new century -jpmorgan acquisition jpmac2006-nc1 september 2007 statement

8/9/2019 New Century -JPMorgan Acquisition JPMAC2006-NC1 September 2007 Statement

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Table of Contents

J.P. Morgan Mortgage Acquisition Trust, Series 2006-NC1

September 25, 2007

Page 1 of 25

IF THERE ARE ANY QUESTIONS OR PROBLEMS WITH THIS STATEMENT, PLEASE CONTACT THE ADMINISTRATOR LISTED BELOW:

Alexander Tonge

Bank of New York - Structured Finance Services

101 Barclay Street, 4th Floor

New York, New York 10286

Tel: (212) 815-8179 / Fax: (212) 815-8093

Email: [email protected]

2Distribution Report

3Factor Report

9Delinquent Mortgage Loans

10Delinquency Trend Group

11Bankruptcies

12Foreclosures

13REO Properties

14Realized Loss Group Report

23PASS THROUGH RATE

25INVESTOR SUPPLEMENT REPORT


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Copyright 2007 Bank of New York & Co. All rights reserved.Prod 2.03

DISTRIBUTION IN DOLLARS

CLASS ORIGINAL FACEVALUE

BEGINNINGPRINCIPALBALANCE

PRINCIPAL INTEREST TOTAL REALIZEDLOSSES

DEFERREDINTEREST

ENDINGPRINCIPALBALANCE

A1 345,251,000.00 186,397,977.35 4,673,810.94 852,123.53 5,525,934.47 0.00 0.00 181,724,166.41

A2 192,137,000.00 17,823,805.70 5,683,530.92 79,902.64 5,763,433.56 0.00 0.00 12,140,274.78

A3 71,443,000.00 71,443,000.00 0.00 323,726.09 323,726.09 0.00 0.00 71,443,000.00

A4 79,871,000.00 79,871,000.00 0.00 365,132.50 365,132.50 0.00 0.00 79,871,000.00

A5 43,143,000.00 43,143,000.00 0.00 200,704.83 200,704.83 0.00 0.00 43,143,000.00

M1 42,803,000.00 42,803,000.00 0.00 200,847.13 200,847.13 0.00 0.00 42,803,000.00

M2 30,707,000.00 30,707,000.00 0.00 144,583.06 144,583.06 0.00 0.00 30,707,000.00

M3 17,214,000.00 17,214,000.00 0.00 81,328.98 81,328.98 0.00 0.00 17,214,000.00

M4 13,958,000.00 13,958,000.00 0.00 66,845.25 66,845.25 0.00 0.00 13,958,000.00

M5 13,027,000.00 13,027,000.00 0.00 62,596.54 62,596.54 0.00 0.00 13,027,000.00

M6 13,492,000.00 13,492,000.00 0.00 65,700.42 65,700.42 0.00 0.00 13,492,000.00

M7 13,492,000.00 13,492,000.00 0.00 71,786.81 71,786.81 0.00 0.00 13,492,000.00

M8 10,701,000.00 10,701,000.00 0.00 57,798.78 57,798.78 0.00 0.00 10,701,000.00

M9 7,909,000.00 7,909,000.00 0.00 47,815.40 47,815.40 0.00 0.00 7,909,000.00

M10 6,048,000.00 6,048,000.00 0.00 37,662.79 37,662.79 0.00 0.00 6,048,000.00

M11 9,304,000.00 9,304,000.00 0.00 57,938.92 57,938.92 0.00 0.00 9,304,000.00

P 100.00 100.00 0.00 95,532.81 95,532.81 0.00 0.00 100.00

R 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

TOTALS 910,500,100.00 577,333,883.05 10,357,341.86 2,812,026.48 13,169,368.34 0.00 0.00 566,976,541.19

CLASS ORIGINAL FACEVALUE

BEGINNINGNOTIONALBALANCE

PRINCIPAL INTEREST TOTAL REALIZEDLOSSES

DEFERREDINTEREST

ENDINGNOTIONALBALANCE

C 930,509,120.00 596,286,734.37 0.00 0.00 0.00 0.00 0.00 584,948,547.61


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FACTOR INFORMATION PER $1000 OF ORIGINAL FACE

CLASS CUSIP BEGINNINGPRINCIPAL

PRINCIPAL INTEREST TOTAL ENDING PRINCIPAL CURRENTPASS-THRU

RATE

A1 46626LJL5 539.89120191 13.53742912 2.46812762 16.00555674 526.35377279 5.675000%

A2 46626LJM3 92.76612886 29.58061654 0.41586285 29.99647939 63.18551232 5.565000%

A3 46626LJN1 1,000.00000000 0.00000000 4.53124995 4.53124995 1,000.00000000 5.625000%

A4 46626LJP6 1,000.00000000 0.00000000 4.57152784 4.57152784 1,000.00000000 5.675000%

A5 46626LJQ4 1,000.00000000 0.00000000 4.65208330 4.65208330 1,000.00000000 5.775000%

M1 46626LJR2 1,000.00000000 0.00000000 4.69236105 4.69236105 1,000.00000000 5.825000%

M2 46626LJS0 1,000.00000000 0.00000000 4.70847234 4.70847234 1,000.00000000 5.845000%

M3 46626LJT8 1,000.00000000 0.00000000 4.72458348 4.72458348 1,000.00000000 5.865000%

M4 46626LJU5 1,000.00000000 0.00000000 4.78902780 4.78902780 1,000.00000000 5.945000%

M5 46626LJV3 1,000.00000000 0.00000000 4.80513856 4.80513856 1,000.00000000 5.965000%

M6 46626LJW1 1,000.00000000 0.00000000 4.86958346 4.86958346 1,000.00000000 6.045000%

M7 46626LJX9 1,000.00000000 0.00000000 5.32069449 5.32069449 1,000.00000000 6.605000%

M8 46626LJY7 1,000.00000000 0.00000000 5.40125035 5.40125035 1,000.00000000 6.705000%

M9 46626LJZ4 1,000.00000000 0.00000000 6.04569478 6.04569478 1,000.00000000 7.505000%

M10 46626LKA7 1,000.00000000 0.00000000 6.22731316 6.22731316 1,000.00000000 7.730457%

M11 46626LKB5 1,000.00000000 0.00000000 6.22731298 6.22731298 1,000.00000000 7.730457%

P N/A 1,000.00000000 0.00000000 955,328.10000000 955,328.10000000 1,000.00000000 0.000000%

TOTALS 634.08437083 11.37544286 3.08844170 14.46388456 622.70892797

CLASS CUSIP BEGINNINGNOTIONAL

PRINCIPAL INTEREST TOTAL ENDING NOTIONAL CURRENTPASS-THRURATE

C N/A 640.81772178 0.00000000 0.00000000 0.00000000 628.63279364 0.000000%


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Dates

Record Date 09/24/07

Determination Date 09/17/07

Distribution Date 09/25/07

Principal Funds:

Scheduled Principal Payments (Total) 279,338.68

Group 1 138,816.36

Group 2 140,522.32

Principal Prepayments (Total) 5,568,039.07

Group 1 3,297,502.33

Group 2 2,270,536.74

Curtailments (Total) 26,538.94

Group 1 16,148.11

Group 2 10,390.83

Curtailment Interest Adjustments (Total) -0.85

Group 1 38.84

Group 2 -39.69

Repurchase Principal (Total) 0.00

Group 1 0.00

Group 2 0.00

Substitution Amounts (Total) 0.00

Group 1 0.00

Group 2 0.00

Net Liquidation Proceeds (Total) 3,313,527.57


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Group 1 690,369.84

Group 2 2,623,157.73

Other Principal Adjustments (Total) 0.00Group 1 0.00

Group 2 0.00

Non Recoverable Principal Advances (Total) 1,306.07

Group 1 362.37

Group 2 943.70

Interest Funds:

Gross Interest 3,972,151.76

Group 1 1,878,457.97

Group 2 2,093,693.79

Servicing Fees 248,452.81

Group 1 117,296.44

Group 2 131,156.37

Trustee Fees 1,987.64

Group 1 938.38

Group 2 1,049.26

Custodian Fee 993.81

Group 1 469.19

Group 2 524.63

Trust Oversight Manager Fees 7,453.58

Group 1 3,518.89

Group 2 3,934.69


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Non Recoverable Interest Advances (Total) 33,120.41

Group 1 10,244.02

Group 2 22,876.39

Retro Soldiers and Sailors Relief Act (Total) 546.48

Group 1 546.48

Group 2 0.00

Prepayment Penalties:

Number of Loans Prepaid with Respect to which Prepayment Penalties were Collected 16

Group 1 10

Group 2 6

Balance of Loans Prepaid with Respect to which Prepayment Penalt ies were Col lected 3,136,571.84

Group 1 1,515,406.31

Group 2 1,621,165.53

Amount of Prepayment Penalties Collected 95,532.81

Group 1 42,578.29

Group 2 52,954.52


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Available Remitance Amount 12,838,323.84

Principal Remittance Amount (Total) 9,158,726.82

Group 1 4,132,928.91Group 2 5,025,797.91

Interest Remittance Amount (Total) 3,679,597.02

Group 1 1,745,444.57

Group 2 1,934,152.45


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Pool Detail:

Beginning Number of Loans Outstanding 2,771

Group 1 1,525

Group 2 1,246

Ending Number of Loans Outstanding 2,714

Group 1 1,498

Group 2 1,216

Beginning Aggregate Loan Balance 596,286,734.58

Group 1 281,511,457.53

Group 2 314,775,277.05

Ending Aggregate Loan Balance 584,948,547.82

Group 1 276,855,460.76

Group 2 308,093,087.06

Current Advances 0.00

Group 1 0.00

Group 2 0.00

Aggregate Advances 0.00

Group 1 0.00

Group 2 0.00

Weighted Average Remaning Term To Maturity 339

Group 1 339

Group 2 339

Weighted Average Net Mortgage Rate 7.47278%

Group 1 7.48631%

Group 2 7.46067%


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Interest Accrual Period

Start Date August 27, 2007

End Date September 25, 2007Number of Days in Accrual Period 29

Delinquent Mortgage Loans

Group 1

Category Number PrincipalBalance

Percentage

1 Month 77 14,187,391.83 5.12%

2 Month 23 4,760,783.70 1.72%

3 Month 7 1,161,926.30 0.42%

Total 107 20,110,101.83 7.26%

Delinquent Mortgage Loans

Group 2

Category Number PrincipalBalance

Percentage

1 Month 81 20,354,992.22 6.61%

2 Month 34 8,923,512.31 2.90%

3 Month 21 2,963,275.29 0.96%

Total 136 32,241,779.82 10.46%

* Delinquent Bankruptcies and Foreclosures are not included in the table above.


