Performance Data For Deal

J.P. Morgan Mortgage

Acquisition Corp. 2006-NC1
View: Main

Distribution Date Pool Group 1 30 Day Delq Bal % Pool Group 1 60 Day Delq Bal %
Sep 2009 6.80% 4.06%
Aug 2009 6.98% 3.39%
Jul 2009 7.79% 4.12%
Jun 2009 5.65% 4.43%
May 2009 6.91% 3.88%
Apr 2009 7.19% 2.29%
Mar 2009 6.71% 2.86%
Feb 2009 6.52% 3.37%
Jan 2009 7.40% 3.45%
Dec 2008 7.02% 2.80%
Nov 2008 6.07% 2.64%
Oct 2008 6.47% 2.02%
Sep 2008 4.81% 2.82%
Aug 2008 6.02% 3.33%
Jul 2008 5.55% 2.73%
Jun 2008 4.97% 2.62%
May 2008 6.26% 2.90%
Apr 2008 5.55% 2.33%
Mar 2008 5.67% 1.46%
Feb 2008 5.05% 3.08%
Jan 2008 5.13% 2.65%
Dec 2007 5.45% 2.28%
Nov 2007 3.87% 1.77%
Oct 2007 5.14% 2.16%
Sep 2007 5.12% 1.72%
Aug 2007 5.55% 1.87%
Jul 2007 5.13% 1.82%
Jun 2007 5.48% 1.37%
May 2007 4.67% 1.96%
Apr 2007 4.40% 0.77%
Mar 2007 4.38% 1.21%
Feb 2007 4.54% 1.46%
Jan 2007 4.78% 1.81%
Dec 2006 5.10% 0.74%
Nov 2006 2.63% 1.04%
Oct 2006 2.54% 0.71%
Sep 2006 1.93% 0.98%
Aug 2006 1.38% 0.87%
Jul 2006 1.93% 0.59%
Jun 2006 1.12% 0.05%
May 2006 0.05% 0.00%
Apr 2006 -- --
 Pool Group 1 Cumulative Net Loss
Pool Group 1 Foreclosure Percent Pool Group 1 REO Percent Rate
24.23% 4.21% 10.36%
25.28% 3.78% 28.30%
24.99% 3.57% 9.75%
24.61% 3.95% 9.10%
23.69% 5.05% 8.18%
21.39% 5.48% 7.30%
20.37% 6.15% 6.72%
21.72% 5.97% 6.26%
1.99% 5.67% 5.95%
22.46% 0.00% 5.30%
20.14% 6.33% 4.74%
20.27% 5.59% 4.17%
18.50% 5.52% 3.83%
18.40% 4.92% 3.55%
19.29% 4.89% 3.28%
18.51% 5.17% 2.86%
18.51% 5.02% 2.55%
18.69% 4.58% 2.25%
17.77% 4.23% 1.98%
15.19% 4.59% 1.69%
14.41% 3.54% 1.37%
13.12% 3.66% 1.11%
11.97% 3.38% 0.97%
11.12% 3.37% 0.76%
9.52% 3.61% 0.58%
8.37% 3.43% 0.47%
7.42% 3.08% 0.32%
6.84% 2.73% 0.22%
5.79% 1.93% 0.15%
6.46% 1.04% 0.12%
6.20% 0.82% 0.10%
5.16% 0.66% 0.08%
3.82% 0.44% 0.06%
2.87% 0.43% 0.02%
2.45% 0.13% 0.02%
2.13% 0.09% 0.01%
1.46% 0.03% 0.00%
0.59% 0.00% 0.00%
0.05% 0.00% 0.00%
0.00% 0.00% 0.00%
0.00% 0.00% 0.00%
-- -- --
Pool Group 1 CPR (Actual) Pool Group 1 Ending Pool Balance Pool Group 2 30 Day Delq Bal %
14.55% 169,609,898.67 4.79%
10.69% 171,976,750.95 6.10%
26.25% 173,737,872.41 5.86%
27.37% 178,335,751.25 6.15%
27.10% 183,286,681.72 6.84%
18.59% 188,316,980.91 6.27%
14.62% 191,713,391.19 6.03%
8.21% 194,397,036.15 5.99%
20.54% 195,926,300.86 6.03%
18.11% 199,849,620.28 5.35%
23.98% 203,337,711.65 5.37%
9.99% 208,165,822.32 4.62%
13.45% 210,123,131.86 4.61%
18.86% 212,790,977.70 5.44%
24.34% 216,650,389.39 4.52%
20.82% 221,865,413.04 6.52%
18.19% 226,339,079.25 6.82%
34.30% 230,269,623.65 6.14%
32.16% 238,582,417.26 5.40%
32.66% 246,533,750.95 5.49%
