8-K

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):  July 31, 2006

J.P. MORGAN MORTGAGE TRUST 2006-S3
(Issuing Entity)
J.P. MORGAN ACCEPTANCE CORPORATION I
(Exact name of Depositor as specified in its charter)
J.P. MORGAN MORTGAGE ACQUISITION CORP.
(Exact name of Sponsor as specified in its charter)
J.P. MORGAN ACCEPTANCE CORPORATION I
(Exact name of Registrant as specified in its charter)
Delaware	333-130192	13-3475488
(State or Other Jurisdiction of Incorporation)	(Commission File Number)	(I.R.S. Employer Identification No.)
270 Park Avenue New York, New York  10017
(Address of Principal Executive Offices) (Zip Code)
Registrant’s telephone number, including area code (212) 834-3850

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:

[  ]	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(d) 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.

Filing of Computational Materials

Pursuant to Rule 424(b) under the Securities Act of 1933, concurrently with, or subsequent to, the filing of this Current Report on Form 8-K (the “Form 8-K”), J.P. Morgan Acceptance Corporation I  (the “Company”) is filing a prospectus and prospectus supplement with the Securities and Exchange Commission relating to its J.P. Morgan Acceptance Corporation I, J.P. Morgan Mortgage Trust 2006-S3.

Attached hereto as Exhibit 99.1 are the  “Computational Materials” (as defined in the no-action letter dated May 20, 1994 issued by the Division of Corporation Finance of the Securities and Exchange Commission (the “Commission”) to Kidder, Peabody Acceptance Corporation I, Kidder, Peabody & Co. Incorporated, and Kidder Structured Asset Corporation and the no-action letter made available May 27, 1994 issued by the Division of Corporation Finance of the Commission to the Public Securities Association) and/or “ABS Term Sheets” (as defined in the no-action letter made available February 17, 1995 issued by the Division of Corporation Finance of the Commission to the Public Securities Association).

In connection with the offering of the J.P. Morgan Acceptance Corporation I , J.P. Morgan Mortgage Trust 2006-S3, J.P. Morgan Securities Inc. (“J.P. Morgan Securities”), as underwriter of the Certificates, has prepared certain materials (the “Computational Materials”) for distribution to their potential investors.  Although the Company provided J.P. Morgan Securities with certain information regarding the characteristics of the Mortgage Loans in the related portfolio, the Company did not participate in the preparation of the Computational Materials.

Item 9.01.  Financial Statements and Events

         Information and Exhibits.

(a)

Not applicable.

(b)

Not applicable.

(c)

Not applicable.

(d)

Exhibits:

99.1

Computational Materials

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

J.P. MORGAN ACCEPTANCE CORPORATION I

By: /s/ Rosa Hyun

    Name:  Rosa Hyun

    Title:  Vice President

Dated:  July 31, 2006

Exhibit Index

Exhibit

99.1

Computational Materials

EX-99.1

JPMMT 2006-S3 Collateral Strats

POOL 2

J.P. Morgan Securities Inc

509 record

Summary Statistics

Number of Receivables: 509

Aggregate Principal Balance:$200,382,363.49

Range of Principal Balance:$9,854.48 to $1,384,304.69

Aggregate Original Balance:$225,682,358

Range of Original Balances:$17,300.00 to $1,960,000.00

Average Original Balance: $443,384

Weighted Average Original Coupon: 5.479%

Range of Coupons: 4.50% to 8.00%

Weighted Average Current Coupon: 5.461%

Range of Coupons: 4.50% to 8.00%

Weighted Average Servicing Fee: 0.2500%

Range of Servicing Fees: 0.2500% to 0.2500%

Weighted Average Current Net Coupon: 5.211%

Range of Current Net Coupons: 4.25% to 7.75%

Weighted Average LPMI: 0.000%

Range of LPMI: 0.00% to 0.00%

Weighted Average Stated Original Term: 179.80 months

Range of Stated Original Term: 156 months to 180 months

Weighted Average Stated Remaining Term: 157.74 months

Range of Stated Remaining Term: 89 months to 180 months

Weighted Average Stated Original IO Term: 0.00 months

Range of Stated Original IO Term: 0 months to 0 months

Weighted Average Seasoning: 22.06 months

Range of Seasoning: 0 months to 91 months

Weighted Average Subject Original LTV: 59.92%

Weighted Average Effective Original LTV: 66.23%

Percent Purchase: 40.1%

Percent Cash-Out Refinance: 22.9%

Percent Owner Occupied: 91.1%

Percent Single Family: 88.0%

Percent Conforming Balance: 75.4%

Percent Interest Only:0.0%

Percent with Securities Pledge:1.4%

Weighted Average FICO Score: 749.7

Top 5 States: CA(34%),NY(11%),FL(8%),TX(5%),MD(4%)

THIS INFORMATION IS FURNISHED TO YOU SOLELY BY JP MORGAN SECURITIES INC.. ("JPMSI") AND NOT BY THE ISSUER OF THE SECURITIES OR ANY OF ITS AFFILIATES. JPMSI IS NOT ACTING AS AGENT FOR THE ISSUER OR ITS AFFILIATES. THE INFORMATION CONTAINED HEREIN WILL BE SUPERSEDED IN ITS ENTIRETY BY THE INFORMATION CONTAINED IN THE FINAL PROSPECTUS AND PROSPECTUS SUPPLEMENT. THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER, PLEASE CONTACT YOUR JP MORGAN SECURITIES INC.. SALES REPRESENTATIVE. The attached information contains certain tables and other statistical analyses (the "Computational Materials") which have been prepared by JPMSI in reliance upon information furnished by the issuer. They may not be provided to any third party other than the addressee's legal tax financial and/or accounting advisors for purposes of evaluating said material. Numerous assumptions were used in preparing the Computational Mater ials which may or may not be reflected therein. As such no assurance can be given as to the Computational Materials accuracy, appropriateness or completeness in any particular context; nor as to whether the Computational Materials and/or the assumptions upon which they are based reflect present market conditions or future market performance. These Computational Materials should not be construed as either projections or predictions, or as legal, tax financial, or accounting advice. Any weighted average lives, yields, and principal payment periods shown in the Computational Materials are based on prepayment assumptions and changes in such prepayment assumptions may dramatically afect such weighted average lives, yields and principal payment periods. In addition it is possible that prepayments on the underlying assets will occur at rates slower or faster than the rates shown in the Computational Materials. Furthermore, unless otherwise provided, the Computational Materials assume no losses on the underlying ass ets and no interest shortfalls. The specific characteristics of the securities issued may difer from those shown in the Computational Materials due to diferences between the actual underlying assets and the hypothetical underlying assets used in preparing the Computational Materials. The principal amount and designation of any security described in the Computational Materials are subject to change prior to issuance. Neither JPMSI nor any of its afiliates makes any representation or warranty as to the actual rate or timing of payments on any of the underlying assets or the payments or yields on the securities.

Servicer	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
Chase Citizens PHH Wells	73 411 23 2	11,617,470.20 174,307,756.60 12,980,249.18 1,476,887.51	5.80 86.99 6.48 0.74	223,822 471,041 617,200 775,000	16,339,037 193,597,714 14,195,607 1,550,000	11,617,470 174,307,757 12,980,249 1,476,888	6.668 5.335 6.053 5.532	6.418 5.085 5.803 5.282	180.0 179.8 180.0 180.0	119.4 159.1 173.3 167.2	60.6 20.7 6.7 12.8	60.24 59.35 63.32 95.25	79.7 93.9 73.7 0.0	729.8 750.7 747.7 805.5	0.0 0.0 0.0 0.0
Total:	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0
							;
Originator	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
Cendant Mortgage Chase Mortgage Citizens Bank Wells Fargo Home Mortgage	23 73 411 2	12,980,249.18 11,617,470.20 174,307,756.60 1,476,887.51	6.48 5.80 86.99 0.74	617,200 223,822 471,041 775,000	14,195,607 16,339,037 193,597,714 1,550,000	12,980,249 11,617,470 174,307,757 1,476,888	6.053 6.668 5.335 5.532	5.803 6.418 5.085 5.282	180.0 180.0 179.8 180.0	173.3 119.4 159.1 167.2	6.7 60.6 20.7 12.8	63.32 60.24 59.35 95.25	73.7 79.7 93.9 0.0	747.7 729.8 750.7 805.5	0.0 0.0 0.0 0.0
Total:	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0
							;
Product	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
Fixed - 15 Year	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0
Total:	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0

Servicing Fee (%)	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
0.250	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0
Total:	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0
Minimum: 0.2500 Maximum: 0.2500 Weighted Average: 0.2500

Stated Original Term	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
145 to 156 169 to 180	3 506	1,681,848.85 198,700,514.64	0.84 99.16	629,943 442,278	1,889,830 223,792,528	1,681,849 198,700,515	5.210 5.463	4.960 5.213	156.0 180.0	134.5 157.9	21.5 22.1	45.67 60.04	100.0 91.0	773.5 749.5	0.0 0.0
Total:	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0
Minimum: 156 Maximum: 180 Weighted Average: 179.8

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Seasoning	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
<= 0	6	2,816,500.00	1.41	469,417	2,816,500	2,816,500	6.478	6.228	180.0	180.0	0.0	75.50	37.7	767.6	0.0
1 to 3	11	6,187,139.25	3.09	566,101	6,227,107	6,187,139	6.132	5.882	180.0	178.1	1.9	59.88	94.7	744.6	0.0
4 to 6	2	236,953.83	0.12	121,000	242,000	236,954	6.025	5.775	180.0	174.0	6.0	73.63	0.0	760.7	0.0
10 to 12	2	1,938,486.24	0.97	1,430,000	2,860,000	1,938,486	5.305	5.055	180.0	168.6	11.4	79.69	55.6	795.2	0.0
13 to 15	2	1,537,303.97	0.77	812,500	1,625,000	1,537,304	5.526	5.276	180.0	165.4	14.6	79.05	59.9	741.7	0.0
19 to 21	360	152,336,010.12	76.02	467,929	168,454,273	152,336,010	5.318	5.068	179.8	159.5	20.3	59.79	94.3	751.6	0.0
22 to 24	44	19,422,242.49	9.69	503,626	22,159,564	19,422,242	5.548	5.298	179.4	156.6	22.8	56.42	84.3	740.0	0.0
25 to 27	7	3,393,610.25	1.69	553,982	3,877,877	3,393,610	5.096	4.846	180.0	154.1	25.9	54.40	100.0	756.3	0.0
37 to 39	1	640,116.12	0.32	775,000	775,000	640,116	5.625	5.375	180.0	143.0	37.0	45.59	100.0	768.0	0.0
40 to 42	1	256,531.02	0.13	306,000	306,000	256,531	5.875	5.625	180.0	138.0	42.0	50.16	100.0	782.0	0.0
52 to 54	25	8,731,665.72	4.36	470,197	11,754,937	8,731,666	6.496	6.246	180.0	126.1	53.9	58.87	83.0	731.9	0.0
55 to 57	2	574,044.54	0.29	372,500	745,000	574,045	6.750	6.500	180.0	125.0	55.0	58.78	100.0	702.9	0.0
85 to 87	22	1,236,602.33	0.62	91,568	2,014,500	1,236,602	7.198	6.948	180.0	93.9	86.1	63.17	61.5	740.3	0.0
88 to 90	23	1,059,354.77	0.53	77,657	1,786,100	1,059,355	7.410	7.160	180.0	91.1	88.9	68.77	63.6	714.6	0.0
91 to 93	1	15,802.84	0.01	38,500	38,500	15,803	7.375	7.125	180.0	89.0	91.0	70.00	0.0	698.0	0.0
Total:	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0
Minimum: 0 Maximum: 91 Weighted Average: 22.1
							;
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
First	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Payment Date	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
1999	46	2,311,759.94	1.15	83,459	3,839,100	2,311,760	7.297	7.047	180.0	92.6	87.4	65.78	62.0	728.4	0.0
2002	27	9,305,710.26	4.64	462,961	12,499,937	9,305,710	6.512	6.262	180.0	126.1	53.9	58.86	84.0	730.1	0.0
2003	2	896,647.14	0.45	540,500	1,081,000	896,647	5.697	5.447	180.0	141.6	38.4	46.90	100.0	772.0	0.0
2004	389	164,728,850.12	82.21	470,941	183,196,223	164,728,850	5.351	5.101	179.8	159.0	20.8	59.26	93.5	750.1	0.0
2005	26	13,898,802.95	6.94	606,942	15,780,491	13,898,803	5.221	4.971	180.0	162.5	17.5	64.92	82.9	759.0	0.0
2006	19	9,240,593.08	4.61	488,716	9,285,607	9,240,593	6.235	5.985	180.0	178.6	1.4	65.00	74.9	752.0	0.0

Total:509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0
Minimum:1999-01-01
Maximum: 2006-08-01
Weighted Average: 2004-09-30

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
			Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Maturity Date	Number of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
2013	1	15,802.84	0.01	38,500	38,500	15,803	7.375	7.125	180.0	89.0	91.0	70.00	0.0	698.0	0.0
2014	45	2,295,957.10	1.15	84,458	3,800,600	2,295,957	7.296	7.046	180.0	92.6	87.4	65.75	62.4	728.6	0.0
2016	2	574,044.54	0.29	372,500	745,000	574,045	6.750	6.500	180.0	125.0	55.0	58.78	100.0	702.9	0.0
2017	28	10,413,514.57	5.20	487,313	13,644,767	10,413,515	6.288	6.038	176.1	127.5	48.6	56.74	85.7	738.6	0.0
2018	2	896,647.14	0.45	540,500	1,081,000	896,647	5.697	5.447	180.0	141.6	38.4	46.90	100.0	772.0	0.0
2019	408	173,470,014.01	86.57	472,063	192,601,884	173,470,014	5.341	5.091	180.0	159.3	20.7	59.44	93.3	750.1	0.0
2020	4	3,475,790.21	1.73	1,121,250	4,485,000	3,475,790	5.403	5.153	180.0	167.2	12.8	79.40	57.5	771.5	0.0
2021	19	9,240,593.08	4.61	488,716	9,285,607	9,240,593	6.235	5.985	180.0	178.6	1.4	65.00	74.9	752.0	0.0
Total:	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0
Minimum: 2013-12-01
Maximum: 2021-07-01
Weighted Average: 2019-08-24

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Current Rates (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
4.376 to 4.500	3	708,596.89	0.35	255,917	767,750	708,597	4.500	4.250	180.0	160.9	19.1	77.80	100.0	805.9	0.0
4.626 to 4.750	8	3,052,119.72	1.52	430,281	3,442,250	3,052,120	4.750	4.500	180.0	160.1	19.9	62.84	71.2	759.0	0.0
4.751 to 4.875	20	6,254,087.90	3.12	342,924	6,858,470	6,254,088	4.875	4.625	180.0	159.4	20.6	65.03	100.0	749.2	0.0
4.876 to 5.000	28	11,883,965.38	5.93	471,898	13,213,150	11,883,965	5.000	4.750	180.0	158.5	21.5	55.85	95.7	764.1	0.0
5.001 to 5.125	47	19,131,324.15	9.55	449,260	21,115,198	19,131,324	5.125	4.875	178.6	158.1	20.5	62.22	97.6	758.1	0.0
5.126 to 5.250	71	34,434,922.96	17.18	544,025	38,625,774	34,434,923	5.250	5.000	180.0	160.0	20.0	57.35	94.8	752.0	0.0
5.251 to 5.375	105	50,169,283.04	25.04	527,410	55,378,095	50,169,283	5.375	5.125	179.7	159.4	20.3	59.94	89.3	756.9	0.0
5.376 to 5.500	72	27,124,749.04	13.54	418,999	30,167,929	27,124,749	5.500	5.250	180.0	159.3	20.7	55.91	96.7	750.9	0.0
5.501 to 5.625	29	14,115,604.92	7.04	552,141	16,012,100	14,115,605	5.625	5.375	180.0	158.3	21.7	63.47	100.0	730.9	0.0
5.626 to 5.750	15	6,682,368.65	3.33	483,181	7,247,720	6,682,369	5.750	5.500	180.0	162.2	17.8	70.98	70.7	714.0	0.0
5.751 to 5.875	15	5,122,650.76	2.56	404,555	6,068,320	5,122,651	5.861	5.611	180.0	160.2	19.8	60.55	93.5	731.1	0.0
6.001 to 6.125	9	3,909,421.30	1.95	478,578	4,307,200	3,909,421	6.123	5.873	180.0	163.8	16.2	53.91	68.7	735.0	0.0
6.126 to 6.250	5	2,861,785.08	1.43	636,365	3,181,826	2,861,785	6.237	5.987	180.0	157.2	22.8	64.99	73.0	765.3	0.0
6.251 to 6.375	10	3,929,374.21	1.96	457,700	4,577,000	3,929,374	6.373	6.123	180.0	145.9	34.1	58.15	87.1	745.7	0.0
6.376 to 6.500	13	4,514,531.51	2.25	432,891	5,627,587	4,514,532	6.490	6.240	180.0	149.7	30.3	55.57	86.7	733.8	0.0
6.501 to 6.625	7	2,227,374.00	1.11	409,386	2,865,700	2,227,374	6.610	6.360	180.0	143.7	36.3	74.85	38.1	732.1	0.0
6.626 to 6.750	5	1,203,778.96	0.60	327,558	1,637,789	1,203,779	6.750	6.500	180.0	117.6	62.4	60.56	100.0	721.6	0.0
6.751 to 6.875	6	796,303.40	0.40	169,967	1,019,800	796,303	6.844	6.594	180.0	140.7	39.3	69.58	57.3	715.9	0.0
6.876 to 7.000	8	394,259.00	0.20	77,006	616,050	394,259	7.000	6.750	180.0	93.0	87.0	71.75	61.6	732.9	0.0
7.001 to 7.125	3	517,789.01	0.26	229,100	687,300	517,789	7.125	6.875	180.0	118.1	61.9	63.87	97.9	693.3	0.0
7.126 to 7.250	3	138,604.41	0.07	72,017	216,050	138,604	7.250	7.000	180.0	91.9	88.1	78.97	79.5	714.7	0.0
7.251 to 7.375	4	169,104.55	0.08	104,550	418,200	169,105	7.375	7.125	180.0	91.3	88.7	71.32	57.3	726.8	0.0
7.376 to 7.500	5	262,680.45	0.13	82,300	411,500	262,680	7.500	7.250	180.0	93.3	86.7	60.76	11.5	754.4	0.0
7.501 to 7.625	11	558,722.72	0.28	78,955	868,500	558,723	7.625	7.375	180.0	91.8	88.2	62.41	56.0	719.6	0.0
7.626 to 7.750	3	100,659.80	0.05	57,150	171,450	100,660	7.750	7.500	180.0	92.0	88.0	78.52	46.2	720.5	0.0
7.751 to 7.875	1	44,436.97	0.02	68,000	68,000	44,437	7.875	7.625	180.0	92.0	88.0	25.66	100.0	722.0	0.0
7.876 to 8.000	3	73,864.71	0.04	37,217	111,650	73,865	8.000	7.750	180.0	93.3	86.7	68.16	49.2	727.4	0.0
Total:	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0
Minimum: 4.5000 Maximum: 8.0000 Weighted Average: 5.4605

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Net Rates (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
4.126 to 4.250	3	708,596.89	0.35	255,917	767,750	708,597	4.500	4.250	180.0	160.9	19.1	77.80	100.0	805.9	0.0
4.376 to 4.500	8	3,052,119.72	1.52	430,281	3,442,250	3,052,120	4.750	4.500	180.0	160.1	19.9	62.84	71.2	759.0	0.0
4.501 to 4.625	20	6,254,087.90	3.12	342,924	6,858,470	6,254,088	4.875	4.625	180.0	159.4	20.6	65.03	100.0	749.2	0.0
4.626 to 4.750	28	11,883,965.38	5.93	471,898	13,213,150	11,883,965	5.000	4.750	180.0	158.5	21.5	55.85	95.7	764.1	0.0
4.751 to 4.875	47	19,131,324.15	9.55	449,260	21,115,198	19,131,324	5.125	4.875	178.6	158.1	20.5	62.22	97.6	758.1	0.0
4.876 to 5.000	71	34,434,922.96	17.18	544,025	38,625,774	34,434,923	5.250	5.000	180.0	160.0	20.0	57.35	94.8	752.0	0.0
5.001 to 5.125	105	50,169,283.04	25.04	527,410	55,378,095	50,169,283	5.375	5.125	179.7	159.4	20.3	59.94	89.3	756.9	0.0
5.126 to 5.250	72	27,124,749.04	13.54	418,999	30,167,929	27,124,749	5.500	5.250	180.0	159.3	20.7	55.91	96.7	750.9	0.0
5.251 to 5.375	29	14,115,604.92	7.04	552,141	16,012,100	14,115,605	5.625	5.375	180.0	158.3	21.7	63.47	100.0	730.9	0.0
5.376 to 5.500	15	6,682,368.65	3.33	483,181	7,247,720	6,682,369	5.750	5.500	180.0	162.2	17.8	70.98	70.7	714.0	0.0
5.501 to 5.625	15	5,122,650.76	2.56	404,555	6,068,320	5,122,651	5.861	5.611	180.0	160.2	19.8	60.55	93.5	731.1	0.0
5.751 to 5.875	9	3,909,421.30	1.95	478,578	4,307,200	3,909,421	6.123	5.873	180.0	163.8	16.2	53.91	68.7	735.0	0.0
5.876 to 6.000	5	2,861,785.08	1.43	636,365	3,181,826	2,861,785	6.237	5.987	180.0	157.2	22.8	64.99	73.0	765.3	0.0
6.001 to 6.125	10	3,929,374.21	1.96	457,700	4,577,000	3,929,374	6.373	6.123	180.0	145.9	34.1	58.15	87.1	745.7	0.0
6.126 to 6.250	13	4,514,531.51	2.25	432,891	5,627,587	4,514,532	6.490	6.240	180.0	149.7	30.3	55.57	86.7	733.8	0.0
6.251 to 6.375	7	2,227,374.00	1.11	409,386	2,865,700	2,227,374	6.610	6.360	180.0	143.7	36.3	74.85	38.1	732.1	0.0
6.376 to 6.500	5	1,203,778.96	0.60	327,558	1,637,789	1,203,779	6.750	6.500	180.0	117.6	62.4	60.56	100.0	721.6	0.0
6.501 to 6.625	6	796,303.40	0.40	169,967	1,019,800	796,303	6.844	6.594	180.0	140.7	39.3	69.58	57.3	715.9	0.0
6.626 to 6.750	8	394,259.00	0.20	77,006	616,050	394,259	7.000	6.750	180.0	93.0	87.0	71.75	61.6	732.9	0.0
6.751 to 6.875	3	517,789.01	0.26	229,100	687,300	517,789	7.125	6.875	180.0	118.1	61.9	63.87	97.9	693.3	0.0
6.876 to 7.000	3	138,604.41	0.07	72,017	216,050	138,604	7.250	7.000	180.0	91.9	88.1	78.97	79.5	714.7	0.0
7.001 to 7.125	4	169,104.55	0.08	104,550	418,200	169,105	7.375	7.125	180.0	91.3	88.7	71.32	57.3	726.8	0.0
7.126 to 7.250	5	262,680.45	0.13	82,300	411,500	262,680	7.500	7.250	180.0	93.3	86.7	60.76	11.5	754.4	0.0
7.251 to 7.375	11	558,722.72	0.28	78,955	868,500	558,723	7.625	7.375	180.0	91.8	88.2	62.41	56.0	719.6	0.0
7.376 to 7.500	3	100,659.80	0.05	57,150	171,450	100,660	7.750	7.500	180.0	92.0	88.0	78.52	46.2	720.5	0.0
7.501 to 7.625	1	44,436.97	0.02	68,000	68,000	44,437	7.875	7.625	180.0	92.0	88.0	25.66	100.0	722.0	0.0
7.626 to 7.750	3	73,864.71	0.04	37,217	111,650	73,865	8.000	7.750	180.0	93.3	86.7	68.16	49.2	727.4	0.0
Total:	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0
Minimum: 4.2500 Maximum: 7.7500 Weighted Average: 5.2105

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Conforming Balance	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Conforming	322	151,072,008.75	75.39	524,167	168,781,676	151,072,009	5.432	5.182	179.7	158.1	21.6	59.66	91.4	749.3	0.0
Jumbo	187	49,310,354.74	24.61	304,282	56,900,682	49,310,355	5.548	5.298	180.0	156.5	23.5	60.73	90.2	751.1	0.0
Total:	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Original Principal Balance ($)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
10,001 to 20,000	2	20,915.88	0.01	17,575	35,150	20,916	7.419	7.169	180.0	92.0	88.0	67.55	0.0	709.8	0.0
20,001 to 30,000	5	90,138.59	0.04	27,710	138,550	90,139	7.557	7.307	180.0	92.6	87.4	65.13	18.3	724.4	0.0
30,001 to 40,000	4	73,571.80	0.04	37,263	149,050	73,572	7.333	7.083	180.0	92.4	87.6	65.25	32.0	745.1	0.0
40,001 to 50,000	6	188,823.81	0.09	46,375	278,250	188,824	6.805	6.555	180.0	108.8	71.2	68.93	54.0	740.3	0.0
50,001 to 60,000	7	245,966.66	0.12	53,929	377,500	245,967	6.981	6.731	180.0	106.2	73.8	54.69	36.5	697.4	0.0
60,001 to 70,000	9	527,829.20	0.26	65,678	591,100	527,829	5.578	5.328	180.0	156.4	23.6	58.56	87.7	754.7	0.0
70,001 to 80,000	8	490,664.58	0.24	75,202	601,614	490,665	5.798	5.548	180.0	139.8	40.2	50.60	90.3	760.2	0.0
80,001 to 90,000	8	506,273.10	0.25	85,263	682,100	506,273	6.167	5.917	180.0	134.3	45.7	55.53	57.9	754.9	0.0
90,001 to 100,000	10	747,821.85	0.37	98,140	981,400	747,822	6.290	6.040	180.0	132.3	47.7	49.74	84.3	750.7	0.0
100,001 to 110,000	10	902,793.08	0.45	106,326	1,063,261	902,793	5.410	5.160	180.0	149.8	30.2	69.77	92.5	765.9	0.0
110,001 to 120,000	7	643,771.99	0.32	116,057	812,400	643,772	6.171	5.921	180.0	138.7	41.3	57.84	83.0	770.7	0.0
120,001 to 130,000	5	589,440.57	0.29	126,960	634,800	589,441	5.489	5.239	180.0	166.4	13.6	65.29	57.5	702.9	0.0
130,001 to 140,000	6	706,998.52	0.35	137,188	823,126	706,999	5.650	5.400	180.0	156.7	23.3	71.62	80.5	722.8	0.0
140,001 to 150,000	11	1,449,775.68	0.72	148,193	1,630,120	1,449,776	5.419	5.169	180.0	155.0	25.0	61.04	100.0	755.9	0.0
150,001 to 200,000	29	4,631,296.89	2.31	178,935	5,189,110	4,631,297	5.447	5.197	180.0	157.0	23.0	64.29	93.8	762.9	0.0
200,001 to 250,000	13	2,401,893.36	1.20	225,850	2,936,048	2,401,893	5.425	5.175	180.0	156.5	23.5	65.43	91.4	732.7	0.0
250,001 to 300,000	7	1,700,182.29	0.85	278,571	1,950,000	1,700,182	5.462	5.212	180.0	163.5	16.5	67.24	82.6	740.2	0.0
300,001 to 400,000	64	20,607,944.72	10.28	368,410	23,578,222	20,607,945	5.587	5.337	180.0	153.4	26.6	60.74	97.2	743.5	0.0
400,001 to 500,000	122	49,660,094.56	24.78	455,944	55,625,156	49,660,095	5.488	5.238	180.0	157.1	22.9	60.87	92.2	749.5	0.0
500,001 to 600,000	64	31,132,596.51	15.54	551,083	35,269,286	31,132,597	5.409	5.159	179.6	158.7	21.0	63.12	95.3	754.4	0.0
600,001 to 700,000	43	25,271,608.10	12.61	647,537	27,844,111	25,271,608	5.448	5.198	179.5	161.2	18.2	66.54	87.7	745.3	0.0
700,001 to 800,000	21	14,268,008.30	7.12	746,119	15,668,500	14,268,008	5.276	5.026	178.9	157.7	21.2	53.71	95.2	755.0	0.0
800,001 to 900,000	12	8,678,513.91	4.33	845,069	10,140,830	8,678,514	5.433	5.183	180.0	157.4	22.6	63.48	90.1	747.9	0.0
900,001 to 1,000,000	29	26,132,722.05	13.04	980,437	28,432,674	26,132,722	5.409	5.159	180.0	160.6	19.4	50.55	89.7	750.2	0.0
1,000,001 to 1,250,000	1	1,100,637.28	0.55	1,200,000	1,200,000	1,100,637	6.125	5.875	180.0	157.0	23.0	51.54	0.0	702.0	0.0
1,250,001 to 1,500,000	5	6,533,459.55	3.26	1,418,000	7,090,000	6,533,460	5.324	5.074	180.0	159.4	20.6	47.29	80.4	759.6	0.0
1,750,001 to 2,000,000	1	1,078,620.66	0.54	1,960,000	1,960,000	1,078,621	5.250	5.000	180.0	169.0	11.0	70.00	100.0	781.0	0.0
Total:	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0
Minimum:17,300.00
Maximum:1,960,000.00
Average: 443,383.81
Total:225,682,358.48

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Original Subject Loan-to-Value Ratio (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
15.01 to 20.00	4	501,817.99	0.25	155,000	620,000	501,818	5.661	5.411	180.0	156.9	23.1	19.31	97.2	755.1	0.0
20.01 to 25.00	7	3,371,551.16	1.68	542,143	3,795,000	3,371,551	5.582	5.332	180.0	152.3	27.7	23.10	100.0	786.7	0.0
25.01 to 30.00	14	5,243,642.28	2.62	407,514	5,705,200	5,243,642	5.393	5.143	180.0	160.2	19.8	27.07	100.0	742.8	0.0
30.01 to 35.00	16	5,211,361.18	2.60	360,034	5,760,539	5,211,361	5.463	5.213	180.0	160.9	19.1	32.55	91.2	744.2	0.0
35.01 to 40.00	22	9,460,955.26	4.72	517,037	11,374,814	9,460,955	5.392	5.142	178.4	156.5	21.9	37.25	86.1	764.2	0.0
40.01 to 45.00	25	10,914,840.66	5.45	498,711	12,467,763	10,914,841	5.518	5.268	180.0	155.7	24.3	42.61	87.8	746.9	0.0
45.01 to 50.00	49	23,293,288.81	11.62	522,487	25,601,850	23,293,289	5.430	5.180	179.4	158.5	20.9	47.87	91.4	765.1	0.0
50.01 to 55.00	46	20,245,474.25	10.10	485,693	22,341,866	20,245,474	5.447	5.197	179.4	156.7	22.7	52.44	93.5	737.2	0.0
55.01 to 60.00	48	20,899,432.63	10.43	488,664	23,455,885	20,899,433	5.452	5.202	180.0	157.3	22.7	57.79	91.9	750.8	0.0
60.01 to 65.00	48	20,221,330.32	10.09	477,471	22,918,589	20,221,330	5.427	5.177	180.0	156.8	23.2	63.18	97.3	746.0	0.0
65.01 to 70.00	62	24,221,778.63	12.09	450,371	27,922,981	24,221,779	5.463	5.213	180.0	158.5	21.5	68.22	89.4	749.8	0.0
70.01 to 75.00	46	15,708,848.28	7.84	385,174	17,718,021	15,708,848	5.551	5.301	180.0	156.7	23.3	73.62	95.3	743.9	0.0
75.01 to 80.00	105	36,877,584.05	18.40	395,185	41,494,374	36,877,584	5.416	5.166	180.0	158.3	21.7	79.41	92.3	745.0	0.0
80.01 to 85.00	3	200,218.06	0.10	87,700	263,100	200,218	5.833	5.583	180.0	127.0	53.0	84.91	100.0	708.8	0.0
85.01 to 90.00	8	1,609,522.93	0.80	219,735	1,757,876	1,609,523	6.112	5.862	180.0	161.6	18.4	88.24	54.8	716.0	0.0
90.01 to 95.00	3	1,083,907.74	0.54	378,167	1,134,500	1,083,908	5.456	5.206	180.0	168.0	12.0	92.40	8.9	794.5	0.0
95.01 to 100.00	3	1,316,809.26	0.66	450,000	1,350,000	1,316,809	6.013	5.763	180.0	173.4	6.6	100.00	0.0	794.4	0.0
Total:	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0
Minimum:15.69 Maximum:100.00

Weighted Average by Original Balance: 59.91

Weighted Average by Current Balance: 59.92

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
PMI Company (LTV > 80)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
TBD	8	2,901,566.23	68.91	372,266	2,978,126	2,901,566	5.922	5.672	180.0	173.1	6.9	95.03	0.0	792.0	0.0
General Electric	5	1,109,165.88	26.34	243,500	1,217,500	1,109,166	5.589	5.339	180.0	157.8	22.2	87.92	100.0	690.5	0.0
United Guaranty Insurance	2	108,906.31	2.59	85,300	170,600	108,906	7.351	7.101	180.0	91.0	89.0	89.79	0.0	716.9	0.0
PMI Mortgage Insurance Co.	2	90,819.57	2.16	69,625	139,250	90,820	7.224	6.974	180.0	94.0	86.0	86.07	77.6	657.1	0.0
Total:	17	4,210,457.99	100.00	265,028	4,505,476	4,210,458	5.899	5.649	180.0	165.3	14.7	92.83	28.0	760.4	0.0