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Bankruptcies

GroupNumber

Number ofLoans

PrincipalBalance

Percentage

1 22 3,012,085.83 1.09%

2 19 4,299,603.96 1.40%

Total 41 7,311,689.79 1.25%

Group 1 Bankruptcy Reporting:

Number of Bankruptcy Loans that are Current 5

Principal Balance of Bankruptcy Loans that are Current 865,655.50

Number of Bankruptcy Loans that are 1 Month Delinquent 0

Principal Balance of Bankruptcy Loans that are 1 Month Delinquent 0.00Number of Bankruptcy Loans that are 2 Months Delinquent 0

Principal Balance of Bankruptcy Loans that are 2 Months Delinquent 0.00

Number of Bankruptcy Loans that are 3+ Months Delinquent 17

Principal Balance of Bankruptcy Loans that are 3+ Months Delinquent 2,146,430.33

Total Number of Bankruptcy Loans 22

Total Principal Balance of Bankruptcy Loans 3,012,085.83

Group 2 Bankruptcy Reporting:

Number of Bankruptcy Loans that are Current 3

Principal Balance of Bankruptcy Loans that are Current 672,724.72

Number of Bankruptcy Loans that are 1 Month Delinquent 0Principal Balance of Bankruptcy Loans that are 1 Month Delinquent 0.00

Number of Bankruptcy Loans that are 2 Months Delinquent 1

Principal Balance of Bankruptcy Loans that are 2 Months Delinquent 32,285.61

Number of Bankruptcy Loans that are 3+ Months Delinquent 15

Principal Balance of Bankruptcy Loans that are 3+ Months Delinquent 3,594,593.63

Total Number of Bankruptcy Loans 19

Total Principal Balance of Bankruptcy Loans 4,299,603.96


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Foreclosures

GroupNumber

Number ofLoans

PrincipalBalance

Percentage

1 147 26,360,213.73 9.52%

2 142 43,281,649.27 14.05%

Total 289 69,641,863.00 11.91%

Group 1 Foreclosure Reporting:

Number of Foreclosure Loans that are Current 0

Principal Balance of Foreclosure Loans that are Current 0.00

Number of Foreclosure Loans that are 1 Month Delinquent 1

Principal Balance of Foreclosure Loans that are 1 Month Delinquent 206,812.00Number of Foreclosure Loans that are 2 Months Delinquent 4

Principal Balance of Foreclosure Loans that are 2 Months Delinquent 510,330.61

Number of Foreclosure Loans that are 3+ Months Delinquent 142

Principal Balance of Foreclosure Loans that are 3+ Months Delinquent 25,643,071.12

Total Number of Foreclosure Loans 147

Total Principal Balance of Foreclosure Loans 26,360,213.73

Group 2 Foreclosure Reporting:

Number of Foreclosure Loans that are Current 0

Principal Balance of Foreclosure Loans that are Current 0.00

Number of Foreclosure Loans that are 1 Month Delinquent 1Principal Balance of Foreclosure Loans that are 1 Month Delinquent 118,782.62

Number of Foreclosure Loans that are 2 Months Delinquent 2

Principal Balance of Foreclosure Loans that are 2 Months Delinquent 507,388.08

Number of Foreclosure Loans that are 3+ Months Delinquent 139

Principal Balance of Foreclosure Loans that are 3+ Months Delinquent 42,655,478.57

Total Number of Foreclosure Loans 142

Total Principal Balance of Foreclosure Loans 43,281,649.27


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REO Properties

GroupNumber

Number ofLoans

PrincipalBalance

Percentage

1 48 10,001,360.22 3.61%

2 64 18,776,293.58 6.09%

Total 112 28,777,653.80 4.92%

Group 1 REO Reporting:

Number of REO Loans that are Current 0

Principal Balance of REO Loans that are Current 0.00

Number of REO Loans that are 1 Month Delinquent 0

Principal Balance of REO Loans that are 1 Month Delinquent 0.00Number of REO Loans that are 2 Months Delinquent 0

Principal Balance of REO Loans that are 2 Months Delinquent 0.00

Number of REO Loans that are 3+ Months Delinquent 48

Principal Balance of REO Loans that are 3+ Months Delinquent 10,001,360.22

Total Number of REO Loans 48

Total Principal Balance of REO Loans 10,001,360.22

Group 2 REO Reporting:

Number of REO Loans that are Current 0

Principal Balance of REO Loans that are Current 0.00

Number of REO Loans that are 1 Month Delinquent 0Principal Balance of REO Loans that are 1 Month Delinquent 0.00

Number of REO Loans that are 2 Months Delinquent 0

Principal Balance of REO Loans that are 2 Months Delinquent 0.00

Number of REO Loans that are 3+ Months Delinquent 64

Principal Balance of REO Loans that are 3+ Months Delinquent 18,776,293.58

Total Number of REO Loans 64

Total Principal Balance of REO Loans 18,776,293.58


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Realized Loss Group Report

GroupNumber

Current Loss CumulativeLoss

Ending Balance Balance ofLiquidated

Loans

Net LiquidationProceeds

Realized Loss Group Report

GroupNumber

Current Loss CumulativeLoss

Ending Balance Balance ofLiquidated

Loans

Net LiquidationProceeds

1 513,121.29 2,556,206.04 276,855,460.76 1,203,491.13 690,369.84

2 1,637,622.06 7,820,155.33 308,093,087.06 4,260,779.79 2,623,157.73

TOTAL 2,150,743.35 10,376,361.37 584,948,547.82 5,464,270.92 3,313,527.57

Loss Detail:

Current Realized Losses - Reduced by Recoveries 2,150,743.35

Group 1 513,121.29

Group 2 1,637,622.06

Nonrecoverable Losses 24,734.47

Group 1 5,594.27

Group 2 19,140.20

Subsequent Losses - Reduced by Recoveries 2,676.05

Group 1 3,989.93

Group 2 -1,313.88

Cumulative Realized Losses - Reduced by Recoveries 10,415,809.92

Group 1 2,565,383.13

Group 2 7,850,426.79

Current Applied Losses 0.00

Cumulative Applied Losses 0.00


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Trigger Event NO

TEST I - Trigger Event Occurrence (Effective May 2009) YES

(Is Delinquency Percentage > 37.40% of of Senior Enhancement Percetage ?)

Delinquency Percentage 21.11993%37.40% of of Senior Enhancement Percetage 12.49515%

OR

TEST II - Trigger Event Occurrence (Effective May 2008) NO

(Are Cumulative Realized Losses as % of Original Loan Bal > Required Cumulative Loss % ?)

Cumulative Realized Losses as % of Original Loan Bal 1.11937%

Required Cumulative Loss % 0.00000%

O/C Reporting

Targeted Overcollateralization Amount 20,005,946.10

Ending Overcollateralization Amount 17,972,006.63

Ending Overcollateralization Deficiency 2,033,939.47

Overcollateralization Release Amount 0.00

Monthly Excess Interest 963,103.37

Payment to Class C 0.00


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Certificate Interest Shortfall Detail:

Interest Carryforward Amount Occured This Period 0.00

Class A-1 0.00Class A-2 0.00

Class A-3 0.00

Class A-4 0.00

Class A-5 0.00

Class M-1 0.00

Class M-2 0.00

Class M-3 0.00

Class M-4 0.00

Class M-5 0.00

Class M-6 0.00

Class M-7 0.00

Class M-8 0.00

Class M-9 0.00

Class M-10 0.00

Class M-11 0.00

Interest Carryforward Amount Paid This Period 0.00

Class A-1 0.00

Class A-2 0.00

Class A-3 0.00

Class A-4 0.00

Class A-5 0.00

Class M-1 0.00

Class M-2 0.00

Class M-3 0.00

Class M-4 0.00

Class M-5 0.00

Class M-6 0.00


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Class M-7 0.00

Class M-8 0.00

Class M-9 0.00

Class M-10 0.00Class M-11 0.00

Remaining Interest Carryforward Amount

Class A-1 0.00

Class A-2 0.00

Class A-3 0.00

Class A-4 0.00

Class A-5 0.00

Class M-1 0.00

Class M-2 0.00

Class M-3 0.00

Class M-4 0.00

Class M-5 0.00

Class M-6 0.00

Class M-7 0.00

Class M-8 0.00

Class M-9 0.00

Class M-10 0.00

Class M-11 0.00


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Swap Account:

