Perfor

mance
Data
For
Deal
J.P.
Morgan
Mortga
ge
Acquisi
tion
Corp.
2006-
NC1                        
View:
Loss
History                        
Pool Pool Pool Pool Pool Pool
Group Pool Group Group Group Pool Group Group Pool Pool Pool Pool
1 Group 1 1 2 Group 2 2 Total Total Total Total
Gross 1 Net Cumul Cumul Gross 2 Net Cumul Cumul Gross Net Cumul Cumul
Loss Loss ative ative Loss Loss ative ative Loss Loss ative ative
Rate Rate Gross Net Rate Rate Gross Net Rate Rate Gross Net
Distributi Annua Annua Loss Loss Annua Annua Loss Loss Annua Annua Loss Loss
on Date lized lized Rate Rate lized lized Rate Rate lized lized Rate Rate
15.25 11.68 16.20 10.36 14.21 10.68 27.53 16.67 14.74 11.19 21.93 13.69
Sep 2009 % % % % % % % % % % % %
11.02 15.71 28.30 40.16 28.87 27.13 25.45 17.85 21.48
Aug 2009 % 7.03% % % % % % 8.91% % % % 8.65%
27.55 19.47 15.34 34.83 26.95 25.98 15.54 31.18 23.20 20.70 12.81
Jul 2009 % % % 9.75% % % % % % % % %
32.85 26.72 14.42 61.38 40.04 24.94 14.74 47.16 33.40 19.72 12.08
Jun 2009 % % % 9.10% % % % % % % % %
31.46 24.90 13.30 41.85 30.74 23.05 13.50 36.71 27.85 18.19 10.99
May 2009 % % % 8.18% % % % % % % % %
Apr 2009 19.77 16.00 12.19 7.30% 25.30 20.73 21.70 12.51 22.57 18.40 16.96 10.05
 % % % % % % % % % % %
16.84 12.51 11.47 39.43 26.55 20.86 11.82 28.36 19.67 16.18
Mar 2009 % % % 6.72% % % % % % % % 9.42%
10.86 26.37 17.91 19.52 10.92 18.31 13.37 15.18
Feb 2009 9.78% 8.56% % 6.26% % % % % % % % 8.72%
22.47 17.21 10.49 35.33 24.64 18.59 10.29 29.12 21.06 14.52
Jan 2009 % % % 5.95% % % % % % % % 8.24%
20.59 14.73 36.80 24.07 17.32 29.02 19.59 13.45
Dec 2008 % % 9.65% 5.30% % % % 9.41% % % % 7.47%
22.12 14.57 31.40 18.48 15.96 26.97 16.62 12.35
Nov 2008 % % 8.86% 4.74% % % % 8.51% % % % 6.73%
10.62 32.22 22.64 14.76 21.98 15.73 11.31
Oct 2008 % 8.07% 8.00% 4.17% % % % 7.81% % % % 6.09%
10.96 21.96 13.13 13.49 16.78 10.43 10.44
Sep 2008 % 7.39% 7.58% 3.83% % % % 6.90% % % % 5.45%
11.02 20.32 13.50 12.61 15.95 10.32
Aug 2008 % 6.73% 7.14% 3.55% % % % 6.39% % % 9.77% 5.05%
16.64 24.24 12.58 11.77 20.67 11.36
Jul 2008 % 9.99% 6.69% 3.28% % % % 5.83% % % 9.12% 4.63%
12.93 30.17 16.36 10.75 22.10 12.08
Jun 2008 % 7.22% 5.99% 2.86% % % % 5.31% % % 8.25% 4.15%
10.33 17.56 14.19
May 2008 % 7.11% 5.44% 2.55% % 9.06% 9.45% 4.60% % 8.16% 7.30% 3.63%
10.53 25.82 15.23 18.71 10.90
Apr 2008 % 5.91% 5.00% 2.25% % % 8.67% 4.20% % % 6.68% 3.28%
10.31 11.47 10.93
Mar 2008 % 6.40% 4.53% 1.98% % 6.22% 7.49% 3.50% % 6.31% 5.84% 2.78%
10.65 18.00 14.56
Feb 2008 % 6.27% 4.05% 1.69% % 8.36% 6.95% 3.21% % 7.38% 5.33% 2.49%
Jan 2008 9.79% 5.71% 3.55% 1.37% 9.72% 6.35% 6.08% 2.78% 9.76% 6.05% 4.63% 2.12%
11.78
Dec 2007 8.03% 2.60% 3.07% 1.11% % 5.63% 5.60% 2.48% 4.90% 4.20% 4.15% 1.83%
13.09 11.13
Nov 2007 8.94% 4.01% 2.67% 0.97% % 7.03% 5.01% 2.19% % 5.61% 3.91% 1.61%
10.90
Oct 2007 7.65% 3.37% 2.21% 0.76% % 4.64% 4.35% 1.83% 9.37% 4.04% 3.34% 1.32%
16.42 11.10
Sep 2007 5.17% 2.21% 1.81% 0.58% % 6.31% 3.78% 1.60% % 4.37% 2.85% 1.12%
Aug 2007 6.68% 2.68% 1.54% 0.47% 5.22% 2.05% 2.91% 1.26% 5.91% 2.35% 2.27% 0.89%
 Jul 2007 6.91% 1.90% 1.18% 0.32% 8.35% 3.04% 2.63% 1.15% 7.67% 2.50% 1.95% 0.76%
12.24
Jun 2007 4.24% 1.22% 0.80% 0.22% % 5.30% 2.17% 0.98% 8.46% 3.37% 1.52% 0.62%
May 2007 1.69% 0.56% 0.56% 0.15% 6.01% 1.69% 1.48% 0.68% 3.97% 1.15% 1.05% 0.43%
Apr 2007 1.13% 0.32% 0.46% 0.12% 3.56% 2.06% 1.14% 0.58% 2.41% 1.24% 0.82% 0.36%
Mar 2007 1.06% 0.24% 0.40% 0.10% 7.91% 1.81% 0.93% 0.46% 4.68% 1.07% 0.68% 0.29%
Feb 2007 1.34% 0.30% 0.33% 0.08% 4.26% 2.66% 0.45% 0.36% 2.88% 1.55% 0.40% 0.23%
Jan 2007 1.70% 0.62% 0.25% 0.06% 0.82% 0.82% 0.19% 0.19% 1.24% 0.73% 0.22% 0.13%
Dec 2006 0.00% 0.00% 0.14% 0.02% 0.48% 0.49% 0.14% 0.14% 0.25% 0.26% 0.14% 0.08%
Nov 2006 0.84% 0.22% 0.14% 0.02% 1.56% 1.56% 0.11% 0.11% 1.22% 0.93% 0.12% 0.07%
Oct 2006 1.21% 0.13% 0.08% 0.01% 0.00% 0.00% 0.00% 0.00% 0.57% 0.06% 0.04% 0.00%
Sep 2006 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
Aug 2006 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
Jul 2006 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
Jun 2006 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
May 2006 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
Apr 2006 -- -- -- -- -- -- -- -- -- -- -- --