Exhibit 99.1
J.P. Morgan Securities Inc.
Deal: 04PNC1px
Price/Yield Table: Tranche 4, Class A4 [s+33]
Pricing Speed Run Settles Rules from Collateral Term Coupon
- ------------- ----------- --------- ---------- ---------- ---- ------
0.000 CPR at Issuance 6/18/2004 Script 350 5.4330
Class A4 Original Par Type Coupon Price
- --------- ------------ ---- -------------- -------
Tranche 4 $426,239,000 SEQ 5.3769 (FIXED) 99.2102
Prepayment Rate 0 CPR
Default Rate 0 CDR
Price in 100000/1000000ths Steps +0 BP
98.010200 5.765
98.110200 5.751
98.210200 5.737
98.310200 5.723
98.410200 5.710
98.510200 5.696
98.610200 5.682
98.710200 5.669
98.810200 5.655
98.910200 5.642
99.010200 5.628
99.110200 5.614
99.210200 (P) 5.601
99.310200 5.587
99.410200 5.574
99.510200 5.560
99.610200 5.547
99.710200 5.533
99.810200 5.520
99.910200 5.506
100.010200 5.493
100.110200 5.480
100.210200 5.466
100.310200 5.453
100.410200 5.440
Average Life: 9.857
Mod Duration: 7.424
Exp. 1st Pay: 1/12/2014
Exp. Maturity: 6/12/2014
AL TSY Spread: 0.82
Treasury Curve
--------------
TSY Yield TSY Yield
- ---- ------- ------- -------
1 YR 2.280
2 YR 2.762 7 YR 0.000
3 YR 3.268
5 YR 3.985 10 YR 4.809