FICO Score	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
<= 620 621 to 645 646 to 670 671 to 695 696 to 720 721 to 745 746 to 770 771 to 795 796 to 820	9 10 18 40 81 59 75 114 103	2,665,789.68 3,007,984.62 7,663,599.41 14,905,455.12 34,028,678.50 18,622,648.57 31,997,640.47 44,870,226.22 42,620,340.90	1.33 1.50 3.82 7.44 16.98 9.29 15.97 22.39 21.27	333,422 330,041 472,526 418,502 471,907 358,644 476,947 448,000 465,127	3,000,800 3,300,414 8,505,475 16,740,082 38,224,477 21,160,014 35,771,008 51,071,982 47,908,106	2,665,790 3,007,985 7,663,599 14,905,455 34,028,679 18,622,649 31,997,640 44,870,226 42,620,341	5.531 5.513 5.809 5.512 5.501 5.456 5.462 5.438 5.364	5.281 5.263 5.559 5.262 5.251 5.206 5.212 5.188 5.114	180.0 180.0 180.0 180.0 180.0 180.0 179.1 180.0 179.7	159.9 158.1 154.9 154.7 158.8 154.8 155.5 159.6 159.4	20.1 21.9 25.1 25.3 21.2 25.2 23.6 20.4 20.4	69.05 63.87 61.78 63.93 59.40 60.29 56.02 61.40 58.96	94.6 81.0 95.1 97.7 82.6 94.5 92.6 91.7 92.0	592.9 634.0 658.9 686.0 707.8 732.2 759.1 783.9 804.4	0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Total:	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0
Minimum: 536 Maximum: 817 Weighted Average: 749.7								;
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Documentation Level	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Full Documentation	219	106,995,663.27	53.40	550,901	120,647,372	106,995,663	5.525	5.275	179.9	157.4	22.5	61.00	88.5	744.7	0.0
Stated	216	71,596,453.67	35.73	370,533	80,035,233	71,596,454	5.331	5.081	179.6	159.1	20.5	57.33	95.3	752.4	0.0
NINA	43	16,812,225.36	8.39	434,738	18,693,726	16,812,225	5.344	5.094	180.0	159.4	20.6	60.64	97.2	766.3	0.0
Limited	27	2,377,301.86	1.19	134,297	3,626,027	2,377,302	6.934	6.684	180.0	106.0	74.0	65.78	94.2	722.9	0.0
Asset Verification	2	1,476,887.51	0.74	775,000	1,550,000	1,476,888	5.532	5.282	180.0	167.2	12.8	95.25	0.0	805.5	0.0
No Income Verification	1	996,597.92	0.50	1,000,000	1,000,000	996,598	6.125	5.875	180.0	179.0	1.0	47.62	100.0	800.0	0.0
Alternative	1	127,233.90	0.06	130,000	130,000	127,234	5.780	5.530	180.0	174.0	6.0	94.20	0.0	744.0	0.0
Total:	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Occupancy	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Primary Residence	449	182,547,314.87	91.10	458,082	205,678,768	182,547,315	5.433	5.183	179.8	157.9	21.9	59.40	100.0	750.1	0.0
Second Home	31	14,788,792.29	7.38	532,367	16,503,364	14,788,792	5.559	5.309	180.0	155.9	24.1	61.59	0.0	743.0	0.0
Investment	29	3,046,256.33	1.52	120,697	3,500,226	3,046,256	6.632	6.382	180.0	158.4	21.6	83.27	0.0	758.6	0.0
Total:	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Purpose	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Purchase	192	80,255,455.65	40.05	474,794	91,160,504	80,255,456	5.386	5.136	180.0	158.9	21.1	66.25	85.3	751.8	0.0
Rate/Term Refinance	191	74,290,051.98	37.07	437,892	83,637,324	74,290,052	5.451	5.201	179.6	156.7	22.9	52.90	97.7	753.6	0.0
Cash-out Refinance	126	45,836,855.86	22.87	403,845	50,884,530	45,836,856	5.606	5.356	179.7	157.4	22.3	60.21	90.6	739.9	0.0
Total:	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Property Type	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Single Family Residence	420	170,944,135.94	85.31	453,309	190,389,759	170,944,136	5.390	5.140	179.8	158.2	21.6	59.45	93.5	750.3	0.0
Condo	42	14,030,536.91	7.00	386,700	16,241,390	14,030,537	5.597	5.347	180.0	157.5	22.5	64.48	76.6	750.6	0.0
Single-family detached	8	5,454,315.84	2.72	725,062	5,800,499	5,454,316	5.841	5.591	180.0	165.6	14.4	62.46	63.9	731.1	0.0
Planned unit developments	6	3,862,707.70	1.93	808,917	4,853,500	3,862,708	6.036	5.786	180.0	170.9	9.1	68.08	92.4	765.4	0.0
Deminimus PUD	15	3,103,730.78	1.55	309,014	4,635,210	3,103,731	6.606	6.356	180.0	122.3	57.7	56.26	68.3	737.7	0.0
Cooperative Units	6	1,558,061.08	0.78	299,167	1,795,000	1,558,061	5.765	5.515	180.0	147.5	32.5	52.22	93.0	746.6	0.0
Two- to four-family	12	1,428,875.24	0.71	163,917	1,967,000	1,428,875	6.704	6.454	180.0	126.7	53.3	56.28	96.5	729.7	0.0
Total:	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Geographic	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Distribution by Balance	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
California	145	67,228,844.51	33.55	512,255	74,276,973	67,228,845	5.400	5.150	179.6	158.8	20.8	54.45	96.1	758.7	0.0
New York	56	21,521,211.20	10.74	462,513	25,900,751	21,521,211	5.646	5.396	180.0	153.6	26.4	55.65	95.8	753.5	0.0
Florida	45	15,832,021.26	7.90	407,609	18,342,400	15,832,021	5.750	5.500	180.0	156.7	23.3	62.34	68.4	731.5	0.0
Texas	43	9,995,401.42	4.99	269,667	11,595,698	9,995,401	5.493	5.243	180.0	153.6	26.4	66.45	86.9	751.5	0.0
Maryland	18	8,499,768.96	4.24	527,816	9,500,682	8,499,769	5.409	5.159	180.0	158.2	21.8	57.47	89.4	743.8	0.0
New Jersey	13	6,293,248.24	3.14	545,141	7,086,833	6,293,248	5.358	5.108	180.0	159.5	20.5	65.47	92.8	751.0	0.0
Minnesota	11	5,475,489.58	2.73	542,105	5,963,158	5,475,490	5.265	5.015	177.2	157.0	20.3	69.61	100.0	769.6	0.0
Pennsylvania	13	5,261,962.06	2.63	439,053	5,707,683	5,261,962	5.298	5.048	180.0	160.2	19.8	65.73	94.4	768.2	0.0
Washington	11	4,615,522.08	2.30	457,091	5,028,000	4,615,522	5.350	5.100	180.0	159.8	20.2	56.30	100.0	744.1	0.0
Georgia	11	4,378,366.02	2.19	446,282	4,909,100	4,378,366	5.287	5.037	180.0	157.9	22.1	68.60	76.5	717.4	0.0
Virginia	10	4,198,447.74	2.10	462,514	4,625,143	4,198,448	5.514	5.264	180.0	158.8	21.2	71.04	95.6	715.4	0.0
Colorado	8	4,007,711.84	2.00	543,738	4,349,900	4,007,712	5.362	5.112	180.0	159.3	20.7	65.15	51.4	745.8	0.0
Illinois	12	3,939,203.64	1.97	371,060	4,452,720	3,939,204	5.348	5.098	180.0	160.0	20.0	62.04	100.0	745.9	0.0
Wisconsin	10	3,798,340.22	1.90	409,885	4,098,850	3,798,340	5.350	5.100	180.0	160.7	19.3	61.34	100.0	761.1	0.0
North Carolina	14	3,622,804.75	1.81	311,570	4,361,977	3,622,805	5.765	5.515	180.0	148.7	31.3	69.90	88.6	760.6	0.0
New Mexico	5	2,743,693.38	1.37	599,140	2,995,700	2,743,693	6.114	5.864	180.0	160.0	20.0	46.26	100.0	759.7	0.0
Connecticut	6	2,653,666.11	1.32	489,000	2,934,000	2,653,666	5.396	5.146	180.0	156.1	23.9	57.59	100.0	780.4	0.0
Michigan	7	2,586,299.40	1.29	426,243	2,983,700	2,586,299	5.277	5.027	180.0	161.3	18.7	73.57	76.1	763.2	0.0
Arizona	6	2,101,254.98	1.05	385,333	2,312,000	2,101,255	5.446	5.196	180.0	157.3	22.7	58.66	97.1	727.2	0.0
New Hampshire	3	1,594,746.48	0.80	558,231	1,674,692	1,594,746	5.661	5.411	180.0	167.8	12.2	76.82	68.2	796.0	0.0
Massachusetts	4	1,565,781.57	0.78	429,450	1,717,800	1,565,782	5.334	5.084	180.0	159.6	20.4	65.43	100.0	746.1	0.0
Missouri	4	1,465,630.49	0.73	402,050	1,608,200	1,465,630	5.175	4.925	180.0	159.7	20.3	71.89	100.0	674.5	0.0
Maine	3	1,452,101.12	0.72	515,996	1,547,989	1,452,101	5.674	5.424	180.0	165.1	14.9	57.70	79.5	752.8	0.0
Utah	5	1,302,930.57	0.65	283,080	1,415,400	1,302,931	5.172	4.922	180.0	159.4	20.6	74.92	100.0	754.5	0.0
District of Columbia	2	1,287,678.83	0.64	700,350	1,400,700	1,287,679	5.320	5.070	180.0	160.4	19.6	39.62	100.0	705.8	0.0
Kansas	2	1,277,073.29	0.64	705,500	1,411,000	1,277,073	5.108	4.858	180.0	155.9	24.1	64.24	100.0	687.1	0.0
Kentucky	3	1,244,443.13	0.62	452,910	1,358,730	1,244,443	5.296	5.046	180.0	160.0	20.0	68.69	100.0	691.1	0.0
Ohio	6	1,220,955.07	0.61	234,967	1,409,800	1,220,955	5.738	5.488	180.0	150.1	29.9	62.28	91.6	694.6	0.0
Alabama	3	1,201,218.89	0.60	457,667	1,373,000	1,201,219	5.333	5.083	180.0	159.7	20.3	78.97	100.0	732.7	0.0
Nevada	2	947,187.05	0.47	552,925	1,105,850	947,187	4.912	4.662	180.0	155.2	24.8	49.94	0.0	766.2	0.0
Mississippi	2	924,451.49	0.46	514,000	1,028,000	924,451	5.406	5.156	180.0	159.0	21.0	63.01	100.0	756.3	0.0
Hawaii	2	884,265.08	0.44	502,250	1,004,500	884,265	5.510	5.260	180.0	154.9	25.1	61.91	93.7	715.3	0.0
Tennessee	2	866,823.02	0.43	487,004	974,008	866,823	5.228	4.978	180.0	159.6	20.4	80.00	100.0	728.6	0.0
Oregon	5	866,061.51	0.43	267,604	1,338,020	866,062	5.331	5.081	180.0	159.5	20.5	49.52	100.0	764.9	0.0
Arkansas	1	591,546.33	0.30	650,000	650,000	591,546	5.500	5.250	180.0	159.0	21.0	79.27	100.0	798.0	0.0
Oklahoma	3	555,735.65	0.28	198,475	595,426	555,736	5.696	5.446	180.0	163.4	16.6	81.64	73.2	793.6	0.0
South Carolina	1	488,583.13	0.24	529,000	529,000	488,583	5.250	5.000	180.0	160.0	20.0	76.12	100.0	625.0	0.0
South Dakota	1	461,798.73	0.23	500,000	500,000	461,799	5.250	5.000	180.0	160.0	20.0	54.05	100.0	795.0	0.0
Louisiana	1	461,297.44	0.23	500,000	500,000	461,297	5.750	5.500	180.0	159.0	21.0	68.97	100.0	536.0	0.0
Idaho	2	273,303.26	0.14	152,631	305,261	273,303	4.959	4.709	180.0	160.0	20.0	79.10	100.0	804.6	0.0
Wyoming	2	181,261.53	0.09	100,500	201,000	181,262	5.264	5.014	180.0	159.3	20.7	65.51	100.0	738.3	0.0

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Geographic	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Distribution by Balance	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Nebraska	1	166,116.51	0.08	180,000	180,000	166,117	5.125	4.875	180.0	160.0	20.0	64.29	100.0	790.0	0.0
Indiana	2	138,667.12	0.07	86,000	172,000	138,667	5.694	5.444	180.0	142.4	37.6	60.59	100.0	780.0	0.0
Rhode Island	1	77,222.70	0.04	118,000	118,000	77,223	7.625	7.375	180.0	93.0	87.0	53.64	100.0	779.0	0.0
Montana	1	67,438.78	0.03	73,714	73,714	67,439	5.500	5.250	180.0	158.0	22.0	51.55	100.0	623.0	0.0
West Virginia	1	64,787.33	0.03	65,000	65,000	64,787	6.580	6.330	180.0	179.0	1.0	100.00	0.0	704.0	0.0
Total:	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0
Number of States Represented:	46

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Top 10	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Zip Code Concentrations	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
11743	3	2,747,450.48	1.37	1,000,000	3,000,000	2,747,450	5.314	5.064	180.0	158.0	22.0	40.97	100.0	784.7	0.0
94127	4	2,259,952.76	1.13	636,375	2,545,500	2,259,953	5.416	5.166	180.0	159.2	20.8	52.75	100.0	768.6	0.0
11030	3	2,218,736.78	1.11	1,078,333	3,235,000	2,218,737	5.640	5.390	180.0	164.0	16.0	53.27	100.0	762.4	0.0
20854	3	2,054,817.57	1.03	780,754	2,342,263	2,054,818	5.296	5.046	180.0	160.4	19.6	44.40	100.0	717.9	0.0
10023	3	1,605,293.50	0.80	583,333	1,750,000	1,605,294	5.982	5.732	180.0	162.2	17.8	67.62	58.9	776.7	0.0
94010	2	1,600,758.57	0.80	871,000	1,742,000	1,600,759	5.375	5.125	180.0	159.5	20.5	45.95	100.0	801.4	0.0
11747	3	1,562,541.24	0.78	593,333	1,780,000	1,562,541	5.573	5.323	180.0	150.0	30.0	56.91	100.0	701.4	0.0
95120	3	1,553,954.90	0.78	565,333	1,696,000	1,553,955	5.323	5.073	180.0	158.2	21.8	46.35	100.0	756.4	0.0
92679	2	1,545,569.89	0.77	839,500	1,679,000	1,545,570	5.404	5.154	180.0	159.0	21.0	60.47	100.0	797.4	0.0
98119	2	1,525,317.58	0.76	825,000	1,650,000	1,525,318	5.250	5.000	180.0	160.2	19.8	53.56	100.0	726.7	0.0
Other	481	181,707,970.22	90.68	424,662	204,262,595	181,707,970	5.462	5.212	179.8	157.6	22.2	60.80	90.5	748.6	0.0
Total:	509	200,382,363.49	100.00	443,384	225,682,358	200,382,363	5.461	5.211	179.8	157.7	22.1	59.92	91.1	749.7	0.0

EX-99.1

JPMMT 2006-S3 Collateral Strats All records J.P. Morgan Securities Inc. 2,052 records

Summary Statistics

Number of Receivables: 2,052

Aggregate Principal Balance:$1,152,160,597.35

Range of Principal Balance:$9,890.10 to $3,992,559.52

Aggregate Original Balance:$1,192,543,696

Range of Original Balances:$15,075.00 to $3,996,000.00

Average Original Balance:$581,162

Weighted Average Coupon: 6.365%

Range of Coupons: 4.50% to 8.38%

Weighted Average Servicing Fee: 0.2209%

Range of Servicing Fees: 0.2000% to 0.2500%

Weighted Average Current Net Coupon: 6.144%

Range of Current Net Coupons: 4.25% to 8.13%

Weighted Average Stated Original Term: 307.37 months

Range of Stated Original Term: 156 months to 360 months

Weighted Average Seasoning: 5.07 months

Range of Seasoning: 0 months to 91 months

Weighted Average Subject Original LTV: 69.47%

Percent Purchase: 54.7%

Percent Cash-Out Refinance: 24.5%

Percent Owner Occupied: 90.8%

Percent Single Family: 68.6%

Percent Conforming Balance: 4.6%

Weighted Average FICO Score: 745.3

Top 5 States: CA(31%),NY(8%),FL(6%),NJ(5%),MD(4%)

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Servicer	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Cendant Mortgage	298	177,008,160.79	15.36	643,423	191,739,940	177,008,161	6.464	6.214	311.8	310.8	1.0	67.92	88.9	744.2	10.0
Chase Mortgage	234	111,623,789.58	9.69	501,473	117,344,606	111,623,790	6.144	5.894	201.4	191.8	9.5	64.86	86.0	742.9	2.1
Countrywide Home Loans	1,067	671,438,349.84	58.28	629,555	671,734,684	671,438,350	6.668	6.467	359.9	358.9	1.0	73.34	91.9	744.7	30.3
National City	4	1,691,845.82	0.15	425,760	1,703,040	1,691,846	6.395	6.145	360.0	352.2	7.8	69.88	100.0	749.7	0.0
Wells Fargo Home Mortgage	449	190,398,451.32	16.53	467,754	210,021,426	190,398,451	5.336	5.086	179.7	159.1	20.6	59.96	91.8	750.0	0.0
Total:	2,052	1,152,160,597.35	100.00	581,162	1,192,543,696	1,152,160,597	6.365	6.144	307.4	302.3	5.1	69.47	90.8	745.3	19.4

THIS INFORMATION IS FURNISHED TO YOU SOLELY BY JP MORGAN SECURITIES INC.. ("JPMSI") AND NOT BY THE ISSUER OF THE SECURITIES OR ANY OF ITS AFFILIATES. JPMSI IS NOT ACTING AS AGENT FOR THE ISSUER OR ITS AFFILIATES. THE INFORMATION CONTAINED HEREIN WILL BE SUPERSEDED IN ITS ENTIRETY BY THE INFORMATION CONTAINED IN THE FINAL PROSPECTUS AND PROSPECTUS SUPPLEMENT. THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER, PLEASE CONTACT YOUR JP MORGAN SECURITIES INC.. SALES REPRESENTATIVE. The attached information contains certain tables and other statistical analyses (the "Computational Materials") which have been prepared by JPMSI in reliance upon information furnished by the issuer. They may not be provided to any third party other than the addressee's legal tax financial and/or accounting advisors for purposes of evaluating said material. Numerous assumptions were used in preparing the Computational Mater ials which may or may not be reflected therein. As such no assurance can be given as to the Computational Materials accuracy, appropriateness or completeness in any particular context; nor as to whether the Computational Materials and/or the assumptions upon which they are based reflect present market conditions or future market performance. These Computational Materials should not be construed as either projections or predictions, or as legal, tax financial, or accounting advice. Any weighted average lives, yields, and principal payment periods shown in the Computational Materials are based on prepayment assumptions and changes in such prepayment assumptions may dramatically afect such weighted average lives, yields and principal payment periods. In addition it is possible that prepayments on the underlying assets will occur at rates slower or faster than the rates shown in the Computational Materials. Furthermore, unless otherwise provided, the Computational Materials assume no losses on the underlying ass ets and no interest shortfalls. The specific characteristics of the securities issued may difer from those shown in the Computational Materials due to diferences between the actual underlying assets and the hypothetical underlying assets used in preparing the Computational Materials. The principal amount and designation of any security described in the Computational Materials are subject to change prior to issuance. Neither JPMSI nor any of its afiliates makes any representation or warranty as to the actual rate or timing of payments on any of the underlying assets or the payments or yields on the securities.

Product	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
Fixed - 15 Year Fixed - 25 Year Fixed - 30 Year Fixed - 30 Year IO	725 3 971 353	336,061,201.27 1,584,056.31 591,051,410.03 223,463,929.74	29.17 0.14 51.30 19.40	502,909 542,333 619,050 637,989	364,609,307 1,627,000 601,097,425 225,209,963	336,061,201 1,584,056 591,051,410 223,463,930	5.681 6.585 6.616 6.730	5.431 6.369 6.404 6.526	179.9 300.0 360.0 360.0	165.0 299.3 359.1 358.7	14.9 0.7 0.9 1.3	61.34 75.88 72.61 73.34	88.1 100.0 91.1 94.3	748.5 707.1 744.8 742.5	0.0 0.0 0.0 100.0
Total:	2,052	1,152,160,597.35	100.00	581,162	1,192,543,696	1,152,160,597	6.365	6.144	307.4	302.3	5.1	69.47	90.8	745.3	19.4
Servicing Fee (%)	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
0.200 0.250	1,067 985	671,438,349.84 480,722,247.51	58.28 41.72	629,555 528,740	671,734,684 520,809,012	671,438,350 480,722,248	6.668 5.942	6.467 5.692	359.9 234.0	358.9 223.2	1.0 10.8	73.34 64.06	91.9 89.4	744.7 746.2	30.3 4.2
Total:	2,052	1,152,160,597.35	100.00	581,162	1,192,543,696	1,152,160,597	6.365	6.144	307.4	302.3	5.1	69.47	90.8	745.3	19.4
Minimum: 0.2000 Maximum: 0.2500 Weighted Average: 0.2209
Stated Original Term	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
145 to 156 157 to 168 169 to 180 289 to 300 349 to 360	3 1 721 3 1,324	1,693,607.20 565,267.21 333,802,326.86 1,584,056.31 814,515,339.78	0.15 0.05 28.97 0.14 70.69	629,943 628,150 502,207 542,333 624,099	1,889,830 628,150 362,091,327 1,627,000 826,307,388	1,693,607 565,267 333,802,327 1,584,056 814,515,340	5.211 5.000 5.684 6.585 6.647	4.961 4.750 5.434 6.369 6.438	156.0 167.0 180.0 300.0 360.0	134.5 143.0 165.1 299.3 359.0	21.5 24.0 14.9 0.7 1.0	45.68 33.95 61.47 75.88 72.81	100.0 100.0 88.0 100.0 92.0	773.5 787.0 748.3 707.1 744.1	0.0 0.0 0.0 0.0 27.4
Total:	2,052	1,152,160,597.35	100.00	581,162	1,192,543,696	1,152,160,597	6.365	6.144	307.4	302.3	5.1	69.47	90.8	745.3	19.4
Minimum: 156 Maximum: 360 Weighted Average: 307.4

Seasoning	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
<= 0	453	271,888,673.30	23.60	623,263	282,338,217	271,888,673	6.616	6.395	352.9	352.9	0.0	72.18	90.8	745.5	9.9
1 to 3	998	631,689,896.26	54.83	636,759	635,485,820	631,689,896	6.587	6.376	332.7	331.4	1.4	71.52	91.1	744.5	30.4
4 to 6	48	31,069,770.63	2.70	658,685	31,616,863	31,069,771	6.024	5.781	218.9	214.7	4.2	66.50	87.3	743.1	5.0
7 to 9	9	5,505,990.55	0.48	614,796	5,533,160	5,505,991	6.264	6.036	360.0	351.9	8.1	74.62	88.3	747.8	32.1
10 to 12	11	5,910,645.87	0.51	623,277	6,856,050	5,910,646	5.797	5.561	300.7	289.8	10.9	73.05	78.1	740.7	18.2
13 to 15	5	2,628,980.70	0.23	553,358	2,766,790	2,628,981	5.261	5.011	186.6	172.0	14.6	76.39	76.4	752.0	0.0
16 to 18	3	1,099,086.92	0.10	385,333	1,156,000	1,099,087	5.607	5.357	245.2	227.2	18.0	77.20	36.2	730.3	0.0
19 to 21	385	161,610,153.93	14.03	461,434	177,651,993	161,610,154	5.317	5.067	179.8	159.5	20.3	60.03	93.6	751.2	0.0
22 to 24	49	22,842,455.89	1.98	524,953	25,722,714	22,842,456	5.579	5.329	186.9	164.0	22.9	56.27	81.2	741.1	0.0
25 to 27	11	5,108,813.06	0.44	520,625	5,726,877	5,108,813	5.206	4.956	198.0	172.4	25.7	56.97	100.0	722.7	0.0
37 to 39	1	644,099.78	0.06	775,000	775,000	644,100	5.625	5.375	180.0	143.0	37.0	45.59	100.0	768.0	0.0
40 to 42	1	257,830.31	0.02	306,000	306,000	257,830	5.875	5.625	180.0	138.0	42.0	50.16	100.0	782.0	0.0
52 to 54	25	8,788,552.95	0.76	470,197	11,754,937	8,788,553	6.496	6.246	180.0	126.1	53.9	58.87	83.0	732.0	0.0
55 to 57	2	577,689.31	0.05	372,500	745,000	577,689	6.750	6.500	180.0	125.0	55.0	58.79	100.0	702.9	0.0
85 to 87	24	1,394,000.05	0.12	90,521	2,172,500	1,394,000	7.277	7.027	198.4	112.2	86.2	64.94	55.0	742.1	0.0
88 to 90	26	1,127,899.52	0.10	72,972	1,897,275	1,127,900	7.412	7.162	189.4	100.5	88.9	69.75	60.3	712.7	0.0
91 to 93	1	16,058.32	0.00	38,500	38,500	16,058	7.375	7.125	180.0	89.0	91.0	70.00	0.0	698.0	0.0
Total:	2,052	1,152,160,597.35	100.00	581,162	1,192,543,696	1,152,160,597	6.365	6.144	307.4	302.3	5.1	69.47	90.8	745.3	19.4
Minimum: 0 Maximum: 91 Weighted Average: 5.1								;

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
First	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Payment Date	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
1999	51	2,537,957.89	0.22	80,554	4,108,275	2,537,958	7.337	7.087	194.2	106.8	87.4	67.11	57.0	729.0	0.0
2002	27	9,366,242.26	0.81	462,961	12,499,937	9,366,242	6.512	6.262	180.0	126.1	53.9	58.86	84.0	730.2	0.0
2003	2	901,930.09	0.08	540,500	1,081,000	901,930	5.696	5.446	180.0	141.6	38.4	46.90	100.0	772.0	0.0
2004	419	177,283,809.56	15.39	467,438	195,856,593	177,283,810	5.357	5.107	181.2	160.4	20.9	59.43	92.3	749.2	0.0
2005	51	25,121,034.30	2.18	534,163	27,242,331	25,121,034	5.486	5.242	234.9	219.6	15.3	67.69	83.4	743.9	11.3
2006	1,502	936,949,623.25	81.32	633,659	951,755,560	936,949,623	6.576	6.361	334.9	333.8	1.1	71.55	90.9	744.8	23.5
Total:	2,052	1,152,160,597.35	100.00	581,162	1,192,543,696	1,152,160,597	6.365	6.144	307.4	302.3	5.1	69.47	90.8	745.3	19.4
Minimum:1999-01-01
Maximum: 2006-08-01
Weighted Average: 2006-02-27
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Maturity Date	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
2013	1	16,058.32	0.00	38,500	38,500	16,058	7.375	7.125	180.0	89.0	91.0	70.00	0.0	698.0	0.0
2014	45	2,321,123.49	0.20	84,458	3,800,600	2,321,123	7.296	7.046	180.0	92.6	87.4	65.78	62.3	728.5	0.0
2016	2	577,689.31	0.05	372,500	745,000	577,689	6.750	6.500	180.0	125.0	55.0	58.79	100.0	702.9	0.0
2017	28	10,482,160.15	0.91	487,313	13,644,767	10,482,160	6.288	6.038	176.1	127.5	48.6	56.74	85.7	738.7	0.0
2018	3	1,467,197.30	0.13	569,717	1,709,150	1,467,197	5.428	5.178	175.0	142.1	32.9	41.91	100.0	777.8	0.0
2019	439	185,814,070.73	16.13	467,095	205,054,604	185,814,071	5.343	5.093	180.0	159.3	20.7	59.81	92.1	748.9	0.0
2020	8	5,179,850.83	0.45	784,730	6,277,842	5,179,851	5.288	5.038	180.0	166.1	13.9	74.66	57.8	764.5	0.0
2021	199	130,203,051.14	11.30	670,044	133,338,844	130,203,051	6.099	5.849	180.0	177.7	2.3	63.52	84.1	748.3	0.0
2029	5	200,776.08	0.02	53,835	269,175	200,776	7.812	7.562	360.0	272.4	87.6	82.27	0.0	738.1	0.0
2031	3	1,584,056.31	0.14	542,333	1,627,000	1,584,056	6.585	6.369	300.0	299.3	0.7	75.88	100.0	707.1	0.0
2034	2	1,488,477.74	0.13	764,500	1,529,000	1,488,478	5.961	5.711	360.0	335.7	24.3	45.61	100.0	744.4	0.0
2035	20	9,964,853.21	0.86	501,708	10,034,158	9,964,853	6.157	5.927	360.0	350.4	9.6	74.42	89.2	734.1	28.5
2036	1,297	802,861,232.75	69.68	627,968	814,475,056	802,861,233	6.654	6.445	360.0	359.1	0.9	72.84	92.0	744.3	27.5
Total:	2,052	1,152,160,597.35	100.00	581,162	1,192,543,696	1,152,160,597	6.365	6.144	307.4	302.3	5.1	69.47	90.8	745.3	19.4
Minimum: 2013-12-01
Maximum: 2036-07-01
Weighted Average: 2031-09-10

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Current Rates (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
4.376 to 4.500	3	711,800.89	0.06	255,917	767,750	711,801	4.500	4.250	180.0	160.9	19.1	77.80	100.0	805.9	0.0
4.501 to 4.625	1	481,361.99	0.04	509,600	509,600	481,362	4.625	4.375	180.0	165.0	15.0	91.00	100.0	773.0	0.0
4.626 to 4.750	9	3,169,839.07	0.28	394,583	3,551,250	3,169,839	4.750	4.500	180.0	160.1	19.9	62.67	72.1	760.6	0.0
4.751 to 4.875	22	6,537,246.43	0.57	324,280	7,134,170	6,537,246	4.875	4.625	180.0	159.4	20.6	64.60	100.0	750.2	0.0
4.876 to 5.000	36	15,261,682.48	1.32	472,173	16,998,242	15,261,682	5.000	4.750	179.5	158.2	21.3	57.92	96.7	751.0	0.0
5.001 to 5.125	50	20,595,542.79	1.79	452,474	22,623,718	20,595,543	5.125	4.875	178.7	158.1	20.6	63.30	97.8	759.1	0.0
5.126 to 5.250	77	37,314,894.78	3.24	536,400	41,302,774	37,314,895	5.250	5.000	180.0	160.3	19.7	58.02	94.3	752.8	0.0
5.251 to 5.375	107	51,481,706.98	4.47	527,940	56,489,595	51,481,707	5.375	5.125	179.7	159.6	20.1	59.09	89.5	755.3	0.0
5.376 to 5.500	80	30,787,325.46	2.67	424,274	33,941,929	30,787,325	5.500	5.251	182.8	162.4	20.4	56.77	90.5	752.2	1.6
5.501 to 5.625	37	16,761,580.64	1.45	503,719	18,637,598	16,761,581	5.625	5.378	201.5	181.8	19.7	64.48	100.0	733.8	0.0
5.626 to 5.750	34	18,882,107.53	1.64	573,816	19,509,750	18,882,108	5.750	5.509	212.5	203.9	8.6	62.76	80.0	721.5	5.8
5.751 to 5.875	67	37,160,528.98	3.23	577,796	38,712,300	37,160,529	5.873	5.629	209.1	202.6	6.4	65.67	88.0	756.3	0.0
5.876 to 6.000	64	40,712,118.82	3.53	645,641	41,321,029	40,712,119	5.993	5.754	238.9	236.1	2.8	65.24	87.3	753.6	3.8
6.001 to 6.125	60	36,495,044.26	3.17	632,164	37,929,836	36,495,044	6.122	5.883	253.2	249.2	4.0	66.17	94.5	740.6	10.1
6.126 to 6.250	100	63,846,935.26	5.54	657,288	65,728,793	63,846,935	6.238	6.011	297.7	295.4	2.3	70.34	95.6	749.2	10.0
6.251 to 6.375	169	104,845,414.13	9.10	632,935	106,966,079	104,845,414	6.372	6.158	332.5	330.2	2.3	71.09	92.3	742.2	16.3
6.376 to 6.500	236	141,841,562.70	12.31	615,075	145,157,763	141,841,563	6.495	6.284	346.4	344.6	1.8	69.57	85.6	747.7	15.9
6.501 to 6.625	213	124,815,109.01	10.83	601,134	128,041,507	124,815,109	6.619	6.406	354.6	353.1	1.5	73.35	90.8	742.1	28.5
6.626 to 6.750	276	177,247,904.20	15.38	651,191	179,728,801	177,247,904	6.746	6.538	355.3	354.0	1.3	72.19	90.3	746.9	31.0
6.751 to 6.875	222	132,305,657.17	11.48	606,905	134,732,982	132,305,657	6.870	6.659	359.0	358.0	1.0	73.82	92.3	740.5	29.2
6.876 to 7.000	82	45,332,102.86	3.93	559,819	45,905,164	45,332,103	6.996	6.791	358.4	356.9	1.6	74.93	91.6	738.7	43.2
7.001 to 7.125	26	15,235,449.80	1.32	597,264	15,528,866	15,235,450	7.125	6.921	353.8	350.3	3.5	76.72	91.2	711.5	60.9
7.126 to 7.250	26	14,185,058.90	1.23	549,254	14,280,605	14,185,059	7.250	7.047	358.2	355.9	2.3	74.90	88.6	740.2	52.0
7.251 to 7.375	7	2,031,871.58	0.18	324,936	2,274,550	2,031,872	7.375	7.171	344.4	336.1	8.3	77.63	96.2	707.6	29.5
7.376 to 7.500	20	9,978,698.84	0.87	506,763	10,135,250	9,978,699	7.500	7.298	355.2	350.9	4.3	75.65	97.0	754.3	46.5
7.501 to 7.625	15	2,151,147.50	0.19	163,773	2,456,600	2,151,148	7.625	7.184	312.9	289.0	23.9	80.41	88.5	729.5	0.0
7.626 to 7.750	3	101,660.02	0.01	57,150	171,450	101,660	7.750	7.500	180.0	92.0	88.0	78.52	46.1	720.5	0.0
7.751 to 7.875	3	485,887.87	0.04	183,867	551,600	485,888	7.875	7.669	343.4	332.9	10.5	74.99	97.3	672.2	0.0
7.876 to 8.000	6	1,327,745.57	0.12	228,358	1,370,145	1,327,746	8.000	7.797	349.9	344.0	6.0	79.41	96.4	778.4	0.0
8.251 to 8.375	1	75,610.86	0.01	84,000	84,000	75,611	8.375	8.125	360.0	273.0	87.0	80.00	0.0	738.0	0.0
Total:	2,052	1,152,160,597.35	100.00	581,162	1,192,543,696	1,152,160,597	6.365	6.144	307.4	302.3	5.1	69.47	90.8	745.3	19.4
Minimum: 4.5000 Maximum: 8.3750 Weighted Average: 6.3653

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Net Rates (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
4.126 to 4.250	3	711,800.89	0.06	255,917	767,750	711,801	4.500	4.250	180.0	160.9	19.1	77.80	100.0	805.9	0.0
4.251 to 4.375	1	481,361.99	0.04	509,600	509,600	481,362	4.625	4.375	180.0	165.0	15.0	91.00	100.0	773.0	0.0
4.376 to 4.500	9	3,169,839.07	0.28	394,583	3,551,250	3,169,839	4.750	4.500	180.0	160.1	19.9	62.67	72.1	760.6	0.0
4.501 to 4.625	22	6,537,246.43	0.57	324,280	7,134,170	6,537,246	4.875	4.625	180.0	159.4	20.6	64.60	100.0	750.2	0.0
4.626 to 4.750	36	15,261,682.48	1.32	472,173	16,998,242	15,261,682	5.000	4.750	179.5	158.2	21.3	57.92	96.7	751.0	0.0
4.751 to 4.875	50	20,595,542.79	1.79	452,474	22,623,718	20,595,543	5.125	4.875	178.7	158.1	20.6	63.30	97.8	759.1	0.0
4.876 to 5.000	77	37,314,894.78	3.24	536,400	41,302,774	37,314,895	5.250	5.000	180.0	160.3	19.7	58.02	94.3	752.8	0.0
5.001 to 5.125	107	51,481,706.98	4.47	527,940	56,489,595	51,481,707	5.375	5.125	179.7	159.6	20.1	59.09	89.5	755.3	0.0
5.126 to 5.250	79	30,307,325.46	2.63	423,569	33,461,929	30,307,325	5.500	5.250	180.0	159.4	20.6	56.40	90.4	752.2	0.0
5.251 to 5.375	36	16,143,525.48	1.40	500,524	18,018,848	16,143,525	5.621	5.372	195.5	174.8	20.6	64.35	100.0	731.2	3.0
5.376 to 5.500	31	16,566,376.90	1.44	554,438	17,187,570	16,566,377	5.742	5.495	191.9	182.6	9.3	62.77	79.8	721.3	0.0
5.501 to 5.625	65	36,028,545.46	3.13	577,960	37,567,406	36,028,545	5.861	5.616	204.3	198.0	6.3	65.63	86.4	756.3	3.1
5.626 to 5.750	55	35,990,296.95	3.12	665,724	36,614,845	35,990,297	5.976	5.733	223.0	219.6	3.4	64.34	85.6	751.1	0.0
5.751 to 5.875	64	38,189,968.44	3.31	619,114	39,623,320	38,189,968	6.092	5.854	258.0	254.0	3.9	65.33	94.7	742.4	8.0
5.876 to 6.000	67	42,791,633.10	3.71	666,620	44,663,518	42,791,633	6.210	5.969	267.1	264.3	2.8	68.46	94.8	751.7	6.5
6.001 to 6.125	97	59,091,874.22	5.13	631,125	61,219,157	59,091,874	6.310	6.084	311.1	307.7	3.4	70.56	92.4	743.8	14.7
6.126 to 6.250	177	106,011,134.01	9.20	617,046	109,217,208	106,011,134	6.407	6.190	342.1	339.9	2.2	70.48	91.8	741.3	15.4
6.251 to 6.375	236	143,352,826.93	12.44	621,551	146,686,037	143,352,827	6.523	6.312	355.0	353.6	1.4	70.47	85.4	746.6	18.9
6.376 to 6.500	203	120,082,625.87	10.42	603,751	122,561,387	120,082,626	6.649	6.437	353.3	351.8	1.5	73.43	92.6	746.6	26.6
6.501 to 6.625	276	174,462,745.66	15.14	640,741	176,844,447	174,462,746	6.764	6.557	359.1	358.0	1.0	72.60	89.5	745.0	31.4
6.626 to 6.750	189	111,119,258.82	9.64	591,256	111,747,344	111,119,259	6.878	6.676	359.4	358.2	1.1	74.49	93.8	739.5	32.8
6.751 to 6.875	71	42,243,399.18	3.67	599,152	42,539,814	42,243,399	7.004	6.802	357.8	356.1	1.7	74.56	91.9	740.0	45.1
6.876 to 7.000	26	15,454,139.99	1.34	597,558	15,536,516	15,454,140	7.154	6.930	358.4	356.0	2.4	77.10	91.4	716.0	60.0
7.001 to 7.125	27	13,894,930.29	1.21	524,176	14,152,755	13,894,930	7.263	7.051	357.7	355.5	2.2	75.91	88.0	739.5	53.1
7.126 to 7.250	9	2,187,255.11	0.19	260,206	2,341,850	2,187,255	7.394	7.186	338.2	324.5	13.7	76.15	86.2	714.4	27.4
7.251 to 7.375	25	10,210,555.77	0.89	420,730	10,518,250	10,210,556	7.507	7.304	350.1	343.8	6.3	75.28	97.6	752.1	45.5
7.376 to 7.500	4	588,860.02	0.05	164,663	658,650	588,860	7.647	7.438	328.9	312.9	16.0	79.74	90.7	778.8	0.0
7.501 to 7.625	2	57,887.87	0.01	61,800	123,600	57,888	7.875	7.625	220.7	132.5	88.2	37.96	77.4	722.0	0.0
7.626 to 7.750	5	512,325.57	0.04	110,945	554,725	512,326	7.896	7.687	333.8	319.5	14.3	78.47	90.7	676.1	0.0
7.751 to 7.875	2	1,243,420.00	0.11	621,710	1,243,420	1,243,420	8.000	7.800	360.0	359.5	0.5	80.00	100.0	782.2	0.0
8.001 to 8.125	1	75,610.86	0.01	84,000	84,000	75,611	8.375	8.125	360.0	273.0	87.0	80.00	0.0	738.0	0.0
Total:	2,052	1,152,160,597.35	100.00	581,162	1,192,543,696	1,152,160,597	6.365	6.144	307.4	302.3	5.1	69.47	90.8	745.3	19.4
Minimum: 4.2500 Maximum: 8.1250 Weighted Average: 6.1438								;

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Conforming Balance	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Jumbo	1,778	1,099,427,271.95	95.42	637,054	1,132,682,423	1,099,427,272	6.399	6.179	312.7	308.6	4.1	69.79	90.9	745.4	20.2
Conforming	274	52,733,325.41	4.58	218,472	59,861,272	52,733,325	5.660	5.409	195.6	171.1	24.5	62.80	90.3	744.1	2.3
Total:	2,052	1,152,160,597.35	100.00	581,162	1,192,543,696	1,152,160,597	6.365	6.144	307.4	302.3	5.1	69.47	90.8	745.3	19.4

