Percentage 96.~~177204~~125685% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.~~822796~~874315% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0

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