Net Swap Payment Due 0.00

Net Swap Payment Paid 0.00

Net Swap Receipt Due 235,511.67

Beginning Balance 1,000.00

Additions to the Swap Account 235,511.67

Withdrawals from the Swap Account 235,511.67

Ending Balance 1,000.00

Basis Risk Reserve Fund Account:

Beginning Balance 0.00

Additions to the Basis Risk Reserve Fund 0.00

Divident Earnings on the Basis Risk Reserve Fund 0.00

Withdrawals from the Basis Risk Reserve Fund 0.00

Ending Balance 0.00

Basis Risk Reserve Carryover:

Interest Carryover Amount Occured This Period

Class A-1 0.00

Class A-2 0.00

Class A-3 0.00

Class A-4 0.00

Class A-5 0.00

Class M-1 0.00

Class M-2 0.00

Class M-3 0.00

Class M-4 0.00

Class M-5 0.00

Class M-6 0.00

Class M-7 0.00


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Class M-4 0.00

Class M-5 0.00

Class M-6 0.00


Class M-9 3,835.49

Class M-10 11,314.11

Class M-11 18,205.27


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Non-Supported Interest Shortfall:

Total Prepayment Interest Shortfall occured this distribution 0.00

Prepayment Interest Shortfall Allocated to Class A-1 0.00





Prepayment Interest Shortfall Allocated to Class M-1 0.00











Prepayment Interest Shortfall Allocated to Class C 0.00

Total Relief Act Interest Shortfall occured this distribution 0.00

Relief Act Interest Shortfall Allocated to Class A-1 0.00





Relief Act Interest Shortfall Allocated to Class M-1 0.00




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Relief Act Interest Shortfall Allocated to Class M-7 0.00Relief Act Interest Shortfall Allocated to Class M-8 0.00




Relief Act Interest Shortfall Allocated to Class C 0.00


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Available Net Funds Cap to Libor Certificates 7.730457

One-Month LIBOR for Such Distribution Date 5.505000

PASS THROUGH RATE

LIBOR CertificatesUncapped Pass Through Ratefor Current Distribution Date

LIBOR CertificatesUncapped Pass Through Rate

for Next Distribution Date

Class A1 5.675000 5.301250

Class A2 5.565000 5.191250

Class A3 5.625000 5.251250

Class A4 5.675000 5.301250

Class A5 5.775000 5.401250

Class M1 5.825000 5.451250

Class M2 5.845000 5.471250

Class M3 5.865000 5.491250Class M4 5.945000 5.571250

Class M5 5.965000 5.591250

Class M6 6.045000 5.671250

Class M7 6.605000 6.231250

Class M8 6.705000 6.331250

Class M9 7.505000 7.131250

Class M10 8.005000 7.631250

Class M11 8.005000 7.631250


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Deferred Amounts Detail:

(Reduction of Certificate Principal Amounts due to Applied Loss Amounts)

Deferred Amount with respect to such Distribution Date


Class M-3 0.00

Class M-4 0.00

Class M-5 0.00

Class M-6 0.00

Class M-7 0.00

Class M-8 0.00

Class M-9 0.00

Class M-10 0.00

Class M-11 0.00

Deferred Amount Paid This Period 0.00

Class M-1 0.00

Class M-2 0.00

Class M-3 0.00

Class M-4 0.00

Class M-5 0.00

Class M-6 0.00

Class M-7 0.00

Class M-8 0.00

Class M-9 0.00

Class M-10 0.00

Class M-11 0.00


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JP MORGAN MORTGAGE ACQUISITION TRUST ASSET-BACKED

PASS-THROUGH CERTIFICATES2006-NC1

Deal Code: JPM06NC1

Distribution Date: 09/25/2007

Pay Date: 09/25/2007

Page Number

Table of Contents

Collateral Information Summary 1

Pipeline Snapshot 2

Prepayment Rates / Trends - CPR, SMM, CDR 3

Prepayment Rates / Trends - MDR, WAS, PSA 4

Prepayments and Liquidations - Summary 5

Prepayments and Liquidations - Details 6

Delinquency Summary / Trends - Total 8General Trends - Total 9

Delinquency Summary - by Groups 10

Delinquency Trends - by Groups 11

Delinquency Summary - by Loan Type 12

Delinquency Trends - by Loan Type 13

Distribution by Note Rate 14

Distribution by Ending Scheduled Balance 15

Distribution by Loan Type, by Property Type, by Amortization Type 16

Top 10 State Concentration 17

Material Modifications, Extensions, Waivers - Details 18

Material Breaches - Details 19


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Deal Code: JPM06NC1


Pay Date: 09/25/2007

Total Group 1 Group 2

Collateral Information - Summary

LOAN COUNT:

Beginning Loan Count 2,771 1,525 1,246

Payoff Loan Count 57 27 30

Ending Loan Count 2,714 1,498 1,216

PRINCIPAL BALANCE:

Beginning Loan Balance 596,286,734.58 281,511,457.53 314,775,277.05

Scheduled Principal 279,338.68 138,816.36 140,522.32

Curtailments 26,538.94 16,148.11 10,390.83

Curtailment Interest Adjustment -0.85 38.84 -39.69

Prepayment in Full 5,568,039.01 3,297,502.30 2,270,536.71

Repurchases 0.00 0.00 0.00

Liquidations 5,464,270.98 1,203,491.16 4,260,779.82

Ending Loan Balance 584,948,547.82 276,855,460.76 308,093,087.06

CHARACTERISTICS:

Weighted Average Coupon Rate (WAC) 7.9937750 8.0073101 7.9816702

Weighted Average Net Rate (Net WAC) 7.4727750 7.4863101 7.4606702

Weighted Average Remaining Term 340 339 340

FEE AMOUNTS:

Servicing Fee Amount 248,452.81 117,296.44 131,156.37

Other Fee Amount 10,435.01 4,926.45 5,508.56

Total Fee Amount 258,887.82 122,222.89 136,664.93

OTHER INFORMATION:

Scheduled Interest (Gross) 3,972,151.76 1,878,457.97 2,093,693.79

Prepayment Penalty Amount 95,532.81 42,578.29 52,954.52

Prepayment Penalty Count 16 10 6

S1


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Deal Code: JPM06NC1


Pay Date: 09/25/2007

Distribution

Payment 1

Delinquencies

Payment 3+ REO

Loan Status

Bankruptcy Percent

Cumulative Losses

Pipeline Snapshot

Payment 2 Foreclosure Amount Percent

Cumulative Losses

Amount CPR

Other

Pool Factor CDR

1.95% 0.00 0.00%Aug 2006 0.90% 1.52% 1.14% 0.17%0.00% 0.00 0.00% 87.46447% 33.23821% 0.00000%

3.00% 0.00 0.00%Sep 2006 1.28% 2.49% 2.17% 0.23%0.02% 0.00 0.00% 84.85644% 30.10622% 0.00000%

3.76% 39,806.06 0.01%Oct 2006 1.32% 3.37% 3.00% 0.32%0.04% 39,806 .0 6 0.01% 82.2 648 0% 30.68 218% 0.0604 8%

4.13% 622,209.78 0.08%Nov 2006 1.42% 4.33% 3.92% 0.38%0.09% 622,209 .7 8 0.08% 79.9 782 9% 27.65 349% 0.9091 9%

5.22% 781,829.88 0.11%Dec 2006 1.57% 5.81% 4.51% 0.60%0.66% 781,829 .8 8 0.11% 77.9 636 8% 25.79 127% 0.2570 8%

5.69% 1,214,087.11 0.17%Jan 2007 2.13% 7.36% 5.36% 0.77%0.99% 1,21 4,087.1 1 0.17% 75.5 698 6% 30.34 343% 0.7126 7%

5.60% 2,106,727.09 0.31%Feb 2007 1.87% 8.77% 6.56% 0.80%1.46% 2,10 6,727.0 9 0.31% 73.3 051 9% 29.11 450% 1.5127 2%

5.65% 2,704,476.12 0.41%Mar 2007 1.49% 10.10% 7.29% 1.03%1.72% 2,70 4,476.1 2 0.41% 71.0 820 3% 29.76 828% 1.0465 3%

5.60% 3,380,144.89 0.52%Apr 2007 1.46% 10.98% 7.59% 1.20%2.20% 3,38 0,144.8 9 0.52% 69.8 561 9% 17.37 318% 1.2189 8%

6.06% 3,998,265.79 0.63%May 2007 2.16% 12.16% 7.84% 1.26%3.03% 3,99 8,265.7 9 0.63% 68.3 783 1% 21.29 806% 1.1351 7%

6.15% 5,766,080.67 0.93%Jun 2007 2.09% 13.57% 8.74% 1.14%3.73% 5,76 6,080.6 7 0.93% 66.7 568 5% 21.99 523% 3.2836 2%

5.92% 7,046,967.35 1.16%Jul 2007 2.18% 15.13% 9.74% 1.12%4.21% 7,04 6,967.3 5 1.16% 65.3 768 9% 19.73 900% 2.4465 6%

6.69% 8,225,618.02 1.38%Aug 2007 2.24% 16.73% 10.37% 1.29%5.01% 8,22 5,618.0 2 1.38% 64.0 817 7% 19.01 012% 2.3003 8%

5.96% 10,376,361.37 1.77%Sep 2007 2.52% 18.28% 11.91% 1.25%4.92% 10,3 76,36 1.37 1.77% 62.8 632 8% 16.53 222% 4.2434 3%