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Original Principal Balance ($)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
10,001 to 20,000	3	31,000.19	0.00	16,742	50,225	31,000	7.605	7.355	237.4	148.8	88.6	74.71	0.0	700.9	0.0
20,001 to 30,000	5	90,855.10	0.01	27,710	138,550	90,855	7.557	7.307	180.0	92.6	87.4	65.13	18.3	724.4	0.0
30,001 to 40,000	4	74,496.33	0.01	37,263	149,050	74,496	7.332	7.082	180.0	92.4	87.6	65.15	31.9	745.1	0.0
40,001 to 50,000	7	225,848.21	0.02	45,536	318,750	225,848	6.857	6.607	208.4	134.4	74.0	72.24	45.4	728.6	0.0
50,001 to 60,000	9	310,753.29	0.03	54,122	487,100	310,753	6.952	6.702	216.4	153.7	62.7	58.23	29.1	691.1	0.0
60,001 to 70,000	9	530,334.02	0.05	65,678	591,100	530,334	5.578	5.328	180.0	156.4	23.6	54.86	87.7	754.7	0.0
70,001 to 80,000	9	559,913.46	0.05	75,068	675,614	559,913	6.002	5.752	201.4	155.6	45.8	54.13	79.5	763.1	0.0
80,001 to 90,000	10	667,249.76	0.06	85,110	851,100	667,250	6.393	6.143	200.4	152.7	47.7	56.31	55.8	759.1	0.0
90,001 to 100,000	12	937,209.30	0.08	97,862	1,174,348	937,209	6.154	5.904	198.5	156.7	41.9	44.09	87.4	751.4	0.0
100,001 to 110,000	11	1,010,487.82	0.09	106,569	1,172,261	1,010,488	5.345	5.095	180.0	150.8	29.2	68.47	93.2	770.0	0.0
110,001 to 120,000	8	758,577.48	0.07	116,550	932,400	758,577	6.260	6.010	206.2	170.9	35.3	59.59	70.9	771.5	0.0
120,001 to 130,000	8	954,219.64	0.08	125,863	1,006,900	954,220	5.630	5.386	202.7	191.4	11.3	67.07	60.5	727.2	0.0
130,001 to 140,000	7	840,102.42	0.07	136,167	953,166	840,102	5.743	5.493	207.7	187.1	20.7	70.11	83.6	716.5	0.0
140,001 to 150,000	13	1,739,225.10	0.15	148,009	1,924,120	1,739,225	5.559	5.273	194.9	172.2	22.7	61.41	100.0	755.8	0.0
150,001 to 200,000	35	5,582,826.74	0.48	177,096	6,198,350	5,582,827	5.543	5.294	194.7	173.7	21.0	62.42	90.0	759.6	0.0
200,001 to 250,000	19	3,712,828.32	0.32	226,016	4,294,298	3,712,828	5.693	5.443	223.4	203.7	19.7	70.53	89.4	729.3	12.9
250,001 to 300,000	10	2,464,565.40	0.21	278,257	2,782,570	2,464,565	5.569	5.325	200.8	185.1	15.8	64.46	89.5	730.3	0.0
300,001 to 400,000	73	23,818,589.81	2.07	367,221	26,807,122	23,818,590	5.578	5.328	185.5	160.3	25.2	62.52	91.7	742.3	1.5
400,001 to 500,000	589	264,056,281.17	22.92	463,539	273,024,740	264,056,281	6.366	6.145	310.1	304.6	5.4	70.82	91.9	744.7	17.2
500,001 to 600,000	486	259,157,798.07	22.49	549,494	267,053,951	259,157,798	6.422	6.203	320.3	316.7	3.6	72.74	92.1	743.5	20.9
600,001 to 700,000	283	177,365,985.85	15.39	645,986	182,814,051	177,365,986	6.424	6.204	312.7	308.7	4.0	71.56	89.6	741.0	21.5
700,001 to 800,000	162	119,566,815.17	10.38	755,441	122,381,396	119,566,815	6.391	6.173	317.0	313.2	3.8	68.84	95.0	747.1	21.8
800,001 to 900,000	75	62,136,445.60	5.39	855,914	64,193,518	62,136,446	6.366	6.147	305.6	301.3	4.3	67.84	94.7	752.8	20.7
900,001 to 1,000,000	124	117,191,633.58	10.17	976,320	121,063,728	117,191,634	6.320	6.097	297.9	292.4	5.5	63.17	90.4	747.6	20.8
1,000,001 to 1,250,000	38	41,827,872.98	3.63	1,123,686	42,700,079	41,827,873	6.483	6.265	317.5	315.7	1.7	65.91	87.1	756.9	23.9
1,250,001 to 1,500,000	30	40,727,041.45	3.53	1,396,367	41,891,005	40,727,041	6.321	6.093	287.9	283.6	4.3	64.27	79.5	746.2	13.6
1,500,001 to 1,750,000	6	10,061,624.07	0.87	1,678,800	10,072,800	10,061,624	6.597	6.389	331.5	330.3	1.1	64.77	100.0	753.9	33.7
1,750,001 to 2,000,000	4	6,849,062.36	0.59	1,934,037	7,736,148	6,849,062	6.305	6.083	279.9	277.0	2.9	62.86	70.8	782.0	0.0
2,000,001 >=	3	8,910,954.67	0.77	3,035,085	9,105,256	8,910,955	6.771	6.559	360.0	358.8	1.2	78.72	55.2	711.8	30.4
Total:	2,052	1,152,160,597.35	100.00	581,162	1,192,543,696	1,152,160,597	6.365	6.144	307.4	302.3	5.1	69.47	90.8	745.3	19.4
Minimum:15,075.00
Maximum: 3,996,000.00
Average:581,161.64
Total:1,192,543,695.51

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Original Subject Loan-to-Value Ratio (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
0.01 to 5.00	1	731,000.00	0.06	731,000	731,000	731,000	6.375	6.175	360.0	359.0	1.0	4.87	100.0	771.0	100.0
5.01 to 10.00	1	462,000.00	0.04	462,000	462,000	462,000	6.750	6.550	360.0	359.0	1.0	7.70	100.0	720.0	0.0
10.01 to 15.00	2	1,982,517.81	0.17	1,000,000	2,000,000	1,982,518	5.875	5.625	180.0	176.5	3.5	11.38	49.9	740.5	0.0
15.01 to 20.00	8	2,798,867.09	0.24	365,368	2,922,948	2,798,867	6.076	5.839	234.4	228.2	6.2	18.20	99.5	760.1	0.0
20.01 to 25.00	9	4,104,684.62	0.36	502,444	4,522,000	4,104,685	5.552	5.302	180.0	156.3	23.7	22.66	100.0	777.2	0.0
25.01 to 30.00	22	10,583,285.99	0.92	504,005	11,088,104	10,583,286	5.861	5.618	203.7	193.2	10.6	27.86	95.8	747.2	8.9
30.01 to 35.00	25	11,057,161.00	0.96	474,766	11,869,139	11,057,161	5.869	5.628	244.6	232.5	12.1	32.14	95.9	746.4	4.7
35.01 to 40.00	36	18,368,244.85	1.59	564,981	20,339,308	18,368,245	5.917	5.682	249.1	236.6	12.5	37.26	92.8	753.5	16.2
40.01 to 45.00	44	23,272,058.12	2.02	571,329	25,138,473	23,272,058	6.008	5.769	246.6	234.2	12.4	42.39	90.2	757.5	10.2
45.01 to 50.00	88	47,822,732.05	4.15	580,834	51,113,429	47,822,732	5.957	5.716	238.6	227.4	11.2	47.91	87.7	752.6	7.5
50.01 to 55.00	101	58,072,111.37	5.04	599,850	60,584,813	58,072,111	6.117	5.889	279.7	270.5	9.3	52.59	94.3	748.7	12.1
55.01 to 60.00	126	74,042,866.10	6.43	616,803	77,717,156	74,042,866	6.111	5.881	265.8	257.8	7.9	57.60	93.2	749.4	12.8
60.01 to 65.00	143	83,907,453.82	7.28	616,303	88,131,322	83,907,454	6.210	5.981	280.3	273.4	6.9	63.09	88.5	750.2	11.0
65.01 to 70.00	221	124,452,521.11	10.80	584,662	129,210,257	124,452,521	6.342	6.123	308.1	302.9	5.2	68.23	88.3	744.2	21.0
70.01 to 75.00	249	151,520,696.24	13.15	627,594	156,270,978	151,520,696	6.389	6.165	311.7	308.0	3.7	73.52	90.6	745.2	15.4
75.01 to 80.00	932	522,906,101.22	45.38	572,776	533,826,794	522,906,101	6.547	6.334	334.8	332.1	2.7	79.50	91.1	742.9	25.4
80.01 to 85.00	5	1,234,978.71	0.11	259,420	1,297,100	1,234,979	6.182	5.974	330.6	321.1	9.5	84.44	100.0	699.3	0.0
85.01 to 90.00	30	11,687,862.91	1.01	404,273	12,128,176	11,687,863	6.603	6.331	329.6	324.1	5.5	88.67	95.9	720.2	25.2
90.01 to 95.00	8	3,027,890.55	0.26	383,087	3,064,700	3,027,891	6.357	6.133	325.6	319.1	6.6	93.47	100.0	712.6	49.6
95.01 to 100.00	1	125,563.77	0.01	126,000	126,000	125,564	5.920	5.670	180.0	178.0	2.0	100.00	0.0	777.0	0.0
Total:	2,052	1,152,160,597.35	100.00	581,162	1,192,543,696	1,152,160,597	6.365	6.144	307.4	302.3	5.1	69.47	90.8	745.3	19.4
Minimum: 4.87 Maximum:100.00

Weighted Average by Original Balance: 69.26

Weighted Average by Current Balance: 69.47

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
PMI Company (LTV > 80)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
United Guaranty Insurance	9	3,143,894.11	19.56	360,611	3,245,500	3,143,894	6.776	6.484	353.7	348.6	5.1	88.61	95.4	718.1	17.2
Mtge Guaranty Insurance Corp.	5	2,952,860.24	18.37	591,030	2,955,150	2,952,860	6.634	6.434	360.0	358.4	1.6	89.52	100.0	704.8	63.0
Republic Mtge Ins Co	4	2,011,614.00	12.51	502,904	2,011,614	2,011,614	6.706	6.506	360.0	358.9	1.1	87.94	100.0	707.0	29.5
General Electric	8	1,703,064.09	10.59	250,721	2,005,770	1,703,064	5.821	5.584	227.4	210.0	17.4	88.00	99.4	717.4	0.0
Commonwealth Mtg Assurance	3	1,668,500.00	10.38	556,167	1,668,500	1,668,500	6.747	6.547	360.0	359.7	0.3	88.93	100.0	713.7	34.3
TBD	5	1,300,876.00	8.09	266,160	1,330,800	1,300,876	6.291	6.041	300.0	288.5	11.5	92.05	66.7	753.9	49.1
PMI Mortgage Insurance Co.	5	1,168,837.46	7.27	243,352	1,216,759	1,168,837	7.267	6.866	345.9	338.1	7.8	89.96	98.2	694.0	0.0
Premium Priced (NO MI)	2	988,960.61	6.15	521,921	1,043,842	988,961	4.817	4.567	180.0	165.5	14.5	90.49	100.0	764.3	0.0
Triad Guaranty Ins	2	889,739.43	5.53	445,045	890,091	889,739	6.998	6.560	360.0	358.5	1.5	90.16	100.0	722.8	0.0
Radian Guaranty	1	247,950.00	1.54	247,950	247,950	247,950	6.375	6.125	360.0	349.0	11.0	95.00	100.0	692.0	100.0
Total:	44	16,076,295.94	100.00	377,636	16,615,976	16,076,296	6.519	6.261	327.8	321.8	6.0	89.34	96.2	717.6	27.7

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
FICO	of	Principal	Principal	Original	Original	Scheduled	Gross	Net	Original	Remaining	Average	Original	Owner	FICO
Score	Receivables	Balance	Balance	Balance	Balance	Balance	Coupon	Coupon	Term	Term	Seasoning	LTV	Occupied	Score	% IO
<= 620	18	6,491,922.82	0.56	399,278	7,187,010	6,491,923	5.919	5.669	215.7	203.3	12.4	73.23	90.7	593.2	0.0
621 to 645	21	8,577,667.89	0.74	434,629	9,127,214	8,577,668	6.080	5.830	243.7	233.4	10.3	70.85	93.3	635.3	0.0
646 to 670	77	41,471,141.36	3.60	559,803	43,104,849	41,471,141	6.469	6.244	315.7	309.9	5.8	70.24	96.5	662.5	21.2
671 to 695	159	81,921,770.65	7.11	536,330	85,276,521	81,921,771	6.384	6.161	311.0	305.2	5.8	72.42	95.6	684.1	18.3
696 to 720	346	198,060,266.07	17.19	589,330	203,908,127	198,060,266	6.427	6.205	313.4	308.4	4.9	69.66	91.4	708.9	22.7
721 to 745	353	207,430,925.34	18.00	599,590	211,655,306	207,430,925	6.466	6.250	318.1	314.6	3.6	70.53	89.8	732.8	24.8
746 to 770	364	214,154,369.04	18.59	605,801	220,511,391	214,154,369	6.373	6.154	311.0	306.2	4.7	69.70	90.8	758.3	16.9
771 to 795	477	268,954,414.97	23.34	586,227	279,630,350	268,954,415	6.350	6.129	308.1	303.5	4.5	68.76	89.4	783.0	18.5
796 to 820	236	124,502,119.20	10.81	557,402	131,546,926	124,502,119	6.113	5.884	276.0	267.9	8.1	65.98	90.1	803.5	13.5
821 to 845	1	596,000.00	0.05	596,000	596,000	596,000	6.875	6.675	360.0	360.0	0.0	80.00	0.0	821.0	100.0
Total:	2,052	1,152,160,597.35	100.00	581,162	1,192,543,696	1,152,160,597	6.365	6.144	307.4	302.3	5.1	69.47	90.8	745.3	19.4
Minimum: 534 Maximum: 821 Weighted Average: 745.3

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Documentation Level	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Full Documentation	834	495,601,358.82	43.01	625,336	521,530,347	495,601,359	6.344	6.115	304.8	298.8	6.0	70.10	89.1	736.5	16.4
Preferred	620	376,603,556.98	32.69	607,788	376,828,610	376,603,557	6.669	6.469	359.9	358.9	1.0	72.61	93.3	753.9	32.4
Stated	244	83,384,476.19	7.24	377,524	92,115,774	83,384,476	5.379	5.129	181.8	162.2	19.6	57.93	92.8	752.0	0.0
Alternative	137	81,282,164.59	7.05	596,987	81,787,200	81,282,165	6.604	6.397	357.8	356.8	1.0	73.58	90.3	733.5	23.7
Simply Signature	105	66,769,869.69	5.80	639,872	67,186,554	66,769,870	6.025	5.775	181.7	178.9	2.8	64.27	88.4	756.0	0.0
No Income Verification	27	20,978,404.08	1.82	814,323	21,986,716	20,978,404	6.369	6.119	254.3	252.8	1.6	52.31	92.0	761.9	3.1
NINA	44	17,409,943.57	1.51	437,357	19,243,726	17,409,944	5.349	5.099	180.0	159.5	20.5	60.40	94.4	767.6	0.0
Limited	29	3,597,288.54	0.31	169,863	4,926,027	3,597,289	6.761	6.511	239.9	190.5	49.4	60.08	96.0	741.9	0.0
Reduced	6	2,936,545.09	0.25	535,317	3,211,900	2,936,545	6.428	6.178	333.0	332.8	0.2	72.35	84.2	762.8	21.6
Asset Verification	2	1,482,744.34	0.13	775,000	1,550,000	1,482,744	5.532	5.282	180.0	167.2	12.8	71.27	0.0	805.5	0.0
Full/Alternative	2	1,125,284.85	0.10	566,500	1,133,000	1,125,285	6.710	6.460	360.0	351.7	8.3	66.88	100.0	738.0	0.0
No Documentation	2	988,960.61	0.09	521,921	1,043,842	988,961	4.817	4.567	180.0	165.5	14.5	90.49	100.0	764.3	0.0
Total:	2,052	1,152,160,597.35	100.00	581,162	1,192,543,696	1,152,160,597	6.365	6.144	307.4	302.3	5.1	69.47	90.8	745.3	19.4
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Occupancy	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Primary Residence	1,850	1,046,735,514.23	90.85	585,578	1,083,318,800	1,046,735,514	6.363	6.141	308.9	303.9	5.0	69.42	100.0	744.7	20.1
Second Home	162	100,226,404.52	8.70	637,181	103,223,369	100,226,405	6.375	6.152	293.6	288.2	5.4	70.01	0.0	752.6	12.7
Investment	40	5,198,678.61	0.45	150,038	6,001,526	5,198,679	6.719	6.469	257.1	242.0	15.2	69.35	0.0	746.0	0.0
Total:	2,052	1,152,160,597.35	100.00	581,162	1,192,543,696	1,152,160,597	6.365	6.144	307.4	302.3	5.1	69.47	90.8	745.3	19.4
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Purpose	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Purchase	1,075	630,324,829.84	54.71	606,715	652,218,816	630,324,830	6.419	6.199	320.4	316.6	3.9	72.99	88.2	751.0	21.8
Cash-out Refinance	523	281,986,022.18	24.47	554,682	290,098,488	281,986,022	6.380	6.156	299.3	294.3	4.9	67.54	93.2	731.5	17.8
Rate/Term Refinance	454	239,849,745.33	20.82	551,159	250,226,391	239,849,745	6.208	5.984	282.5	274.1	8.4	62.49	95.2	746.8	15.0
Total:	2,052	1,152,160,597.35	100.00	581,162	1,192,543,696	1,152,160,597	6.365	6.144	307.4	302.3	5.1	69.47	90.8	745.3	19.4

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Property Type	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Single Family Residence	1,397	775,742,025.51	67.33	575,347	803,759,977	775,742,026	6.288	6.066	298.1	292.1	5.9	68.42	92.5	745.0	18.2
Planned unit developments	445	276,693,478.44	24.02	634,671	282,428,598	276,693,478	6.598	6.384	343.7	342.6	1.2	72.72	91.3	747.5	26.0
Condo	126	60,528,125.03	5.25	506,753	63,850,927	60,528,125	6.292	6.062	280.9	273.7	7.2	69.69	70.8	745.3	11.7
Single-family detached	23	14,185,366.49	1.23	635,591	14,618,589	14,185,366	5.997	5.747	247.7	238.3	9.3	66.86	79.5	721.0	8.0
Two- to four-family	30	14,120,075.03	1.23	501,566	15,046,975	14,120,075	6.641	6.413	306.6	299.3	7.2	71.13	91.6	742.4	12.9
Cooperative Units	15	7,685,735.94	0.67	541,228	8,118,420	7,685,736	6.417	6.188	308.6	301.4	7.2	63.59	98.6	758.2	5.8
Deminimus PUD	15	3,127,886.76	0.27	309,014	4,635,210	3,127,887	6.606	6.356	180.0	122.3	57.7	56.26	68.3	737.7	0.0
Manufactured Housing	1	77,904.16	0.01	85,000	85,000	77,904	5.875	5.625	180.0	160.0	20.0	36.96	100.0	811.0	0.0
Total:	2,052	1,152,160,597.35	100.00	581,162	1,192,543,696	1,152,160,597	6.365	6.144	307.4	302.3	5.1	69.47	90.8	745.3	19.4

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Geographic	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Distribution by Balance	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
California	610	361,162,562.29	31.35	608,398	371,122,924	361,162,562	6.388	6.171	314.5	309.7	4.9	67.14	95.8	748.2	26.6
New York	168	97,248,265.10	8.44	613,828	103,123,113	97,248,265	6.313	6.084	285.5	278.0	7.4	64.74	95.8	742.4	19.6
Florida	143	74,434,285.86	6.46	547,360	78,272,431	74,434,286	6.338	6.109	276.3	269.5	6.9	68.88	68.8	737.0	13.4
New Jersey	97	58,250,625.92	5.06	621,078	60,244,609	58,250,626	6.444	6.216	313.0	309.6	3.4	70.47	91.8	740.6	17.2
Maryland	85	49,440,836.22	4.29	601,296	51,110,179	49,440,836	6.365	6.146	316.5	311.7	4.8	70.47	95.2	749.4	16.8
Virginia	86	47,791,440.29	4.15	570,766	49,085,890	47,791,440	6.482	6.264	335.1	331.8	3.3	73.17	96.3	737.1	23.3
Texas	93	43,356,774.80	3.76	493,336	45,880,249	43,356,775	6.250	6.023	281.5	274.1	7.3	72.19	94.5	750.4	9.6
Illinois	66	36,387,877.24	3.16	573,199	37,831,112	36,387,877	6.488	6.265	321.6	318.5	3.1	72.25	97.4	750.5	14.1
Colorado	54	33,776,775.88	2.93	640,535	34,588,909	33,776,776	6.337	6.114	308.8	304.7	4.1	68.71	73.6	751.3	16.5
Washington	52	29,287,717.65	2.54	574,087	29,852,542	29,287,718	6.398	6.176	317.6	313.4	4.3	71.79	96.1	726.6	8.2
Connecticut	40	26,066,325.90	2.26	668,392	26,735,661	26,066,326	6.404	6.184	316.6	313.3	3.3	65.15	100.0	748.0	18.0
Arizona	49	25,556,546.47	2.22	531,838	26,060,081	25,556,546	6.513	6.293	314.4	311.0	3.4	72.01	89.3	741.7	18.9
Minnesota	42	25,071,978.11	2.18	617,530	25,936,246	25,071,978	6.284	6.060	302.6	297.5	5.1	71.92	95.9	767.8	11.6
Georgia	37	19,754,069.83	1.71	556,384	20,586,221	19,754,070	6.131	5.906	302.1	295.2	6.8	73.35	86.7	744.8	35.7
Nevada	35	18,963,005.75	1.65	555,779	19,452,278	18,963,006	6.486	6.270	335.2	332.1	3.1	72.34	87.7	735.0	26.4
Pennsylvania	36	18,422,521.97	1.60	536,978	19,331,215	18,422,522	6.142	5.909	284.2	278.0	6.3	71.54	98.6	744.7	13.0
North Carolina	30	13,326,986.33	1.16	468,183	14,045,485	13,326,986	6.311	6.088	286.5	277.1	9.4	73.73	92.9	755.6	13.3
Michigan	23	12,305,495.88	1.07	553,477	12,729,980	12,305,496	6.125	5.902	277.2	271.5	5.7	73.89	74.8	746.7	7.8
Utah	24	12,008,680.83	1.04	504,915	12,117,950	12,008,681	6.517	6.309	340.4	337.3	3.1	76.38	72.4	735.2	15.0
Massachusetts	23	11,670,852.15	1.01	526,479	12,109,015	11,670,852	6.402	6.173	314.3	309.4	4.9	72.91	68.9	754.9	5.6
Oregon	22	11,457,845.80	0.99	546,494	12,022,870	11,457,846	6.307	6.094	328.8	326.4	2.4	68.97	78.0	755.7	14.5
Wisconsin	23	11,054,510.99	0.96	494,865	11,381,900	11,054,511	6.111	5.886	277.4	270.1	7.3	69.46	100.0	744.9	4.9
Hawaii	13	11,047,677.75	0.96	868,223	11,286,896	11,047,678	6.620	6.409	345.5	342.6	2.9	71.31	72.2	738.0	30.0
Tennessee	19	10,692,857.42	0.93	568,202	10,795,829	10,692,857	6.607	6.403	345.3	342.8	2.5	76.77	90.1	739.8	16.7
Ohio	20	8,556,184.08	0.74	449,265	8,985,300	8,556,184	6.130	5.889	258.2	251.1	7.1	72.17	96.2	743.7	6.4
Alabama	13	6,887,841.59	0.60	543,208	7,061,700	6,887,842	6.285	6.068	299.5	294.3	5.2	75.30	81.1	736.1	6.4
Missouri	13	6,597,627.14	0.57	531,058	6,903,755	6,597,627	6.330	6.104	319.8	314.8	5.0	73.87	100.0	728.3	0.0
District of Columbia	10	6,205,699.28	0.54	644,120	6,441,200	6,205,699	6.448	6.228	307.5	302.4	5.1	66.74	100.0	747.3	42.5
Oklahoma	12	5,495,397.83	0.48	470,204	5,642,446	5,495,398	6.295	6.079	302.6	299.8	2.9	78.64	96.4	765.0	0.0
New Mexico	10	5,266,203.36	0.46	564,720	5,647,200	5,266,203	6.454	6.225	267.8	257.0	10.9	62.06	86.8	738.0	22.9
Idaho	11	5,195,745.33	0.45	475,185	5,227,040	5,195,745	6.503	6.300	350.5	348.6	1.9	76.98	64.5	765.4	21.4
South Carolina	7	4,561,494.79	0.40	680,610	4,764,272	4,561,495	6.233	5.995	297.9	294.9	2.9	73.73	77.7	746.5	10.7
Kansas	7	4,299,544.79	0.37	637,921	4,465,450	4,299,545	6.200	5.980	306.3	298.5	7.8	71.53	100.0	718.2	25.5
Mississippi	8	4,249,612.19	0.37	550,875	4,407,000	4,249,612	5.945	5.729	303.5	292.8	10.7	70.99	100.0	751.1	11.8
Kentucky	8	4,226,599.83	0.37	542,529	4,340,230	4,226,600	6.095	5.873	279.8	272.6	7.2	74.82	84.6	729.2	15.4
Wyoming	8	3,984,166.98	0.35	500,519	4,004,150	3,984,167	6.565	6.363	351.8	350.2	1.5	76.27	85.0	751.0	55.2
Indiana	9	3,711,167.93	0.32	417,350	3,756,150	3,711,168	6.250	6.019	249.3	246.2	3.1	73.09	100.0	710.7	0.0
Rhode Island	5	2,831,436.70	0.25	586,240	2,931,200	2,831,437	6.336	6.099	264.1	260.2	3.9	66.00	52.5	773.0	0.0
Maine	5	2,752,602.42	0.24	583,198	2,915,989	2,752,602	6.050	5.824	269.5	261.4	8.0	69.44	39.4	751.5	0.0
New Hampshire	5	2,658,155.73	0.23	563,438	2,817,192	2,658,156	5.999	5.770	257.4	249.9	7.5	76.71	37.9	784.0	0.0
Louisiana	4	2,460,401.26	0.21	627,350	2,509,400	2,460,401	6.040	5.805	235.4	226.9	8.5	76.31	100.0	695.3	0.0

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Geographic	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Distribution	of	Principal	Principal	Original	Original	Scheduled	Gross	Net	Original	Remaining	Average	Original	Owner	FICO
by Balance	Receivables	Balance	Balance	Balance	Balance	Balance	Coupon	Coupon	Term	Term	Seasoning	LTV	Occupied	Score	% IO
Montana	5	2,449,930.65	0.21	491,183	2,455,914	2,449,931	6.575	6.373	355.0	353.4	1.6	65.14	57.8	715.3	32.0
Arkansas	3	1,790,134.25	0.16	615,333	1,846,000	1,790,134	6.219	6.002	300.3	292.6	7.6	76.03	100.0	765.2	35.8
South Dakota	3	1,667,789.04	0.14	568,000	1,704,000	1,667,789	6.190	5.976	309.9	304.1	5.9	71.49	100.0	743.0	0.0
West Virginia	5	1,544,319.40	0.13	317,200	1,586,000	1,544,319	6.021	5.787	236.9	229.1	7.8	78.56	75.8	771.4	0.0
Virgin Islands	2	1,507,277.23	0.13	818,750	1,637,500	1,507,277	6.576	6.326	360.0	359.6	0.4	67.37	100.0	704.2	0.0
Delaware	3	1,444,348.00	0.13	481,449	1,444,348	1,444,348	6.367	6.167	360.0	359.7	0.3	75.69	34.3	744.3	0.0
Alaska	1	1,198,991.85	0.10	1,200,000	1,200,000	1,198,992	6.875	6.675	360.0	359.0	1.0	75.00	100.0	778.0	0.0
Nebraska	2	1,026,839.15	0.09	520,000	1,040,000	1,026,839	6.486	6.278	330.8	326.7	4.1	67.16	100.0	800.1	0.0
Vermont	1	543,080.04	0.05	590,000	590,000	543,080	6.750	6.500	360.0	360.0	0.0	79.73	0.0	720.0	0.0
Iowa	2	511,490.10	0.04	258,338	516,675	511,490	6.529	6.328	360.0	358.3	1.7	80.19	98.1	775.2	0.0
Total:	2,052	1,152,160,597.35	100.00	581,162	1,192,543,696	1,152,160,597	6.365	6.144	307.4	302.3	5.1	69.47	90.8	745.3	19.4
Number of States Represented: 51
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Top 10	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Zip Code	of	Principal	Principal	Original	Original	Scheduled	Gross	Net	Original	Remaining	Average	Original	Owner	FICO
Concentrations	Receivables	Balance	Balance	Balance	Balance	Balance	Coupon	Coupon	Term	Term	Seasoning	LTV	Occupied	Score	% IO
20854	8	5,718,636.34	0.50	765,230	6,121,843	5,718,636	6.002	5.772	295.0	287.6	7.5	56.22	100.0	749.4	0.0
75230	6	5,428,976.96	0.47	955,661	5,733,966	5,428,977	6.485	6.278	335.9	331.9	4.0	76.08	100.0	751.5	42.0
11743	6	5,102,377.12	0.44	890,500	5,343,000	5,102,377	5.958	5.724	262.7	249.3	13.4	55.15	100.0	769.3	32.3
92663	2	4,762,559.52	0.41	2,383,000	4,766,000	4,762,560	6.710	6.510	360.0	358.2	1.8	74.11	16.2	734.2	0.0
92648	5	4,659,754.91	0.40	961,400	4,807,000	4,659,755	6.532	6.307	360.0	358.8	1.2	60.97	100.0	754.8	36.8
06840	4	4,284,733.01	0.37	1,073,250	4,293,000	4,284,733	6.482	6.267	308.3	306.8	1.6	57.86	100.0	730.8	0.0
10583	4	4,221,457.73	0.37	1,098,560	4,394,241	4,221,458	6.194	5.944	256.0	253.7	2.3	50.09	100.0	728.1	21.8
91709	6	4,121,567.16	0.36	695,850	4,175,100	4,121,567	6.613	6.399	336.7	335.7	1.0	76.84	100.0	723.3	31.1
08540	5	4,090,090.97	0.35	845,625	4,228,127	4,090,091	6.059	5.816	246.9	242.7	4.2	68.21	100.0	759.4	0.0
92603	2	3,859,255.00	0.33	1,929,628	3,859,255	3,859,255	6.976	6.776	360.0	359.0	1.0	72.20	100.0	730.7	100.0
Other	2,004	1,105,911,188.65	95.99	571,269	1,144,822,164	1,105,911,189	6.365	6.143	307.2	302.1	5.1	69.67	90.8	745.4	19.1
Total:	2,052	1,152,160,597.35	100.00	581,162	1,192,543,696	1,152,160,597	6.365	6.144	307.4	302.3	5.1	69.47	90.8	745.3	19.4

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Combined	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Loan-to-Value Ratio (%) (w Seconds)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
30.01 to 40.00	2	1,792,780.09	0.59	900,000	1,800,000	1,792,780	6.448	6.246	350.7	349.6	1.0	34.90	100.0	700.5	0.0
40.01 to 50.00	13	7,875,844.70	2.60	639,236	8,310,065	7,875,845	6.086	5.849	246.3	237.6	8.7	35.73	100.0	753.7	0.0
50.01 to 60.00	13	6,630,861.74	2.19	548,192	7,126,500	6,630,862	5.716	5.472	215.5	203.0	12.5	43.92	83.9	759.1	12.1
60.01 to 70.00	33	20,174,649.11	6.67	650,981	21,482,378	20,174,649	5.837	5.598	235.0	223.4	11.5	52.96	89.3	750.4	9.1
70.01 to 80.00	81	56,435,604.35	18.65	723,361	58,592,227	56,435,604	6.137	5.913	285.9	278.4	7.4	62.77	94.1	746.2	17.1
80.01 to 90.00	260	153,202,445.83	50.63	598,283	155,553,568	153,202,446	6.596	6.386	339.2	336.9	2.3	76.87	92.7	744.7	32.3
90.01 to 100.00	104	55,732,201.22	18.42	555,967	57,820,565	55,732,201	6.439	6.219	317.1	313.5	3.6	78.01	93.8	739.4	22.8
100.01 >=	4	776,830.90	0.26	194,260	777,040	776,831	6.605	6.294	360.0	354.7	5.3	81.85	100.0	733.4	44.8
Total:	510	302,621,217.95	100.00	610,710	311,462,342	302,621,218	6.397	6.179	313.2	308.7	4.5	70.83	93.0	744.6	24.7
Minimum: 37.04 Maximum:125.00

Weighted Average by Original Balance: 83.96

EX-99.1

JPMMT 2006-S3 Collateral Strats J.P. Morgan Securities Inc.

1,327 records

Pool 1

Summary Statistics

Number of Receivables:  1,327

Aggregate Principal Balance:  $816,099,396.08

Range of Principal Balance:  $9,890.10 to $3,992,559.52

Aggregate Original Balance: $827,934,388

Range of Original Balances: $15,075.00 to $3,996,000.00

Average Original Balance: $623,914

Weighted Average Coupon: 6.647%

Range of Coupons: 5.50% to 8.38%

Weighted Average Servicing Fee: 0.2089%

Range of Servicing Fees: 0.2000% to 0.2500%

Weighted Average Current Net Coupon: 6.437%

Range of Current Net Coupons: 5.30% to 8.13%

Weighted Average Stated Original Term: 359.88 months

Range of Stated Original Term: 300 months to 360 months

Weighted Average Seasoning:

1.03 months

Range of Seasoning: 0 months to 90 months

Weighted Average Subject Original LTV: 72.81%

Percent Purchase: 60.3%

Percent Cash-Out Refinance: 22.9%

Percent Owner Occupied: 92.0%

Percent Single Family: 63.1%

Percent Conforming Balance: 0.6%

Weighted Average FICO Score: 744.1

Top 5 States: CA(33%),NY(7%),NJ(5%),VA(5%),FL(5%)

Servicer	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
Cendant Mortgage	226	129,726,615.43	15.90	624,390	141,112,139	129,726,615	6.575	6.325	359.8	359.5	0.2	70.27	92.5	743.2	13.7
Chase Mortgage	30	13,242,584.99	1.62	446,151	13,384,525	13,242,585	6.321	6.071	360.0	350.7	9.3	71.59	88.9	717.4	17.9
Countrywide Home Loans	1,067	671,438,349.84	82.27	629,555	671,734,684	671,438,350	6.668	6.467	359.9	358.9	1.0	73.34	91.9	744.7	30.3
National City	4	1,691,845.82	0.21	425,760	1,703,040	1,691,846	6.395	6.145	360.0	352.2	7.8	69.88	100.0	749.7	0.0
Total:	1,327	816,099,396.08	100.00	623,914	827,934,388	816,099,396	6.647	6.437	359.9	358.9	1.0	72.81	92.0	744.1	27.4

THIS INFORMATION IS FURNISHED TO YOU SOLELY BY JP MORGAN SECURITIES INC.. ("JPMSI") AND NOT BY THE ISSUER OF THE SECURITIES OR ANY OF ITS AFFILIATES. JPMSI IS NOT ACTING AS AGENT FOR THE ISSUER OR ITS AFFILIATES. THE INFORMATION CONTAINED HEREIN WILL BE SUPERSEDED IN ITS ENTIRETY BY THE INFORMATION CONTAINED IN THE FINAL PROSPECTUS AND PROSPECTUS SUPPLEMENT. THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER, PLEASE CONTACT YOUR JP MORGAN SECURITIES INC.. SALES REPRESENTATIVE. The attached information contains certain tables and other statistical analyses (the "Computational Materials") which have been prepared by JPMSI in reliance upon information furnished by the issuer. They may not be provided to any third party other than the addressee's legal tax financial and/or accounting advisors for purposes of evaluating said material. Numerous assumptions were used in preparing the Computational Materials which may or may not be reflected therein. As such no assurance can be given as to the Computational Materials accuracy, appropriateness or completeness in any particular context; nor as to whether the Computational Materials and/or the assumptions upon which they are based reflect present market conditions or future market performance. These Computational Materials should not be construed as either projections or predictions, or as legal, tax financial, or accounting advice. Any weighted average lives, yields, and principal payment periods shown in the Computational Materials are based on prepayment assumptions and changes in such prepayment assumptions may dramatically afect such weighted average lives, yields and principal payment periods. In addition it is possible that prepayments on the underlying assets will occur at rates slower or faster than the rates shown in the Computational Materials. Furthermore, unless otherwis e provided, the Computational Materials assume no losses on the underlying assets and no interest shortfalls. The specific characteristics of the securities issued may difer from those shown in the Computational Materials due to diferences between the actual underlying assets and the hypothetical underlying assets used in preparing the Computational Materials. The principal amount and designation of any security described in the Computational Materials are subject to change prior to issuance. Neither JPMSI nor any of its afiliates makes any representation or warranty as to the actual rate or timing of payments on any of the underlying assets or the payments or yields on the securities.