21.12% 254,918,448.99 6.97%
20.53% 260,140,294.91 5.83%
22.30% 265,306,872.10 3.84%
21.89% 271,078,399.14 4.57%
17.65% 276,855,460.76 6.61%
19.36% 281,511,457.53 7.61%
22.78% 286,744,600.53 6.54%
25.02% 293,130,415.32 6.66%
25.24% 300,392,639.36 7.08%
16.39% 307,911,534.20 6.56%
26.84% 312,689,863.44 6.76%
31.57% 321,089,101.77 6.32%
30.62% 331,555,982.60 6.35%
28.26% 341,966,867.95 5.17%
22.23% 351,723,132.31 5.40%
36.08% 359,330,568.04 4.77%
33.88% 373,151,666.95 3.97%
32.88% 386,410,998.55 2.36%
25.22% 399,639,639.82 2.38%
30.15% 409,611,617.20 3.09%
36.99% 422,225,147.34 0.05%
-- 438,971,249.00 --
Pool Group 2 60 Day Delq Bal % Pool Group 2 Foreclosure Percent Pool Group 2 REO Percent
5.16% 29.81% 4.46%
2.93% 29.22% 4.92%
3.96% 28.47% 6.23%
3.18% 28.08% 6.73%
2.81% 29.11% 8.21%
2.37% 26.36% 10.06%
3.00% 26.62% 9.44%
3.15% 28.41% 10.45%
2.72% 27.41% 11.52%
2.26% 27.22% 0.00%
2.44% 24.44% 12.01%
3.32% 24.32% 11.45%
3.32% 25.99% 10.42%
1.87% 27.28% 8.47%
4.35% 29.34% 8.31%
3.49% 29.31% 7.40%
3.97% 28.39% 6.86%
3.52% 26.53% 5.97%
2.70% 25.88% 6.10%
3.94% 23.05% 6.50%
3.07% 21.15% 6.69%
2.32% 19.81% 6.19%
2.87% 17.50% 6.35%
4.04% 16.18% 6.04%
2.90% 14.05% 6.09%
2.24% 12.16% 6.42%
2.25% 11.80% 5.22%
2.28% 10.44% 4.63%
2.27% 9.69% 4.02%
1.62% 8.61% 3.25%
1.62% 8.26% 2.52%
1.93% 7.80% 2.18%
2.15% 6.73% 1.47%
2.19% 5.97% 0.87%
1.54% 5.24% 0.06%
1.70% 3.76% 0.00%
1.50% 2.80% 0.00%
0.92% 1.63% 0.00%
2.24% 0.00% 0.00%
0.00% 0.00% 0.00%
0.00% 0.00% 0.00%
-- -- --
Pool Group 2 Cumulative Net Loss
Rate Pool Group 2 CPR (Actual) Pool Group 2 Ending Pool Balance
16.67% 14.03% 164,440,554.18
8.91% 33.88% 166,647,864.11
15.54% 26.90% 172,617,639.49
14.74% 46.20% 177,310,726.22
13.50% 33.62% 186,837,214.34
12.51% 20.28% 193,457,567.16
11.82% 33.81% 197,280,076.02
10.92% 23.80% 204,313,881.79
10.29% 29.18% 209,124,231.59
9.41% 31.02% 215,354,256.13
8.51% 29.08% 222,252,607.06
7.81% 27.70% 228,836,234.74
6.90% 20.63% 235,229,617.43
6.39% 19.25% 239,923,884.68
5.83% 26.85% 244,355,335.79
5.31% 31.64% 250,925,284.89
4.60% 23.21% 259,102,009.56
4.20% 32.61% 264,959,678.72
3.50% 25.01% 273,926,609.29
3.21% 26.32% 280,686,734.44
2.78% 17.05% 288,049,162.48
2.48% 18.52% 292,707,150.39
2.19% 19.99% 298,015,631.35
1.83% 15.23% 303,743,651.51
1.60% 22.29% 308,093,087.06
1.26% 22.26% 314,775,277.05
1.15% 20.80% 321,593,321.85
0.98% 24.25% 328,048,168.42
0.68% 19.38% 335,873,817.50
0.58% 20.16% 342,106,684.22
0.46% 33.66% 348,734,863.82
0.36% 28.99% 361,022,357.71
0.19% 31.07% 371,628,433.73
0.14% 23.89% 383,492,271.58
0.11% 33.36% 392,482,177.62