MDRCDR

SMM

CPR

WAS

PSA

- Monthly Default Rate- Conditional Default Rate

- Single Month Mortality Rate

- Conditional Prepayment Rate

- Weighted Average Seasoning

- PSA Standard Prepayment Model

Current Gross Losses / Beginning Scheduled Balance1 - ((1 - MDR) ^ 12)

(All Prepayments + Repurchases - Gross Losses) - / (Beginning Scheduled Balance - Scheduled Principal)

1 - ((1 - SMM) ^ 12)

sum((Original Term - Remaining Term) * (Current Scheduled Balance / Deal Scheduled Principal Balance))

100 * CPR / (0.2 * min(30, WAS))

Calculation Methodology:

Percentages of Ending Scheduled Balance

S2


29/46



Deal Code: JPM06NC1


Pay Date: 09/25/2007

Prepayments - Rates

Conditional Prepayment

Rate (CPR)

Value

Currrent Period 16.53222%

3-Month Average 18.42711%



Average S ince Cut -off 26.41370%

0 .0 0 %

5 .0 0 %

10.00%

15.00%

2 0 .0 0 %

2 5 .0 0 %

3 0 .0 0 %

3 5 .0 0 %

A ug ' 0 6 Se p ' 0 6 Oct ' 0 6 N ov ' 0 6 D e c ' 0 6 J a n ' 0 7 F e b '0 7 M a r ' 0 7 A p r ' 0 7 M a y ' 0 7 J un ' 0 7 J u l '0 7 Au g '0 7 S e p ' 0 7

Conditional Prepayment Rate (CPR) TREND

Single Month Mortality

(SMM)

Value

Currrent Period 1.49463%3-Month Average 1.68401%



Average S ince Cut -off 2 .55393%

0 . 0 0 %

0 . 5 0 %

1.00%

1.50%

2 . 0 0 %

2 . 5 0 %

3 . 0 0 %

3 . 5 0 %

A ug '0 6 Se p ' 0 6 Oct ' 0 6 N ov ' 0 6 D e c ' 0 6 J a n ' 0 7 F e b '0 7 M a r ' 0 7 A pr ' 0 7 Ma y ' 0 7 J un '0 7 J u l '0 7 A ug ' 0 7 S e p ' 0 7

Single Month Mortality (SMM) TREND

0 . 0 0 %

0 . 0 5 %

0.10%

0.15%

0 . 2 0 %

0 . 2 5 %

0 . 3 0 %

0 . 3 5 %

0 . 4 0 %


Constant Default Rate (CDR) TRENDConstant Default Rate

(CDR)

Value





S3


30/46



Deal Code: JPM06NC1


Pay Date: 09/25/2007

Prepayments - Rates

0 . 0 0 %

0 . 5 0 %

1.00%

1.50%

2 . 0 0 %

2 . 5 0 %

3 . 0 0 %

3 . 5 0 %

4 . 0 0 %

4 . 5 0 %


Monthly Default Rate (MDR) TREND

0

2

4

6

8

10

12

14

1618

20

A u g ' 06 S e p ' 0 6 Oct ' 0 6 N ov '0 6 D e c ' 0 6 J a n ' 0 7 F e b '0 7 M a r ' 0 7 A p r ' 0 7 M a y ' 0 7 J un '0 7 J u l ' 0 7 A ug '0 7 Se p ' 0 7

Weighted Average Seasoning (WAS) TREND

Monthly Default Rate

(MDR)

Value





Weighted Average

Seasoning (WAS)

Value

Currrent Period 19.00

3-Month Average 18.00



0 .0 0 %

5 0 0 . 0 0 %

1 0 0 0 .0 0 %

1 5 0 0 .0 0 %

2 0 0 0 .0 0 %

2 5 0 0 .0 0 %

3 0 0 0 .0 0 %

A ug '0 6 S e p ' 0 6 Oct ' 0 6 N o v ' 0 6 D e c ' 0 6 J a n ' 0 7 F e b '0 7 M a r ' 0 7 A p r ' 0 7 M a y ' 0 7 J un ' 0 7 J u l '0 7 A ug '0 7 S e p ' 0 7

Standard Prepayment Model (PSA) TRENDStandard Prepayment

Model (PSA)

Value





S4


31/46



Deal Code: JPM06NC1


Pay Date: 09/25/2007

0 .0 0

2 .0 0

4 .0 0

6 .0 0

8 .0 0

10.00

12.00

Aug'06

Sep'06

Oct'06

Nov'06

Dec'06

Jan'07

Feb'07

Mar'07

Apr'07

May'07

Jun'07

Jul'07

Aug'07

Sep'07

Millions

Total Liquidations (Balance)

0

5

10

15

20

25

30

35

40

45

Aug'06

Sep'06

Oct'06

Nov'06

Dec'06

Jan'07

Feb'07

Mar'07

Apr'07

May'07

Jun'07

Jul'07

Aug'07

Sep'07

Total Liquidations (Count)

0 . 0 0

5 . 0 0

1 0 .0 0

1 5 .0 0

2 0 . 0 0

2 5 . 0 0

3 0 . 0 0

Aug'06

Sep'06

Oct'06

Nov'06

Dec'06

Jan'07

Feb'07

Mar'07

Apr'07

May'07

Jun'07

Jul'07

Aug'07

Sep'07

Millions

Total Prepayments in Full (Balance)

0

20

40

60

80

100

120

Aug'06

Sep'06

Oct'06

Nov'06

Dec'06

Jan'07

Feb'07

Mar'07

Apr'07

May'07

Jun'07

Jul'07

Aug'07

Sep'07

Total Prepayments in Full (Count)

Group

AmountCount

Prepayment In Full

AmountCount

Liquidation

AmountCount

Repurchase

AmountCount

Others

AmountCount

Total Prepayments

Prepayments and Liquidations - Summary

3,297,502.3020 1,203,491.167 0 0 4,500,993.46271

2,270,536.7111 4,260,779.8219 0 0 6,531,316.53302

5,568,039.0131 5,464,270.9826 0 0 11,032,309.9957TOTAL

S5


32/46



Deal Code: JPM06NC1


Pay Date: 09/25/2007

Group State Loan Number Original Loan Balance Prepayment Amount Prepayment Type Paid Through

Date

Current Note

Rate

Prepayment and Liquidations - Details

1 AZ 1004887616 254,915.00 253,484.73 Liquidation 09-01-2007 8.3000

1 AZ 1006271161 151,500.00 149,964.46 Prepayment 09-01-2007 5.9500

1 FL 1005247119 308,000.00 305,244.33 Prepayment 09-01-2007 6.6500

1 FL 1005392050 142,000.00 139,961.16 Prepayment 09-01-2007 7.7000

1 FL 1005906987 107,500.00 107,078.17 Liquidation 09-01-2007 9.3500

1 FL 1006095049 165,000.00 162,341.62 Prepayment 09-01-2007 7.1000

1 GA 1006108026 139,500.00 137,159.81 Prepayment 09-01-2007 9.1750

1 ID 1005506909 175,000.00 173,189.17 Prepayment 09-01-2007 9.6250

1 ID 1005960338 118,000.00 117,390.78 Prepayment 09-01-2007 8.4000

1 IN 1006005084 193,500.00 191,476.47 Liquidation 09-01-2007 9.3000

1 KY 1006126275 104,000.00 103,457.76 Prepayment 09-01-2007 8.3750

1 MA 1005948807 436,000.00 430,083.49 Liquidation 09-01-2007 7.9900

1 MA 1005986837 235,000.00 232,349.60 Prepayment 09-01-2007 8.9250

1 MS 1006284816 85,500.00 85,123.07 Liquidation 09-01-2007 8.7500

1 NC 1005892689 107,825.00 107,218.79 Prepayment 09-01-2007 8.1000

1 ND 1006251067 82,650.00 82,397.41 Liquidation 09-01-2007 10.2000

1 NJ 1005779767 375,000.00 372,738.44 Prepayment 09-01-2007 7.8500

1 NJ 1006002862 216,000.00 213,102.87 Prepayment 09-01-2007 8.0500

1 NV 1005825271 298,917.00 297,295.20 Prepayment 09-01-2007 8.2250

1 NY 1005231643 82,500.00 81,393.41 Prepayment 09-01-2007 9.4500

1 OH 1006165507 54,000.00 53,847.82 Liquidation 09-01-2007 10.4750

1 SC 1006007769 123,250.00 122,049.51 Prepayment 09-01-2007 9.6500

1 TN 1006229636 90,013.60 89,455.30 Prepayment 09-01-2007 7.75001 VA 1006024143 94,500.00 93,626.80 Prepayment 09-01-2007 6.9000

1 WA 1005492987 180,800.00 180,011.79 Prepayment 09-01-2007 9.5250

1 WI 1006117436 111,600.00 110,633.97 Prepayment 09-01-2007 10.2250

1 WI 1006268120 110,000.00 108,917.53 Prepayment 09-01-2007 9.6000

4,542,470.60 4,50 0,993.4627TOTAL Group 1

S6


33/46



Deal Code: JPM06NC1


Pay Date: 09/25/2007

Group State Loan Number Original Loan Balance Prepayment Amount Prepayment Type Paid Through