Product	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
Fixed - 25 Year Fixed - 30 Year Fixed - 30 Year IO	3 971 353	1,584,056.31 591,051,410.03 223,463,929.74	0.19 72.42 27.38	542,333 619,050 637,989	1,627,000 601,097,425 225,209,963	1,584,056 591,051,410 223,463,930	6.585 6.616 6.730	6.369 6.404 6.526	300.0 360.0 360.0	299.3 359.1 358.7	0.7 0.9 1.3	75.88 72.61 73.34	100.0 91.1 94.3	707.1 744.8 742.5	0.0 0.0 100.0
Total:	1,327	816,099,396.08	100.00	623,914	827,934,388	816,099,396	6.647	6.437	359.9	358.9	1.0	72.81	92.0	744.1	27.4
Servicing Fee (%)	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
0.200 0.250	1,067 260	671,438,349.84 144,661,046.24	82.27 17.73	629,555 600,768	671,734,684 156,199,704	671,438,350 144,661,046	6.668 6.550	6.467 6.300	359.9 359.8	358.9 358.6	1.0 1.2	73.34 70.39	91.9 92.3	744.7 741.0	30.3 13.9
Total:	1,327	816,099,396.08	100.00	623,914	827,934,388	816,099,396	6.647	6.437	359.9	358.9	1.0	72.81	92.0	744.1	27.4
Minimum: 0.2000 Maximum: 0.2500 Weighted Average: 0.2089
Stated Original Term	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
289 to 300 349 to 360	3 1,324	1,584,056.31 814,515,339.78	0.19 99.81	542,333 624,099	1,627,000 826,307,388	1,584,056 814,515,340	6.585 6.647	6.369 6.438	300.0 360.0	299.3 359.0	0.7 1.0	75.88 72.81	100.0 92.0	707.1 744.1	0.0 27.4
Total:	1,327	816,099,396.08	100.00	623,914	827,934,388	816,099,396	6.647	6.437	359.9	358.9	1.0	72.81	92.0	744.1	27.4
Minimum: 300 Maximum: 360 Weighted Average: 359.9

				% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
		Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Seasoning		of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
<= 0		433	261,380,671.27	32.03	624,494	270,405,710	261,380,671	6.628	6.409	359.9	359.9	0.0	72.44	91.6	745.5	10.3
1 to 3		855	536,355,516.20	65.72	630,376	538,971,775	536,355,516	6.670	6.466	359.9	358.7	1.2	73.03	92.1	743.8	35.8
4 to 6		12	6,709,101.58	0.82	560,381	6,724,570	6,709,102	6.404	6.185	360.0	355.5	4.5	74.03	100.0	720.9	23.1
7 to 9		9	5,505,990.55	0.67	614,796	5,533,160	5,505,991	6.264	6.036	360.0	351.9	8.1	74.62	88.3	747.8	32.1
10 to 12		9	3,964,426.74	0.49	444,006	3,996,050	3,964,427	6.038	5.809	360.0	349.3	10.7	75.64	89.1	713.9	27.1
13 to 15		1	96,523.56	0.01	97,948	97,948	96,524	5.565	5.315	360.0	345.0	15.0	17.81	100.0	791.0	0.0
16 to 18		1	397,912.36	0.05	407,000	407,000	397,912	6.000	5.750	360.0	342.0	18.0	73.19	100.0	731.0	0.0
22 to 24		1	976,378.39	0.12	1,000,000	1,000,000	976,378	5.875	5.625	360.0	336.0	24.0	53.67	100.0	763.0	0.0
25 to 27		1	512,099.35	0.06	529,000	529,000	512,099	6.125	5.875	360.0	335.0	25.0	30.23	100.0	709.0	0.0
85 to 87		2	142,170.67	0.02	79,000	158,000	142,171	7.965	7.715	360.0	273.0	87.0	80.00	0.0	760.0	0.0
88 to 90		3	58,605.41	0.01	37,058	111,175	58,605	7.440	7.190	360.0	270.8	89.2	87.76	0.0	669.5	0.0
Total:		1,327	816,099,396.08	100.00	623,914	827,934,388	816,099,396	6.647	6.437	359.9	358.9	1.0	72.81	92.0	744.1	27.4
Minimum: 0 Maximum: 90 Weighted Average:	1.0
				% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
First		Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Payment		of	Principal	Principal	Original	Original	Scheduled	Gross	Net	Original	Remaining	Average	Original	Owner	FICO
Date		Receivables	Balance	Balance	Balance	Balance	Balance	Coupon	Coupon	Term	Term	Seasoning	LTV	Occupied	Score	% IO
1999		5	200,776.08	0.02	53,835	269,175	200,776	7.812	7.562	360.0	272.4	87.6	82.27	0.0	738.1	0.0
2004		2	1,488,477.74	0.18	764,500	1,529,000	1,488,478	5.961	5.711	360.0	335.7	24.3	45.61	100.0	744.4	0.0
2005		17	7,663,570.15	0.94	454,088	7,719,498	7,663,570	6.121	5.890	360.0	349.6	10.4	74.73	86.0	721.4	37.1
2006		1,303	806,746,572.11	98.85	628,102	818,416,716	806,746,572	6.653	6.444	359.9	359.0	0.9	72.84	92.0	744.3	27.3
Total:		1,327	816,099,396.08	100.00	623,914	827,934,388	816,099,396	6.647	6.437	359.9	358.9	1.0	72.81	92.0	744.1	27.4
Minimum: 1999-02-01
Maximum: 2006-08-01
Weighted Average: 2006-06-30

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Maturity Date	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
2029	5	200,776.08	0.02	53,835	269,175	200,776	7.812	7.562	360.0	272.4	87.6	82.27	0.0	738.1	0.0
2031	3	1,584,056.31	0.19	542,333	1,627,000	1,584,056	6.585	6.369	300.0	299.3	0.7	75.88	100.0	707.1	0.0
2034	2	1,488,477.74	0.18	764,500	1,529,000	1,488,478	5.961	5.711	360.0	335.7	24.3	45.61	100.0	744.4	0.0
2035	20	9,964,853.21	1.22	501,708	10,034,158	9,964,853	6.157	5.927	360.0	350.4	9.6	74.42	89.2	734.1	28.5
2036	1,297	802,861,232.75	98.38	627,968	814,475,056	802,861,233	6.654	6.445	360.0	359.1	0.9	72.84	92.0	744.3	27.5
Total:	1,327	816,099,396.08	100.00	623,914	827,934,388	816,099,396	6.647	6.437	359.9	358.9	1.0	72.81	92.0	744.1	27.4
Minimum: 2029-01-01
Maximum: 2036-07-01
Weighted Average: 2036-05-27

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Current Rates (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
5.376 to 5.500	1	480,000.00	0.06	480,000	480,000	480,000	5.500	5.300	360.0	351.0	9.0	80.00	100.0	755.0	100.0
5.501 to 5.625	5	2,005,595.64	0.25	402,940	2,014,698	2,005,596	5.622	5.399	360.0	354.8	5.2	71.12	100.0	777.3	0.0
5.626 to 5.750	5	3,413,785.79	0.42	684,186	3,420,930	3,413,786	5.750	5.550	360.0	357.0	3.0	66.10	87.4	741.9	32.2
5.751 to 5.875	9	6,001,658.32	0.74	671,758	6,045,824	6,001,658	5.875	5.663	360.0	352.4	7.6	64.84	100.0	747.5	0.0
5.876 to 6.000	24	13,323,250.23	1.63	568,128	13,635,083	13,323,250	5.996	5.781	360.0	358.3	1.7	71.02	100.0	760.0	11.5
6.001 to 6.125	25	14,844,545.02	1.82	611,769	15,294,235	14,844,545	6.123	5.898	360.0	357.3	2.7	71.97	100.0	746.8	24.9
6.126 to 6.250	68	41,751,593.73	5.12	627,007	42,636,469	41,751,594	6.243	6.028	360.0	358.8	1.2	73.53	98.6	743.5	15.3
6.251 to 6.375	141	88,802,009.57	10.88	638,189	89,984,715	88,802,010	6.373	6.165	360.0	359.1	0.9	72.31	94.8	741.8	19.2
6.376 to 6.500	215	131,308,254.27	16.09	619,298	133,149,153	131,308,254	6.496	6.288	359.7	358.8	0.9	70.76	86.5	748.7	17.2
6.501 to 6.625	203	121,215,898.04	14.85	608,899	123,606,557	121,215,898	6.619	6.407	359.8	358.9	0.9	73.35	92.0	743.1	29.3
6.626 to 6.750	267	172,789,917.56	21.17	654,547	174,764,012	172,789,918	6.746	6.539	359.9	359.0	0.9	72.33	90.9	747.5	31.8
6.751 to 6.875	216	131,540,802.12	16.12	619,043	133,713,182	131,540,802	6.870	6.660	360.0	359.3	0.7	73.93	92.4	740.6	29.4
6.876 to 7.000	74	44,934,605.21	5.51	612,015	45,289,114	44,934,605	6.996	6.792	360.0	359.2	0.8	74.96	91.9	738.7	43.6
7.001 to 7.125	23	14,714,527.97	1.80	645,285	14,841,566	14,714,528	7.125	6.922	360.0	358.6	1.4	77.17	90.9	712.1	63.0
7.126 to 7.250	23	14,045,326.46	1.72	611,502	14,064,555	14,045,326	7.250	7.047	360.0	358.6	1.4	74.86	88.7	740.5	52.5
7.251 to 7.375	3	1,855,855.44	0.23	618,783	1,856,350	1,855,855	7.375	7.175	360.0	359.3	0.7	78.21	100.0	706.1	32.3
7.376 to 7.500	15	9,713,858.98	1.19	648,250	9,723,750	9,713,859	7.500	7.300	360.0	357.9	2.1	76.06	99.3	754.2	47.8
7.501 to 7.625	4	1,587,890.90	0.19	397,025	1,588,100	1,587,891	7.625	7.116	360.0	358.9	1.1	86.79	100.0	733.0	0.0
7.751 to 7.875	2	441,099.87	0.05	241,800	483,600	441,100	7.875	7.674	360.0	357.4	2.6	80.00	97.0	667.0	0.0
7.876 to 8.000	3	1,253,310.10	0.15	419,498	1,258,495	1,253,310	8.000	7.800	360.0	358.8	1.2	80.08	99.2	781.4	0.0
8.251 to 8.375	1	75,610.86	0.01	84,000	84,000	75,611	8.375	8.125	360.0	273.0	87.0	80.00	0.0	738.0	0.0
Total:	1,327	816,099,396.08	100.00	623,914	827,934,388	816,099,396	6.647	6.437	359.9	358.9	1.0	72.81	92.0	744.1	27.4
Minimum: 5.5000 Maximum: 8.3750 Weighted Average: 6.6472

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Net Rates (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
5.251 to 5.375	4	1,387,540.48	0.17	348,987	1,395,948	1,387,540	5.578	5.345	360.0	350.7	9.3	72.58	100.0	766.0	34.6
5.376 to 5.500	2	1,098,055.16	0.13	549,375	1,098,750	1,098,055	5.625	5.425	360.0	358.4	1.6	73.15	100.0	781.7	0.0
5.501 to 5.625	7	4,869,674.80	0.60	700,133	4,900,930	4,869,675	5.787	5.572	360.0	352.8	7.2	64.37	91.1	745.4	22.6
5.626 to 5.750	15	8,601,428.36	1.05	595,260	8,928,899	8,601,428	5.928	5.705	360.0	356.4	3.6	70.42	100.0	753.2	0.0
5.751 to 5.875	29	16,539,469.20	2.03	585,783	16,987,719	16,539,469	6.053	5.831	360.0	357.4	2.6	69.44	100.0	750.3	18.4
5.876 to 6.000	35	20,696,291.57	2.54	616,320	21,571,194	20,696,292	6.191	5.959	360.0	359.0	1.0	72.89	100.0	742.9	13.4
6.001 to 6.125	69	43,048,469.66	5.27	641,127	44,237,794	43,048,470	6.288	6.072	360.0	358.9	1.1	72.87	97.5	743.6	20.2
6.126 to 6.250	156	95,477,825.58	11.70	623,132	97,208,598	95,477,826	6.398	6.185	360.0	359.1	0.9	72.21	93.6	742.0	17.0
6.251 to 6.375	226	139,753,615.96	17.12	629,430	142,251,087	139,753,616	6.521	6.311	359.5	358.7	0.8	70.40	86.2	747.5	19.4
6.376 to 6.500	194	115,624,639.23	14.17	606,168	117,596,598	115,624,639	6.645	6.434	360.0	359.2	0.8	73.69	93.6	747.4	27.6
6.501 to 6.625	270	173,697,890.61	21.28	651,202	175,824,647	173,697,891	6.764	6.557	359.9	359.0	0.9	72.68	89.6	745.1	31.5
6.626 to 6.750	181	110,721,761.17	13.57	613,985	111,131,294	110,721,761	6.878	6.676	360.0	359.2	0.8	74.50	93.9	739.5	32.9
6.751 to 6.875	68	41,722,477.35	5.11	615,478	41,852,514	41,722,477	7.002	6.801	360.0	359.1	0.9	74.69	91.9	740.6	45.7
6.876 to 7.000	23	15,314,407.55	1.88	666,107	15,320,466	15,314,408	7.153	6.929	360.0	358.4	1.6	77.08	91.5	716.0	60.5
7.001 to 7.125	23	13,718,914.15	1.68	597,155	13,734,555	13,718,914	7.262	7.050	360.0	358.9	1.1	75.96	88.4	739.7	53.8
7.126 to 7.250	4	1,922,415.25	0.24	482,588	1,930,350	1,922,415	7.379	7.178	360.0	356.3	3.7	78.28	96.5	708.8	31.2
7.251 to 7.375	14	9,647,299.17	1.18	689,268	9,649,750	9,647,299	7.500	7.300	360.0	358.5	1.5	76.03	100.0	754.0	48.1
7.376 to 7.500	1	487,200.00	0.06	487,200	487,200	487,200	7.625	7.425	360.0	359.0	1.0	80.00	100.0	791.0	0.0
7.501 to 7.625	1	13,099.87	0.00	55,600	55,600	13,100	7.875	7.625	360.0	271.0	89.0	80.00	0.0	0.0	0.0
7.626 to 7.750	2	437,890.10	0.05	221,538	443,075	437,890	7.878	7.677	360.0	358.0	2.0	80.23	97.7	667.3	0.0
7.751 to 7.875	2	1,243,420.00	0.15	621,710	1,243,420	1,243,420	8.000	7.800	360.0	359.5	0.5	80.00	100.0	782.2	0.0
8.001 to 8.125	1	75,610.86	0.01	84,000	84,000	75,611	8.375	8.125	360.0	273.0	87.0	80.00	0.0	738.0	0.0
Total:	1,327	816,099,396.08	100.00	623,914	827,934,388	816,099,396	6.647	6.437	359.9	358.9	1.0	72.81	92.0	744.1	27.4
Minimum: 5.3000 Maximum: 8.1250 Weighted Average: 6.4374
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Conforming Balance	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Jumbo	1,303	811,531,750.98	99.44	631,755	823,176,420	811,531,751	6.648	6.439	359.9	358.9	1.0	72.79	92.0	744.2	27.4
Conforming	24	4,567,645.10	0.56	198,249	4,757,968	4,567,645	6.475	6.218	360.0	349.8	10.2	77.97	81.6	727.1	27.0
Total:	1,327	816,099,396.08	100.00	623,914	827,934,388	816,099,396	6.647	6.437	359.9	358.9	1.0	72.81	92.0	744.1	27.4

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Original Principal Balance ($)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
10,001 to 20,000	1	9,890.10	0.00	15,075	15,075	9,890	8.000	7.750	360.0	270.0	90.0	90.00	0.0	682.0	0.0
40,001 to 50,000	1	35,615.44	0.00	40,500	40,500	35,615	7.125	6.875	360.0	271.0	89.0	90.00	0.0	666.0	0.0
50,001 to 60,000	2	62,805.50	0.01	54,800	109,600	62,806	6.834	6.584	360.0	341.4	18.6	72.09	0.0	662.0	0.0
70,001 to 80,000	1	66,559.81	0.01	74,000	74,000	66,560	7.500	7.250	360.0	273.0	87.0	80.00	0.0	785.0	0.0
80,001 to 90,000	1	75,610.86	0.01	84,000	84,000	75,611	8.375	8.125	360.0	273.0	87.0	80.00	0.0	738.0	0.0
90,001 to 100,000	1	96,523.56	0.01	97,948	97,948	96,524	5.565	5.315	360.0	345.0	15.0	17.81	100.0	791.0	0.0
110,001 to 120,000	1	110,456.96	0.01	120,000	120,000	110,457	6.780	6.530	360.0	360.0	0.0	70.00	0.0	776.0	0.0
120,001 to 130,000	1	120,400.00	0.01	120,400	120,400	120,400	6.750	6.550	360.0	360.0	0.0	80.00	100.0	790.0	0.0
130,001 to 140,000	1	129,416.59	0.02	130,040	130,040	129,417	6.250	6.000	360.0	354.0	6.0	80.00	100.0	682.0	0.0
140,001 to 150,000	1	143,790.90	0.02	144,000	144,000	143,791	7.625	6.945	360.0	358.0	2.0	90.00	100.0	701.0	0.0
150,001 to 200,000	3	456,278.97	0.06	160,580	481,740	456,279	6.807	6.575	360.0	359.4	0.6	73.61	36.1	717.6	0.0
200,001 to 250,000	4	895,673.41	0.11	228,563	914,250	895,673	6.473	6.223	360.0	352.1	7.9	83.96	79.0	730.5	53.4
250,001 to 300,000	1	285,239.04	0.03	285,770	285,770	285,239	6.375	6.175	360.0	358.0	2.0	80.00	100.0	746.0	0.0
300,001 to 400,000	2	721,872.54	0.09	363,000	726,000	721,873	5.866	5.616	360.0	349.0	11.0	77.33	100.0	741.7	48.2
400,001 to 500,000	416	190,938,871.30	23.40	464,977	193,430,482	190,938,871	6.640	6.430	359.9	358.9	1.0	73.80	92.1	743.8	23.8
500,001 to 600,000	374	202,168,983.70	24.77	549,007	205,328,799	202,168,984	6.636	6.425	359.9	358.9	0.9	74.46	91.4	741.3	26.7
600,001 to 700,000	206	131,062,689.10	16.06	645,961	133,067,931	131,062,689	6.687	6.477	359.7	358.6	1.1	73.44	91.1	739.0	29.2
700,001 to 800,000	122	91,057,246.69	11.16	756,854	92,336,146	91,057,247	6.618	6.411	360.0	358.9	1.1	71.83	95.9	744.8	28.6
800,001 to 900,000	51	43,372,469.75	5.31	858,904	43,804,084	43,372,470	6.627	6.422	360.0	359.2	0.8	72.77	96.1	752.1	29.6
900,001 to 1,000,000	80	76,754,527.57	9.41	973,226	77,858,055	76,754,528	6.690	6.481	360.0	358.9	1.1	69.78	95.3	747.7	31.7
1,000,001 to 1,250,000	29	31,944,637.72	3.91	1,117,585	32,409,959	31,944,638	6.571	6.363	360.0	359.0	1.0	67.58	96.5	759.1	31.3
1,250,001 to 1,500,000	18	24,410,554.98	2.99	1,387,706	24,978,704	24,410,555	6.630	6.417	360.0	359.4	0.6	70.12	82.7	752.1	22.7
1,500,001 to 1,750,000	5	8,468,300.00	1.04	1,693,660	8,468,300	8,468,300	6.732	6.532	360.0	359.2	0.8	64.37	100.0	754.9	40.0
1,750,001 to 2,000,000	2	3,800,026.93	0.47	1,901,675	3,803,350	3,800,027	6.678	6.478	360.0	359.0	1.0	61.44	47.4	779.2	0.0
2,000,001 >=	3	8,910,954.67	1.09	3,035,085	9,105,256	8,910,955	6.771	6.559	360.0	358.8	1.2	78.72	55.2	711.8	30.4
Total:	1,327	816,099,396.08	100.00	623,914	827,934,388	816,099,396	6.647	6.437	359.9	358.9	1.0	72.81	92.0	744.1	27.4
Minimum: 15,075.00
Maximum: 3,996,000.00
Average: 623,914.38
Total: 827,934,388.36

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Original Subject Loan-to-Value Ratio (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
0.01 to 5.00	1	731,000.00	0.09	731,000	731,000	731,000	6.375	6.175	360.0	359.0	1.0	4.87	100.0	771.0	100.0
5.01 to 10.00	1	462,000.00	0.06	462,000	462,000	462,000	6.750	6.550	360.0	359.0	1.0	7.70	100.0	720.0	0.0
15.01 to 20.00	2	845,877.82	0.10	423,974	847,948	845,878	6.615	6.409	360.0	357.4	2.6	18.86	100.0	776.8	0.0
25.01 to 30.00	3	1,396,000.00	0.17	465,333	1,396,000	1,396,000	6.500	6.300	360.0	358.6	1.4	28.69	68.5	728.0	67.3
30.01 to 35.00	6	4,011,362.62	0.49	691,742	4,150,450	4,011,363	6.502	6.278	360.0	356.1	3.9	31.93	100.0	748.0	13.0
35.01 to 40.00	9	7,136,663.10	0.87	802,333	7,220,994	7,136,663	6.622	6.412	360.0	358.6	1.4	37.43	100.0	738.5	41.7
40.01 to 45.00	12	8,617,051.51	1.06	744,165	8,929,982	8,617,052	6.642	6.421	360.0	359.5	0.5	42.36	93.8	768.2	27.5
45.01 to 50.00	24	15,640,733.19	1.92	675,907	16,221,768	15,640,733	6.681	6.460	360.0	359.5	0.5	47.75	95.3	742.4	22.8
50.01 to 55.00	48	32,235,025.74	3.95	680,743	32,675,656	32,235,026	6.589	6.380	360.0	358.4	1.6	52.78	95.4	753.4	21.9
55.01 to 60.00	54	35,273,435.61	4.32	664,078	35,860,227	35,273,436	6.516	6.307	360.0	359.0	1.0	57.54	94.9	749.4	26.8
60.01 to 65.00	72	46,760,270.45	5.73	663,143	47,746,286	46,760,270	6.635	6.422	360.0	359.2	0.8	62.92	92.9	748.5	19.7
65.01 to 70.00	140	88,555,697.93	10.85	638,986	89,458,015	88,555,698	6.610	6.403	360.0	359.0	1.0	68.26	88.9	742.8	29.6
70.01 to 75.00	166	111,087,804.13	13.61	684,154	113,569,625	111,087,804	6.579	6.365	359.6	358.7	1.0	73.45	91.0	746.4	20.9
75.01 to 80.00	759	450,148,523.12	55.16	600,019	455,414,353	450,148,523	6.685	6.479	359.9	358.9	1.0	79.52	91.7	742.7	29.5
80.01 to 85.00	2	1,033,506.60	0.13	517,000	1,034,000	1,033,507	6.250	6.050	360.0	359.0	1.0	84.34	100.0	697.4	0.0
85.01 to 90.00	22	9,715,125.93	1.19	443,886	9,765,484	9,715,126	6.810	6.534	360.0	358.2	1.8	88.80	99.5	718.3	30.4
90.01 to 95.00	6	2,449,318.32	0.30	408,433	2,450,600	2,449,318	6.721	6.503	360.0	355.6	4.4	93.90	100.0	701.3	61.3
Total:	1,327	816,099,396.08	100.00	623,914	827,934,388	816,099,396	6.647	6.437	359.9	358.9	1.0	72.81	92.0	744.1	27.4
Minimum: 4.87 Maximum: 95.00
Weighted Average by Original Balance: 72.78 Weighted Average by Current Balance: 72.81

				% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
		Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
PMI Company (LTV > 80)		of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
United Guaranty Insurance		7	3,034,093.49	22.99	439,271	3,074,900	3,034,093	6.755	6.462	360.0	357.9	2.1	88.57	98.8	718.2	17.8
Mtge Guaranty Insurance Corp.		5	2,952,860.24	22.37	591,030	2,955,150	2,952,860	6.634	6.434	360.0	358.4	1.6	89.52	100.0	704.8	63.0
Republic Mtge Ins Co		4	2,011,614.00	15.24	502,904	2,011,614	2,011,614	6.706	6.506	360.0	358.9	1.1	87.94	100.0	707.0	29.5
Commonwealth Mtg Assurance		3	1,668,500.00	12.64	556,167	1,668,500	1,668,500	6.747	6.547	360.0	359.7	0.3	88.93	100.0	713.7	34.3
PMI Mortgage Insurance Co.		3	1,077,299.90	8.16	359,170	1,077,509	1,077,300	7.271	6.857	360.0	358.9	1.1	90.29	100.0	697.1	0.0
Triad Guaranty Ins		2	889,739.43	6.74	445,045	890,091	889,739	6.998	6.560	360.0	358.5	1.5	90.16	100.0	722.8	0.0
TBD		3	867,286.33	6.57	289,933	869,800	867,286	6.493	6.243	360.0	351.2	8.8	93.38	100.0	735.3	73.6
General Electric		2	448,607.46	3.40	227,285	454,570	448,607	6.655	6.454	360.0	355.1	4.9	87.95	97.8	758.3	0.0
Radian Guaranty		1	247,950.00	1.88	247,950	247,950	247,950	6.375	6.125	360.0	349.0	11.0	95.00	100.0	692.0	100.0
Total:		30	13,197,950.85	100.00	441,669	13,250,084	13,197,951	6.750	6.491	360.0	357.8	2.2	89.39	99.7	713.5	33.7
				% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
		Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
FICO		of	Principal	Principal	Original	Original	Scheduled	Gross	Net	Original	Remaining	Average	Original	Owner	FICO
Score		Receivables	Balance	Balance	Balance	Balance	Balance	Coupon	Coupon	Term	Term	Seasoning	LTV	Occupied	Score	% IO
<= 620		4	1,289,249.83	0.16	374,365	1,497,460	1,289,250	6.804	6.554	360.0	358.7	1.3	77.43	99.0	605.0	0.0
621 to 645		6	3,035,484.00	0.37	541,933	3,251,600	3,035,484	6.667	6.417	360.0	357.8	2.2	75.69	100.0	635.6	0.0
646 to 670		54	31,271,864.63	3.83	592,266	31,982,374	31,271,865	6.675	6.458	360.0	358.9	1.1	72.58	96.6	663.8	28.1
671 to 695		108	59,782,781.89	7.33	565,142	61,035,339	59,782,782	6.626	6.413	359.5	358.5	1.0	75.61	96.7	684.3	25.1
696 to 720		239	146,891,449.25	18.00	620,692	148,345,400	146,891,449	6.692	6.481	359.8	358.8	1.1	72.86	93.9	709.1	30.6
721 to 745		251	159,379,129.01	19.53	639,884	160,610,881	159,379,129	6.663	6.457	359.7	358.6	1.1	73.54	91.8	732.8	32.3
746 to 770		249	155,968,389.05	19.11	635,447	158,226,371	155,968,389	6.624	6.416	360.0	358.9	1.1	73.26	89.5	758.4	23.2
771 to 795		310	191,411,915.92	23.45	628,203	194,742,794	191,411,916	6.626	6.415	360.0	359.1	0.9	71.38	89.8	782.5	25.9
796 to 820		105	66,473,132.50	8.15	644,249	67,646,168	66,473,133	6.628	6.418	360.0	359.2	0.8	71.40	94.1	802.5	25.3
821 to 845		1	596,000.00	0.07	596,000	596,000	596,000	6.875	6.675	360.0	360.0	0.0	80.00	0.0	821.0	100.0
Total:		1,327	816,099,396.08	100.00	623,914	827,934,388	816,099,396	6.647	6.437	359.9	358.9	1.0	72.81	92.0	744.1	27.4
Minimum: 594 Maximum: 821 Weighted Average:	744.1

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Documentation Level	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Preferred	620	376,603,556.98	46.15	607,788	376,828,610	376,603,557	6.669	6.469	359.9	358.9	1.0	72.61	93.3	753.9	32.4
Full Documentation	549	343,981,320.17	42.15	644,859	354,027,689	343,981,320	6.634	6.415	359.9	358.8	1.1	73.45	90.8	734.8	23.6
Alternative	134	80,419,149.37	9.85	603,876	80,919,412	80,419,149	6.609	6.402	359.7	358.7	1.0	73.62	91.3	732.8	23.9
No Income Verification	12	8,660,258.44	1.06	775,577	9,306,927	8,660,258	6.638	6.388	360.0	358.7	1.3	51.26	100.0	776.8	7.5
Reduced	5	2,496,235.19	0.31	542,380	2,711,900	2,496,235	6.526	6.276	360.0	359.7	0.3	76.52	81.4	762.1	25.4
Limited	2	1,196,617.04	0.15	650,000	1,300,000	1,196,617	6.410	6.160	360.0	360.0	0.0	48.59	100.0	779.8	0.0
Full/Alternative	2	1,125,284.85	0.14	566,500	1,133,000	1,125,285	6.710	6.460	360.0	351.7	8.3	66.88	100.0	738.0	0.0
Stated	2	972,803.63	0.12	528,425	1,056,850	972,804	6.657	6.407	360.0	360.0	0.0	75.22	45.4	781.9	0.0
Simply Signature	1	644,170.42	0.08	650,000	650,000	644,170	6.500	6.250	360.0	351.0	9.0	78.79	0.0	710.0	0.0
Total:	1,327	816,099,396.08	100.00	623,914	827,934,388	816,099,396	6.647	6.437	359.9	358.9	1.0	72.81	92.0	744.1	27.4
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Occupancy	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Primary Residence	1,217	750,601,209.63	91.97	625,725	761,506,940	750,601,210	6.645	6.435	359.9	358.9	1.0	72.70	100.0	743.3	28.1
Second Home	100	63,270,115.44	7.75	640,521	64,052,148	63,270,115	6.671	6.464	360.0	358.9	1.1	74.29	0.0	754.0	20.1
Investment	10	2,228,071.01	0.27	237,530	2,375,300	2,228,071	6.857	6.607	360.0	354.6	5.4	70.89	0.0	730.2	0.0
Total:	1,327	816,099,396.08	100.00	623,914	827,934,388	816,099,396	6.647	6.437	359.9	358.9	1.0	72.81	92.0	744.1	27.4
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Purpose	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Purchase	795	491,940,501.86	60.28	629,971	500,826,553	491,940,502	6.640	6.430	359.9	359.0	0.9	74.84	90.6	750.9	27.9
Cash-out Refinance	316	187,100,697.64	22.93	598,652	189,174,019	187,100,698	6.661	6.450	359.9	358.8	1.1	70.28	93.6	726.0	26.8
Rate/Term Refinance	216	137,058,196.58	16.79	638,582	137,933,817	137,058,197	6.653	6.449	359.7	358.3	1.4	69.01	94.6	744.1	26.3
Total:	1,327	816,099,396.08	100.00	623,914	827,934,388	816,099,396	6.647	6.437	359.9	358.9	1.0	72.81	92.0	744.1	27.4

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Property Type	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Single Family Residence	829	509,559,592.80	62.44	622,669	516,192,663	509,559,593	6.643	6.434	359.9	358.9	1.0	72.43	93.2	742.8	27.7
Planned unit developments	404	251,862,136.26	30.86	633,197	255,811,391	251,862,136	6.648	6.438	359.9	358.9	1.0	73.57	92.0	746.6	28.5
Condo	63	33,926,962.48	4.16	549,686	34,630,192	33,926,962	6.680	6.465	360.0	358.3	1.7	73.69	73.7	745.9	20.9
Two- to four-family	13	9,928,814.99	1.22	789,998	10,269,975	9,928,815	6.839	6.619	360.0	359.2	0.8	73.26	88.5	749.0	18.3
Cooperative Units	8	5,490,268.64	0.67	711,428	5,691,420	5,490,269	6.722	6.501	360.0	359.6	0.4	71.83	100.0	764.2	8.1
Single-family detached	10	5,331,620.92	0.65	533,875	5,338,748	5,331,621	6.406	6.156	360.0	355.1	4.9	68.34	88.2	700.7	21.2
Total:	1,327	816,099,396.08	100.00	623,914	827,934,388	816,099,396	6.647	6.437	359.9	358.9	1.0	72.81	92.0	744.1	27.4

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Geographic	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Distribution by Balance	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
California	426	270,357,627.45	33.13	640,825	272,991,351	270,357,627	6.663	6.458	359.9	358.9	0.9	70.90	95.9	746.2	35.5
New York	87	56,973,550.49	6.98	669,130	58,214,304	56,973,550	6.697	6.483	360.0	358.5	1.5	69.99	97.4	740.5	33.4
New Jersey	71	43,189,265.73	5.29	624,536	44,342,071	43,189,266	6.669	6.448	359.4	358.5	0.9	72.69	96.3	739.0	23.1
Virginia	71	41,185,408.36	5.05	588,718	41,798,985	41,185,408	6.626	6.412	360.0	359.1	0.9	73.28	96.1	737.4	27.0
Florida	69	39,829,546.31	4.88	586,330	40,456,744	39,829,546	6.706	6.495	360.0	358.7	1.3	73.64	77.6	740.2	25.1
Maryland	61	37,493,833.36	4.59	625,658	38,165,153	37,493,833	6.623	6.413	360.0	359.0	1.0	74.17	96.1	749.5	22.2
Illinois	49	28,628,992.65	3.51	601,384	29,467,792	28,628,993	6.690	6.474	360.0	359.1	0.9	75.52	96.6	751.4	18.0
Texas	36	24,606,493.62	3.02	693,281	24,958,109	24,606,494	6.602	6.393	358.8	357.5	1.3	76.34	98.1	743.8	17.0
Colorado	37	24,174,546.55	2.96	663,203	24,538,509	24,174,547	6.585	6.373	360.0	358.6	1.4	72.78	77.4	754.0	23.1
Washington	36	22,394,770.41	2.74	623,271	22,437,742	22,394,770	6.639	6.426	360.0	359.3	0.7	74.46	94.9	728.3	10.8
Connecticut	29	19,774,527.23	2.42	695,264	20,162,661	19,774,527	6.569	6.357	360.0	359.3	0.7	68.78	100.0	743.5	23.7
Arizona	35	19,079,138.58	2.34	551,227	19,292,961	19,079,139	6.726	6.516	360.0	359.0	1.0	75.50	91.3	736.5	25.3
Minnesota	29	17,165,438.86	2.10	603,458	17,500,290	17,165,439	6.635	6.423	360.0	359.3	0.7	74.43	94.1	764.9	17.0
Nevada	30	16,354,169.36	2.00	555,181	16,655,428	16,354,169	6.633	6.423	360.0	358.5	1.5	74.26	94.0	732.4	30.6
Georgia	22	13,394,445.74	1.64	617,042	13,574,921	13,394,446	6.496	6.284	360.0	358.9	1.1	75.10	88.1	755.6	52.6
Utah	19	10,700,069.64	1.31	563,292	10,702,550	10,700,070	6.682	6.479	360.0	359.1	0.9	76.56	69.0	732.8	16.9
Pennsylvania	18	10,666,206.47	1.31	613,811	11,048,599	10,666,206	6.569	6.348	360.0	359.4	0.6	75.99	100.0	737.4	22.5
Hawaii	11	10,159,240.53	1.24	934,763	10,282,396	10,159,241	6.717	6.510	360.0	359.1	0.9	72.14	70.4	740.0	32.6
Tennessee	17	9,820,521.04	1.20	577,754	9,821,821	9,820,521	6.729	6.529	360.0	359.1	0.9	76.48	89.3	740.7	18.2
Oregon	15	9,471,476.29	1.16	637,450	9,561,750	9,471,476	6.436	6.230	360.0	359.3	0.7	73.09	73.4	751.1	17.5
Massachusetts	17	8,704,873.32	1.07	525,807	8,938,715	8,704,873	6.711	6.490	360.0	359.1	0.9	74.43	74.3	751.2	7.5
North Carolina	13	7,885,504.19	0.97	610,231	7,933,008	7,885,504	6.651	6.448	360.0	359.3	0.7	76.03	93.4	751.7	22.4
Michigan	11	6,646,282.86	0.81	604,480	6,649,280	6,646,283	6.524	6.324	360.0	358.8	1.2	73.84	75.0	734.2	14.4
Wisconsin	11	5,979,990.99	0.73	547,095	6,018,050	5,979,991	6.632	6.428	360.0	359.4	0.6	73.02	100.0	727.4	9.1
Missouri	9	5,125,383.77	0.63	588,395	5,295,555	5,125,384	6.661	6.442	360.0	359.4	0.6	74.43	100.0	743.8	0.0
Idaho	9	4,921,168.47	0.60	546,864	4,921,779	4,921,168	6.589	6.389	360.0	359.1	0.9	76.87	62.5	763.2	22.6
Alabama	8	4,572,848.46	0.56	572,188	4,577,500	4,572,848	6.568	6.368	360.0	358.1	1.9	79.96	80.1	729.7	9.6
District of Columbia	7	4,395,119.75	0.54	635,857	4,451,000	4,395,120	6.847	6.639	360.0	358.6	1.4	75.50	100.0	753.8	59.9
Wyoming	6	3,801,985.85	0.47	633,858	3,803,150	3,801,986	6.628	6.428	360.0	359.4	0.6	76.79	84.3	751.6	57.9
Oklahoma	7	3,744,390.65	0.46	535,646	3,749,520	3,744,391	6.518	6.318	360.0	358.9	1.1	79.47	98.7	755.3	0.0
Ohio	8	3,715,701.75	0.46	487,250	3,898,000	3,715,702	6.609	6.381	360.0	358.9	1.1	75.12	94.0	746.5	14.8
Kansas	5	3,016,675.46	0.37	610,890	3,054,450	3,016,675	6.665	6.458	360.0	359.1	0.9	74.63	100.0	731.4	36.4
South Carolina	5	2,987,005.68	0.37	629,554	3,147,772	2,987,006	6.434	6.203	360.0	359.5	0.5	72.88	65.9	762.7	16.3
Mississippi	5	2,915,632.52	0.36	585,800	2,929,000	2,915,633	6.230	6.030	360.0	354.6	5.4	73.01	100.0	755.3	17.1
New Mexico	5	2,569,780.37	0.31	530,300	2,651,500	2,569,780	6.818	6.611	360.0	359.1	0.9	78.71	72.9	715.5	46.9
Montana	4	2,382,200.00	0.29	595,550	2,382,200	2,382,200	6.605	6.405	360.0	359.0	1.0	65.52	56.6	717.9	32.9
Kentucky	4	2,343,518.38	0.29	586,000	2,344,000	2,343,518	6.479	6.279	360.0	358.8	1.2	78.27	72.3	742.9	27.7
Virgin Islands	2	1,507,277.23	0.18	818,750	1,637,500	1,507,277	6.576	6.326	360.0	359.6	0.4	67.37	100.0	704.2	0.0
Delaware	3	1,444,348.00	0.18	481,449	1,444,348	1,444,348	6.367	6.167	360.0	359.7	0.3	75.69	34.3	744.3	0.0
Indiana	3	1,427,803.63	0.17	476,383	1,429,150	1,427,804	6.536	6.336	360.0	358.3	1.7	70.24	100.0	737.4	0.0
Maine	2	1,368,000.00	0.17	684,000	1,368,000	1,368,000	6.471	6.271	360.0	359.6	0.4	80.00	0.0	747.6	0.0
Continued...

...continued
				% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Geographic		Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Distribution		of	Principal	Principal	Original	Original	Scheduled	Gross	Net	Original	Remaining	Average	Original	Owner	FICO
by Balance		Receivables	Balance	Balance	Balance	Balance	Balance	Coupon	Coupon	Term	Term	Seasoning	LTV	Occupied	Score	% IO
Rhode Island		2	1,323,639.80	0.16	686,600	1,373,200	1,323,640	6.759	6.537	360.0	360.0	0.0	77.17	43.3	744.4	0.0
South Dakota		2	1,204,000.00	0.15	602,000	1,204,000	1,204,000	6.551	6.351	360.0	359.6	0.4	78.21	100.0	723.0	0.0
Alaska		1	1,198,991.85	0.15	1,200,000	1,200,000	1,198,992	6.875	6.675	360.0	359.0	1.0	75.00	100.0	778.0	0.0
Arkansas		2	1,196,000.00	0.15	598,000	1,196,000	1,196,000	6.576	6.376	360.0	359.0	1.0	74.42	100.0	748.9	53.5
New Hampshire		2	1,142,500.00	0.14	571,250	1,142,500	1,142,500	6.500	6.300	360.0	359.5	0.5	76.81	0.0	767.5	0.0
Nebraska		1	860,000.00	0.11	860,000	860,000	860,000	6.750	6.550	360.0	359.0	1.0	67.72	100.0	802.0	0.0
Louisiana		1	756,934.31	0.09	766,400	766,400	756,934	6.250	6.050	360.0	349.0	11.0	80.00	100.0	673.0	0.0
Vermont		1	543,080.04	0.07	590,000	590,000	543,080	6.750	6.500	360.0	360.0	0.0	79.73	0.0	720.0	0.0
Iowa		2	511,490.10	0.06	258,338	516,675	511,490	6.529	6.328	360.0	358.3	1.7	80.19	98.1	775.2	0.0
West Virginia		1	488,000.00	0.06	488,000	488,000	488,000	6.625	6.425	360.0	359.0	1.0	80.00	100.0	754.0	0.0
Total:		1,327	816,099,396.08	100.00	623,914	827,934,388	816,099,396	6.647	6.437	359.9	358.9	1.0	72.81	92.0	744.1	27.4
Number of States Represented:	51
				% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Top 10		Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Zip Code		of	Principal	Principal	Original	Original	Scheduled	Gross	Net	Original	Remaining	Average	Original	Owner	FICO
Concentrations		Receivables	Balance	Balance	Balance	Balance	Balance	Coupon	Coupon	Term	Term	Seasoning	LTV	Occupied	Score	% IO
92663		2	4,762,559.52	0.58	2,383,000	4,766,000	4,762,560	6.710	6.510	360.0	358.2	1.8	74.11	16.2	734.2	0.0
75230		4	4,702,930.37	0.58	1,177,466	4,709,864	4,702,930	6.533	6.333	360.0	357.9	2.1	80.00	100.0	746.9	48.5
92648		5	4,659,754.91	0.57	961,400	4,807,000	4,659,755	6.532	6.307	360.0	358.8	1.2	60.97	100.0	754.8	36.8
92603		2	3,859,255.00	0.47	1,929,628	3,859,255	3,859,255	6.976	6.776	360.0	359.0	1.0	72.20	100.0	730.7	100.0
20854		5	3,653,963.34	0.45	755,916	3,779,580	3,653,963	6.402	6.182	360.0	359.4	0.6	62.89	100.0	767.1	0.0
91709		5	3,587,908.52	0.44	727,920	3,639,600	3,587,909	6.704	6.495	360.0	359.1	0.9	79.75	100.0	721.8	35.7
94566		3	3,373,000.00	0.41	1,124,333	3,373,000	3,373,000	6.427	6.227	360.0	359.4	0.6	74.17	100.0	772.7	0.0
11530		5	3,156,099.35	0.39	634,600	3,173,000	3,156,099	6.846	6.638	360.0	355.1	4.9	62.45	100.0	716.8	83.8
06840		3	3,055,000.00	0.37	1,018,333	3,055,000	3,055,000	6.525	6.325	360.0	359.0	1.0	58.24	100.0	737.6	0.0
06820		3	3,034,354.26	0.37	1,011,667	3,035,000	3,034,354	6.633	6.433	360.0	359.4	0.6	59.72	100.0	748.8	31.3
Other		1,290	778,254,570.82	95.36	612,199	789,737,089	778,254,571	6.648	6.438	359.9	358.9	1.0	73.00	92.1	744.1	27.1
Total:		1,327	816,099,396.08	100.00	623,914	827,934,388	816,099,396	6.647	6.437	359.9	358.9	1.0	72.81	92.0	744.1	27.4

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Combined	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Loan-to-Value Ratio (%) (w Seconds)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
30.01 to 40.00	1	1,700,000.00	0.76	1,700,000	1,700,000	1,700,000	6.500	6.300	360.0	360.0	0.0	35.79	100.0	700.0	0.0
40.01 to 50.00	3	2,901,978.48	1.29	992,150	2,976,450	2,901,978	6.797	6.583	360.0	359.3	0.7	37.37	100.0	746.8	0.0
50.01 to 60.00	2	1,306,261.05	0.58	675,000	1,350,000	1,306,261	6.798	6.579	360.0	359.4	0.6	49.69	100.0	759.7	61.2
60.01 to 70.00	10	6,364,882.16	2.84	653,127	6,531,271	6,364,882	6.638	6.423	360.0	359.1	0.9	58.72	100.0	745.8	28.9
70.01 to 80.00	41	33,193,632.97	14.80	817,473	33,516,398	33,193,633	6.600	6.393	360.0	359.2	0.8	66.97	95.7	743.5	29.1
80.01 to 90.00	221	135,483,171.36	60.40	618,668	136,725,654	135,483,171	6.726	6.522	360.0	359.2	0.8	77.54	92.5	746.2	36.5
90.01 to 100.00	76	42,598,526.34	18.99	570,528	43,360,115	42,598,526	6.675	6.464	359.4	358.5	0.9	79.16	99.6	735.5	29.8
100.01 >=	4	776,830.90	0.35	194,260	777,040	776,831	6.605	6.294	360.0	354.7	5.3	81.85	100.0	733.4	44.8
Total:	358	224,325,283.26	100.00	633,902	226,936,927	224,325,283	6.695	6.488	359.9	359.0	0.9	74.77	94.7	743.4	33.3
Minimum: 37.56 Maximum: 125.00
Weighted Average by Original Balance: 86.69

EX-99.1

JPMMT 2006-S3 Collateral Strats

Pool 2

J.P. Morgan Securities Inc.