0.00% 25.58% 406,150,940.20
0.00% 26.52% 416,445,249.88
0.00% 33.56% 427,453,869.34
0.00% 22.59% 442,446,447.06
0.00% 29.55% 452,171,485.55
0.00% 47.39% 465,745,586.26
-- -- 491,537,872.00
Pool Total 30 Day Delq Bal % Pool Total 60 Day Delq Bal % Pool Total Foreclosure Percent Pool Total REO Percent
5.81% 4.60% 26.97% 4.33%
6.55% 3.16% 27.22% 4.34%
6.83% 4.04% 26.72% 4.89%
5.90% 3.81% 26.34% 5.34%
6.88% 3.34% 26.43% 6.65%
6.72% 2.33% 23.91% 7.80%
6.37% 2.93% 23.54% 7.82%
6.25% 3.26% 25.15% 8.27%
6.70% 3.07% 24.86% 8.69%
6.16% 2.52% 24.93% 0.00%
5.70% 2.54% 22.39% 9.30%
5.50% 2.70% 22.39% 8.66%
4.70% 3.08% 22.46% 8.11%
-- -- 23.11% 6.80%
-- -- 24.61% 6.70%
-- -- 24.24% 6.35%
6.55% 3.47% 23.78% 6.00%
5.87% 2.97% 22.89% 5.33%
5.52% 2.13% 22.11% 5.23%
5.28% 3.54% 19.38% 5.61%
6.11% 2.87% 17.99% 5.21%
5.65% 2.30% 16.66% 5.00%
3.86% 2.36% 14.90% 4.95%
4.84% 3.16% 13.79% 4.78%
5.91% 2.34% 11.91% 4.92%
6.64% 2.07% 10.37% 5.01%
5.88% 2.05% 9.74% 4.21%
6.10% 1.85% 8.74% 3.73%
5.94% 2.12% 7.84% 3.03%
5.53% 1.22% 7.59% 2.20%
5.63% 1.42% 7.29% 1.72%
5.48% 1.71% 6.56% 1.46%
5.61% 1.99% 5.36% 0.99%
5.14% 1.51% 4.51% 0.66%
4.09% 1.30% 3.92% 0.09%
3.73% 1.24% 3.00% 0.04%
3.00% 1.25% 2.17% 0.02%
1.89% 0.90% 1.14% 0.00%
2.16% 1.46% 0.03% 0.00%
2.15% 0.03% 0.00% 0.00%
0.05% 0.00% 0.00% 0.00%
-- -- -- --
Pool Total Cumulative Net Loss
Rate Pool Total CPR (Actual) Pool Total Ending Pool Balance
13.69% 14.29% 334,050,452.85
8.65% 23.05% 338,624,615.06
12.81% 26.58% 346,355,511.90
12.08% 37.52% 355,646,477.47
10.99% 30.48% 370,123,896.06
10.05% 19.45% 381,774,548.07
9.42% 25.01% 388,993,467.21
8.72% 16.59% 398,710,917.94
8.24% 25.14% 405,050,532.45
7.47% 25.11% 415,203,876.41
6.73% 26.69% 425,590,318.71
6.09% 19.79% 437,002,057.06
5.45% 17.32% 445,352,749.29
5.05% 19.07% 452,714,862.38
4.63% 25.69% 461,005,725.18
4.15% 26.78% 472,790,697.93
3.63% 20.91% 485,441,088.81
3.28% 33.40% 495,229,302.37
2.78% 28.44% 512,509,026.55
2.49% 29.36% 527,220,485.39
2.12% 18.99% 542,967,611.47
1.83% 19.94% 552,847,445.30
1.61% 21.08% 563,322,503.45
1.32% 18.45% 574,822,050.65
1.12% 20.13% 584,948,547.82
0.89% 20.91% 596,286,734.58
0.76% 21.74% 608,337,922.38
0.62% 24.61% 621,178,583.74
0.43% 22.21% 636,266,456.86
0.36% 18.40% 650,018,218.42
0.29% 30.53% 661,424,727.26
0.23% 30.22% 682,111,459.48
0.13% 30.86% 703,184,416.33
0.08% 25.99% 725,459,139.53
0.07% 28.33% 744,205,309.93
0.00% 30.73% 765,481,508.24
0.00% 30.11% 789,596,916.83
0.00% 33.24% 813,864,867.89
0.00% 23.85% 842,086,086.88
0.00% 29.84% 861,783,102.75
0.00% 42.70% 887,970,733.60
-- -- 930,509,120.18