Date

Current Note

Rate

Prepayment and Liquidations - Details

2 AZ 1005765923 112,000.00 110,652.28 Prepayment 09-01-2007 8.7750

2 AZ 1006144175 186,320.00 185,385.08 Liquidation 09-01-2007 8.5000

2 CA 1004738993 230,000.00 228,100.12 Prepayment 09-01-2007 7.9900

2 CA 1005282641 394,642.00 392,159.90 Liquidation 09-01-2007 7.7000

2 CA 1005394815 184,000.00 182,828.26 Prepayment 09-01-2007 11.9500

2 CA 1005568744 238,000.00 235,646.37 Prepayment 09-01-2007 6.2500

2 CA 1005763836 386,750.00 385,807.06 Liquidation 09-01-2007 10.9500

2 CA 1005809397 327,200.00 324,950.60 Liquidation 09-01-2007 7.3800

2 CA 1005847088 520,000.00 519,999.99 Liquidation 09-01-2007 7.9900

2 CA 1005849246 550,400.00 548,005.09 Liquidation 09-01-2007 9.0500

2 CA 1006081465 378,000.00 376,651.44 Liquidation 09-01-2007 9.6750

2 CA 1006082945 107,000.00 106,652.14 Prepayment 09-01-2007 9.9900

2 CO 1005189949 133,600.00 132,648.79 Liquidation 09-01-2007 7.4500

2 CT 1005173368 204,000.00 201,676.14 Liquidation 09-01-2007 9.1500

2 FL 1005518488 256,000.00 252,747.13 Liquidation 09-01-2007 8.3250

2 FL 1005929294 175,000.00 173,161.63 Prepayment 09-01-2007 9.3000

2 FL 1005955059 147,000.00 146,526.19 Prepayment 09-01-2007 10.0250

2 FL 1006063733 113,000.00 112,394.74 Liquidation 09-01-2007 12.4500

2 HI 1004888303 66,800.00 66,245.99 Liquidation 09-01-2007 10.7000

2 HI 1005778768 810,000.00 804,783.49 Prepayment 09-01-2007 7.9500

2 KS 1005147165 37,180.00 36,550.57 Prepayment 09-01-2007 11.8500

2 KS 1006046290 65,000.00 64,426.78 Liquidation 09-01-2007 10.2500

2 MI 1006003219 55,500.00 55,146.34 Liquidation 09-01-2007 12.1500

2 NY 1005166599 110,000.00 109,365.58 Liquidation 09-01-2007 12.1500

2 NY 1006029576 98,000.00 97,322.56 Liquidation 09-01-2007 11.3000

2 OH 1004793156 117,360.00 116,772.47 Liquidation 09-01-2007 9.0500

2 OR 1005271984 59,000.00 58,521.15 Prepayment 09-01-2007 6.7750

2 TX 1005975938 244,000.00 241,730.06 Liquidation 09-01-2007 9.8750

2 WA 1004975628 77,890.00 77,344.08 Liquidation 09-01-2007 11.5000

2 WI 1006037148 188,000.00 187,114.51 Prepayment 09-01-2007 9.8000

6,571,642.00 6,53 1,316.5330TOTAL Group 2

S7


34/46



Deal Code: JPM06NC1


Pay Date: 09/25/2007

11,114,112.60 11,032,309.9957TOTAL

S8


35/46



Deal Code: JPM06NC1


Pay Date: 09/25/2007

Distribution

Count

General

Delinquency Summary - Total

Amount Count

Foreclosure

Amount Count

REO

Amount Count

Bankruptcy

Amount Count

Forebearance

Amount Count

TOTAL

Amount

2,029 426,865,459.58 8 1,538,380.220.0000 0.00Current74.76% 72.97% 0.29% 0.26%0.00%0.00%0.00% 0.00%

0 0.000.00% 0.00%

2,037 428,403,839.8075.06% 73.24%

158 34,542,384.05 0 0.000.0002 325,594.62Payment 1

5.82% 5.91% 0.00% 0.00%0.00%0.00%0.07% 0.06%

0 0.00

0.00% 0.00%

160 34,867,978.67

5.90% 5.96%

57 13,684,296.01 1 32,285.610.0006 1,017,718 .6 9Payment 2

2.10% 2.34% 0.04% 0.01%0.00%0.00%0.22% 0.17%

0 0.00

0.00% 0.00%

64 14,734,300.31

2.36% 2.52%

28 4,125,201.59 32 5,741,023.9628,777,653.80112281 68,298,549.69Payment 3+

1.03% 0.71% 1.18% 0.98%4.92%4.13%10.35% 11.68%

0 0.00

0.00% 0.00%

453 106,942,429.04

16.69% 18.28%

2,272 479,217,341.23 41 7,311,689.7928,777,653.80112289 69,641,863.00TOTAL 0 0.00 2,714 584,948,547.82

83.71% 81.92% 1.51% 1.25%4.92%4.13%10.65% 11.91% 0.00% 0.00% 100.00% 100.00%

REO (% of Amount)

0.00%

1.00%

2.00%

3.00%

4.00%

5.00%

6.00%

Au g

'0 6

Se p

'0 6

Oc t

'0 6

N o v

'0 6

De c

'0 6

Ja n

'0 7

F eb

'0 7

M ar

'0 7

Ap r

'0 7

M ay

'0 7

Ju n

'0 7

Ju l

'0 7

Au g

'0 7

Se p

'0 7

Bankruptcy (% of Amou nt)

0.00%

0.20%

0.40%

0.60%

0.80%

1.00%

1.20%

1.40%

Au g

'0 6

Se p

'0 6

Oc t

'0 6

N o v

'0 6

De c

'0 6

Ja n

'0 7

Fe b

'0 7

M ar

'0 7

Ap r

'0 7

M ay

'0 7

Ju n

'0 7

Ju l

'0 7

Au g

'0 7

Se p

'0 7

Delinquent (% of Amount)

0.00%1.00%

2.00%

3.00%4.00%

5.00%6.00%7.00%

8.00%9.00%

10.00%

Au g

'0 6

Se p

'0 6

Oc t

'0 6

N o v

'0 6

De c

'0 6

Ja n

'0 7

Fe b

'0 7

M ar

'0 7

Ap r

'0 7

M ay

'0 7

Ju n

'0 7

Ju l

'0 7

Au g

'0 7

Se p

'0 7

Foreclosure (% of Amount)

0.00%

2.00%

4.00%

6.00%

8.00%

10.00%

12.00%

14.00%

Au g

'0 6

Se p

'0 6

Oc t

'0 6

N o v

'0 6

De c

'0 6

Ja n

'0 7

F eb

'0 7

M ar

'0 7

Ap r

'0 7

M ay

'0 7

Ju n

'0 7

Ju l

'0 7

Au g

'0 7

Se p

'0 7

S9


36/46



Deal Code: JPM06NC1


Pay Date: 09/25/2007

General Trends - Total

0 . 0 0

1 0 0 .0 0

2 0 0 . 0 0

3 0 0 . 0 0

4 0 0 . 0 0

5 0 0 . 0 0

6 0 0 . 0 0

7 0 0 . 0 0

8 0 0 . 0 0

9 0 0 . 0 0

Au g '0 6 Se p ' 0 6 Oct ' 0 6 N o v ' 0 6 D e c ' 0 6 J a n ' 0 7 F e b '0 7 M a r ' 0 7 A p r ' 0 7 Ma y ' 0 7 J u n ' 07 J u l ' 0 7 Au g ' 07 Se p ' 0 7

Millions

Ending Scheduled Balance

7 . 9 2 0 0 0

7 . 9 4 0 0 0

7 . 9 6 0 0 0

7 . 9 8 0 0 0

8 . 0 0 0 0 0

8 . 0 2 0 0 0

8 . 0 4 0 0 0

8 . 0 6 0 0 0

8 . 0 8 0 0 0

8 .1 0 0 0 0

8 .1 2 0 0 0

A u g ' 0 6 Se p ' 0 6 Oct ' 0 6 N ov '0 6 D e c ' 0 6 J a n '0 7 Fe b '0 7 M a r ' 0 7 A p r ' 0 7 M a y ' 0 7 J u n '0 7 J u l ' 0 7 Au g ' 0 7 Se p ' 0 7

Weighted Average Coupon Rate

33 0

33 5

34 0

34 5

35 0

35 5

A ug '0 6 S e p ' 0 6 Oc t ' 0 6 N ov ' 0 6 D e c ' 0 6 J a n ' 0 7 F e b ' 0 7 M a r ' 0 7 A p r ' 0 7 M a y ' 0 7 J u n '0 7 J u l ' 0 7 A u g ' 07 Se p ' 0 7