546 records

Summary Statistics

Number of Receivables: 546

Aggregate Principal Balance:$214,428,897.11

Range of Principal Balance:$9,958.19 to $1,390,326.65

Aggregate Original Balance: $240,682,070

Range of Original Balances:$17,300.00 to $1,960,000.00

Average Original Balance: $440,810

Weighted Average Coupon: 5.449%

Range of Coupons: 4.50% to 8.00%

Weighted Average Servicing Fee: 0.2500%

Range of Servicing Fees: 0.2500% to 0.2500%

Weighted Average Current Net Coupon: 5.199%

Range of Current Net Coupons: 4.25% to 7.75%

Weighted Average Stated Original Term: 179.78 months

Range of Stated Original Term: 156 months to 180 months

Weighted Average Seasoning: 22.03 months

Range of Seasoning: 0 months to 91 months

Weighted Average Subject Original LTV: 59.97%

Percent Purchase: 41.9%

Percent Cash-Out Refinance: 22.3%

Percent Owner Occupied: 90.0%

Percent Single Family: 87.8%

Percent Conforming Balance: 22.1%

Weighted Average FICO Score: 748.7

Top 5 States: CA(32%),NY(10%),FL(9%),TX(5%),MD(4%)

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Servicer	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Cendant Mortgage	24	12,327,021.72	5.75	596,734	14,321,607	12,327,022	6.034	5.784	180.0	172.9	7.1	59.84	72.9	747.3	0.0
Chase Mortgage	73	11,703,424.07	5.46	223,822	16,339,037	11,703,424	6.668	6.418	180.0	119.4	60.6	60.25	79.6	729.8	0.0
Wells Fargo Home Mortgage	449	190,398,451.32	88.79	467,754	210,021,426	190,398,451	5.336	5.086	179.7	159.1	20.6	59.96	91.8	750.0	0.0
Total:	546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0

THIS INFORMATION IS FURNISHED TO YOU SOLELY BY JP MORGAN SECURITIES INC.. ("JPMSI") AND NOT BY THE ISSUER OF THE SECURITIES OR ANY OF ITS AFFILIATES. JPMSI IS NOT ACTING AS AGENT FOR THE ISSUER OR ITS AFFILIATES. THE INFORMATION CONTAINED HEREIN WILL BE SUPERSEDED IN ITS ENTIRETY BY THE INFORMATION CONTAINED IN THE FINAL PROSPECTUS AND PROSPECTUS SUPPLEMENT. THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER, PLEASE CONTACT YOUR JP MORGAN SECURITIES INC.. SALES REPRESENTATIVE. The attached information contains certain tables and other statistical analyses (the "Computational Materials") which have been prepared by JPMSI in reliance upon information furnished by the issuer. They may not be provided to any third party other than the addressee's legal tax financial and/or accounting advisors for purposes of evaluating said material. Numerous assumptions were used in preparing the Computational Mater ials which may or may not be reflected therein. As such no assurance can be given as to the Computational Materials accuracy, appropriateness or completeness in any particular context; nor as to whether the Computational Materials and/or the assumptions upon which they are based reflect present market conditions or future market performance. These Computational Materials should not be construed as either projections or predictions, or as legal, tax financial, or accounting advice. Any weighted average lives, yields, and principal payment periods shown in the Computational Materials are based on prepayment assumptions and changes in such prepayment assumptions may dramatically afect such weighted average lives, yields and principal payment periods. In addition it is possible that prepayments on the underlying assets will occur at rates slower or faster than the rates shown in the Computational Materials. Furthermore, unless otherwise provided, the Computational Materials assume no losses on the underlying ass ets and no interest shortfalls. The specific characteristics of the securities issued may difer from those shown in the Computational Materials due to diferences between the actual underlying assets and the hypothetical underlying assets used in preparing the Computational Materials. The principal amount and designation of any security described in the Computational Materials are subject to change prior to issuance. Neither JPMSI nor any of its afiliates makes any representation or warranty as to the actual rate or timing of payments on any of the underlying assets or the payments or yields on the securities.

Product	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
Fixed - 15 Year	546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0
Total:	546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0
Servicing Fee (%)	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
0.250	546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0
Total:	546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0
Minimum: 0.2500 Maximum: 0.2500 Weighted Average: 0.2500
Stated Original Term	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
145 to 156 157 to 168 169 to 180	3 1 542	1,693,607.20 565,267.21 212,170,022.70	0.79 0.26 98.95	629,943 628,150 439,417	1,889,830 628,150 238,164,090	1,693,607 565,267 212,170,023	5.211 5.000 5.452	4.961 4.750 5.202	156.0 167.0 180.0	134.5 143.0 158.0	21.5 24.0 22.0	45.68 33.95 60.15	100.0 100.0 89.9	773.5 787.0 748.4	0.0 0.0 0.0
Total:	546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0
Minimum: 156 Maximum: 180 Weighted Average:179.8								;

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Seasoning	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
<= 0	6	2,480,265.69	1.16	469,417	2,816,500	2,480,266	6.478	6.228	180.0	180.0	0.0	61.19	37.7	767.6	0.0
1 to 3	12	5,852,675.91	2.73	529,426	6,353,107	5,852,676	6.122	5.872	180.0	178.1	1.9	60.12	92.3	744.7	0.0
4 to 6	2	237,805.38	0.11	121,000	242,000	237,805	6.025	5.775	180.0	174.0	6.0	49.90	0.0	760.7	0.0
10 to 12	2	1,946,219.13	0.91	1,430,000	2,860,000	1,946,219	5.305	5.055	180.0	168.6	11.4	67.78	55.6	795.2	0.0
13 to 15	4	2,532,457.14	1.18	667,211	2,668,842	2,532,457	5.249	4.999	180.0	165.4	14.6	78.62	75.5	750.5	0.0
16 to 18	2	701,174.56	0.33	374,500	749,000	701,175	5.384	5.134	180.0	162.0	18.0	79.47	0.0	730.0	0.0
19 to 21	385	161,610,153.93	75.37	461,434	177,651,993	161,610,154	5.317	5.067	179.8	159.5	20.3	60.03	93.6	751.2	0.0
22 to 24	48	21,866,077.50	10.20	515,057	24,722,714	21,866,078	5.566	5.316	179.1	156.3	22.8	56.39	80.4	740.1	0.0
25 to 27	10	4,596,713.71	2.14	519,788	5,197,877	4,596,714	5.103	4.853	180.0	154.3	25.7	59.95	100.0	724.3	0.0
37 to 39	1	644,099.78	0.30	775,000	775,000	644,100	5.625	5.375	180.0	143.0	37.0	45.59	100.0	768.0	0.0
40 to 42	1	257,830.31	0.12	306,000	306,000	257,830	5.875	5.625	180.0	138.0	42.0	50.16	100.0	782.0	0.0
52 to 54	25	8,788,552.95	4.10	470,197	11,754,937	8,788,553	6.496	6.246	180.0	126.1	53.9	58.87	83.0	732.0	0.0
55 to 57	2	577,689.31	0.27	372,500	745,000	577,689	6.750	6.500	180.0	125.0	55.0	58.79	100.0	702.9	0.0
85 to 87	22	1,251,829.38	0.58	91,568	2,014,500	1,251,829	7.199	6.949	180.0	93.9	86.1	63.23	61.3	740.1	0.0
88 to 90	23	1,069,294.11	0.50	77,657	1,786,100	1,069,294	7.410	7.160	180.0	91.1	88.9	68.77	63.6	714.6	0.0
91 to 93	1	16,058.32	0.01	38,500	38,500	16,058	7.375	7.125	180.0	89.0	91.0	70.00	0.0	698.0	0.0
Total:	546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0
Minimum: 0 Maximum: 91 Weighted Average: 22.0
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
First	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Payment Date	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
1999	46	2,337,181.81	1.09	83,459	3,839,100	2,337,182	7.297	7.047	180.0	92.6	87.4	65.81	61.9	728.3	0.0
2002	27	9,366,242.26	4.37	462,961	12,499,937	9,366,242	6.512	6.262	180.0	126.1	53.9	58.86	84.0	730.2	0.0
2003	2	901,930.09	0.42	540,500	1,081,000	901,930	5.696	5.446	180.0	141.6	38.4	46.90	100.0	772.0	0.0
2004	417	175,795,331.82	81.98	466,013	194,327,593	175,795,332	5.352	5.102	179.7	158.9	20.8	59.55	92.2	749.2	0.0
2005	34	17,457,464.15	8.14	574,201	19,522,833	17,457,464	5.207	4.957	180.0	162.5	17.5	64.60	82.3	753.7	0.0
2006	20	8,570,746.98	4.00	470,580	9,411,607	8,570,747	6.223	5.973	180.0	178.5	1.5	60.14	73.9	751.7	0.0

Total:546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0
Minimum:1999-01-01
Maximum: 2006-08-01
Weighted Average: 2004-09-30

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Maturity Date	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
2013	1	16,058.32	0.01	38,500	38,500	16,058	7.375	7.125	180.0	89.0	91.0	70.00	0.0	698.0	0.0
2014	45	2,321,123.49	1.08	84,458	3,800,600	2,321,123	7.296	7.046	180.0	92.6	87.4	65.78	62.3	728.5	0.0
2016	2	577,689.31	0.27	372,500	745,000	577,689	6.750	6.500	180.0	125.0	55.0	58.79	100.0	702.9	0.0
2017	28	10,482,160.15	4.89	487,313	13,644,767	10,482,160	6.288	6.038	176.1	127.5	48.6	56.74	85.7	738.7	0.0
2018	3	1,467,197.30	0.68	569,717	1,709,150	1,467,197	5.428	5.178	175.0	142.1	32.9	41.91	100.0	777.8	0.0
2019	439	185,814,070.73	86.66	467,095	205,054,604	185,814,071	5.343	5.093	180.0	159.3	20.7	59.81	92.1	748.9	0.0
2020	8	5,179,850.83	2.42	784,730	6,277,842	5,179,851	5.288	5.038	180.0	166.1	13.9	74.66	57.8	764.5	0.0
2021	20	8,570,746.98	4.00	470,580	9,411,607	8,570,747	6.223	5.973	180.0	178.5	1.5	60.14	73.9	751.7	0.0
Total:	546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0
Minimum: 2013-12-01
Maximum: 2021-07-01
Weighted Average: 2019-08-24

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Current Rates (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
4.376 to 4.500	3	711,800.89	0.33	255,917	767,750	711,801	4.500	4.250	180.0	160.9	19.1	77.80	100.0	805.9	0.0
4.501 to 4.625	1	481,361.99	0.22	509,600	509,600	481,362	4.625	4.375	180.0	165.0	15.0	91.00	100.0	773.0	0.0
4.626 to 4.750	9	3,169,839.07	1.48	394,583	3,551,250	3,169,839	4.750	4.500	180.0	160.1	19.9	62.67	72.1	760.6	0.0
4.751 to 4.875	22	6,537,246.43	3.05	324,280	7,134,170	6,537,246	4.875	4.625	180.0	159.4	20.6	64.60	100.0	750.2	0.0
4.876 to 5.000	36	15,261,682.48	7.12	472,173	16,998,242	15,261,682	5.000	4.750	179.5	158.2	21.3	57.92	96.7	751.0	0.0
5.001 to 5.125	50	20,595,542.79	9.60	452,474	22,623,718	20,595,543	5.125	4.875	178.7	158.1	20.6	63.30	97.8	759.1	0.0
5.126 to 5.250	76	36,768,933.76	17.15	536,221	40,752,774	36,768,934	5.250	5.000	180.0	160.1	19.9	58.13	94.3	752.2	0.0
5.251 to 5.375	106	50,851,998.29	23.72	526,958	55,857,595	50,851,998	5.375	5.125	179.7	159.4	20.3	59.58	89.4	755.5	0.0
5.376 to 5.500	79	30,307,325.46	14.13	423,569	33,461,929	30,307,325	5.500	5.250	180.0	159.4	20.6	56.40	90.4	752.2	0.0
5.501 to 5.625	32	14,755,985.00	6.88	519,466	16,622,900	14,755,985	5.625	5.375	180.0	158.3	21.7	63.58	100.0	727.9	0.0
5.626 to 5.750	16	6,854,572.78	3.20	462,639	7,402,220	6,854,573	5.750	5.500	180.0	162.1	17.9	68.43	71.3	713.2	0.0
5.751 to 5.875	18	6,012,459.79	2.80	393,796	7,088,320	6,012,460	5.864	5.614	180.0	159.6	20.4	62.24	89.3	739.4	0.0
5.876 to 6.000	2	1,046,585.85	0.49	563,000	1,126,000	1,046,586	5.990	5.740	180.0	160.4	19.6	52.09	0.0	686.4	0.0
6.001 to 6.125	9	3,737,591.21	1.74	478,578	4,307,200	3,737,591	6.123	5.873	180.0	163.0	17.0	53.73	67.1	734.3	0.0
6.126 to 6.250	5	2,796,170.70	1.30	636,365	3,181,826	2,796,171	6.238	5.988	180.0	156.5	23.5	56.17	75.1	764.2	0.0
6.251 to 6.375	10	3,804,158.00	1.77	457,700	4,577,000	3,804,158	6.373	6.123	180.0	144.6	35.4	57.80	86.6	744.3	0.0
6.376 to 6.500	13	4,316,153.84	2.01	432,891	5,627,587	4,316,154	6.491	6.241	180.0	148.1	31.9	54.58	86.5	734.1	0.0
6.501 to 6.625	7	2,159,237.78	1.01	409,386	2,865,700	2,159,238	6.612	6.362	180.0	142.3	37.7	73.74	39.6	730.6	0.0
6.626 to 6.750	5	1,212,247.93	0.57	327,558	1,637,789	1,212,248	6.750	6.500	180.0	117.5	62.5	60.57	100.0	721.6	0.0
6.751 to 6.875	6	764,855.05	0.36	169,967	1,019,800	764,855	6.846	6.596	180.0	138.8	41.2	55.23	60.1	712.6	0.0
6.876 to 7.000	8	397,497.65	0.19	77,006	616,050	397,498	7.000	6.750	180.0	93.0	87.0	71.75	61.6	732.9	0.0
7.001 to 7.125	3	520,921.83	0.24	229,100	687,300	520,922	7.125	6.875	180.0	118.1	61.9	63.89	97.9	693.4	0.0
7.126 to 7.250	3	139,732.44	0.07	72,017	216,050	139,732	7.250	7.000	180.0	91.9	88.1	78.97	79.5	714.7	0.0
7.251 to 7.375	4	176,016.14	0.08	104,550	418,200	176,016	7.375	7.125	180.0	91.4	88.6	71.52	56.0	725.7	0.0
7.376 to 7.500	5	264,839.86	0.12	82,300	411,500	264,840	7.500	7.250	180.0	93.3	86.7	60.75	11.5	754.4	0.0
7.501 to 7.625	11	563,256.60	0.26	78,955	868,500	563,257	7.625	7.375	180.0	91.8	88.2	62.41	56.0	719.6	0.0
7.626 to 7.750	3	101,660.02	0.05	57,150	171,450	101,660	7.750	7.500	180.0	92.0	88.0	78.52	46.1	720.5	0.0
7.751 to 7.875	1	44,788.00	0.02	68,000	68,000	44,788	7.875	7.625	180.0	92.0	88.0	25.66	100.0	722.0	0.0
7.876 to 8.000	3	74,435.47	0.03	37,217	111,650	74,435	8.000	7.750	180.0	93.3	86.7	68.16	49.2	727.4	0.0
Total:	546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0
Minimum: 4.5000 Maximum: 8.0000 Weighted Average: 5.4485

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Net Rates (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
4.126 to 4.250	3	711,800.89	0.33	255,917	767,750	711,801	4.500	4.250	180.0	160.9	19.1	77.80	100.0	805.9	0.0
4.251 to 4.375	1	481,361.99	0.22	509,600	509,600	481,362	4.625	4.375	180.0	165.0	15.0	91.00	100.0	773.0	0.0
4.376 to 4.500	9	3,169,839.07	1.48	394,583	3,551,250	3,169,839	4.750	4.500	180.0	160.1	19.9	62.67	72.1	760.6	0.0
4.501 to 4.625	22	6,537,246.43	3.05	324,280	7,134,170	6,537,246	4.875	4.625	180.0	159.4	20.6	64.60	100.0	750.2	0.0
4.626 to 4.750	36	15,261,682.48	7.12	472,173	16,998,242	15,261,682	5.000	4.750	179.5	158.2	21.3	57.92	96.7	751.0	0.0
4.751 to 4.875	50	20,595,542.79	9.60	452,474	22,623,718	20,595,543	5.125	4.875	178.7	158.1	20.6	63.30	97.8	759.1	0.0
4.876 to 5.000	76	36,768,933.76	17.15	536,221	40,752,774	36,768,934	5.250	5.000	180.0	160.1	19.9	58.13	94.3	752.2	0.0
5.001 to 5.125	106	50,851,998.29	23.72	526,958	55,857,595	50,851,998	5.375	5.125	179.7	159.4	20.3	59.58	89.4	755.5	0.0
5.126 to 5.250	79	30,307,325.46	14.13	423,569	33,461,929	30,307,325	5.500	5.250	180.0	159.4	20.6	56.40	90.4	752.2	0.0
5.251 to 5.375	32	14,755,985.00	6.88	519,466	16,622,900	14,755,985	5.625	5.375	180.0	158.3	21.7	63.58	100.0	727.9	0.0
5.376 to 5.500	16	6,854,572.78	3.20	462,639	7,402,220	6,854,573	5.750	5.500	180.0	162.1	17.9	68.43	71.3	713.2	0.0
5.501 to 5.625	18	6,012,459.79	2.80	393,796	7,088,320	6,012,460	5.864	5.614	180.0	159.6	20.4	62.24	89.3	739.4	0.0
5.626 to 5.750	2	1,046,585.85	0.49	563,000	1,126,000	1,046,586	5.990	5.740	180.0	160.4	19.6	52.09	0.0	686.4	0.0
5.751 to 5.875	9	3,737,591.21	1.74	478,578	4,307,200	3,737,591	6.123	5.873	180.0	163.0	17.0	53.73	67.1	734.3	0.0
5.876 to 6.000	5	2,796,170.70	1.30	636,365	3,181,826	2,796,171	6.238	5.988	180.0	156.5	23.5	56.17	75.1	764.2	0.0
6.001 to 6.125	10	3,804,158.00	1.77	457,700	4,577,000	3,804,158	6.373	6.123	180.0	144.6	35.4	57.80	86.6	744.3	0.0
6.126 to 6.250	13	4,316,153.84	2.01	432,891	5,627,587	4,316,154	6.491	6.241	180.0	148.1	31.9	54.58	86.5	734.1	0.0
6.251 to 6.375	7	2,159,237.78	1.01	409,386	2,865,700	2,159,238	6.612	6.362	180.0	142.3	37.7	73.74	39.6	730.6	0.0
6.376 to 6.500	5	1,212,247.93	0.57	327,558	1,637,789	1,212,248	6.750	6.500	180.0	117.5	62.5	60.57	100.0	721.6	0.0
6.501 to 6.625	6	764,855.05	0.36	169,967	1,019,800	764,855	6.846	6.596	180.0	138.8	41.2	55.23	60.1	712.6	0.0
6.626 to 6.750	8	397,497.65	0.19	77,006	616,050	397,498	7.000	6.750	180.0	93.0	87.0	71.75	61.6	732.9	0.0
6.751 to 6.875	3	520,921.83	0.24	229,100	687,300	520,922	7.125	6.875	180.0	118.1	61.9	63.89	97.9	693.4	0.0
6.876 to 7.000	3	139,732.44	0.07	72,017	216,050	139,732	7.250	7.000	180.0	91.9	88.1	78.97	79.5	714.7	0.0
7.001 to 7.125	4	176,016.14	0.08	104,550	418,200	176,016	7.375	7.125	180.0	91.4	88.6	71.52	56.0	725.7	0.0
7.126 to 7.250	5	264,839.86	0.12	82,300	411,500	264,840	7.500	7.250	180.0	93.3	86.7	60.75	11.5	754.4	0.0
7.251 to 7.375	11	563,256.60	0.26	78,955	868,500	563,257	7.625	7.375	180.0	91.8	88.2	62.41	56.0	719.6	0.0
7.376 to 7.500	3	101,660.02	0.05	57,150	171,450	101,660	7.750	7.500	180.0	92.0	88.0	78.52	46.1	720.5	0.0
7.501 to 7.625	1	44,788.00	0.02	68,000	68,000	44,788	7.875	7.625	180.0	92.0	88.0	25.66	100.0	722.0	0.0
7.626 to 7.750	3	74,435.47	0.03	37,217	111,650	74,435	8.000	7.750	180.0	93.3	86.7	68.16	49.2	727.4	0.0
Total:	546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0
Minimum: 4.2500 Maximum: 7.7500 Weighted Average: 5.1985

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Conforming Balance	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Jumbo	298	167,067,306.66	77.91	625,470	186,389,966	167,067,307	5.411	5.161	179.7	158.9	20.8	59.56	89.5	749.4	0.0
Conforming	248	47,361,590.45	22.09	218,920	54,292,104	47,361,590	5.580	5.330	180.0	153.8	26.2	61.41	91.8	746.3	0.0
Total:	546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Original Principal Balance ($)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
10,001 to 20,000	2	21,110.09	0.01	17,575	35,150	21,110	7.420	7.170	180.0	92.0	88.0	67.55	0.0	709.8	0.0
20,001 to 30,000	5	90,855.10	0.04	27,710	138,550	90,855	7.557	7.307	180.0	92.6	87.4	65.13	18.3	724.4	0.0
30,001 to 40,000	4	74,496.33	0.03	37,263	149,050	74,496	7.332	7.082	180.0	92.4	87.6	65.15	31.9	745.1	0.0
40,001 to 50,000	6	190,232.77	0.09	46,375	278,250	190,233	6.807	6.557	180.0	108.8	71.2	68.92	53.9	740.3	0.0
50,001 to 60,000	7	247,947.79	0.12	53,929	377,500	247,948	6.982	6.732	180.0	106.2	73.8	54.72	36.4	697.4	0.0
60,001 to 70,000	9	530,334.02	0.25	65,678	591,100	530,334	5.578	5.328	180.0	156.4	23.6	54.86	87.7	754.7	0.0
70,001 to 80,000	8	493,353.65	0.23	75,202	601,614	493,354	5.800	5.550	180.0	139.8	40.2	50.64	90.2	760.2	0.0
80,001 to 90,000	9	591,638.90	0.28	85,233	767,100	591,639	6.140	5.890	180.0	137.3	42.7	53.28	63.0	761.8	0.0
90,001 to 100,000	11	840,685.74	0.39	97,855	1,076,400	840,686	6.222	5.972	180.0	135.1	44.9	47.11	85.9	746.9	0.0
100,001 to 110,000	11	1,010,487.82	0.47	106,569	1,172,261	1,010,488	5.345	5.095	180.0	150.8	29.2	68.47	93.2	770.0	0.0
110,001 to 120,000	7	648,120.52	0.30	116,057	812,400	648,121	6.171	5.921	180.0	138.7	41.3	57.82	83.0	770.7	0.0
120,001 to 130,000	7	833,819.64	0.39	126,643	886,500	833,820	5.468	5.218	180.0	167.1	12.9	65.21	54.8	718.1	0.0
130,001 to 140,000	6	710,685.83	0.33	137,188	823,126	710,686	5.651	5.401	180.0	156.7	23.3	68.31	80.6	722.8	0.0
140,001 to 150,000	12	1,595,434.20	0.74	148,343	1,780,120	1,595,434	5.372	5.122	180.0	155.4	24.6	58.83	100.0	760.8	0.0
150,001 to 200,000	32	5,126,547.77	2.39	178,644	5,716,610	5,126,548	5.430	5.180	180.0	157.1	22.9	61.42	94.7	763.3	0.0
200,001 to 250,000	15	2,817,154.91	1.31	225,337	3,380,048	2,817,155	5.446	5.196	180.0	156.5	23.5	66.26	92.7	728.8	0.0
250,001 to 300,000	9	2,179,326.36	1.02	277,422	2,496,800	2,179,326	5.464	5.214	180.0	162.4	17.6	62.42	88.1	728.2	0.0
300,001 to 400,000	70	22,706,691.02	10.59	366,956	25,686,922	22,706,691	5.566	5.316	180.0	154.0	26.0	62.33	93.0	743.5	0.0
400,001 to 500,000	128	52,363,095.07	24.42	456,396	58,418,656	52,363,095	5.473	5.223	180.0	157.2	22.8	61.30	91.8	747.6	0.0
500,001 to 600,000	68	33,213,381.37	15.49	550,928	37,463,128	33,213,381	5.397	5.147	179.7	158.8	20.9	63.99	94.1	756.1	0.0
600,001 to 700,000	48	27,876,116.36	13.00	646,068	31,011,281	27,876,116	5.402	5.152	179.2	160.4	18.9	64.93	89.4	740.7	0.0
700,001 to 800,000	22	14,992,141.88	6.99	744,705	16,383,500	14,992,142	5.275	5.025	179.0	157.8	21.1	53.90	95.4	757.7	0.0
800,001 to 900,000	13	9,476,751.93	4.42	842,564	10,953,330	9,476,752	5.439	5.189	180.0	157.6	22.4	61.15	82.9	751.1	0.0
900,001 to 1,000,000	30	27,048,736.43	12.61	981,089	29,432,674	27,048,736	5.425	5.175	180.0	160.4	19.6	50.39	86.5	747.4	0.0
1,000,001 to 1,250,000	1	1,105,203.64	0.52	1,200,000	1,200,000	1,105,204	6.125	5.875	180.0	157.0	23.0	51.54	0.0	702.0	0.0
1,250,001 to 1,500,000	5	6,561,621.78	3.06	1,418,000	7,090,000	6,561,622	5.324	5.074	180.0	159.4	20.6	47.29	80.4	759.6	0.0
1,750,001 to 2,000,000	1	1,082,926.19	0.51	1,960,000	1,960,000	1,082,926	5.250	5.000	180.0	169.0	11.0	70.00	100.0	781.0	0.0
Total:	546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0
Minimum:17,300.00
Maximum:1,960,000.00
Average: 440,809.65
Total:240,682,070.48

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Original Subject Loan-to-Value Ratio (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
15.01 to 20.00	4	504,572.94	0.24	155,000	620,000	504,573	5.662	5.412	180.0	156.8	23.2	19.31	97.2	755.1	0.0
20.01 to 25.00	8	3,474,975.93	1.62	486,250	3,890,000	3,474,976	5.584	5.334	180.0	152.5	27.5	23.13	100.0	784.9	0.0
25.01 to 30.00	14	5,205,034.83	2.43	407,514	5,705,200	5,205,035	5.380	5.130	180.0	159.9	20.1	27.07	100.0	743.2	0.0
30.01 to 35.00	17	5,726,747.07	2.67	375,805	6,388,689	5,726,747	5.405	5.155	178.7	158.9	19.9	32.68	92.0	748.9	0.0
35.01 to 40.00	25	9,884,327.57	4.61	470,573	11,764,314	9,884,328	5.394	5.144	178.5	156.6	21.8	37.19	86.7	764.0	0.0
40.01 to 45.00	27	11,527,271.57	5.38	483,917	13,065,763	11,527,272	5.510	5.260	180.0	155.9	24.1	42.66	84.9	749.5	0.0
45.01 to 50.00	53	24,675,003.98	11.51	513,054	27,191,850	24,675,004	5.467	5.217	179.4	158.7	20.7	47.83	86.0	761.2	0.0
50.01 to 55.00	47	20,853,638.85	9.73	487,061	22,891,866	20,853,639	5.448	5.198	179.5	156.8	22.7	52.44	91.3	739.0	0.0
55.01 to 60.00	53	22,752,863.62	10.61	478,611	25,366,385	22,752,864	5.443	5.193	180.0	157.6	22.4	57.88	92.5	752.2	0.0
60.01 to 65.00	53	23,565,438.98	10.99	498,417	26,416,089	23,565,439	5.427	5.177	180.0	158.0	22.0	63.31	88.4	748.6	0.0
65.01 to 70.00	65	25,181,832.68	11.74	441,407	28,691,481	25,181,833	5.464	5.214	180.0	158.6	21.4	68.27	89.5	745.9	0.0
70.01 to 75.00	50	16,742,421.29	7.81	376,743	18,837,147	16,742,421	5.532	5.282	180.0	156.7	23.3	73.57	94.7	743.7	0.0
75.01 to 80.00	116	41,456,422.71	19.33	400,753	46,487,394	41,456,423	5.405	5.155	180.0	158.4	21.6	79.41	90.1	742.7	0.0
80.01 to 85.00	3	201,472.11	0.09	87,700	263,100	201,472	5.836	5.586	180.0	126.9	53.1	84.91	100.0	708.7	0.0
85.01 to 90.00	8	1,972,736.98	0.92	295,337	2,362,692	1,972,737	5.581	5.331	180.0	156.3	23.7	88.05	77.8	729.6	0.0
90.01 to 95.00	2	578,572.23	0.27	307,050	614,100	578,572	4.814	4.564	180.0	164.2	15.8	91.67	100.0	760.1	0.0
95.01 to 100.00	1	125,563.77	0.06	126,000	126,000	125,564	5.920	5.670	180.0	178.0	2.0	100.00	0.0	777.0	0.0
Total:	546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0
Minimum:15.69 Maximum:100.00

Weighted Average by Original Balance: 59.99 Weighted Average by Current Balance: 59.97  < /TD>

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
PMI Company (LTV > 80)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
General Electric	6	1,254,456.63	43.58	258,533	1,551,200	1,254,457	5.523	5.273	180.0	158.1	21.9	88.01	100.0	702.8	0.0
Premium Priced (NO MI)	2	988,960.61	34.36	521,921	1,043,842	988,961	4.817	4.567	180.0	165.5	14.5	90.49	100.0	764.3	0.0
TBD	2	433,589.67	15.06	230,500	461,000	433,590	5.888	5.638	180.0	163.1	16.9	89.39	0.0	791.2	0.0
United Guaranty Insurance	2	109,800.62	3.81	85,300	170,600	109,801	7.351	7.101	180.0	91.0	89.0	89.79	0.0	716.9	0.0
PMI Mortgage Insurance Co.	2	91,537.56	3.18	69,625	139,250	91,538	7.224	6.974	180.0	94.0	86.0	86.08	77.6	657.1	0.0
Total:	14	2,878,345.09	100.00	240,421	3,365,892	2,878,345	5.459	5.209	180.0	156.8	23.2	89.08	80.4	736.3	0.0

				% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
		Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
FICO		of	Principal	Principal	Original	Original	Scheduled	Gross	Net	Original	Remaining	Average	Original	Owner	FICO
Score		Receivables	Balance	Balance	Balance	Balance	Balance	Coupon	Coupon	Term	Term	Seasoning	LTV	Occupied	Score	% IO
<= 620		11	3,713,501.14	1.73	375,482	4,130,300	3,713,501	5.429	5.179	180.0	159.2	20.8	70.55	96.1	584.6	0.0
621 to 645		12	3,497,693.17	1.63	318,018	3,816,214	3,497,693	5.528	5.278	180.0	158.3	21.7	65.25	83.6	634.9	0.0
646 to 670		19	8,095,992.42	3.78	473,972	9,005,475	8,095,992	5.760	5.510	180.0	155.1	24.9	61.62	95.4	659.3	0.0
671 to 695		42	16,028,828.60	7.48	426,061	17,894,582	16,028,829	5.542	5.292	180.0	154.8	25.2	62.24	92.2	685.2	0.0
696 to 720		87	36,750,548.62	17.14	470,620	40,943,977	36,750,549	5.481	5.231	180.0	158.7	21.3	60.11	82.8	707.7	0.0
721 to 745		62	19,471,625.94	9.08	354,463	21,976,714	19,471,626	5.443	5.193	180.0	155.0	25.0	60.62	94.7	732.2	0.0
746 to 770		79	33,344,364.06	15.55	469,991	37,129,250	33,344,364	5.453	5.203	179.1	155.7	23.4	56.85	91.9	759.0	0.0
771 to 795		121	47,967,151.77	22.37	450,791	54,545,752	47,967,152	5.420	5.170	179.8	159.3	20.5	61.39	90.6	783.9	0.0
796 to 820		113	45,559,191.39	21.25	453,450	51,239,806	45,559,191	5.359	5.109	179.7	159.3	20.4	58.00	90.0	804.7	0.0
Total:		546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0
Minimum: 534 Maximum: 817 Weighted Average:	748.7