Weighted Average Remaining Term

S10


37/46



Deal Code: JPM06NC1


Pay Date: 09/25/2007

Distribution

Count

General

Amount Count

Foreclosure

Amount Count

REO

Amount Count

Bankruptcy

Amount

Delinquency Summary - Group 1

Count

Forebearance

Amount Count

TOTAL

Amount

1,174 217,371,699.15 5 865,655.500.0000 0.00Current

43.26% 37.16% 0.18% 0.15%0.00%0.00%0.00% 0.00%

0 0.00

0.00% 0.00%

1,179 218,237,354.65

43.44% 37.31%

77 14,187,391.83 0 0.000.0001 206,812.00Payment 1

2.84% 2.43% 0.00% 0.00%0.00%0.00%0.04% 0.04%

0 0.00

0.00% 0.00%

78 14,394,203.83

2.87% 2.46%

23 4,760,783.70 0 0.000.0004 510,330.61Payment 2

0.85% 0.81% 0.00% 0.00%0.00%0.00%0.15% 0.09%

0 0.00

0.00% 0.00%

27 5,2 71,114.31

0.99% 0.90%

7 1,161,926.30 17 2,146,430.3310,001,360.2248142 25,643,071.12Payment 3+

0.26% 0.20% 0.63% 0.37%1.71%1.77%5.23% 4.38%

0 0.00

0.00% 0.00%

214 38,952,787.97

7.89% 6.66%

1,281 237,481,800.98 22 3,012,085.8310,001,360.2248147 26,360,213.73TOTAL 0 0.00 1,498 276,855,460.76

47.20% 40.60% 0.81% 0.51%1.71%1.77%5.42% 4.51% 0.00% 0.00% 55.20% 47.33%

Distribution

Count

General

Amount Count

Foreclosure

Amount Count

REO

Amount Count

Bankruptcy

Amount

Delinquency Summary - Group 2

Count

Forebearance

Amount Count

TOTAL

Amount

855 209,493,760.43 3 672,724.720.0000 0.00Current

31.50% 35.81% 0.11% 0.12%0.00%0.00%0.00% 0.00%

0 0.00

0.00% 0.00%

858 210,166,485.15

31.61% 35.93%

81 20,354,992.22 0 0.000.0001 118,782.62Payment 1

2.98% 3.48% 0.00% 0.00%0.00%0.00%0.04% 0.02%

0 0.00

0.00% 0.00%

82 20,473,774.84

3.02% 3.50%

34 8,923,512.31 1 32,285.610.0002 507,388.08Payment 2

1.25% 1.53% 0.04% 0.01%0.00%0.00%0.07% 0.09%

0 0.00

0.00% 0.00%

37 9,4 63,186.00

1.36% 1.62%

21 2,963,275.29 15 3,594,593.6318,776,293.5864139 42,655,478.57Payment 3+

0.77% 0.51% 0.55% 0.61%3.21%2.36%5.12% 7.29%

0 0.00

0.00% 0.00%

239 67,989,641.07

8.81% 11.62%

991 241,735,540.25 19 4,299,603.9618,776,293.5864142 43,281,649.27TOTAL 0 0.00 1,216 308,093,087.06

36.51% 41.33% 0.70% 0.74%3.21%2.36%5.23% 7.40% 0.00% 0.00% 44.80% 52.67%

S11


38/46



Deal Code: JPM06NC1


Pay Date: 09/25/2007

Trends - By Groups

REO (% of Amount)

0.00%

1.00%

2.00%

3.00%

4.00%

5.00%

6.00%7.00%

Aug

'06

Sep

'06

Oct

'06

No v

'06

Dec

'06

Jan

'07

Feb

'07

M ar

'07

Apr

'07

M ay

'07

Jun

'07

Jul '07 Aug

'07

Sep

'07

Gro up 1 Gro up 2


0.00%0.20%

0.40%

0.60%0.80%

1.00%

1.20%1.40%1.60%

Aug

'06

Sep

'06

Oct

'06

No v

'06

Dec

'06

Jan

'07

Feb

'07

M ar

'07

Apr

'07

M ay

'07

Jun

'07

Jul '07 Aug

'07

Sep

'07

Gro up 1 Gro up 2


0.00%

2.00%

4.00%

6.00%

8.00%

10.00%12.00%

Aug

'06

Sep

'06

Oct

'06

No v

'06

Dec

'06

Jan

'07

Feb

'07

M ar

'07

Apr

'07

M ay

'07

Jun

'07

Jul '07 Aug

'07

Sep

'07

Gro up 1 Gro up 2


0.00%

2.00%

4.00%6.00%

8.00%

10.00%12.00%

14.00%16.00%

Aug

'06

Sep

'06

Oct

'06

No v

'06

Dec

'06

Jan

'07

Feb

'07

M ar

'07

Apr

'07

M ay

'07

Jun

'07

Jul '07 Aug

'07

Sep

'07

Gro up 1 Gro up 2

Weighted Average C oupon Rate

7.900

7.950

8.000

8.050

8.100

8.150

Aug

'06

Sep

'06

Oct

'06

No v

'06

Dec

'06

Jan

'07

Feb

'07

M ar

'07

Apr

'07

M ay

'07

Jun

'07

Jul '07 Aug

'07

Sep

'07

Gro up 1 Gro up 2


330

335

340

345

350

355

Aug

'06

Sep

'06

Oct

'06

No v

'06

Dec

'06

Jan

'07

Feb

'07

M ar

'07

Apr

'07

M ay

'07

Jun

'07

Jul '07 Aug

'07

Sep

'07

Gro up 1 Gro up 2

S12


39/46



Deal Code: JPM06NC1


Pay Date: 09/25/2007

Delinquency Summary - FIXED-RATE

Distribution

Count

General

Amount Count

Foreclosure

Amount Count

REO

Amount Count

Bankruptcy

Amount Count

Forebearance

Amount Count

TOTAL

Amount

624 111,883,486.88 4 429,193.020.0000 0.00Current

22.99% 19.13% 0.15% 0.07%0.00%0.00%0.00% 0.00%

0 0.00

0.00% 0.00%

628 112,312,679.90

23.14% 19.20%

25 5,200,259.08 0 0.000.0001 206,812.00Payment 1

0.92% 0.89% 0.00% 0.00%0.00%0.00%0.04% 0.04%

0 0.00

0.00% 0.00%

26 5,4 07,071.08

0.96% 0.92%

16 2,318,114.72 1 32,285.610.0001 110,564.65Payment 2

0.59% 0.40% 0.04% 0.01%0.00%0.00%0.04% 0.02%

0 0.00

0.00% 0.00%

18 2,4 60,964.98

0.66% 0.42%

18 1,571,281.25 5 538,116.851,622,341.43102 8 5,508,205 .7 2Payment 3+

0.66% 0.27% 0.18% 0.09%0.28%0.37%1.03% 0.94%

0 0.00

0.00% 0.00%

61 9,2 39,945.25

2.25% 1.58%

683 120,973,141.93 10 999,595.481,622,341.43103 0 5,825,582 .3 7TOTAL 0 0.00 733 129,420,661.21

25.17% 20.68% 0.37% 0.17%0.28%0.37%1.11% 1.00% 0.00% 0.00% 27.01% 22.13%

Delinquency Summary - ARM

Distribution

Count

General

Amount Count

Foreclosure

Amount Count

REO

Amount Count

Bankruptcy

Amount Count

Forebearance

Amount Count

TOTAL

Amount

1,405 314,981,972.70 4 1,109,187.200.0000 0.00Current

51.77% 53.85% 0.15% 0.19%0.00%0.00%0.00% 0.00%

0 0.00

0.00% 0.00%

1,409 316,091,159.90

51.92% 54.04%

133 29,342,124.97 0 0.000.0001 118,782.62Payment 1

4.90% 5.02% 0.00% 0.00%0.00%0.00%0.04% 0.02%

0 0.00

0.00% 0.00%

134 29,460,907.59

4.94% 5.04%

41 11,366,181.29 0 0.000.0005 907,154.04Payment 2

1.51% 1.94% 0.00% 0.00%0.00%0.00%0.18% 0.16%

0 0.00

0.00% 0.00%

46 12,273,335.33

1.69% 2.10%

10 2,553,920.34 27 5,202,907.1127,155,312.37102253 62,790,343.97Payment 3+

0.37% 0.44% 0.99% 0.89%4.64%3.76%9.32% 10.73%

0 0.00

0.00% 0.00%

392 97,702,483.79

14.44% 16.70%

1,589 358,244,199.30 31 6,312,094.3127,155,312.37102259 63,816,280.63TOTAL 0 0.00 1,981 455,527,886.61

58.55% 61.24% 1.14% 1.08%4.64%3.76%9.54% 10.91% 0.00% 0.00% 72.99% 77.87%

S13


40/46



Deal Code: JPM06NC1


Pay Date: 09/25/2007

Trends - By Loan Type

REO (% of Amount)

0.00%

1.00%

2.00%

3.00%

4.00%

5.00%

6.00%

7.00%

Aug

'06

Sep

'06

Oct

'06

No v

'06

Dec

'06

Jan

'07

Feb

'07

M ar

'07

Apr

'07

M ay

'07

Jun

'07

Jul '07 Aug

'07

Sep

'07

A RM F IXED -RA TE


0.00%0.20%

0.40%

0.60%0.80%

1.00%

1.20%1.40%

1.60%

Aug

'06

Sep

'06

Oct

'06

No v

'06

Dec

'06

Jan

'07

Feb

'07

M ar

'07

Apr

'07

M ay

'07

Jun

'07

Jul '07 Aug

'07

Sep

'07

A RM FIXED- RAT E


0.00%

2.00%

4.00%

6.00%

8.00%

10.00%

12.00%

Aug

'06

Sep

'06

Oct

'06

No v

'06

Dec

'06

Jan

'07

Feb

'07

M ar

'07

Apr

'07

M ay

'07

Jun

'07

Jul '07 Aug

'07

Sep

'07

A RM FIXED -R ATE


0.00%

2.00%

4.00%6.00%

8.00%

10.00%12.00%

14.00%

16.00%

Aug

'06

Sep

'06

Oct

'06

No v

'06

Dec

'06

Jan

'07

Feb

'07

M ar

'07

Apr

'07

M ay

'07

Jun

'07

Jul '07 Aug

'07

Sep

'07

A RM F IXED -RA TE

Weighted Average C oupon Rate

7.200

7.400

7.600

7.800

8.000

8.200

8.400

Aug

'06

Sep

'06

Oct

'06

No v

'06

Dec

'06

Jan

'07

Feb

'07

M ar

'07

Apr

'07

M ay

'07

Jun

'07

Jul '07 Aug

'07

Sep

'07

A RM F IXED -RA TE


320325

330335340345350355

360

Aug

'06

Sep

'06

Oct

'06

No v

'06

Dec

'06

Jan

'07

Feb

'07

M ar

'07

Apr

'07

M ay

'07

Jun

'07

Jul

'07

Aug

'07

Sep

'07

A RM FIXED -RA TE

S14


41/46



Deal Code: JPM06NC1


Pay Date: 09/25/2007

Range of Rates Loan

Count

Ending Scheduled

Balance

Percent of

Pool

Distribution by Note Rate (Current)

WAM WAC

Less than 5.5000 1 344,977.44 0.059% 339 5.00%

5.5000 to less than 5.7500 12 4,515,586.64 0.772% 339 5.59%

5.7500 to less than 6.0000 38 12,885,257.51 2.203% 335 5.92%

6.0000 to less than 6.2500 29 8,090,590.55 1.383% 338 6.14%

6.2500 to less than 6.5000 136 38,416,317.02 6.567% 337 6.31%

6.5000 to less than 6.7500 111 29,715,730.24 5.080% 337 6.59%

6.7500 to less than 7.0000 167 46,129,115.41 7.886% 340 6.87%

7.0000 to less than 7.2500 116 27,869,456.80 4.764% 340 7.12%

7.2500 to less than 7.5000 193 50,192,425.16 8.581% 340 7.36%

7.5000 to less than 7.7500 204 47,298,716.77 8.086% 339 7.60%

7.7500 to less than 8.0000 280 69,105,125.07 11.814% 340 7.88%

8.0000 to less than 8.2500 140 30,578,434.60 5.228% 340 8.11%

8.2500 to less than 8.5000 147 32,894,212.99 5.623% 341 8.37%

8.5000 to less than 8.7500 178 37,568,210.16 6.422% 340 8.59%

8.7500 to less than 9.0000 187 37,393,783.27 6.393% 340 8.88%

9.0000 to less than 9.2500 116 20,243,121.77 3.461% 337 9.11%

9.2500 to less than 9.5000 104 18,395,963.78 3.145% 341 9.36%

9.5000 to less than 9.7500 115 19,659,662.65 3.361% 339 9.60%

9.7500 to less than 10.0000 117 17,322,729.81 2.961% 340 9.85%

10.0000 to less than 10.2500 57 7,714,395.17 1.319% 341 10.11%

10.2500 to less than 10.5000 45 5,062,505.62 0.865% 337 10.34%

10.5000 to less than 10.7500 48 6,613,361.40 1.131% 334 10.61%

10.7500 to less than 11.0000 51 6,454,522.84 1.103% 341 10.86%

11.0000 to less than 11.2500 22 2,143,831.41 0.366% 340 11.12%11.2500 to less than 11.5000 22 2,225,209.07 0.380% 338 11.36%

11.5000 to less than 11.7500 16 1,254,865.56 0.215% 341 11.60%

11.7500 to less than 12.0000 15 1,177,095.08 0.201% 340 11.87%

Greater than; equal to 12.0000 47 3,683,344.03 0.630% 337 12.42%

584,948,547.822,714TOTAL

Range of Rates Loan

Count

Ending Scheduled

Balance

Percent of

Pool

Distribution by Note Rate (Cut-off)

WAM WAC

Less than 5.5000 1 349,081.27 0.038% 356 5.00%

5.5000 to less than 5.7500 18 6,607,381.70 0.710% 356 5.60%

5.7500 to less than 6.0000 52 16,976,126.63 1.824% 353 5.92%

6.0000 to less than 6.2500 45 12,015,626.33 1.291% 355 6.14%

6.2500 to less than 6.5000 180 51,319,021.71 5.515% 354 6.31%

6.5000 to less than 6.7500 148 38,941,469.52 4.185% 354 6.59%

6.7500 to less than 7.0000 228 62,308,365.01 6.696% 356 6.87%

7.0000 to less than 7.2500 149 37,377,275.52 4.017% 357 7.12%

7.2500 to less than 7.5000 266 67,921,816.98 7.299% 357 7.36%

7.5000 to less than 7.7500 294 70,878,652.36 7.617% 356 7.60%

7.7500 to less than 8.0000 410 106,181,974.56 11.411% 357 7.89%

8.0000 to less than 8.2500 214 50,824,968.15 5.462% 357 8.11%

8.2500 to less than 8.5000 251 55,342,336.29 5.948% 358 8.36%

8.5000 to less than 8.7500 284 63,314,054.32 6.804% 357 8.59%

8.7500 to less than 9.0000 310 66,853,772.90 7.185% 357 8.88%

9.0000 to less than 9.2500 178 33,157,425.58 3.563% 355 9.11%

9.2500 to less than 9.5000 180 36,458,063.96 3.918% 358 9.35%

9.5000 to less than 9.7500 190 36,611,076.33 3.935% 357 9.60%

9.7500 to less than 10.0000 209 37,523,398.82 4.033% 357 9.86%

10.0000 to less than 10.2500 112 18,307,364.91 1.967% 358 10.11%

10.2500 to less than 10.5000 81 11,713,447.55 1.259% 354 10.35%

10.5000 to less than 10.7500 89 13,965,359.03 1.501% 354 10.60%

10.7500 to less than 11.0000 80 11,491,630.12 1.235% 358 10.87%

11.0000 to less than 11.2500 45 5,579,145.16 0.600% 358 11.11%11.2500 to less than 11.5000 42 5,205,690.96 0.559% 357 11.37%

11.5000 to less than 11.7500 27 2,096,967.50 0.225% 358 11.59%

11.7500 to less than 12.0000 31 2,860,652.07 0.307% 357 11.88%

Greater than; equal to 12.0000 95 8,326,974.95 0.895% 356 12.44%

930,509,120.194,209TOTAL

S15


42/46



Deal Code: JPM06NC1


Pay Date: 09/25/2007

Range of Balances Loan

Count

Ending Scheduled

Balance

Percent of

Pool

Distribution by Ending Scheduled Balance (Current)

WAM WAC

Less than 20,000.00 0 0.00 0.000% 0 0.00%

20,000.00 to less than 40,000.00 25 890,764.15 0.149% 309 10.50%

40,000.00 to less than 60,000.00 143 7,563,341.61 1.268% 330 9.83%

60,000.00 to less than 80,000.0 0 223 15 ,7 61,993.29 2.6 43% 3 35 9.48%

80,000.00 to less than 100,000.00 204 18 ,3 48,513.85 3.0 77% 3 39 8.83%

100 ,000.00 to less than 120,000.00 217 23 ,8 99,541.42 4.0 08% 3 36 8.52%

120 ,000.00 to less than 140,000.00 214 27 ,7 58,087.66 4.6 55% 3 38 8.58%

140 ,000.00 to less than 160,000.00 180 26 ,9 60,982.60 4.5 21% 3 38 8.36%

160 ,000.00 to less than 180,000.00 150 25 ,4 60,982.53 4.2 70% 3 40 8.11%

180 ,000.00 to less than 200,000.00 149 28 ,2 49,603.31 4.7 38% 3 39 8.18%

200 ,000.00 to less than 220,000.00 125 26 ,2 82,369.97 4.4 08% 3 40 7.98%

220 ,000.00 to less than 240,000.00 114 26 ,1 52,762.97 4.3 86% 3 40 7.95%

240 ,000.00 to less than 260,000.00 133 33 ,3 09,408.82 5.5 86% 3 40 7.85%260 ,000.00 to less than 280,000.00 108 29 ,1 75,064.75 4.8 93% 3 39 7.82%

280 ,000.00 to less than 300,000.00 106 30 ,6 66,352.78 5.1 43% 3 40 7.72%

300 ,000.00 to less than 320,000.00 78 24 ,2 42,511.41 4.0 66% 3 41 7.89%

320 ,000.00 to less than 340,000.00 62 20 ,4 97,459.11 3.4 38% 3 40 7.64%

340 ,000.00 to less than 360,000.00 79 27 ,6 16,210.47 4.6 31% 3 40 7.81%

360 ,000.00 to less than 380,000.00 52 19 ,1 84,419.44 3.2 17% 3 40 7.79%

380 ,000.00 to less than 400,000.00 61 23 ,8 00,781.18 3.9 91% 3 40 7.83%

400 ,000.00 to less than 420,000.00 34 13 ,8 71,010.46 2.3 26% 3 40 7.81%

420 ,000.00 to less than 440,000.00 40 17 ,2 44,567.73 2.8 92% 3 40 7.24%

440 ,000.00 to less than 460,000.00 36 16 ,1 71,967.22 2.7 12% 3 40 7.61%

460 ,000.00 to less than 480,000.00 27 12 ,6 67,843.84 2.1 24% 3 40 7.61%

480 ,000.00 to less than 500,000.00 34 16 ,7 26,418.81 2.8 05% 3 35 7.54%

500 ,000.00 to less than 520,000.00 17 8 ,6 74,390.73 1.4 55% 3 40 7.16%

520,000.00 to less than 540,000.00 103 63,771,197.71 10.695% 340 7 .59%

Greater than; equal to 540,000.00 0 0.00 0.000% 0 0.00%

584,948,547.822,714TOTAL

Range of Balances Loan

Count

Ending Scheduled

Balance

Percent of

Pool

Distribution by Ending Scheduled Balance (Cut-off)