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Documentation Level	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Full Documentation	230	111,761,868.47	52.12	548,167	126,078,342	111,761,868	5.512	5.262	179.8	157.2	22.6	61.07	88.3	743.4	0.0
Stated	238	79,253,820.54	36.96	369,261	87,884,133	79,253,821	5.333	5.083	179.7	159.2	20.5	57.65	93.1	751.0	0.0
NINA	44	17,409,943.57	8.12	437,357	19,243,726	17,409,944	5.349	5.099	180.0	159.5	20.5	60.40	94.4	767.6	0.0
Limited	27	2,400,671.50	1.12	134,297	3,626,027	2,400,672	6.936	6.686	180.0	106.0	74.0	65.80	94.0	722.8	0.0
Asset Verification	2	1,482,744.34	0.69	775,000	1,550,000	1,482,744	5.532	5.282	180.0	167.2	12.8	71.27	0.0	805.5	0.0
No Documentation	2	988,960.61	0.46	521,921	1,043,842	988,961	4.817	4.567	180.0	165.5	14.5	90.49	100.0	764.3	0.0
No Income Verification	1	877,623.87	0.41	1,000,000	1,000,000	877,624	6.125	5.875	180.0	179.0	1.0	47.62	100.0	800.0	0.0
Alternative	2	253,264.21	0.12	128,000	256,000	253,264	5.849	5.599	180.0	176.0	4.0	74.79	0.0	760.4	0.0
Total:	546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Occupancy	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Primary Residence	478	193,011,161.99	90.01	453,318	216,685,980	193,011,162	5.419	5.169	179.8	157.9	21.9	59.89	100.0	749.0	0.0
Second Home	38	18,447,127.53	8.60	536,049	20,369,864	18,447,128	5.575	5.325	180.0	156.6	23.4	59.46	0.0	744.8	0.0
Investment	30	2,970,607.59	1.39	120,874	3,626,226	2,970,608	6.615	6.365	180.0	157.5	22.5	68.20	0.0	757.9	0.0
Total:	546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Purpose	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Purchase	213	89,912,599.07	41.93	477,294	101,663,566	89,912,599	5.378	5.128	180.0	158.9	21.1	65.79	83.3	750.7	0.0
Rate/Term Refinance	200	76,667,878.89	35.75	429,280	85,855,974	76,667,879	5.443	5.193	179.6	156.6	23.0	53.03	97.7	752.0	0.0
Cash-out Refinance	133	47,848,419.14	22.31	399,718	53,162,530	47,848,419	5.590	5.340	179.7	157.4	22.3	60.15	90.3	739.9	0.0
Total:	546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Property Type	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Single Family Residence	446	181,521,506.42	84.65	451,407	201,327,629	181,521,506	5.387	5.137	179.7	158.2	21.5	59.60	92.4	750.1	0.0
Condo	47	15,637,200.37	7.29	384,774	18,084,390	15,637,200	5.556	5.306	180.0	157.3	22.7	62.84	75.4	739.9	0.0
Single-family detached	11	6,773,705.29	3.16	652,667	7,179,341	6,773,705	5.693	5.443	180.0	165.2	14.8	64.91	66.3	738.9	0.0
Planned unit developments	6	3,583,354.51	1.67	808,917	4,853,500	3,583,355	6.015	5.765	180.0	170.3	9.7	65.45	92.8	765.8	0.0
Deminimus PUD	15	3,127,886.76	1.46	309,014	4,635,210	3,127,887	6.606	6.356	180.0	122.3	57.7	56.26	68.3	737.7	0.0
Two- to four-family	14	2,141,580.99	1.00	194,429	2,722,000	2,141,581	6.201	5.951	180.0	137.9	42.1	57.57	97.7	718.4	0.0
Cooperative Units	6	1,565,758.61	0.73	299,167	1,795,000	1,565,759	5.765	5.515	180.0	147.5	32.5	52.23	93.0	746.5	0.0
Manufactured Housing	1	77,904.16	0.04	85,000	85,000	77,904	5.875	5.625	180.0	160.0	20.0	36.96	100.0	811.0	0.0
Total:	546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Geographic	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Distribution by Balance	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
California	151	69,509,282.58	32.42	507,580	76,644,623	69,509,283	5.392	5.142	179.5	158.6	20.9	54.04	96.4	758.5	0.0
New York	58	22,132,233.20	10.32	458,254	26,578,751	22,132,233	5.622	5.372	180.0	153.7	26.3	55.63	96.3	752.1	0.0
Florida	50	18,251,898.15	8.51	423,694	21,184,700	18,251,898	5.692	5.442	180.0	156.9	23.1	62.10	65.6	723.8	0.0
Texas	45	10,291,256.47	4.80	263,276	11,847,398	10,291,256	5.492	5.242	180.0	154.0	26.0	66.97	86.0	751.7	0.0
Maryland	19	8,898,013.71	4.15	520,036	9,880,682	8,898,014	5.403	5.153	180.0	158.3	21.7	58.36	89.9	743.2	0.0
New Jersey	15	6,725,728.34	3.14	502,056	7,530,833	6,725,728	5.371	5.121	180.0	159.3	20.7	65.81	93.2	748.3	0.0
Virginia	13	5,733,433.52	2.67	489,377	6,361,905	5,733,434	5.460	5.210	180.0	159.1	20.9	73.40	97.1	731.5	0.0
Minnesota	11	5,500,120.11	2.57	542,105	5,963,158	5,500,120	5.265	5.015	177.2	157.0	20.3	69.60	100.0	769.6	0.0
Georgia	13	5,455,359.77	2.54	465,162	6,047,100	5,455,360	5.252	5.002	180.0	158.2	21.8	67.93	81.0	714.8	0.0
Pennsylvania	13	5,248,485.27	2.45	439,053	5,707,683	5,248,485	5.288	5.038	180.0	160.1	19.9	63.61	95.1	768.1	0.0
Washington	13	5,192,443.80	2.42	433,138	5,630,800	5,192,444	5.344	5.094	180.0	159.7	20.3	58.21	100.0	738.3	0.0
Colorado	9	4,535,875.73	2.12	544,433	4,899,900	4,535,876	5.378	5.128	180.0	159.4	20.6	63.71	45.6	753.1	0.0
Illinois	13	4,101,684.64	1.91	354,402	4,607,220	4,101,685	5.362	5.112	180.0	160.0	20.0	61.12	100.0	743.5	0.0
North Carolina	14	3,844,483.96	1.79	311,570	4,361,977	3,844,484	5.738	5.488	180.0	149.3	30.7	69.81	89.2	758.0	0.0
Wisconsin	10	3,814,545.97	1.78	409,885	4,098,850	3,814,546	5.350	5.100	180.0	160.7	19.3	61.34	100.0	761.1	0.0
Michigan	8	2,975,889.76	1.39	422,963	3,383,700	2,975,890	5.305	5.055	180.0	161.4	18.6	70.08	66.6	756.4	0.0
Arizona	8	2,764,973.50	1.29	379,188	3,033,500	2,764,974	5.470	5.220	180.0	157.9	22.1	58.26	97.8	725.3	0.0
New Mexico	5	2,696,423.00	1.26	599,140	2,995,700	2,696,423	6.108	5.858	180.0	159.6	20.4	46.19	100.0	759.5	0.0
Connecticut	6	2,665,899.83	1.24	489,000	2,934,000	2,665,900	5.396	5.146	180.0	156.1	23.9	57.58	100.0	780.3	0.0
Massachusetts	5	2,328,203.06	1.09	506,060	2,530,300	2,328,203	5.388	5.138	180.0	159.7	20.3	65.29	67.6	759.7	0.0
Ohio	8	1,788,459.37	0.83	251,975	2,015,800	1,788,459	5.527	5.277	180.0	153.2	26.8	64.41	94.2	731.7	0.0
New Hampshire	3	1,515,655.73	0.71	558,231	1,674,692	1,515,656	5.621	5.371	180.0	167.3	12.7	76.64	66.4	796.4	0.0
Missouri	4	1,472,243.37	0.69	402,050	1,608,200	1,472,243	5.175	4.925	180.0	159.7	20.3	71.89	100.0	674.5	0.0
Maine	3	1,384,602.42	0.65	515,996	1,547,989	1,384,602	5.633	5.383	180.0	164.4	15.6	59.00	78.4	755.3	0.0
Nevada	3	1,342,179.16	0.63	508,617	1,525,850	1,342,179	5.083	4.833	180.0	156.6	23.4	48.28	0.0	774.8	0.0
Mississippi	3	1,333,979.67	0.62	492,667	1,478,000	1,333,980	5.322	5.072	180.0	157.8	22.2	66.57	100.0	741.8	0.0
Utah	5	1,308,611.19	0.61	283,080	1,415,400	1,308,611	5.172	4.922	180.0	159.4	20.6	74.92	100.0	754.5	0.0
District of Columbia	2	1,293,258.30	0.60	700,350	1,400,700	1,293,258	5.320	5.070	180.0	160.4	19.6	39.62	100.0	705.8	0.0
Kansas	2	1,282,869.33	0.60	705,500	1,411,000	1,282,869	5.108	4.858	180.0	155.9	24.1	64.24	100.0	687.1	0.0
Kentucky	3	1,249,884.14	0.58	452,910	1,358,730	1,249,884	5.296	5.046	180.0	160.0	20.0	68.69	100.0	691.1	0.0
Alabama	3	1,207,966.88	0.56	457,667	1,373,000	1,207,967	5.334	5.084	180.0	159.7	20.3	78.97	100.0	732.7	0.0
Hawaii	2	888,437.22	0.41	502,250	1,004,500	888,437	5.510	5.260	180.0	154.9	25.1	61.91	93.6	715.4	0.0
Tennessee	2	872,336.38	0.41	487,004	974,008	872,336	5.228	4.978	180.0	159.6	20.4	80.00	100.0	728.6	0.0
Oregon	5	869,788.03	0.41	267,604	1,338,020	869,788	5.331	5.081	180.0	159.5	20.5	49.52	100.0	764.9	0.0
Arkansas	1	594,134.25	0.28	650,000	650,000	594,134	5.500	5.250	180.0	159.0	21.0	79.27	100.0	798.0	0.0
Oklahoma	3	558,016.45	0.26	198,475	595,426	558,016	5.696	5.446	180.0	163.3	16.7	77.42	73.2	793.6	0.0
South Carolina	1	490,688.88	0.23	529,000	529,000	490,689	5.250	5.000	180.0	160.0	20.0	76.12	100.0	625.0	0.0
West Virginia	3	473,826.39	0.22	169,667	509,000	473,826	5.732	5.482	180.0	160.7	19.3	77.11	21.3	786.2	0.0
South Dakota	1	463,789.04	0.22	500,000	500,000	463,789	5.250	5.000	180.0	160.0	20.0	54.05	100.0	795.0	0.0
Louisiana	1	463,229.85	0.22	500,000	500,000	463,230	5.750	5.500	180.0	159.0	21.0	68.97	100.0	536.0	0.0
Idaho	2	274,576.86	0.13	152,631	305,261	274,577	4.959	4.709	180.0	160.0	20.0	79.10	100.0	804.6	0.0

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Geographic	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Distribution by Balance	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Wyoming	2	182,181.13	0.08	100,500	201,000	182,181	5.264	5.014	180.0	159.3	20.7	65.52	100.0	738.3	0.0
Nebraska	1	166,839.15	0.08	180,000	180,000	166,839	5.125	4.875	180.0	160.0	20.0	64.29	100.0	790.0	0.0
Indiana	2	139,548.49	0.07	86,000	172,000	139,548	5.695	5.445	180.0	142.4	37.6	60.58	100.0	780.0	0.0
Rhode Island	1	77,830.42	0.04	118,000	118,000	77,830	7.625	7.375	180.0	93.0	87.0	53.64	100.0	779.0	0.0
Montana	1	67,730.65	0.03	73,714	73,714	67,731	5.500	5.250	180.0	158.0	22.0	51.55	100.0	623.0	0.0
Total:	546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0
Number of States Represented:	46

% of

Weighted

Weighted

Weighted Average

Weighted Average

Weighted

Top 10Number

Aggregate

Average

Aggregate

Aggregate

Average

Average

Stated

Stated

Weighted

Average

Percent

Zip Codeof ConcentrationsReceivables

Principal Balance

Principal Balance

Original Balance

Original Balance

Scheduled Balance

Gross Coupon

Net Coupon

Original Term

Remaining Term

Average Seasoning

Original LTV

Owner Occupied

FICO Score

% IO

11743	3	2,759,454.44	1.29	1,000,000	3,000,000	2,759,454	5.314	5.064	180.0	158.0	22.0	40.97	100.0	784.7	0.0
94127	4	2,270,537.40	1.06	636,375	2,545,500	2,270,537	5.416	5.166	180.0	159.2	20.8	52.75	100.0	768.6	0.0
11030	3	2,167,335.87	1.01	1,078,333	3,235,000	2,167,336	5.615	5.365	180.0	163.5	16.5	54.02	100.0	763.7	0.0
20854	3	2,064,673.00	0.96	780,754	2,342,263	2,064,673	5.296	5.046	180.0	160.4	19.6	44.40	100.0	717.9	0.0
94010	2	1,608,151.58	0.75	871,000	1,742,000	1,608,152	5.375	5.125	180.0	159.5	20.5	45.96	100.0	801.4	0.0
11747	3	1,569,900.87	0.73	593,333	1,780,000	1,569,901	5.573	5.323	180.0	150.0	30.0	56.92	100.0	701.4	0.0
95120	3	1,560,739.86	0.73	565,333	1,696,000	1,560,740	5.323	5.073	180.0	158.2	21.8	46.35	100.0	756.4	0.0
92679	2	1,552,213.23	0.72	839,500	1,679,000	1,552,213	5.404	5.154	180.0	159.0	21.0	60.47	100.0	797.4	0.0
10023	3	1,531,909.17	0.71	583,333	1,750,000	1,531,909	5.950	5.700	180.0	161.2	18.8	66.96	62.1	776.8	0.0
98119	2	1,531,879.60	0.71	825,000	1,650,000	1,531,880	5.250	5.000	180.0	160.2	19.8	53.56	100.0	726.7	0.0
Other	518	195,812,102.08	91.32	423,286	219,262,307	195,812,102	5.449	5.199	179.8	157.6	22.1	60.79	89.4	747.6	0.0
Total:	546	214,428,897.11	100.00	440,810	240,682,070	214,428,897	5.449	5.199	179.8	157.7	22.0	59.97	90.0	748.7	0.0

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Combined	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Loan-to-Value Ratio (%) (w Seconds)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
30.01 to 40.00	1	92,780.09	0.16	100,000	100,000	92,780	5.500	5.250	180.0	160.0	20.0	18.52	100.0	710.0	0.0
40.01 to 50.00	8	3,630,126.24	6.40	497,817	3,982,539	3,630,126	5.481	5.231	180.0	162.7	17.3	32.49	100.0	760.6	0.0
50.01 to 60.00	10	4,713,885.84	8.31	516,150	5,161,500	4,713,886	5.396	5.146	180.0	163.2	16.8	41.74	90.3	754.5	0.0
60.01 to 70.00	19	10,104,503.24	17.82	583,342	11,083,507	10,104,503	5.289	5.039	176.4	154.8	21.6	48.13	100.0	753.8	0.0
70.01 to 80.00	34	18,718,094.96	33.01	603,995	20,535,830	18,718,095	5.344	5.094	180.0	159.7	20.3	55.30	95.1	745.5	0.0
80.01 to 90.00	28	11,053,571.28	19.49	428,077	11,986,157	11,053,571	5.351	5.101	180.0	160.2	19.8	70.69	90.5	725.9	0.0
90.01 to 100.00	20	8,395,227.26	14.80	481,365	9,627,300	8,395,227	5.474	5.224	180.0	162.2	17.8	73.84	61.4	759.4	0.0
Total:	120	56,708,188.91	100.00	520,640	62,476,833	56,708,189	5.368	5.118	179.4	159.8	19.6	57.12	90.0	746.9	0.0

Minimum: 37.04

Maximum:100.00

Weighted Average by Original Balance: 75.59

EX-99.1

JPMMT 2006-S3 Collateral StratsJ.P. Morgan Securities Inc.

179 records Pool 3

Summary Statistics

Number of Receivables: 179

Aggregate Principal Balance: $121,632,304.15

Range of Principal Balance: $374,263.42 to $1,966,109.24

Aggregate Original Balance: $123,927,237

Range of Original Balances: $394,200.00 to $1,972,797.96

Average Original Balance: $692,331

Weighted Average Coupon: 6.090%

Range of Coupons: 5.25% to 6.75%

Weighted Average Servicing Fee: 0.2500%

Range of Servicing Fees: 0.2500% to 0.2500%

Weighted Average Current Net Coupon: 5.840%

Range of Current Net Coupons: 5.00% to 6.50%

Weighted Average Stated Original Term: 180.00 months

Range of Stated Original Term: 180 months to 180 months

Weighted Average Seasoning: 2.35 months

Range of Seasoning: 0 months to 5 months

Weighted Average Subject Original LTV: 63.76%

Percent Purchase: 39.9%

Percent Cash-Out Refinance: 38.7%

Percent Owner Occupied: 84.8%

Percent Single Family: 71.3%

Percent Conforming Balance: 0.7%

Weighted Average FICO Score: 748_L.0₍

Top 5 States: CA(18%),NY(15%),F13%),TX(7%),NJ(7%)

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Servicer	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Cendant Mortgage	48	34,954,523.63	28.74	756,379	36,306,193	34,954,524	6.201	5.951	180.0	178.4	1.6	62.05	80.9	746.5	0.0
Chase Mortgage	131	86,677,780.52	71.26	668,863	87,621,044	86,677,781	6.046	5.796	180.0	177.3	2.7	64.45	86.4	748.6	0.0
Total:	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0

THIS INFORMATION IS FURNISHED TO YOU SOLELY BY JP MORGAN SECURITIES INC.. ("JPMSI") AND NOT BY THE ISSUER OF THE SECURITIES OR ANY OF ITS AFFILIATES. JPMSI IS NOT ACTING AS AGENT FOR THE ISSUER OR ITS AFFILIATES. THE INFORMATION CONTAINED HEREIN WILL BE SUPERSEDED IN ITS

ENTIRETY BY THE INFORMATION CONTAINED IN THE FINAL PROSPECTUS AND PROSPECTUS SUPPLEMENT. THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER, PLEASE CONTACT YOUR JP MORGAN SECURITIES INC.. SALES REPRESENTATIVE. The attached information

contains certain tables and other statistical analyses (the "Computational Materials") which have been prepared by JPMSI in reliance upon information furnished by the issuer. They may not be provided to any third party other than the addressee's legal tax financial and/or accounting advisors for purposes of evaluating said material. Numerous

assumptions were used in preparing the Computational Materials which may or may not be reflected therein. As such no assurance can be given as to the Computational Materials accuracy, appropriateness or completeness in any particular context; nor as to whether the Computational Materials and/or the assumptions upon which they are based reflect

present market conditions or future market performance. These Computational Materials should not be construed as either projections or predictions, or as legal, tax financial, or accounting advice. Any weighted average lives, yields, and principal payment periods shown in the Computational Materials are based on prepayment assumptions and changes

in such prepayment assumptions may dramatically affect such weighted average lives, yields and principal payment periods. In addition it is possible that prepayments on the underlying assets will occur at rates slower or faster than the rates shown in the Computational Materials. Furthermore, unless otherwise provided, the Computational Materials

assume no losses on the underlying assets and no interest shortfalls. The specific characteristics of the securities issued may differ from those shown in the Computational Materials due to differences between the actual underlying assets and the hypothetical underlying assets used in preparing the Computational Materials. The principal amount and

designation of any security described in the Computational Materials are subject to change prior to issuance. Neither JPMSI nor any of its affiliates makes any representation or warranty as to the actual rate or timing of payments on any of the underlying assets or the payments or yields on the securities.

Product	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
Fixed - 15 Year	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
Total:	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
Servicing Fee (%)	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
0.250	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
Total:	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
Minimum: 0.2500 Maximum: 0.2500 Weighted Average: 0.2500
Stated Original Term	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
169 to 180	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
Total:	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
Minimum: 180 Maximum: 180 Weighted Average:180.0

Seasoning	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
<= 0 1 to 3 4 to 6	14 131 34	8,027,736.34 89,481,704.15 24,122,863.67	6.60 73.57 19.83	651,143 688,251 725,009	9,116,007 90,160,937 24,650,293	8,027,736 89,481,704 24,122,864	6.249 6.123 5.918	5.999 5.873 5.668	180.0 180.0 180.0	180.0 177.9 176.0	0.0 2.1 4.0	67.35 63.22 64.57	81.3 85.1 84.7	738.5 748.6 749.1	0.0 0.0 0.0
Total:	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
Minimum: 0 Maximum: 5 Weighted Average: 2.4								&nb sp;
First Payment Date	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
2006	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
Total:	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
Minimum: 2006-03-01 Maximum: 2006-08-01 Weighted Average: 2006-05-21
Maturity Date	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
2021	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
Total:	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
Minimum: 2021-02-01 Maximum: 2021-07-01 Weighted Average: 2021-04-21

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Current Rates (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
5.126 to 5.250	1	545,961.02	0.45	550,000	550,000	545,961	5.250	5.000	180.0	176.0	4.0	50.23	100.0	791.0	0.0
5.251 to 5.375	1	629,708.69	0.52	632,000	632,000	629,709	5.375	5.125	180.0	177.0	3.0	20.06	100.0	735.0	0.0
5.626 to 5.750	13	8,613,748.96	7.08	668,200	8,686,600	8,613,749	5.750	5.500	180.0	176.5	3.5	56.94	84.0	720.0	0.0
5.751 to 5.875	40	25,146,410.86	20.67	639,454	25,578,156	25,146,411	5.875	5.625	180.0	177.2	2.8	66.68	84.8	762.4	0.0
5.876 to 6.000	38	26,342,282.74	21.66	698,946	26,559,946	26,342,283	5.992	5.742	180.0	177.2	2.8	62.84	84.3	753.0	0.0
6.001 to 6.125	26	17,912,908.03	14.73	704,938	18,328,401	17,912,908	6.122	5.872	180.0	177.6	2.4	63.95	95.7	736.7	0.0
6.126 to 6.250	27	19,299,170.83	15.87	737,426	19,910,498	19,299,171	6.227	5.977	180.0	178.3	1.7	65.50	92.1	759.4	0.0
6.251 to 6.375	18	12,239,246.56	10.06	689,131	12,404,364	12,239,247	6.366	6.116	180.0	178.2	1.8	66.38	76.1	744.6	0.0
6.376 to 6.500	8	6,217,154.58	5.11	797,628	6,381,023	6,217,155	6.479	6.229	180.0	179.1	0.9	54.95	67.6	735.6	0.0
6.501 to 6.625	3	1,439,973.18	1.18	523,083	1,569,250	1,439,973	6.599	6.349	180.0	179.3	0.7	72.58	68.9	676.9	0.0
6.626 to 6.750	4	3,245,738.70	2.67	831,750	3,327,000	3,245,739	6.750	6.500	180.0	178.9	1.1	69.12	53.8	728.8	0.0
Total:	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
Minimum: 5.2500 Maximum: 6.7500 Weighted Average: 6.0904
							;								&nb sp;
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Net Rates (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
4.876 to 5.000	1	545,961.02	0.45	550,000	550,000	545,961	5.250	5.000	180.0	176.0	4.0	50.23	100.0	791.0	0.0
5.001 to 5.125	1	629,708.69	0.52	632,000	632,000	629,709	5.375	5.125	180.0	177.0	3.0	20.06	100.0	735.0	0.0
5.376 to 5.500	13	8,613,748.96	7.08	668,200	8,686,600	8,613,749	5.750	5.500	180.0	176.5	3.5	56.94	84.0	720.0	0.0
5.501 to 5.625	40	25,146,410.86	20.67	639,454	25,578,156	25,146,411	5.875	5.625	180.0	177.2	2.8	66.68	84.8	762.4	0.0
5.626 to 5.750	38	26,342,282.74	21.66	698,946	26,559,946	26,342,283	5.992	5.742	180.0	177.2	2.8	62.84	84.3	753.0	0.0
5.751 to 5.875	26	17,912,908.03	14.73	704,938	18,328,401	17,912,908	6.122	5.872	180.0	177.6	2.4	63.95	95.7	736.7	0.0
5.876 to 6.000	27	19,299,170.83	15.87	737,426	19,910,498	19,299,171	6.227	5.977	180.0	178.3	1.7	65.50	92.1	759.4	0.0
6.001 to 6.125	18	12,239,246.56	10.06	689,131	12,404,364	12,239,247	6.366	6.116	180.0	178.2	1.8	66.38	76.1	744.6	0.0
6.126 to 6.250	8	6,217,154.58	5.11	797,628	6,381,023	6,217,155	6.479	6.229	180.0	179.1	0.9	54.95	67.6	735.6	0.0
6.251 to 6.375	3	1,439,973.18	1.18	523,083	1,569,250	1,439,973	6.599	6.349	180.0	179.3	0.7	72.58	68.9	676.9	0.0
6.376 to 6.500	4	3,245,738.70	2.67	831,750	3,327,000	3,245,739	6.750	6.500	180.0	178.9	1.1	69.12	53.8	728.8	0.0
Total:	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
Minimum: 5.0000 Maximum: 6.5000 Weighted Average: 5.8404

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Conforming Balance	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Jumbo	177	120,828,214.30	99.34	695,571	123,116,037	120,828,214	6.093	5.843	180.0	177.7	2.3	63.79	85.0	748.3	0.0
Conforming	2	804,089.85	0.66	405,600	811,200	804,090	5.750	5.500	180.0	176.0	4.0	58.89	51.5	710.6	0.0
Total:	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Original Principal Balance ($)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
300,001 to 400,000	1	390,026.25	0.32	394,200	394,200	390,026	5.750	5.500	180.0	176.0	4.0	46.38	0.0	674.0	0.0
400,001 to 500,000	45	20,754,314.80	17.06	470,569	21,175,602	20,754,315	6.092	5.842	180.0	177.7	2.3	67.40	91.1	745.6	0.0
500,001 to 600,000	44	23,775,432.99	19.55	551,410	24,262,025	23,775,433	6.040	5.790	180.0	177.9	2.1	70.38	95.6	744.8	0.0
600,001 to 700,000	29	18,427,180.39	15.15	646,029	18,734,838	18,427,180	6.099	5.849	180.0	177.7	2.3	68.21	79.6	755.3	0.0
700,001 to 800,000	18	13,517,426.60	11.11	758,986	13,661,750	13,517,427	6.099	5.849	180.0	177.5	2.5	65.20	88.7	750.6	0.0
800,001 to 900,000	11	9,287,223.92	7.64	857,828	9,436,104	9,287,224	6.095	5.845	180.0	177.5	2.5	51.60	100.0	757.6	0.0
900,001 to 1,000,000	14	13,388,369.58	11.01	983,786	13,772,999	13,388,370	6.007	5.757	180.0	177.3	2.7	51.04	70.5	747.5	0.0
1,000,001 to 1,250,000	8	8,778,031.62	7.22	1,136,265	9,090,120	8,778,032	6.209	5.959	180.0	178.2	1.8	61.65	64.0	756.1	0.0
1,250,001 to 1,500,000	7	9,754,864.69	8.02	1,403,186	9,822,301	9,754,865	6.217	5.967	180.0	177.4	2.6	61.05	70.9	722.6	0.0
1,500,001 to 1,750,000	1	1,593,324.07	1.31	1,604,500	1,604,500	1,593,324	5.879	5.629	180.0	177.0	3.0	66.85	100.0	749.0	0.0
1,750,001 to 2,000,000	1	1,966,109.24	1.62	1,972,798	1,972,798	1,966,109	6.165	5.915	180.0	178.0	2.0	61.65	100.0	788.0	0.0
Total:	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
Minimum: 394,200.00
Maximum:1,972,797.96
Average:692,330.93
Total:123,927,236.67
										& nbsp;

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Original Subject Loan-to-Value Ratio (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
10.01 to 15.00	2	1,982,517.81	1.63	1,000,000	2,000,000	1,982,518	5.875	5.625	180.0	176.5	3.5	11.38	49.9	740.5	0.0
15.01 to 20.00	2	1,448,416.33	1.19	727,500	1,455,000	1,448,416	5.905	5.655	180.0	177.7	2.3	17.43	100.0	752.0	0.0
20.01 to 25.00	1	629,708.69	0.52	632,000	632,000	629,709	5.375	5.125	180.0	177.0	3.0	20.06	100.0	735.0	0.0
25.01 to 30.00	5	3,982,251.16	3.27	797,381	3,986,904	3,982,251	6.267	6.017	180.0	178.7	1.3	28.61	100.0	759.2	0.0
30.01 to 35.00	2	1,319,051.32	1.08	665,000	1,330,000	1,319,051	5.957	5.707	180.0	176.7	3.3	30.40	100.0	730.8	0.0
35.01 to 40.00	2	1,347,254.18	1.11	677,000	1,354,000	1,347,254	6.014	5.764	180.0	177.6	2.4	36.92	100.0	755.3	0.0
40.01 to 45.00	5	3,127,735.04	2.57	628,546	3,142,728	3,127,735	6.098	5.848	180.0	177.6	2.4	41.48	100.0	757.7	0.0
45.01 to 50.00	11	7,506,994.88	6.17	699,983	7,699,811	7,506,995	6.056	5.806	180.0	177.8	2.2	48.53	77.7	745.7	0.0
50.01 to 55.00	6	4,983,446.78	4.10	836,215	5,017,291	4,983,447	5.859	5.609	180.0	177.0	3.0	51.92	100.0	758.3	0.0
55.01 to 60.00	19	16,016,566.88	13.17	867,923	16,490,544	16,016,567	6.168	5.918	180.0	177.5	2.5	57.36	90.4	745.4	0.0
60.01 to 65.00	18	13,581,744.38	11.17	776,053	13,968,947	13,581,744	6.109	5.859	180.0	178.1	1.9	63.30	73.7	758.7	0.0
65.01 to 70.00	16	10,714,990.50	8.81	691,298	11,060,760	10,714,990	6.195	5.945	180.0	178.1	1.9	67.82	80.7	751.8	0.0
70.01 to 75.00	33	23,690,470.82	19.48	723,158	23,864,206	23,690,471	6.103	5.853	180.0	177.2	2.8	73.81	85.4	740.9	0.0
75.01 to 80.00	57	31,301,155.39	25.73	560,089	31,925,047	31,301,155	6.065	5.815	180.0	177.8	2.2	79.38	83.4	746.3	0.0
Total:	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
Minimum:10.26 Maximum: 80.00

Weighted Average by Original Balance: 63.79

Weighted Average by Current Balance: 63.76

PMI Company (LTV > 80)

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
FICO Score	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
<= 620	3	1,489,171.85	1.22	519,750	1,559,250	1,489,172	6.375	6.125	180.0	178.6	1.4	76.29	69.9	604.4	0.0
621 to 645	3	2,044,490.72	1.68	686,467	2,059,400	2,044,491	6.152	5.902	180.0	177.1	2.9	73.23	100.0	635.6	0.0
646 to 670	4	2,103,284.31	1.73	529,250	2,117,000	2,103,284	6.131	5.881	180.0	177.5	2.5	68.71	100.0	655.4	0.0
671 to 695	9	6,110,160.16	5.02	705,178	6,346,600	6,110,160	6.229	5.979	180.0	178.3	1.7	67.97	93.6	679.3	0.0
696 to 720	20	14,418,268.20	11.85	730,938	14,618,750	14,418,268	6.134	5.884	180.0	177.5	2.5	61.44	87.6	709.5	0.0
721 to 745	40	28,580,170.39	23.50	726,693	29,067,711	28,580,170	6.065	5.815	180.0	177.5	2.5	60.49	75.7	733.6	0.0
746 to 770	36	24,841,615.93	20.42	698,771	25,155,770	24,841,616	6.035	5.785	180.0	177.4	2.6	64.66	97.3	757.0	0.0
771 to 795	46	29,575,347.29	24.32	659,604	30,341,804	29,575,347	6.076	5.826	180.0	177.7	2.3	63.74	84.9	785.0	0.0
796 to 820	18	12,469,795.31	10.25	703,386	12,660,952	12,469,795	6.122	5.872	180.0	177.9	2.1	66.28	69.4	804.8	0.0
Total:	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
Minimum: 600 Maximum: 819 Weighted Average: 748.0								;
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Documentation Level	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Simply Signature	104	66,125,699.27	54.37	639,775	66,536,554	66,125,699	6.020	5.770	180.0	177.3	2.7	64.13	89.3	756.4	0.0
Full Documentation	55	39,858,170.18	32.77	753,169	41,424,315	39,858,170	6.174	5.924	180.0	178.1	1.9	66.53	77.0	731.4	0.0
No Income Verification	14	11,440,521.77	9.41	834,271	11,679,789	11,440,522	6.183	5.933	180.0	178.2	1.8	53.46	85.4	747.8	0.0
Stated	4	3,157,852.02	2.60	793,698	3,174,791	3,157,852	6.147	5.897	180.0	177.5	2.5	59.67	100.0	766.8	0.0
Alternative	1	609,751.01	0.50	611,788	611,788	609,751	6.375	6.125	180.0	178.0	2.0	67.98	0.0	819.0	0.0
Reduced	1	440,309.90	0.36	500,000	500,000	440,310	5.875	5.625	180.0	180.0	0.0	48.69	100.0	767.0	0.0
Total:	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Occupancy	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Primary Residence	155	103,123,142.61	84.78	678,231	105,125,879	103,123,143	6.078	5.828	180.0	177.6	2.4	63.38	100.0	746.7	0.0
Second Home	24	18,509,161.55	15.22	783,390	18,801,357	18,509,162	6.162	5.912	180.0	177.8	2.2	65.90	0.0	755.4	0.0
Total:	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Purpose	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Purchase	67	48,471,728.91	39.85	742,219	49,728,697	48,471,729	6.100	5.850	180.0	178.0	2.0	67.56	72.3	752.4	0.0
Cash-out Refinance	74	47,036,905.40	38.67	645,432	47,761,939	47,036,905	6.068	5.818	180.0	177.3	2.7	64.14	94.5	744.5	0.0
Rate/Term Refinance	38	26,123,669.85	21.48	695,700	26,436,601	26,123,670	6.114	5.864	180.0	177.7	2.3	56.04	90.6	746.2	0.0
Total:	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
							&nb sp;
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Property Type	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Single Family Residence	122	84,660,926.30	69.60	706,883	86,239,685	84,660,926	6.089	5.839	180.0	177.6	2.4	63.21	88.3	747.1	0.0
Planned unit developments	35	21,247,987.67	17.47	621,820	21,763,707	21,247,988	6.102	5.852	180.0	177.8	2.2	63.90	82.6	755.0	0.0
Condo	16	10,963,962.17	9.01	696,022	11,136,345	10,963,962	6.140	5.890	180.0	177.8	2.2	67.12	55.4	751.1	0.0
Single-family detached	2	2,080,040.28	1.71	1,050,250	2,100,500	2,080,040	5.937	5.687	180.0	177.0	3.0	69.43	100.0	714.4	0.0
Two- to four-family	3	2,049,679.05	1.69	685,000	2,055,000	2,049,679	6.146	5.896	180.0	177.9	2.1	75.00	100.0	735.9	0.0
Cooperative Units	1	629,708.69	0.52	632,000	632,000	629,709	5.375	5.125	180.0	177.0	3.0	20.06	100.0	735.0	0.0
Total:	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0

Geographic Distribution by Balance

Principal Balance

% of Aggregate Principal Balance

Average Original Balance

Aggregate Original Balance

Aggregate Scheduled Balance

Weighted Average Gross Coupon

Weighted Average Net Coupon

Weighted Average Stated Original Term

Weighted Average Stated Remaining Term

Weighted Average Seasoning

Weighted Average Original LTV

Percent Owner Occupied

FICO Score

% IO

Number of Receivables

California		33	21,295,652.26	17.51	651,120	21,486,950	21,295,652	6.136	5.886	180.0	177.7	2.3	62.05	93.0	740.7	0.0
New York		23	18,142,481.41	14.92	796,959	18,330,057	18,142,481	5.951	5.701	180.0	177.0	3.0	59.35	90.3	736.5	0.0
Florida		24	16,352,841.41	13.44	692,958	16,630,987	16,352,841	6.161	5.911	180.0	177.7	2.3	64.86	51.1	743.9	0.0
Texas		12	8,459,024.70	6.95	756,229	9,074,742	8,459,025	6.146	5.896	180.0	177.8	2.2	66.47	94.4	767.9	0.0
New Jersey		11	8,335,631.85	6.85	761,064	8,371,706	8,335,632	6.145	5.895	180.0	177.6	2.4	62.75	67.7	742.5	0.0
Colorado		8	5,066,353.60	4.17	643,813	5,150,500	5,066,354	6.011	5.761	180.0	177.6	2.4	53.81	80.4	737.3	0.0
Arizona		6	3,712,434.39	3.05	622,270	3,733,620	3,712,434	6.194	5.944	180.0	178.1	1.9	64.35	72.7	780.5	0.0
Illinois		4	3,657,199.95	3.01	939,025	3,756,100	3,657,200	6.168	5.918	180.0	178.1	1.9	59.18	100.0	751.2	0.0
Connecticut		5	3,625,898.84	2.98	727,800	3,639,000	3,625,899	6.249	5.999	180.0	177.9	2.1	50.93	100.0	748.7	0.0
Ohio		4	3,052,022.96	2.51	767,875	3,071,500	3,052,023	5.900	5.650	180.0	177.2	2.8	73.11	100.0	747.3	0.0
Maryland		5	3,048,989.15	2.51	612,869	3,064,344	3,048,989	6.007	5.757	180.0	177.2	2.8	60.30	100.0	767.0	0.0
Michigan		4	2,683,323.26	2.21	674,250	2,697,000	2,683,323	6.044	5.794	180.0	177.2	2.8	78.24	83.5	766.7	0.0
Pennsylvania		5	2,507,830.22	2.06	514,987	2,574,933	2,507,830	6.117	5.867	180.0	178.2	1.8	69.20	100.0	726.5	0.0
Minnesota		2	2,406,419.14	1.98	1,236,399	2,472,798	2,406,419	6.112	5.862	180.0	178.4	1.6	59.28	100.0	784.2	0.0
Indiana		4	2,143,815.81	1.76	538,750	2,155,000	2,143,816	6.095	5.845	180.0	178.3	1.7	75.81	100.0	688.5	0.0
Washington		3	1,700,503.43	1.40	594,667	1,784,000	1,700,503	6.435	6.185	180.0	178.3	1.7	78.05	100.0	667.3	0.0
North Carolina		3	1,596,998.18	1.31	583,500	1,750,500	1,596,998	6.008	5.758	180.0	178.7	1.3	71.83	100.0	768.7	0.0
Rhode Island		2	1,429,966.48	1.18	720,000	1,440,000	1,429,966	5.875	5.625	180.0	177.0	3.0	56.35	58.3	799.1	0.0
Nevada		2	1,266,657.23	1.04	635,500	1,271,000	1,266,657	6.074	5.824	180.0	177.6	2.4	73.12	100.0	725.7	0.0
Wisconsin		2	1,259,974.03	1.04	632,500	1,265,000	1,259,974	5.947	5.697	180.0	177.3	2.7	77.13	100.0	778.6	0.0
Louisiana		2	1,240,237.10	1.02	621,500	1,243,000	1,240,237	6.019	5.769	180.0	177.7	2.3	76.81	100.0	768.4	0.0
Oklahoma		2	1,192,990.73	0.98	648,750	1,297,500	1,192,991	5.875	5.625	180.0	178.0	2.0	76.59	100.0	781.9	0.0
Oregon		2	1,116,581.48	0.92	561,550	1,123,100	1,116,581	5.979	5.729	180.0	177.4	2.6	49.08	100.0	788.1	0.0
Alabama		2	1,107,026.25	0.91	555,600	1,111,200	1,107,026	6.155	5.905	180.0	177.9	2.1	52.06	64.8	766.6	0.0
South Carolina		1	1,083,800.23	0.89	1,087,500	1,087,500	1,083,800	6.125	5.875	180.0	178.0	2.0	75.00	100.0	757.0	0.0
Georgia		2	904,264.32	0.74	482,100	964,200	904,264	6.013	5.763	180.0	179.0	1.0	80.00	100.0	766.3	0.0
Virginia		2	872,598.41	0.72	462,500	925,000	872,598	6.429	6.179	180.0	178.9	1.1	66.24	100.0	758.6	0.0
Massachusetts		1	637,775.77	0.52	640,000	640,000	637,776	5.875	5.625	180.0	178.0	2.0	80.00	0.0	789.0	0.0
Kentucky		1	633,197.31	0.52	637,500	637,500	633,197	6.250	6.000	180.0	176.0	4.0	74.13	100.0	754.0	0.0
West Virginia		1	582,493.01	0.48	589,000	589,000	582,493	5.750	5.500	180.0	176.0	4.0	78.53	100.0	774.0	0.0
District of Columbia		1	517,321.22	0.43	589,500	589,500	517,321	5.875	5.625	180.0	179.0	1.0	60.09	100.0	796.0	0.0
Total:		179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
Number of States Represented:	31

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Top 10	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Zip Code Concentrations	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
60093	2	2,574,418.01	2.12	1,291,600	2,583,200	2,574,418	6.134	5.884	180.0	178.0	2.0	53.65	100.0	739.2	0.0
10583	2	2,439,004.60	2.01	1,228,895	2,457,791	2,439,005	5.824	5.574	180.0	176.4	3.6	57.87	100.0	730.7	0.0
77005	3	2,092,263.40	1.72	721,733	2,165,200	2,092,263	6.235	5.985	180.0	178.1	1.9	77.53	100.0	795.3	0.0
08540	2	1,989,522.83	1.64	1,000,000	2,000,000	1,989,523	5.875	5.625	180.0	177.5	2.5	57.18	100.0	782.4	0.0
55356	1	1,966,109.24	1.62	1,972,798	1,972,798	1,966,109	6.165	5.915	180.0	178.0	2.0	61.65	100.0	788.0	0.0
44286	1	1,593,324.07	1.31	1,604,500	1,604,500	1,593,324	5.879	5.629	180.0	177.0	3.0	66.85	100.0	749.0	0.0
93109	1	1,499,000.00	1.23	1,499,000	1,499,000	1,499,000	6.750	6.500	180.0	179.0	1.0	70.54	0.0	741.0	0.0
77024	1	1,484,448.94	1.22	1,500,000	1,500,000	1,484,449	6.000	5.750	180.0	176.0	4.0	57.69	100.0	765.0	0.0
06880	2	1,453,418.71	1.19	727,500	1,455,000	1,453,419	6.305	6.055	180.0	178.7	1.3	29.01	100.0	781.3	0.0
08402	1	1,339,524.48	1.10	1,344,000	1,344,000	1,339,524	6.375	6.125	180.0	178.0	2.0	80.00	0.0	703.0	0.0
Other	163	103,201,269.88	84.85	646,293	105,345,748	103,201,270	6.084	5.834	180.0	177.7	2.3	64.26	84.8	746.2	0.0
Total:	179	121,632,304.15	100.00	692,331	123,927,237	121,632,304	6.090	5.840	180.0	177.6	2.4	63.76	84.8	748.0	0.0
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Combined	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Loan-to-Value Ratio (%) (w Seconds)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
40.01 to 50.00	2	1,343,739.98	6.22	675,538	1,351,076	1,343,740	6.186	5.936	180.0	177.4	2.6	40.97	100.0	750.3	0.0
50.01 to 60.00	1	610,714.85	2.83	615,000	615,000	610,715	5.875	5.625	180.0	176.0	4.0	48.43	0.0	793.0	0.0
60.01 to 70.00	4	3,705,263.71	17.16	966,900	3,867,600	3,705,264	5.955	5.705	180.0	177.6	2.4	56.21	42.0	749.2	0.0
70.01 to 80.00	6	4,523,876.42	20.96	756,667	4,539,999	4,523,876	6.025	5.775	180.0	177.5	2.5	62.86	77.9	769.1	0.0
80.01 to 90.00	11	6,665,703.20	30.88	621,978	6,841,757	6,665,703	6.002	5.752	180.0	176.9	3.1	73.36	100.0	745.2	0.0
90.01 to 100.00	8	4,738,447.62	21.95	604,144	4,833,150	4,738,448	6.029	5.779	180.0	177.4	2.6	75.10	100.0	738.6	0.0
Total:	32	21,587,745.78	100.00	689,018	22,048,582	21,587,746	6.013	5.763	180.0	177.2	2.8	65.88	82.6	751.1	0.0
Minimum: 41.72 Maximum:100.00

Weighted Average by Original Balance: 79.56  < /TD>

EX-99.1

JPMMT 2006-S3 Collateral Strats

Pool 2

J.P. Morgan Securities Inc.

516 records

Summary Statistics

Number of Receivables: 516

Aggregate Principal Balance:$202,721,686.65

Range of Principal Balance:$9,854.48 to $1,384,304.69

Aggregate Original Balance:$228,236,858

Range of Original Balances:$17,300.00 to $1,960,000.00

Average Original Balance: $442,319

Weighted Average Original Coupon: 5.475%

Range of Coupons: 4.50% to 8.00%

Weighted Average Current Coupon: 5.457%

Range of Coupons: 4.50% to 8.00%

Weighted Average Servicing Fee: 0.2500%

Range of Servicing Fees: 0.2500% to 0.2500%

Weighted Average Current Net Coupon: 5.207%

Range of Current Net Coupons: 4.25% to 7.75%

Weighted Average LPMI: 0.000%

Range of LPMI: 0.00% to 0.00%

Weighted Average Stated Original Term: 179.80 months

Range of Stated Original Term: 156 months to 180 months

Weighted Average Stated Remaining Term: 157.76 months

Range of Stated Remaining Term: 89 months to 180 months

Weighted Average Stated Original IO Term: 0.00 months

Range of Stated Original IO Term: 0 months to 0 months

Weighted Average Seasoning: 22.04 months

Range of Seasoning: 0 months to 91 months

Weighted Average Subject Original LTV: 59.57%

Weighted Average Effective Original LTV: 66.23%

Percent Purchase: 40.2%

Percent Cash-Out Refinance: 22.7%

Percent Owner Occupied: 91.2%

Percent Single Family: 88.2%

Percent Conforming Balance: 21.3%

Percent Interest Only:0.0%

Percent with Securities Pledge:1.4%

Weighted Average FICO Score: 749.8

Top 5 States: CA(34%),NY(11%),FL(8%),TX(5%),MD(4%)

THIS INFORMATION IS FURNISHED TO YOU SOLELY BY JP MORGAN SECURITIES INC.. ("JPMSI") AND NOT BY THE ISSUER OF THE SECURITIES OR ANY OF ITS AFFILIATES. JPMSI IS NOT ACTING AS AGENT FOR THE ISSUER OR ITS AFFILIATES. THE INFORMATION CONTAINED HEREIN WILL BE SUPERSEDED IN ITS ENTIRETY BY THE INFORMATION CONTAINED IN THE FINAL PROSPECTUS AND PROSPECTUS SUPPLEMENT. THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER, PLEASE CONTACT YOUR JP MORGAN SECURITIES INC.. SALES REPRESENTATIVE. The attached information contains certain tables and other statistical analyses (the "Computational Materials") which have been prepared by JPMSI in reliance upon information furnished by the issuer. They may not be provided to any third party other than the addressee's legal tax financial and/or accounting advisors for purposes of evaluating said material. Numerous assumptions were used in preparing the Computational Materials which may or may not be reflected therein. As such no assurance can be given as to the Computational Materials accuracy, appropriateness or completeness in any particular context; nor as to whether the Computational Materials and/or the assumptions upon which they are based reflec present market conditions or future market performance. These Computational Materials should not be construed as either projections or predictions, or as legal, tax financial, or accounting advice. Any weighted average lives, yields, and principal payment periods shown in the Computational Materials are based on prepayment assumptions and change in such prepayment assumptions may dramatically afect such weighted average lives, yields and principal payment periods. In addition it is possible that prepayments on the underlying assets will occur at rates slower or faster than the rates shown in the Computational Materials. Furthermore, unless otherwise provided, the Computational Materials assume no losses on the underlying assets and no i nterest shortfalls. The specific characteristics of the securities issued may difer from those shown in the Computational Materials due to diferences between the actual underlying assets and the hypothetical underlying assets used in preparing the Computational Materials. The principal amount and designation of any security described in the Computational Materials are subject to change prior to issuance. Neither JPMSI nor any of its afiliates makes any representation or warranty as to the actual rate or timing of payments on any of the underlying assets or the payments or yields on the securities.

Servicer	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
Cendant Mortgage Chase Mortgage Citizens Bank Wells Fargo Home Mortgage	23 73 418 2	12,980,249.18 11,617,470.20 176,647,079.76 1,476,887.51	6.40 5.73 87.14 0.73	617,200 223,822 469,264 775,000	14,195,607 16,339,037 196,152,214 1,550,000	12,980,249 11,617,470 176,647,080 1,476,888	6.053 6.668 5.333 5.532	5.803 6.418 5.083 5.282	180.0 180.0 179.8 180.0	173.3 119.4 159.1 167.2	6.7 60.6 20.7 12.8	59.45 60.24 59.43 71.27	73.7 79.7 94.0 0.0	747.7 729.8 750.8 805.5	0.0 0.0 0.0 0.0
Total:	516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0
Originator	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
Cendant Mortgage Chase Mortgage Citizens Bank Wells Fargo Home Mortgage	23 73 418 2	12,980,249.18 11,617,470.20 176,647,079.76 1,476,887.51	6.40 5.73 87.14 0.73	617,200 223,822 469,264 775,000	14,195,607 16,339,037 196,152,214 1,550,000	12,980,249 11,617,470 176,647,080 1,476,888	6.053 6.668 5.333 5.532	5.803 6.418 5.083 5.282	180.0 180.0 179.8 180.0	173.3 119.4 159.1 167.2	6.7 60.6 20.7 12.8	59.45 60.24 59.43 71.27	73.7 79.7 94.0 0.0	747.7 729.8 750.8 805.5	0.0 0.0 0.0 0.0
Total:	516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0
Product	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
Fixed - 15 Year	516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0
Total:	516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0

	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
Servicing Fee (%)
0.250	516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0
Total:	516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0
Minimum: 0.2500 Maximum: 0.2500 Weighted Average: 0.2500								;
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Stated Original Term	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
145 to 156	3	1,681,848.85	0.83	629,943	1,889,830	1,681,849	5.210	4.960	156.0	134.5	21.5	45.67	100.0	773.5	0.0
169 to 180	513	201,039,837.80	99.17	441,222	226,347,028	201,039,838	5.459	5.209	180.0	158.0	22.0	59.68	91.1	749.6	0.0
Total:	516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0
Minimum: 156 Maximum: 180 Weighted Average:179.8

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Seasoning	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
<= 0	6	2,816,500.00	1.39	469,417	2,816,500	2,816,500	6.478	6.228	180.0	180.0	0.0	61.19	37.7	767.6	0.0
1 to 3	11	6,187,139.25	3.05	566,101	6,227,107	6,187,139	6.132	5.882	180.0	178.1	1.9	59.19	94.7	744.6	0.0
4 to 6	2	236,953.83	0.12	121,000	242,000	236,954	6.025	5.775	180.0	174.0	6.0	49.90	0.0	760.7	0.0
10 to 12	2	1,938,486.24	0.96	1,430,000	2,860,000	1,938,486	5.305	5.055	180.0	168.6	11.4	67.78	55.6	795.2	0.0
13 to 15	2	1,537,303.97	0.76	812,500	1,625,000	1,537,304	5.526	5.276	180.0	165.4	14.6	71.02	59.9	741.7	0.0
19 to 21	366	154,276,053.05	76.10	466,008	170,558,773	154,276,053	5.317	5.067	179.8	159.5	20.3	59.84	94.4	751.7	0.0
22 to 24	44	19,422,242.49	9.58	503,626	22,159,564	19,422,242	5.548	5.298	179.4	156.6	22.8	56.42	84.3	740.0	0.0
25 to 27	8	3,792,890.48	1.87	540,985	4,327,877	3,792,890	5.099	4.849	180.0	154.2	25.8	56.54	100.0	751.3	0.0
37 to 39	1	640,116.12	0.32	775,000	775,000	640,116	5.625	5.375	180.0	143.0	37.0	45.59	100.0	768.0	0.0
40 to 42	1	256,531.02	0.13	306,000	306,000	256,531	5.875	5.625	180.0	138.0	42.0	50.16	100.0	782.0	0.0
52 to 54	25	8,731,665.72	4.31	470,197	11,754,937	8,731,666	6.496	6.246	180.0	126.1	53.9	58.87	83.0	731.9	0.0
55 to 57	2	574,044.54	0.28	372,500	745,000	574,045	6.750	6.500	180.0	125.0	55.0	58.78	100.0	702.9	0.0
85 to 87	22	1,236,602.33	0.61	91,568	2,014,500	1,236,602	7.198	6.948	180.0	93.9	86.1	63.17	61.5	740.3	0.0
88 to 90	23	1,059,354.77	0.52	77,657	1,786,100	1,059,355	7.410	7.160	180.0	91.1	88.9	68.77	63.6	714.6	0.0
91 to 93	1	15,802.84	0.01	38,500	38,500	15,803	7.375	7.125	180.0	89.0	91.0	70.00	0.0	698.0	0.0
Total:	516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0
Minimum: 0 Maximum: 91 Weighted Average: 22.0
							;
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
First	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Payment Date	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
1999	46	2,311,759.94	1.14	83,459	3,839,100	2,311,760	7.297	7.047	180.0	92.6	87.4	65.78	62.0	728.4	0.0
2002	27	9,305,710.26	4.59	462,961	12,499,937	9,305,710	6.512	6.262	180.0	126.1	53.9	58.86	84.0	730.1	0.0
2003	2	896,647.14	0.44	540,500	1,081,000	896,647	5.697	5.447	180.0	141.6	38.4	46.90	100.0	772.0	0.0
2004	394	165,967,622.16	81.87	468,417	184,556,223	165,967,622	5.349	5.099	179.8	159.0	20.8	59.33	93.5	750.3	0.0
2005	28	14,999,354.07	7.40	606,250	16,974,991	14,999,354	5.226	4.976	180.0	162.4	17.6	62.41	84.1	756.8	0.0
2006	19	9,240,593.08	4.56	488,716	9,285,607	9,240,593	6.235	5.985	180.0	178.6	1.4	59.56	74.9	752.0	0.0

Total:516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0
Minimum:1999-01-01
Maximum: 2006-08-01
Weighted Average: 2004-09-30

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Maturity Date	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
2013	1	15,802.84	0.01	38,500	38,500	15,803	7.375	7.125	180.0	89.0	91.0	70.00	0.0	698.0	0.0
2014	45	2,295,957.10	1.13	84,458	3,800,600	2,295,957	7.296	7.046	180.0	92.6	87.4	65.75	62.4	728.6	0.0
2016	2	574,044.54	0.28	372,500	745,000	574,045	6.750	6.500	180.0	125.0	55.0	58.78	100.0	702.9	0.0
2017	28	10,413,514.57	5.14	487,313	13,644,767	10,413,515	6.288	6.038	176.1	127.5	48.6	56.74	85.7	738.6	0.0
2018	2	896,647.14	0.44	540,500	1,081,000	896,647	5.697	5.447	180.0	141.6	38.4	46.90	100.0	772.0	0.0
2019	415	175,809,337.17	86.72	470,256	195,156,384	175,809,337	5.339	5.089	180.0	159.3	20.7	59.53	93.4	750.2	0.0
2020	4	3,475,790.21	1.71	1,121,250	4,485,000	3,475,790	5.403	5.153	180.0	167.2	12.8	69.21	57.5	771.5	0.0
2021	19	9,240,593.08	4.56	488,716	9,285,607	9,240,593	6.235	5.985	180.0	178.6	1.4	59.56	74.9	752.0	0.0
Total:	516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0
Minimum: 2013-12-01
Maximum: 2021-07-01
Weighted Average: 2019-08-25

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Current Rates (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
4.376 to 4.500	3	708,596.89	0.35	255,917	767,750	708,597	4.500	4.250	180.0	160.9	19.1	77.80	100.0	805.9	0.0
4.626 to 4.750	9	3,152,471.37	1.56	394,583	3,551,250	3,152,471	4.750	4.500	180.0	160.1	19.9	62.66	72.1	760.5	0.0
4.751 to 4.875	21	6,392,297.83	3.15	333,737	7,008,470	6,392,298	4.875	4.625	180.0	159.4	20.6	64.40	100.0	750.5	0.0
4.876 to 5.000	28	11,883,965.38	5.86	471,898	13,213,150	11,883,965	5.000	4.750	180.0	158.5	21.5	55.85	95.7	764.1	0.0
5.001 to 5.125	49	19,951,433.05	9.84	449,412	22,021,198	19,951,433	5.125	4.875	178.7	158.1	20.6	62.85	97.7	758.3	0.0
5.126 to 5.250	73	35,270,932.10	17.40	541,586	39,535,774	35,270,932	5.250	5.000	180.0	160.1	19.9	57.38	95.0	753.4	0.0
5.251 to 5.375	106	50,613,926.58	24.97	526,958	55,857,595	50,613,927	5.375	5.125	179.7	159.4	20.3	59.57	89.4	755.5	0.0
5.376 to 5.500	72	27,124,749.04	13.38	418,999	30,167,929	27,124,749	5.500	5.250	180.0	159.3	20.7	55.91	96.7	750.9	0.0
5.501 to 5.625	29	14,115,604.92	6.96	552,141	16,012,100	14,115,605	5.625	5.375	180.0	158.3	21.7	63.47	100.0	730.9	0.0
5.626 to 5.750	15	6,682,368.65	3.30	483,181	7,247,720	6,682,369	5.750	5.500	180.0	162.2	17.8	69.13	70.7	714.0	0.0
5.751 to 5.875	15	5,122,650.76	2.53	404,555	6,068,320	5,122,651	5.861	5.611	180.0	160.2	19.8	59.45	93.5	731.1	0.0
6.001 to 6.125	9	3,909,421.30	1.93	478,578	4,307,200	3,909,421	6.123	5.873	180.0	163.8	16.2	53.91	68.7	735.0	0.0
6.126 to 6.250	5	2,861,785.08	1.41	636,365	3,181,826	2,861,785	6.237	5.987	180.0	157.2	22.8	56.41	73.0	765.3	0.0
6.251 to 6.375	10	3,929,374.21	1.94	457,700	4,577,000	3,929,374	6.373	6.123	180.0	145.9	34.1	58.15	87.1	745.7	0.0
6.376 to 6.500	13	4,514,531.51	2.23	432,891	5,627,587	4,514,532	6.490	6.240	180.0	149.7	30.3	54.14	86.7	733.8	0.0
6.501 to 6.625	7	2,227,374.00	1.10	409,386	2,865,700	2,227,374	6.610	6.360	180.0	143.7	36.3	73.97	38.1	732.1	0.0
6.626 to 6.750	5	1,203,778.96	0.59	327,558	1,637,789	1,203,779	6.750	6.500	180.0	117.6	62.4	60.56	100.0	721.6	0.0
6.751 to 6.875	6	796,303.40	0.39	169,967	1,019,800	796,303	6.844	6.594	180.0	140.7	39.3	54.99	57.3	715.9	0.0
6.876 to 7.000	8	394,259.00	0.19	77,006	616,050	394,259	7.000	6.750	180.0	93.0	87.0	71.75	61.6	732.9	0.0
7.001 to 7.125	3	517,789.01	0.26	229,100	687,300	517,789	7.125	6.875	180.0	118.1	61.9	63.88	97.9	693.3	0.0
7.126 to 7.250	3	138,604.41	0.07	72,017	216,050	138,604	7.250	7.000	180.0	91.9	88.1	78.97	79.5	714.7	0.0
7.251 to 7.375	4	169,104.55	0.08	104,550	418,200	169,105	7.375	7.125	180.0	91.3	88.7	71.31	57.3	726.8	0.0
7.376 to 7.500	5	262,680.45	0.13	82,300	411,500	262,680	7.500	7.250	180.0	93.3	86.7	60.76	11.5	754.4	0.0
7.501 to 7.625	11	558,722.72	0.28	78,955	868,500	558,723	7.625	7.375	180.0	91.8	88.2	62.41	56.0	719.6	0.0
7.626 to 7.750	3	100,659.80	0.05	57,150	171,450	100,660	7.750	7.500	180.0	92.0	88.0	78.52	46.2	720.5	0.0
7.751 to 7.875	1	44,436.97	0.02	68,000	68,000	44,437	7.875	7.625	180.0	92.0	88.0	25.66	100.0	722.0	0.0
7.876 to 8.000	3	73,864.71	0.04	37,217	111,650	73,865	8.000	7.750	180.0	93.3	86.7	68.16	49.2	727.4	0.0
Total:	516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0
Minimum: 4.5000 Maximum: 8.0000 Weighted Average: 5.4574

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Net Rates (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
4.126 to 4.250	3	708,596.89	0.35	255,917	767,750	708,597	4.500	4.250	180.0	160.9	19.1	77.80	100.0	805.9	0.0
4.376 to 4.500	9	3,152,471.37	1.56	394,583	3,551,250	3,152,471	4.750	4.500	180.0	160.1	19.9	62.66	72.1	760.5	0.0
4.501 to 4.625	21	6,392,297.83	3.15	333,737	7,008,470	6,392,298	4.875	4.625	180.0	159.4	20.6	64.40	100.0	750.5	0.0
4.626 to 4.750	28	11,883,965.38	5.86	471,898	13,213,150	11,883,965	5.000	4.750	180.0	158.5	21.5	55.85	95.7	764.1	0.0
4.751 to 4.875	49	19,951,433.05	9.84	449,412	22,021,198	19,951,433	5.125	4.875	178.7	158.1	20.6	62.85	97.7	758.3	0.0
4.876 to 5.000	73	35,270,932.10	17.40	541,586	39,535,774	35,270,932	5.250	5.000	180.0	160.1	19.9	57.38	95.0	753.4	0.0
5.001 to 5.125	106	50,613,926.58	24.97	526,958	55,857,595	50,613,927	5.375	5.125	179.7	159.4	20.3	59.57	89.4	755.5	0.0
5.126 to 5.250	72	27,124,749.04	13.38	418,999	30,167,929	27,124,749	5.500	5.250	180.0	159.3	20.7	55.91	96.7	750.9	0.0
5.251 to 5.375	29	14,115,604.92	6.96	552,141	16,012,100	14,115,605	5.625	5.375	180.0	158.3	21.7	63.47	100.0	730.9	0.0
5.376 to 5.500	15	6,682,368.65	3.30	483,181	7,247,720	6,682,369	5.750	5.500	180.0	162.2	17.8	69.13	70.7	714.0	0.0
5.501 to 5.625	15	5,122,650.76	2.53	404,555	6,068,320	5,122,651	5.861	5.611	180.0	160.2	19.8	59.45	93.5	731.1	0.0
5.751 to 5.875	9	3,909,421.30	1.93	478,578	4,307,200	3,909,421	6.123	5.873	180.0	163.8	16.2	53.91	68.7	735.0	0.0
5.876 to 6.000	5	2,861,785.08	1.41	636,365	3,181,826	2,861,785	6.237	5.987	180.0	157.2	22.8	56.41	73.0	765.3	0.0
6.001 to 6.125	10	3,929,374.21	1.94	457,700	4,577,000	3,929,374	6.373	6.123	180.0	145.9	34.1	58.15	87.1	745.7	0.0
6.126 to 6.250	13	4,514,531.51	2.23	432,891	5,627,587	4,514,532	6.490	6.240	180.0	149.7	30.3	54.14	86.7	733.8	0.0
6.251 to 6.375	7	2,227,374.00	1.10	409,386	2,865,700	2,227,374	6.610	6.360	180.0	143.7	36.3	73.97	38.1	732.1	0.0
6.376 to 6.500	5	1,203,778.96	0.59	327,558	1,637,789	1,203,779	6.750	6.500	180.0	117.6	62.4	60.56	100.0	721.6	0.0
6.501 to 6.625	6	796,303.40	0.39	169,967	1,019,800	796,303	6.844	6.594	180.0	140.7	39.3	54.99	57.3	715.9	0.0
6.626 to 6.750	8	394,259.00	0.19	77,006	616,050	394,259	7.000	6.750	180.0	93.0	87.0	71.75	61.6	732.9	0.0
6.751 to 6.875	3	517,789.01	0.26	229,100	687,300	517,789	7.125	6.875	180.0	118.1	61.9	63.88	97.9	693.3	0.0
6.876 to 7.000	3	138,604.41	0.07	72,017	216,050	138,604	7.250	7.000	180.0	91.9	88.1	78.97	79.5	714.7	0.0
7.001 to 7.125	4	169,104.55	0.08	104,550	418,200	169,105	7.375	7.125	180.0	91.3	88.7	71.31	57.3	726.8	0.0
7.126 to 7.250	5	262,680.45	0.13	82,300	411,500	262,680	7.500	7.250	180.0	93.3	86.7	60.76	11.5	754.4	0.0
7.251 to 7.375	11	558,722.72	0.28	78,955	868,500	558,723	7.625	7.375	180.0	91.8	88.2	62.41	56.0	719.6	0.0
7.376 to 7.500	3	100,659.80	0.05	57,150	171,450	100,660	7.750	7.500	180.0	92.0	88.0	78.52	46.2	720.5	0.0
7.501 to 7.625	1	44,436.97	0.02	68,000	68,000	44,437	7.875	7.625	180.0	92.0	88.0	25.66	100.0	722.0	0.0
7.626 to 7.750	3	73,864.71	0.04	37,217	111,650	73,865	8.000	7.750	180.0	93.3	86.7	68.16	49.2	727.4	0.0
Total:	516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0
Minimum: 4.2500 Maximum: 7.7500 Weighted Average: 5.2074								;

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Conforming Balance	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Jumbo	285	159,628,843.28	78.74	625,644	178,308,454	159,628,843	5.419	5.169	179.7	159.0	20.7	59.30	90.6	750.2	0.0
Conforming	231	43,092,843.37	21.26	216,140	49,928,404	43,092,843	5.600	5.350	180.0	153.2	26.8	60.55	93.6	748.2	0.0
Total:	516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Original Principal Balance ($)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
10,001 to 20,000	2	20,915.88	0.01	17,575	35,150	20,916	7.419	7.169	180.0	92.0	88.0	67.55	0.0	709.8	0.0
20,001 to 30,000	5	90,138.59	0.04	27,710	138,550	90,139	7.557	7.307	180.0	92.6	87.4	65.13	18.3	724.4	0.0
30,001 to 40,000	4	73,571.80	0.04	37,263	149,050	73,572	7.333	7.083	180.0	92.4	87.6	65.25	32.0	745.1	0.0
40,001 to 50,000	6	188,823.81	0.09	46,375	278,250	188,824	6.805	6.555	180.0	108.8	71.2	68.93	54.0	740.3	0.0
50,001 to 60,000	7	245,966.66	0.12	53,929	377,500	245,967	6.981	6.731	180.0	106.2	73.8	54.69	36.5	697.4	0.0
60,001 to 70,000	9	527,829.20	0.26	65,678	591,100	527,829	5.578	5.328	180.0	156.4	23.6	54.87	87.7	754.7	0.0
70,001 to 80,000	8	490,664.58	0.24	75,202	601,614	490,665	5.798	5.548	180.0	139.8	40.2	50.60	90.3	760.2	0.0
80,001 to 90,000	8	506,273.10	0.25	85,263	682,100	506,273	6.167	5.917	180.0	134.3	45.7	55.53	57.9	754.9	0.0
90,001 to 100,000	10	747,821.85	0.37	98,140	981,400	747,822	6.290	6.040	180.0	132.3	47.7	49.74	84.3	750.7	0.0
100,001 to 110,000	11	1,003,144.73	0.49	106,569	1,172,261	1,003,145	5.344	5.094	180.0	150.8	29.2	68.53	93.2	769.9	0.0
110,001 to 120,000	7	643,771.99	0.32	116,057	812,400	643,772	6.171	5.921	180.0	138.7	41.3	57.84	83.0	770.7	0.0
120,001 to 130,000	5	589,440.57	0.29	126,960	634,800	589,441	5.489	5.239	180.0	166.4	13.6	55.75	57.5	702.9	0.0
130,001 to 140,000	6	706,998.52	0.35	137,188	823,126	706,999	5.650	5.400	180.0	156.7	23.3	68.31	80.5	722.8	0.0
140,001 to 150,000	12	1,587,985.61	0.78	148,343	1,780,120	1,587,986	5.372	5.122	180.0	155.4	24.6	58.83	100.0	760.8	0.0
150,001 to 200,000	30	4,811,398.45	2.37	179,470	5,384,110	4,811,398	5.439	5.189	180.0	157.1	22.9	62.79	94.0	764.0	0.0
200,001 to 250,000	13	2,401,893.36	1.18	225,850	2,936,048	2,401,893	5.425	5.175	180.0	156.5	23.5	65.43	91.4	732.7	0.0
250,001 to 300,000	7	1,700,182.29	0.84	278,571	1,950,000	1,700,182	5.462	5.212	180.0	163.5	16.5	60.41	82.6	740.2	0.0
300,001 to 400,000	64	20,607,944.72	10.17	368,410	23,578,222	20,607,945	5.587	5.337	180.0	153.4	26.6	60.74	97.2	743.5	0.0
400,001 to 500,000	125	50,924,847.00	25.12	456,085	57,010,656	50,924,847	5.482	5.232	180.0	157.2	22.8	61.21	92.4	748.4	0.0
500,001 to 600,000	64	31,132,596.51	15.36	551,083	35,269,286	31,132,597	5.409	5.159	179.6	158.7	21.0	63.12	95.3	754.4	0.0
600,001 to 700,000	43	25,271,608.10	12.47	647,537	27,844,111	25,271,608	5.448	5.198	179.5	161.2	18.2	65.17	87.7	745.3	0.0
700,001 to 800,000	22	14,923,915.88	7.36	744,705	16,383,500	14,923,916	5.275	5.025	179.0	157.8	21.1	53.90	95.4	757.7	0.0
800,001 to 900,000	12	8,678,513.91	4.28	845,069	10,140,830	8,678,514	5.433	5.183	180.0	157.4	22.6	60.82	90.1	747.9	0.0
900,001 to 1,000,000	29	26,132,722.05	12.89	980,437	28,432,674	26,132,722	5.409	5.159	180.0	160.6	19.4	50.55	89.7	750.2	0.0
1,000,001 to 1,250,000	1	1,100,637.28	0.54	1,200,000	1,200,000	1,100,637	6.125	5.875	180.0	157.0	23.0	51.54	0.0	702.0	0.0
1,250,001 to 1,500,000	5	6,533,459.55	3.22	1,418,000	7,090,000	6,533,460	5.324	5.074	180.0	159.4	20.6	47.29	80.4	759.6	0.0
1,750,001 to 2,000,000	1	1,078,620.66	0.53	1,960,000	1,960,000	1,078,621	5.250	5.000	180.0	169.0	11.0	70.00	100.0	781.0	0.0
Total:	516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0
Minimum:17,300.00
Maximum:1,960,000.00
Average: 442,319.49
Total:228,236,858.48

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Original Subject Loan-to-Value Ratio (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
15.01 to 20.00	4	501,817.99	0.25	155,000	620,000	501,818	5.661	5.411	180.0	156.9	23.1	19.31	97.2	755.1	0.0
20.01 to 25.00	7	3,371,551.16	1.66	542,143	3,795,000	3,371,551	5.582	5.332	180.0	152.3	27.7	23.10	100.0	786.7	0.0
25.01 to 30.00	14	5,243,642.28	2.59	407,514	5,705,200	5,243,642	5.393	5.143	180.0	160.2	19.8	27.07	100.0	742.8	0.0
30.01 to 35.00	16	5,211,361.18	2.57	360,034	5,760,539	5,211,361	5.463	5.213	180.0	160.9	19.1	32.55	91.2	744.2	0.0
35.01 to 40.00	23	9,599,165.19	4.74	501,079	11,524,814	9,599,165	5.385	5.135	178.4	156.6	21.9	37.22	86.3	764.9	0.0
40.01 to 45.00	25	10,914,840.66	5.38	498,711	12,467,763	10,914,841	5.518	5.268	180.0	155.7	24.3	42.61	87.8	746.9	0.0
45.01 to 50.00	52	23,880,522.71	11.78	503,689	26,191,850	23,880,523	5.455	5.205	179.4	159.0	20.4	47.92	89.2	764.7	0.0
50.01 to 55.00	46	20,245,474.25	9.99	485,693	22,341,866	20,245,474	5.447	5.197	179.4	156.7	22.7	52.44	93.5	737.2	0.0
55.01 to 60.00	51	21,835,793.42	10.77	479,900	24,474,885	21,835,793	5.441	5.191	180.0	157.5	22.5	57.82	92.2	753.3	0.0
60.01 to 65.00	50	21,716,195.90	10.71	489,072	24,453,589	21,716,196	5.448	5.198	180.0	157.9	22.1	63.30	90.6	750.3	0.0
65.01 to 70.00	64	24,731,209.50	12.20	444,804	28,467,481	24,731,210	5.465	5.215	180.0	158.6	21.4	68.25	89.4	747.1	0.0
70.01 to 75.00	48	16,245,786.00	8.01	381,378	18,306,147	16,245,786	5.546	5.296	180.0	156.8	23.2	73.62	94.6	743.6	0.0
75.01 to 80.00	107	37,915,434.65	18.70	398,134	42,600,374	37,915,435	5.418	5.168	180.0	158.4	21.6	79.43	90.9	746.5	0.0
80.01 to 85.00	3	200,218.06	0.10	87,700	263,100	200,218	5.833	5.583	180.0	127.0	53.0	84.91	100.0	708.8	0.0
85.01 to 90.00	5	1,011,865.44	0.50	231,950	1,159,750	1,011,865	5.861	5.611	180.0	150.8	29.2	87.88	87.2	686.2	0.0
90.01 to 95.00	1	96,808.26	0.05	104,500	104,500	96,808	5.750	5.500	180.0	160.0	20.0	95.00	100.0	696.0	0.0
Total:	516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0
Minimum:15.69 Maximum: 95.00

Weighted Average by Original Balance: 59.59

Weighted Average by Current Balance: 59.57

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
PMI Company (LTV > 80)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
General Electric	5	1,109,165.88	84.74	243,500	1,217,500	1,109,166	5.589	5.339	180.0	157.8	22.2	87.92	100.0	690.5	0.0
United Guaranty Insurance	2	108,906.31	8.32	85,300	170,600	108,906	7.351	7.101	180.0	91.0	89.0	89.79	0.0	716.9	0.0
PMI Mortgage Insurance Co.	2	90,819.57	6.94	69,625	139,250	90,820	7.224	6.974	180.0	94.0	86.0	86.08	77.6	657.1	0.0
Total:	9	1,308,891.76	100.00	169,706	1,527,350	1,308,892	5.849	5.599	180.0	147.9	32.1	87.95	90.1	690.4	0.0

				% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
		Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
FICO		of	Principal	Principal	Original	Original	Scheduled	Gross	Net	Original	Remaining	Average	Original	Owner	FICO
Score		Receivables	Balance	Balance	Balance	Balance	Balance	Coupon	Coupon	Term	Term	Seasoning	LTV	Occupied	Score	% IO
<= 620		10	3,110,433.22	1.53	348,030	3,480,300	3,110,433	5.509	5.259	180.0	160.0	20.0	69.18	95.4	594.2	0.0
621 to 645		10	3,007,984.62	1.48	330,041	3,300,414	3,007,985	5.513	5.263	180.0	158.1	21.9	63.87	81.0	634.0	0.0
646 to 670		18	7,663,599.41	3.78	472,526	8,505,475	7,663,599	5.809	5.559	180.0	154.9	25.1	61.78	95.1	658.9	0.0
671 to 695		40	14,905,455.12	7.35	418,502	16,740,082	14,905,455	5.512	5.262	180.0	154.7	25.3	63.50	97.7	686.0	0.0
696 to 720		82	34,427,958.73	16.98	471,640	38,674,477	34,427,959	5.497	5.247	180.0	158.7	21.3	59.52	82.8	707.8	0.0
721 to 745		59	18,622,648.57	9.19	358,644	21,160,014	18,622,649	5.456	5.206	180.0	154.8	25.2	59.99	94.5	732.2	0.0
746 to 770		75	31,997,640.47	15.78	476,947	35,771,008	31,997,640	5.462	5.212	179.1	155.5	23.6	56.02	92.6	759.1	0.0
771 to 795		115	45,050,327.78	22.22	445,800	51,266,982	45,050,328	5.437	5.187	180.0	159.6	20.4	60.87	91.8	783.9	0.0
796 to 820		107	43,935,638.73	21.67	461,104	49,338,106	43,935,639	5.357	5.107	179.7	159.4	20.3	57.99	92.3	804.7	0.0
Total:		516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0
Minimum: 536 Maximum: 817 Weighted Average:	749.8								;