WAM WAC

Less than 20,000.00 0 0.00 0.000% 0 0.00%

20,000.00 to less than 40,000.00 38 1,360,601.58 0.000% 342 10.92%

40,000.00 to less than 60,000.00 1 92 10,20 5,4 44.70 0.000% 35 0 9 .9 8%

60,000.00 to less than 80,000.00 3 09 21,91 5,2 56.90 0.000% 35 3 9 .5 3%

80,000.00 to less than 100 ,000.00 2 90 26,20 4,6 11.40 0.000% 35 6 9 .0 4%

100,000.00 to less than 12 0,00 0.00 3 44 37,99 5,1 83.06 0.000% 35 4 8 .6 8%

120,000.00 to less than 14 0,00 0.00 3 12 40,65 2,7 48.51 0.000% 35 6 8 .6 9%

140,000.00 to less than 16 0,00 0.00 2 73 40,93 0,5 44.33 0.000% 35 6 8 .5 8%

160,000.00 to less than 18 0,00 0.00 2 57 43,85 4,3 63.34 0.000% 35 7 8 .3 1%

180,000.00 to less than 20 0,00 0.00 2 32 44,23 7,9 84.62 0.000% 35 6 8 .3 6%

200,000.00 to less than 22 0,00 0.00 2 23 46,98 7,7 36.12 0.000% 35 7 8 .2 6%

220,000.00 to less than 24 0,00 0.00 1 86 42,86 8,3 62.18 0.000% 35 7 8 .1 2%

240,000.00 to less than 26 0,00 0.00 2 02 50,68 7,1 17.76 0.000% 35 7 8 .0 7%260,000.00 to less than 28 0,00 0.00 1 67 45,15 0,6 21.30 0.000% 35 7 8 .0 1%

280,000.00 to less than 30 0,00 0.00 1 72 49,96 3,2 32.69 0.000% 35 7 7 .9 0%

300,000.00 to less than 32 0,00 0.00 1 25 38,89 6,7 02.12 0.000% 35 8 7 .9 0%

320,000.00 to less than 34 0,00 0.00 1 03 34,07 2,1 16.65 0.000% 35 7 7 .9 4%

340,000.00 to less than 36 0,00 0.00 1 31 45,91 7,7 07.30 0.000% 35 7 7 .9 3%

360,000.00 to less than 38 0,00 0.00 94 34,82 9,6 68.06 0.000% 35 7 8 .1 6%

380,000.00 to less than 40 0,00 0.00 83 32,52 0,4 29.18 0.000% 35 7 8 .0 1%

400,000.00 to less than 42 0,00 0.00 69 28,23 6,6 74.50 0.000% 35 7 8 .0 4%

420,000.00 to less than 44 0,00 0.00 64 27,54 9,8 68.14 0.000% 35 7 7 .6 9%

440,000.00 to less than 46 0,00 0.00 61 27,47 9,4 17.43 0.000% 35 7 7 .7 8%

460,000.00 to less than 48 0,00 0.00 43 20,21 0,5 97.10 0.000% 35 7 7 .8 2%

480,000.00 to less than 50 0,00 0.00 46 22,70 6,6 20.54 0.000% 35 8 7 .9 4%

500,000.00 to less than 52 0,00 0.00 31 15,79 3,5 84.15 0.000% 35 7 7 .8 3%

520,000.00 to less than 54 0,00 0.00 1 62 99,28 1,9 26.53 0.000% 35 6 7 .7 4%

Greater than; equal to 540,000.00 0 0.00 0.000% 0 0.00%

930,509,120.194,209TOTAL

S16


43/46



Deal Code: JPM06NC1


Pay Date: 09/25/2007

Loan Type Loan

Count

Ending Scheduled

Balance

Percent of

Pool

Distribution by Loan Type Characteristics (Current)

WAM WAC

ARM - First Mortgage 1 ,98 1 45 5,5 27,886.61 48 .9 55%1 341 8.10%

FIXED-RATE - First Mortgage 562 116,644,388.18 12.536%2 334 7.17%

FIXED-RATE - Subordinate M 171 12,776,273.03 1 .373%3 337 11.18%

2,714 584,948,547.82TOTAL

Loan Type Loan

Count

Ending Scheduled

Balance

Percent of

Pool

Distribution by Loan Type Characteristics (Cut-off)

WAM WAC

ARM - First Mortgage 3,183 751,727 ,5 57.97 80.78 7%1 358 8.26%

FIXED-RATE - First Mortgage 728 155,324,320.82 16.692%2 352 7.24%

FIXED-RATE - Subordinate M 298 23,457,241.40 2 .521%3 355 11.31%

4,209 930,509,120.19TOTAL

Property Type Loan

Count

Ending Scheduled

Balance

Percent of

Pool

Distribution by Property Type Characteristics (Current)

WAM WAC

Single-Family 1,987 417,037,246.25 44.818%1 339 7.97%

Plan Uni t Development (PUD) 362 78,406,193.40 8 .426%2 339 8.05%

Multi-Family ( including 3 or 4 168 48,001,928.04 5.159%3 340 7.93%

High Rise Condo 197 41,503,180.13 4.460%4 340 8.00%

2,714 584,948,547.82TOTAL

Property Type Loan

Count

Ending Scheduled

Balance

Percent of

Pool

Distribution by Property Type Characteristics (Cut-off)

WAM WAC

Single-Family 3,111 676,091,509.04 72.658%1 356 8.14%

Plan Unit Development (PUD) 513 110,000,544.91 11.822%2 356 8.33%

Multi-Family ( including 3 or 4 284 81,917,340.49 8.803%3 357 8.18%

High Rise Condo 301 62,499,725.75 6.717%4 357 8.24%

4,209 930,509,120.19TOTAL

Loan Type Loan

Count

Ending Scheduled

Balance

Percent of

Pool

Distribution by Amortization Characteristics (Current)

WAM WAC

Balloon 1,431 352,777,013.14 37.912%1 340 7.78%

Fully Amortizing 1,283 232,171,534.68 24.951%2 338 8.29%

2,714 584,948,547.82TOTAL

Loan Type Loan

Count

Ending Scheduled

Balance

Percent of

Pool

Distribution by Amortization Characteristics (Cut-off)

WAM WAC

Balloon 2,183 547,320,334.90 58.819%1 357 7.92%

Fully Amortizing 2,026 383,188,785.29 41.181%2 355 8.53%

4,209 930,509,120.19TOTAL

S17


44/46



Deal Code: JPM06NC1


Pay Date: 09/25/2007

Top 10 Current State Concentration

ARIZONA

CALIFORNIA

FLORIDA

HAWAII

ILLINOIS

MASSACHUSETTS

NEVADA

NEW JERSEY

NEW YORK

OTHERS

TEXAS

States Loan

Count

Ending Scheduled

Balance

Percent of

Pool

Top 10 State Concentration (Current)

WAM WAC

CALIFORNIA 734 235,143,368.48 40.199%1 340 7.67%FLORIDA 299 53,378,919.23 9.125%2 339 8.46%

NEW YORK 107 31,540,290.85 5.392%3 339 7.66%

TEXAS 218 25,080,292.10 4.288%4 333 8.58%

NEW JERSEY 89 23,674,826.30 4.047%5 339 8.24%

MASSACHUSETTS 79 21,356,306.36 3.651%6 340 7.97%

ARIZONA 118 21,188,656.80 3.622%7 339 8.01%

ILLINOIS 88 15,576,008.30 2.663%8 341 8.31%

HAWAII 39 13,490,425.13 2.306%9 339 7.03%

NEVADA 65 13,415,135.92 2.293%10 340 7.98%

OTHERS 878 131,104,318.35 22.413% 338 8.32%

2,714 584,948,547.82TOTAL

States Loan

Count

Ending Scheduled

Balance

Percent of

Pool

Top 10 State Concentration (Cut-off)

WAM WAC

CALIFORNIA 1,193 377,415,142.09 40.560%1 357 7.84%FLORIDA 424 76,441,230.50 8.215%2 356 8.61%

NEW JERSEY 202 52,297,632.72 5.620%3 356 8.45%

NEW YORK 178 49,474,440.12 5.317%4 357 7.93%

MASSACHUSETTS 141 38,991,680.22 4.190%5 357 8.26%

ARIZONA 183 34,005,056.57 3.654%6 356 8.41%

TEXAS 268 32,278,397.94 3.469%7 349 8.64%

ILLINOIS 154 28,235,195.00 3.034%8 358 8.51%

MARYLAND 128 27,483,381.75 2.954%9 356 8.32%

NEVADA 90 18,108,630.16 1.946%10 357 8.29%

OTHERS 1,248 195,778,333.12 21.040% 356 8.40%

4,209 930,509,120.19TOTAL

S18


45/46



Deal Code: JPM06NC1


Pay Date: 09/25/2007

Group State Loan Number Original Loan

Balance

Modification TypePaid Through

Date

Current Loan Balance Current

Note Rate

Original

Rate

Original

Term

Remaining

Term

Material Modifications, Extensions, Waivers - Details

The Bank of New York in its respective capacity under the transaction documents is not aware of any material

modifications, extensions or waivers to pool asset terms, fees, penalties or payment numbers

S19


46/46



Deal Code: JPM06NC1


Pay Date: 09/25/2007

The Bank of New York in its respective capacity under the transaction documents is not aware of any material

breaches of pool asset representations or warranties or transaction covenants

Material Breaches - Details

S20

new century -jpmorgan acquisition jpmac2006-nc1 september 2007 statement

Documents