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Documentation Level	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Full Documentation	220	107,394,943.50	52.98	550,443	121,097,372	107,394,944	5.524	5.274	179.9	157.4	22.5	60.63	88.6	744.5	0.0
Stated	222	73,536,496.60	36.27	369,999	82,139,733	73,536,497	5.327	5.077	179.6	159.1	20.5	57.51	95.4	752.7	0.0
NINA	43	16,812,225.36	8.29	434,738	18,693,726	16,812,225	5.344	5.094	180.0	159.4	20.6	60.64	97.2	766.3	0.0
Limited	27	2,377,301.86	1.17	134,297	3,626,027	2,377,302	6.934	6.684	180.0	106.0	74.0	65.78	94.2	722.9	0.0
Asset Verification	2	1,476,887.51	0.73	775,000	1,550,000	1,476,888	5.532	5.282	180.0	167.2	12.8	71.27	0.0	805.5	0.0
No Income Verification	1	996,597.92	0.49	1,000,000	1,000,000	996,598	6.125	5.875	180.0	179.0	1.0	47.62	100.0	800.0	0.0
Alternative	1	127,233.90	0.06	130,000	130,000	127,234	5.780	5.530	180.0	174.0	6.0	50.00	0.0	744.0	0.0
Total:	516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Occupancy	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Primary Residence	456	184,886,638.03	91.20	456,652	208,233,268	184,886,638	5.430	5.180	179.8	157.9	21.9	59.48	100.0	750.2	0.0
Second Home	31	14,788,792.29	7.30	532,367	16,503,364	14,788,792	5.559	5.309	180.0	155.9	24.1	59.20	0.0	743.0	0.0
Investment	29	3,046,256.33	1.50	120,697	3,500,226	3,046,256	6.632	6.382	180.0	158.4	21.6	66.79	0.0	758.6	0.0
Total:	516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Purpose	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Purchase	195	81,470,401.83	40.19	474,264	92,481,504	81,470,402	5.382	5.132	180.0	158.9	21.1	65.47	85.5	752.7	0.0
Rate/Term Refinance	194	75,234,327.40	37.11	436,473	84,675,824	75,234,327	5.448	5.198	179.6	156.7	22.9	53.09	97.7	752.5	0.0
Cash-out Refinance	127	46,016,957.42	22.70	402,201	51,079,530	46,016,957	5.605	5.355	179.7	157.4	22.3	59.70	90.6	740.1	0.0
Total:	516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Property Type	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Single Family Residence	427	173,283,459.10	85.48	451,860	192,944,259	173,283,459	5.388	5.138	179.8	158.2	21.5	59.47	93.6	750.4	0.0
Condo	42	14,030,536.91	6.92	386,700	16,241,390	14,030,537	5.597	5.347	180.0	157.5	22.5	61.25	76.6	750.6	0.0
Single-family detached	8	5,454,315.84	2.69	725,062	5,800,499	5,454,316	5.841	5.591	180.0	165.6	14.4	59.16	63.9	731.1	0.0
Planned unit developments	6	3,862,707.70	1.91	808,917	4,853,500	3,862,708	6.036	5.786	180.0	170.9	9.1	65.07	92.4	765.4	0.0
Deminimus PUD	15	3,103,730.78	1.53	309,014	4,635,210	3,103,731	6.606	6.356	180.0	122.3	57.7	56.26	68.3	737.7	0.0
Cooperative Units	6	1,558,061.08	0.77	299,167	1,795,000	1,558,061	5.765	5.515	180.0	147.5	32.5	52.22	93.0	746.6	0.0
Two- to four-family	12	1,428,875.24	0.70	163,917	1,967,000	1,428,875	6.704	6.454	180.0	126.7	53.3	56.29	96.5	729.7	0.0
Total:	516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Geographic	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Distribution by Balance	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
California	148	68,509,497.19	33.79	511,260	75,666,473	68,509,497	5.398	5.148	179.6	158.8	20.8	54.28	96.2	758.3	0.0
New York	56	21,521,211.20	10.62	462,513	25,900,751	21,521,211	5.646	5.396	180.0	153.6	26.4	55.65	95.8	753.5	0.0
Florida	45	15,832,021.26	7.81	407,609	18,342,400	15,832,021	5.750	5.500	180.0	156.7	23.3	60.88	68.4	731.5	0.0
Texas	43	9,995,401.42	4.93	269,667	11,595,698	9,995,401	5.493	5.243	180.0	153.6	26.4	66.45	86.9	751.5	0.0
Maryland	18	8,499,768.96	4.19	527,816	9,500,682	8,499,769	5.409	5.159	180.0	158.2	21.8	57.47	89.4	743.8	0.0
New Jersey	13	6,293,248.24	3.10	545,141	7,086,833	6,293,248	5.358	5.108	180.0	159.5	20.5	65.47	92.8	751.0	0.0
Minnesota	11	5,475,489.58	2.70	542,105	5,963,158	5,475,490	5.265	5.015	177.2	157.0	20.3	69.61	100.0	769.6	0.0
Pennsylvania	13	5,261,962.06	2.60	439,053	5,707,683	5,261,962	5.298	5.048	180.0	160.2	19.8	63.52	94.4	768.2	0.0
Washington	11	4,615,522.08	2.28	457,091	5,028,000	4,615,522	5.350	5.100	180.0	159.8	20.2	56.30	100.0	744.1	0.0
Georgia	11	4,378,366.02	2.16	446,282	4,909,100	4,378,366	5.287	5.037	180.0	157.9	22.1	67.31	76.5	717.4	0.0
Virginia	10	4,198,447.74	2.07	462,514	4,625,143	4,198,448	5.514	5.264	180.0	158.8	21.2	69.50	95.6	715.4	0.0
Colorado	8	4,007,711.84	1.98	543,738	4,349,900	4,007,712	5.362	5.112	180.0	159.3	20.7	65.15	51.4	745.8	0.0
Illinois	12	3,939,203.64	1.94	371,060	4,452,720	3,939,204	5.348	5.098	180.0	160.0	20.0	62.04	100.0	745.9	0.0
Wisconsin	10	3,798,340.22	1.87	409,885	4,098,850	3,798,340	5.350	5.100	180.0	160.7	19.3	61.34	100.0	761.1	0.0
North Carolina	14	3,622,804.75	1.79	311,570	4,361,977	3,622,805	5.765	5.515	180.0	148.7	31.3	69.90	88.6	760.6	0.0
New Mexico	5	2,743,693.38	1.35	599,140	2,995,700	2,743,693	6.114	5.864	180.0	160.0	20.0	46.26	100.0	759.7	0.0
Connecticut	6	2,653,666.11	1.31	489,000	2,934,000	2,653,666	5.396	5.146	180.0	156.1	23.9	57.59	100.0	780.4	0.0
Michigan	7	2,586,299.40	1.28	426,243	2,983,700	2,586,299	5.277	5.027	180.0	161.3	18.7	68.79	76.1	763.2	0.0
Arizona	6	2,101,254.98	1.04	385,333	2,312,000	2,101,255	5.446	5.196	180.0	157.3	22.7	58.66	97.1	727.2	0.0
Ohio	8	1,779,993.67	0.88	251,975	2,015,800	1,779,994	5.526	5.276	180.0	153.2	26.8	64.40	94.2	731.7	0.0
New Hampshire	3	1,594,746.48	0.79	558,231	1,674,692	1,594,746	5.661	5.411	180.0	167.8	12.2	76.82	68.2	796.0	0.0
Massachusetts	4	1,565,781.57	0.77	429,450	1,717,800	1,565,782	5.334	5.084	180.0	159.6	20.4	65.43	100.0	746.1	0.0
Missouri	4	1,465,630.49	0.72	402,050	1,608,200	1,465,630	5.175	4.925	180.0	159.7	20.3	71.89	100.0	674.5	0.0
Maine	3	1,452,101.12	0.72	515,996	1,547,989	1,452,101	5.674	5.424	180.0	165.1	14.9	57.70	79.5	752.8	0.0
Mississippi	3	1,323,731.72	0.65	492,667	1,478,000	1,323,732	5.322	5.072	180.0	157.8	22.2	66.55	100.0	741.7	0.0
Utah	5	1,302,930.57	0.64	283,080	1,415,400	1,302,931	5.172	4.922	180.0	159.4	20.6	74.92	100.0	754.5	0.0
District of Columbia	2	1,287,678.83	0.64	700,350	1,400,700	1,287,679	5.320	5.070	180.0	160.4	19.6	39.62	100.0	705.8	0.0
Kansas	2	1,277,073.29	0.63	705,500	1,411,000	1,277,073	5.108	4.858	180.0	155.9	24.1	64.24	100.0	687.1	0.0
Kentucky	3	1,244,443.13	0.61	452,910	1,358,730	1,244,443	5.296	5.046	180.0	160.0	20.0	68.69	100.0	691.1	0.0
Alabama	3	1,201,218.89	0.59	457,667	1,373,000	1,201,219	5.333	5.083	180.0	159.7	20.3	78.97	100.0	732.7	0.0
Nevada	2	947,187.05	0.47	552,925	1,105,850	947,187	4.912	4.662	180.0	155.2	24.8	49.94	0.0	766.2	0.0
Hawaii	2	884,265.08	0.44	502,250	1,004,500	884,265	5.510	5.260	180.0	154.9	25.1	61.91	93.7	715.3	0.0
Tennessee	2	866,823.02	0.43	487,004	974,008	866,823	5.228	4.978	180.0	159.6	20.4	80.00	100.0	728.6	0.0
Oregon	5	866,061.51	0.43	267,604	1,338,020	866,062	5.331	5.081	180.0	159.5	20.5	49.52	100.0	764.9	0.0
Arkansas	1	591,546.33	0.29	650,000	650,000	591,546	5.500	5.250	180.0	159.0	21.0	79.27	100.0	798.0	0.0
Oklahoma	3	555,735.65	0.27	198,475	595,426	555,736	5.696	5.446	180.0	163.4	16.6	77.42	73.2	793.6	0.0
South Carolina	1	488,583.13	0.24	529,000	529,000	488,583	5.250	5.000	180.0	160.0	20.0	76.12	100.0	625.0	0.0
South Dakota	1	461,798.73	0.23	500,000	500,000	461,799	5.250	5.000	180.0	160.0	20.0	54.05	100.0	795.0	0.0
Louisiana	1	461,297.44	0.23	500,000	500,000	461,297	5.750	5.500	180.0	159.0	21.0	68.97	100.0	536.0	0.0
Idaho	2	273,303.26	0.13	152,631	305,261	273,303	4.959	4.709	180.0	160.0	20.0	79.10	100.0	804.6	0.0
Wyoming	2	181,261.53	0.09	100,500	201,000	181,262	5.264	5.014	180.0	159.3	20.7	65.51	100.0	738.3	0.0

		% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
GeographicNumber		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Distributionof by BalanceReceivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Nebraska1	166,116.51	0.08	180,000	180,000	166,117	5.125	4.875	180.0	160.0	20.0	64.29	100.0	790.0	0.0
West Virginia2	165,138.98	0.08	87,000	174,000	165,139	5.468	5.218	180.0	167.5	12.5	62.33	60.8	766.0	0.0
Indiana2	138,667.12	0.07	86,000	172,000	138,667	5.694	5.444	180.0	142.4	37.6	60.59	100.0	780.0	0.0
Rhode Island1	77,222.70	0.04	118,000	118,000	77,223	7.625	7.375	180.0	93.0	87.0	53.64	100.0	779.0	0.0
Montana1	67,438.78	0.03	73,714	73,714	67,439	5.500	5.250	180.0	158.0	22.0	51.55	100.0	623.0	0.0
Total:516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0
Number of States Represented: 46								< /TD>
		% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Top 10	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Zip Code Concentrations	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
11743	3	2,747,450.48	1.36	1,000,000	3,000,000	2,747,450	5.314	5.064	180.0	158.0	22.0	40.97	100.0	784.7	0.0
94127	4	2,259,952.76	1.11	636,375	2,545,500	2,259,953	5.416	5.166	180.0	159.2	20.8	52.75	100.0	768.6	0.0
11030	3	2,218,736.78	1.09	1,078,333	3,235,000	2,218,737	5.640	5.390	180.0	164.0	16.0	53.27	100.0	762.4	0.0
20854	3	2,054,817.57	1.01	780,754	2,342,263	2,054,818	5.296	5.046	180.0	160.4	19.6	44.40	100.0	717.9	0.0
10023	3	1,605,293.50	0.79	583,333	1,750,000	1,605,294	5.982	5.732	180.0	162.2	17.8	67.62	58.9	776.7	0.0
94010	2	1,600,758.57	0.79	871,000	1,742,000	1,600,759	5.375	5.125	180.0	159.5	20.5	45.95	100.0	801.4	0.0
11747	3	1,562,541.24	0.77	593,333	1,780,000	1,562,541	5.573	5.323	180.0	150.0	30.0	56.91	100.0	701.4	0.0
95120	3	1,553,954.90	0.77	565,333	1,696,000	1,553,955	5.323	5.073	180.0	158.2	21.8	46.35	100.0	756.4	0.0
92679	2	1,545,569.89	0.76	839,500	1,679,000	1,545,570	5.404	5.154	180.0	159.0	21.0	60.47	100.0	797.4	0.0
98119	2	1,525,317.58	0.75	825,000	1,650,000	1,525,318	5.250	5.000	180.0	160.2	19.8	53.56	100.0	726.7	0.0
Other	488	184,047,293.38	90.79	423,806	206,817,095	184,047,293	5.458	5.208	179.8	157.6	22.2	60.40	90.7	748.7	0.0
Total:	516	202,721,686.65	100.00	442,319	228,236,858	202,721,687	5.457	5.207	179.8	157.8	22.0	59.57	91.2	749.8	0.0

EX-99.1

JPMMT 2006-S3 Collateral Strats

Pool 4

J.P. Morgan Securities Inc.

27 records

Summary Statistics
Number of Receivables: 27 Aggregate Principal Balance:	$12,372,103.69
Range of Principal Balance:	$33,238.82 to $1,292,174.41
Aggregate Original Balance:	$12,758,517
Range of Original Balances:	$35,000.00 to $1,300,000.00

Average Original Balance: $472,538 Weighted Average Original Coupon:	5.926%
Range of Coupons: 5.38% to 6.75% Weighted Average Current Coupon:	5.930%
Range of Coupons: 5.38% to 6.75%

Weighted Average Servicing Fee: 0.2500%

Range of Servicing Fees: 0.2500% to 0.2500%

Weighted Average Current Net Coupon: 5.680%

Range of Current Net Coupons: 5.13% to 6.50%

Weighted Average LPMI: 0.000%

Range of LPMI: 0.00% to 0.00%

Weighted Average Stated Original Term: 120.00 months

Range of Stated Original Term: 120 months to 120 months

Weighted Average Stated Remaining Term: 115.68 months

Range of Stated Remaining Term: 101 months to 120 months

Weighted Average Stated Original IO Term: 0.00 months

Range of Stated Original IO Term: 0 months to 0 months

Weighted Average Seasoning: 4.32 months

Range of Seasoning: 0 months to 19 months

Weighted Average Subject Original LTV: 51.07%

Weighted Average Effective Original LTV: 0.00%

Percent Purchase: 20.2%

Percent Cash-Out Refinance: 45.8%

Percent Owner Occupied: 68.3%

Percent Single Family: 70.3%

Percent Conforming Balance: 12.9%

Percent Interest Only:0.0%

Percent with Securities Pledge: 0.0%

Weighted Average FICO Score: 745.6

Top 5 States: MI(23%),NY(15%),SC(8%),TX(8%),GA(8%)

‘THIS INFORMATION IS FURNISHED TO YOU SOLELY BY JP MORGAN SECURITIES INC.. ("JPMSI") AND NOT BY THE ISSUER OF THE SECURITIES OR ANY OF ITS AFFILIATES. JPMSI IS NOT ACTING AS AGENT FOR THE ISSUER OR ITS AFFILIATES. THE INFORMATION CONTAINED HEREIN WILL BE SUPERSEDED IN ITS ENTIRETY BY THE INFORMATION CONTAINED IN THE FINAL PROSPECTUS AND PROSPECTUS SUPPLEMENT. THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER, PLEASE CONTACT YOUR JP MORGAN SECURITIES INC.. SALES REPRESENTATIVE. The attached informat contains certain tables and other statistical analyses (the "Computational Materials") which have been prepared by JPMSI in reliance upon information furnished by the issuer. They may not be provided to any third party other than the addressee's legal tax financial and/or accounting advisors for purposes of evaluating said material. Numerous assumptions were used in preparing the Computational Materials w hich may or may not be reflected therein. As such no assurance can be given as to the Computational Materials accuracy, appropriateness or completeness in any particular context; nor as to whether the Computational Materials and/or the assumptions upon which they are based r present market conditions or future market performance. These Computational Materials should not be construed as either projections or predictions, or as legal, tax financial, or accounting advice. Any weighted average lives, yields, and principal payment periods shown in the Computational Materials are based on prepayment assumptions and ch in such prepayment assumptions may dramatically afect such weighted average lives, yields and principal payment periods. In addition it is possible that prepayments on the underlying assets will occur at rates slower or faster than the rates shown in the Computational Materials. Furthermore, unless otherwise provided, the Computational Materia assume no losses on the underlying assets and no interest shortfalls. The specific characteristics of the securities issued may difer from those shown in the Computational Materials due to diferences between the actual underlying assets and the hypothetical underlying assets used in preparing the Computational Materials. The principal amount and designation of any security described in the Computational Materials are subject to change prior to issuance. Neither JPMSI nor any of its afiliates makes any representation or warranty as to the actual rate or timing of payments on any of the underlying assets or the payments or yields on the securities.

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Servicer	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Cendant Mortgage	7	5,154,533.15	41.66	743,584	5,205,089	5,154,533	6.030	5.780	120.0	118.4	1.6	43.56	52.3	749.8	0.0
Chase Mortgage	20	7,217,570.54	58.34	377,671	7,553,428	7,217,571	5.859	5.609	120.0	113.7	6.3	56.43	79.7	742.6	0.0
Total:	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0

			% of				Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Weighted	Stated	Stated	Weighted	Average	Percent
Originator	of Receivables	Principal Balance	Principal Balance	Principal Balance	Original Balance	Average Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score
Cendant Mortgage	7	5,154,533.15	41.66	736,362	5,205,089	6.030	120.0	118.4	1.6	43.56	52.3	749.8
Chase Mortgage	20	7,217,570.54	58.34	360,879	7,553,428	5.859	120.0	113.7	6.3	56.43	79.7	742.6
Total:	27	12,372,103.69	100.00	458,226	12,758,517	5.930	120.0	115.7	4.3	51.07	68.3	745.6

Product	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
Fixed - 10 Year	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0
Total:	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0
Servicing Fee (%)	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
0.250	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0
Total:	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0
Minimum: 0.2500 Maximum: 0.2500 Weighted Average: 0.2500

Stated Original Term	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
109 to 120	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0
Total:	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0
Minimum: 120 Maximum: 120 Weighted Average: 120.0
Seasoning	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
<= 0 1 to 3 4 to 6 7 to 9 10 to 12 19 to 21	2 13 1 7 3 1	1,037,944.00 7,469,467.62 173,927.72 1,677,867.27 1,671,916.42 340,980.66	8.39 60.37 1.41 13.56 13.51 2.76	518,972 581,852 180,000 252,000 607,833 389,000	1,037,944 7,564,073 180,000 1,764,000 1,823,500 389,000	1,037,944 7,469,468 173,928 1,677,867 1,671,916 340,981	6.111 5.998 6.750 5.656 5.770 5.625	5.861 5.748 6.500 5.406 5.520 5.375	120.0 120.0 120.0 120.0 120.0 120.0	120.0 118.0 116.0 112.3 109.1 101.0	0.0 2.0 4.0 7.7 10.9 19.0	65.06 46.57 32.14 53.54 61.42 53.66	44.3 55.2 100.0 100.0 100.0 100.0	791.6 745.2 778.0 729.7 731.6 745.0	0.0 0.0 0.0 0.0 0.0 0.0
Total:	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0
Minimum: 0 Maximum: 19 Weighted Average: 4.3
First Payment Date	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO

2005 10 2006 17	3,045,413.14 9,326,690.55	24.62 75.38	330,150 556,295	3,301,500 9,457,017	3,045,413 9,326,691	5.695 6.007	5.445 5.757	120.0 120.0	109.1 117.8	10.9 2.2	58.62 48.60	100.0 57.9	746.6 745.3	0.0 0.0
Total: 27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0
Minimum: 2005-01-01 Maximum: 2006-08-01 Weighted Average: 2006-03-22

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Maturity Date	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
2014	1	340,980.66	2.76	389,000	389,000	340,981	5.625	5.375	120.0	101.0	19.0	53.66	100.0	745.0	0.0
2015	10	3,349,783.69	27.08	358,750	3,587,500	3,349,784	5.713	5.463	120.0	110.7	9.3	57.47	100.0	730.7	0.0
2016	16	8,681,339.34	70.17	548,876	8,782,017	8,681,339	6.027	5.777	120.0	118.2	1.8	48.50	54.8	751.4	0.0
Total:	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0
Minimum: 2014-12-01
Maximum: 2016-07-01
Weighted Average: 2016-02-21
							&nb sp;
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Current Rates (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
5.251 to 5.375	1	77,257.64	0.62	82,000	82,000	77,258	5.375	5.125	120.0	111.0	9.0	51.25	100.0	687.0	0.0
5.376 to 5.500	2	1,597,076.36	12.91	824,573	1,649,145	1,597,076	5.500	5.250	120.0	115.1	4.9	45.42	100.0	770.8	0.0
5.501 to 5.625	2	662,089.91	5.35	368,500	737,000	662,090	5.625	5.375	120.0	105.4	14.6	66.43	100.0	761.5	0.0
5.626 to 5.750	5	2,514,803.43	20.33	530,412	2,652,062	2,514,803	5.750	5.500	120.0	112.9	7.1	54.46	100.0	693.9	0.0
5.751 to 5.875	5	1,739,528.63	14.06	361,200	1,806,000	1,739,529	5.855	5.605	120.0	114.6	5.4	34.66	100.0	737.6	0.0
5.876 to 6.000	2	1,466,988.84	11.86	739,000	1,478,000	1,466,989	6.000	5.750	120.0	118.8	1.2	60.20	0.0	768.0	0.0
6.001 to 6.125	1	480,057.51	3.88	483,000	483,000	480,058	6.030	5.780	120.0	119.0	1.0	29.27	100.0	774.0	0.0
6.126 to 6.250	5	2,871,784.31	23.21	578,709	2,893,544	2,871,784	6.232	5.982	120.0	118.8	1.2	51.66	37.7	778.0	0.0
6.251 to 6.375	2	718,283.72	5.81	363,500	727,000	718,284	6.375	6.125	120.0	118.0	2.0	78.24	6.5	684.0	0.0
6.376 to 6.500	1	70,305.62	0.57	70,766	70,766	70,306	6.500	6.250	120.0	119.0	1.0	22.11	100.0	703.0	0.0
6.626 to 6.750	1	173,927.72	1.41	180,000	180,000	173,928	6.750	6.500	120.0	116.0	4.0	32.14	100.0	778.0	0.0
Total:	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0
Minimum: 5.3750 Maximum: 6.7500 Weighted Average: 5.9305								;

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Net Rates (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
5.001 to 5.125	1	77,257.64	0.62	82,000	82,000	77,258	5.375	5.125	120.0	111.0	9.0	51.25	100.0	687.0	0.0
5.126 to 5.250	2	1,597,076.36	12.91	824,573	1,649,145	1,597,076	5.500	5.250	120.0	115.1	4.9	45.42	100.0	770.8	0.0
5.251 to 5.375	2	662,089.91	5.35	368,500	737,000	662,090	5.625	5.375	120.0	105.4	14.6	66.43	100.0	761.5	0.0
5.376 to 5.500	5	2,514,803.43	20.33	530,412	2,652,062	2,514,803	5.750	5.500	120.0	112.9	7.1	54.46	100.0	693.9	0.0
5.501 to 5.625	5	1,739,528.63	14.06	361,200	1,806,000	1,739,529	5.855	5.605	120.0	114.6	5.4	34.66	100.0	737.6	0.0
5.626 to 5.750	2	1,466,988.84	11.86	739,000	1,478,000	1,466,989	6.000	5.750	120.0	118.8	1.2	60.20	0.0	768.0	0.0
5.751 to 5.875	1	480,057.51	3.88	483,000	483,000	480,058	6.030	5.780	120.0	119.0	1.0	29.27	100.0	774.0	0.0
5.876 to 6.000	5	2,871,784.31	23.21	578,709	2,893,544	2,871,784	6.232	5.982	120.0	118.8	1.2	51.66	37.7	778.0	0.0
6.001 to 6.125	2	718,283.72	5.81	363,500	727,000	718,284	6.375	6.125	120.0	118.0	2.0	78.24	6.5	684.0	0.0
6.126 to 6.250	1	70,305.62	0.57	70,766	70,766	70,306	6.500	6.250	120.0	119.0	1.0	22.11	100.0	703.0	0.0
6.376 to 6.500	1	173,927.72	1.41	180,000	180,000	173,928	6.750	6.500	120.0	116.0	4.0	32.14	100.0	778.0	0.0
Total:	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0
Minimum: 5.1250 Maximum: 6.5000 Weighted Average: 5.6805
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Conforming Balance	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Jumbo	15	10,773,763.53	87.08	736,783	11,051,751	10,773,764	5.937	5.687	120.0	116.4	3.6	50.81	63.5	743.3	0.0
Conforming	12	1,598,340.16	12.92	142,231	1,706,766	1,598,340	5.885	5.635	120.0	110.9	9.1	52.81	100.0	761.0	0.0
Total:	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Original Principal Balance ($)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
30,001 to 40,000	1	33,238.82	0.27	35,000	35,000	33,239	5.750	5.500	120.0	112.0	8.0	13.83	100.0	812.0	0.0
40,001 to 50,000	2	95,141.54	0.77	48,000	96,000	95,142	6.311	6.061	120.0	118.5	1.5	35.75	100.0	810.3	0.0
50,001 to 60,000	1	57,000.10	0.46	60,000	60,000	57,000	5.875	5.625	120.0	112.0	8.0	27.91	100.0	759.0	0.0
70,001 to 80,000	1	70,305.62	0.57	70,766	70,766	70,306	6.500	6.250	120.0	119.0	1.0	22.11	100.0	703.0	0.0
80,001 to 90,000	1	77,257.64	0.62	82,000	82,000	77,258	5.375	5.125	120.0	111.0	9.0	51.25	100.0	687.0	0.0
100,001 to 110,000	1	103,757.93	0.84	110,000	110,000	103,758	5.750	5.500	120.0	111.0	9.0	74.83	100.0	748.0	0.0
150,001 to 200,000	3	499,548.60	4.04	172,000	516,000	499,549	6.180	5.930	120.0	115.6	4.4	43.42	100.0	770.1	0.0
300,001 to 400,000	2	662,089.91	5.35	368,500	737,000	662,090	5.625	5.375	120.0	105.4	14.6	66.43	100.0	761.5	0.0
400,001 to 500,000	3	1,436,974.75	11.61	480,981	1,442,944	1,436,975	6.141	5.891	120.0	119.3	0.7	36.45	65.4	752.2	0.0
500,001 to 600,000	2	1,151,987.62	9.31	581,300	1,162,600	1,151,988	6.125	5.875	120.0	118.5	1.5	61.09	49.8	786.5	0.0
600,001 to 700,000	4	2,517,645.67	20.35	658,000	2,632,000	2,517,646	5.885	5.635	120.0	113.4	6.6	62.12	73.3	717.4	0.0
700,001 to 800,000	1	773,332.28	6.25	783,000	783,000	773,332	5.830	5.580	120.0	118.0	2.0	15.66	100.0	708.0	0.0
800,001 to 900,000	2	1,656,220.64	13.39	874,250	1,748,500	1,656,221	5.884	5.634	120.0	113.4	6.6	60.28	46.3	726.4	0.0
900,001 to 1,000,000	2	1,945,428.16	15.72	991,354	1,982,707	1,945,428	5.624	5.374	120.0	117.0	3.0	42.46	100.0	736.2	0.0
1,250,001 to 1,500,000	1	1,292,174.41	10.44	1,300,000	1,300,000	1,292,174	6.250	6.000	120.0	119.0	1.0	57.02	0.0	799.0	0.0
Total:	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0
Minimum: 35,000.00
Maximum: 1,300,000.00
Average: 472,537.67
Total: 12,758,517.00

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Original Subject Loan-to-Value Ratio (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
10.01 to 15.00	2	530,212.06	4.29	267,500	535,000	530,212	6.122	5.872	120.0	118.6	1.4	11.77	6.3	694.8	0.
15.01 to 20.00	2	822,037.32	6.64	416,000	832,000	822,037	5.855	5.605	120.0	118.1	1.9	15.89	100.0	714.7	0.
20.01 to 25.00	1	70,305.62	0.57	70,766	70,766	70,306	6.500	6.250	120.0	119.0	1.0	22.11	100.0	703.0	0.
25.01 to 30.00	3	681,447.31	5.51	231,667	695,000	681,447	5.984	5.734	120.0	116.9	3.1	28.65	100.0	776.6	0.
30.01 to 35.00	2	1,154,132.21	9.33	589,573	1,179,145	1,154,132	5.688	5.438	120.0	116.8	3.2	33.13	100.0	767.0	0.
45.01 to 50.00	1	645,351.21	5.22	675,000	675,000	645,351	5.750	5.500	120.0	113.0	7.0	50.00	100.0	663.0	0.
50.01 to 55.00	5	2,013,473.84	16.27	425,712	2,128,562	2,013,474	5.765	5.515	120.0	112.1	7.9	52.23	100.0	729.9	0.
55.01 to 60.00	2	2,181,163.25	17.63	1,100,000	2,200,000	2,181,163	6.148	5.898	120.0	118.6	1.4	58.23	0.0	781.9	0.
60.01 to 65.00	4	2,536,091.29	20.50	665,275	2,661,100	2,536,091	5.859	5.609	120.0	113.7	6.3	61.82	77.2	756.0	0.
65.01 to 70.00	1	181,231.18	1.46	184,000	184,000	181,231	5.875	5.625	120.0	118.0	2.0	67.40	100.0	745.0	0.
70.01 to 75.00	2	563,701.93	4.56	284,972	569,944	563,702	6.158	5.908	120.0	118.3	1.7	71.51	100.0	790.4	0.
75.01 to 80.00	2	992,956.47	8.03	514,000	1,028,000	992,956	6.132	5.882	120.0	115.4	4.6	80.00	32.3	709.3	0.
Total:	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.
Minimum: 11.63 Maximum: 80.00

Weighted Average by Original Balance: 51.19

Weighted Average by Current Balance: 51.07

PMI Company (LTV > 80)

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
FICO Score	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
646 to 670	1	645,351.21	5.22	675,000	675,000	645,351	5.750	5.500	120.0	113.0	7.0	50.00	100.0	663.0	0.0
671 to 695	4	2,013,309.90	16.27	527,625	2,110,500	2,013,310	6.042	5.792	120.0	114.2	5.8	54.63	41.9	684.9	0.0
696 to 720	3	1,808,861.57	14.62	612,443	1,837,328	1,808,862	5.813	5.563	120.0	117.5	2.5	35.18	100.0	707.3	0.0
721 to 745	2	522,211.84	4.22	286,500	573,000	522,212	5.712	5.462	120.0	106.9	13.1	58.43	100.0	745.0	0.0
746 to 770	5	2,613,526.73	21.12	539,229	2,696,145	2,613,527	5.772	5.522	120.0	115.4	4.6	48.14	66.0	760.1	0.0
771 to 795	7	2,888,343.67	23.35	425,086	2,975,600	2,888,344	5.945	5.695	120.0	115.8	4.2	55.22	80.0	782.0	0.0
796 to 820	4	1,831,793.73	14.81	460,486	1,841,944	1,831,794	6.244	5.994	120.0	119.1	0.9	59.58	29.5	799.5	0.0
821 to 845	1	48,705.04	0.39	49,000	49,000	48,705	6.250	6.000	120.0	119.0	1.0	19.48	100.0	821.0	0.0
Total:	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0
Minimum: 663 Maximum: 821 Weighted Average: 745.6
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Documentation Level	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Simply Signature	16	4,838,741.05	39.11	315,496	5,047,928	4,838,741	5.873	5.623	120.0	114.0	6.0	56.04	88.1	759.7	0.0
Full Documentation	7	4,007,593.95	32.39	592,206	4,145,444	4,007,594	6.010	5.760	120.0	115.5	4.5	56.93	48.7	710.6	0.0
No Income Verification	3	2,233,594.28	18.05	755,048	2,265,145	2,233,594	5.728	5.478	120.0	117.8	2.2	26.33	100.0	747.2	0.0
Stated	1	1,292,174.41	10.44	1,300,000	1,300,000	1,292,174	6.250	6.000	120.0	119.0	1.0	57.02	0.0	799.0	0.0
Total:	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Occupancy	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Primary Residence	22	8,444,119.98	68.25	400,024	8,800,517	8,444,120	5.821	5.571	120.0	114.3	5.7	48.59	100.0	742.5	0.0
Second Home	5	3,927,983.71	31.75	791,600	3,958,000	3,927,984	6.165	5.915	120.0	118.7	1.3	56.40	0.0	752.2	0.0
Total:	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Purpose	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Cash-out Refinance	16	5,665,172.20	45.79	369,496	5,911,928	5,665,172	5.833	5.583	120.0	113.8	6.2	56.44	84.3	743.8	0.0
Rate/Term Refinance	7	4,212,697.80	34.05	618,798	4,331,589	4,212,698	5.869	5.619	120.0	116.5	3.5	42.35	86.3	749.2	0.0
Purchase	4	2,494,233.69	20.16	628,750	2,515,000	2,494,234	6.256	6.006	120.0	118.6	1.4	53.59	1.3	743.7	0.0
Total:	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Property Type	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Single Family Residence	20	8,695,749.35	70.29	450,348	9,006,955	8,695,749	5.904	5.654	120.0	115.1	4.9	46.52	79.4	750.1	0.0
Planned unit developments	3	1,864,332.92	15.07	636,521	1,909,562	1,864,333	5.806	5.556	120.0	116.7	3.3	59.35	69.0	743.6	0.0
Condo	3	1,638,093.70	13.24	554,000	1,662,000	1,638,094	6.124	5.874	120.0	117.7	2.3	67.79	4.7	720.5	0.0
Two- to four-family	1	173,927.72	1.41	180,000	180,000	173,928	6.750	6.500	120.0	116.0	4.0	32.14	100.0	778.0	0.0
Total:	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Geographic	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Distribution by Balance	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Michigan	5	2,795,450.38	22.59	576,789	2,883,944	2,795,450	6.051	5.801	120.0	115.4	4.6	56.66	53.8	760.4	0.0
New York	3	1,838,192.66	14.86	644,367	1,933,100	1,838,193	6.013	5.763	120.0	113.8	6.2	47.70	73.0	720.2	0.0
South Carolina	2	1,033,378.54	8.35	526,000	1,052,000	1,033,379	5.983	5.733	120.0	117.2	2.8	55.38	14.0	761.9	0.0
Texas	1	980,204.49	7.92	999,145	999,145	980,204	5.500	5.250	120.0	117.0	3.0	33.30	100.0	765.0	0.0
Georgia	1	965,223.67	7.80	983,562	983,562	965,224	5.750	5.500	120.0	117.0	3.0	51.77	100.0	707.0	0.0
Florida	3	819,410.48	6.62	277,589	832,766	819,410	6.291	6.041	120.0	117.4	2.6	72.32	18.0	679.4	0.0
Connecticut	1	773,332.28	6.25	783,000	783,000	773,332	5.830	5.580	120.0	118.0	2.0	15.66	100.0	708.0	0.0
New Jersey	2	751,927.72	6.08	379,000	758,000	751,928	6.173	5.923	120.0	119.1	0.9	53.96	23.1	783.4	0.0
California	1	616,871.87	4.99	650,000	650,000	616,872	5.500	5.250	120.0	112.0	8.0	64.68	100.0	780.0	0.0
Louisiana	1	583,575.37	4.72	627,000	627,000	583,575	5.875	5.625	120.0	110.0	10.0	52.25	100.0	759.0	0.0
Pennsylvania	1	480,057.51	3.88	483,000	483,000	480,058	6.030	5.780	120.0	119.0	1.0	29.27	100.0	774.0	0.0
Colorado	1	321,109.25	2.60	348,000	348,000	321,109	5.625	5.375	120.0	110.0	10.0	80.00	100.0	779.0	0.0
Illinois	1	181,231.18	1.46	184,000	184,000	181,231	5.875	5.625	120.0	118.0	2.0	67.40	100.0	745.0	0.0
Virginia	1	103,757.93	0.84	110,000	110,000	103,758	5.750	5.500	120.0	111.0	9.0	74.83	100.0	748.0	0.0
Indiana	2	79,675.32	0.64	41,000	82,000	79,675	6.114	5.864	120.0	115.5	4.5	36.55	100.0	804.4	0.0
Wisconsin	1	48,705.04	0.39	49,000	49,000	48,705	6.250	6.000	120.0	119.0	1.0	19.48	100.0	821.0	0.0
Total:	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0
Number of States Represented:	16
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Top 10	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Zip Code Concentrations	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
49127	1	1,292,174.41	10.44	1,300,000	1,300,000	1,292,174	6.250	6.000	120.0	119.0	1.0	57.02	0.0	799.0	0.0
78730	1	980,204.49	7.92	999,145	999,145	980,204	5.500	5.250	120.0	117.0	3.0	33.30	100.0	765.0	0.0
30548	1	965,223.67	7.80	983,562	983,562	965,224	5.750	5.500	120.0	117.0	3.0	51.77	100.0	707.0	0.0
29455	1	888,988.84	7.19	900,000	900,000	888,989	6.000	5.750	120.0	118.0	2.0	60.00	0.0	757.0	0.0
06878	1	773,332.28	6.25	783,000	783,000	773,332	5.830	5.580	120.0	118.0	2.0	15.66	100.0	708.0	0.0
11235	1	767,231.80	6.20	848,500	848,500	767,232	5.750	5.500	120.0	108.0	12.0	60.61	100.0	691.0	0.0
34114	1	671,847.22	5.43	680,000	680,000	671,847	6.375	6.125	120.0	118.0	2.0	80.00	0.0	676.0	0.0
48050	1	645,351.21	5.22	675,000	675,000	645,351	5.750	5.500	120.0	113.0	7.0	50.00	100.0	663.0	0.0
92679	1	616,871.87	4.99	650,000	650,000	616,872	5.500	5.250	120.0	112.0	8.0	64.68	100.0	780.0	0.0
70124	1	583,575.37	4.72	627,000	627,000	583,575	5.875	5.625	120.0	110.0	10.0	52.25	100.0	759.0	0.0
Other	17	4,187,302.53	33.84	253,665	4,312,310	4,187,303	6.039	5.789	120.0	115.9	4.1	49.47	74.3	765.0	0.0
Total:	27	12,372,103.69	100.00	472,538	12,758,517	12,372,104	5.930	5.680	120.0	115.7	4.3	51.07	68.3	745.6	0.0

EX-99.1

JPMMT 2006-S3 Collateral Strats POOL 1 J.P. Morgan Securities Inc. 1,286 records

Summary Statistics

Number of Receivables:

1,286

Aggregate Principal Balance:

$804,321,599.02

Range of Principal Balance:

$9,821.60 to $3,989,099.69

Aggregate Original Balance: $805,744,578

Range of Original Balances:

$15,075.00 to $3,996,000.00

Average Original Balance: $626,551

Weighted Average Original Coupon: 6.647%

Range of Coupons: 5.50% to 8.00%

Weighted Average Current Coupon: 6.647%

Range of Coupons: 5.50% to 8.00%

Weighted Average Servicing Fee: 0.2089%

Range of Servicing Fees: 0.2000% to 0.2500%

Weighted Average Current Net Coupon: 6.437%

Range of Current Net Coupons: 5.30% to 7.80%

Weighted Average LPMI: 0.450%

Range of LPMI: 0.00% to 0.49%

Weighted Average Stated Original Term: 359.88 months

Range of Stated Original Term: 300 months to 360 months

Weighted Average Stated Remaining Term: 358.88 months

Range of Stated Remaining Term: 270 months to 360 months

Weighted Average Stated Original IO Term: 33.62 months

Range of Stated Original IO Term: 0 months to 180 months

Weighted Average Seasoning:

1.00 months

Range of Seasoning: 0 months to 90 months

Weighted Average Subject Original LTV: 72.89%

Weighted Average Effective Original LTV: 67.59%

Percent Purchase: 60.3%

Percent Cash-Out Refinance: 23.2%

Percent Owner Occupied: 92.1%

Percent Single Family: 63.4%

Percent Conforming Balance: 97.7%

Percent Interest Only: 27.3%

Percent with Securities Pledge: 0.2%

Weighted Average FICO Score: 744.0

Top 5 States: CA(33%),NY(7%),NJ(5%),VA(5%),FL(5%)

THIS INFORMATION IS FURNISHED TO YOU SOLELY BY JP MORGAN SECURITIES INC.. ("JPMSI") AND NOT BY THE ISSUER OF THE SECURITIES OR ANY OF ITS AFFILIATES. JPMSI IS NOT ACTING AS AGENT FOR THE ISSUER OR ITS AFFILIATES. THE INFORMATION CONTAINED HEREIN WILL BE SUPERSEDED IN ITS

ENTIRETY BY THE INFORMATION CONTAINED IN THE FINAL PROSPECTUS AND PROSPECTUS SUPPLEMENT. THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT RECEIVE SUCH A DISCLAIMER, PLEASE CONTACT YOUR JP MORGAN SECURITIES INC.. SALES REPRESENTATIVE. The attached information

contains certain tables and other statistical analyses (the "Computational Materials") which have been prepared by JPMSI in reliance upon information furnished by the issuer. They may not be provided to any third party other than the addressee's legal tax financial and/or accounting advisors for purposes of evaluating said material. Numerous

assumptions were used in preparing the Computational Materials which may or may not be reflected therein. As such no assurance can be given as to the Computational Materials accuracy, appropriateness or completeness in any particular context; nor as to whether the Computational Materials and/or the assumptions upon which they are based reflect

present market conditions or future market performance. These Computational Materials should not be construed as either projections or predictions, or as legal, tax financial, or accounting advice. Any weighted average lives, yields, and principal payment periods shown in the Computational Materials are based on prepayment assumptions and changes

in such prepayment assumptions may dramatically affect such weighted average lives, yields and principal payment periods. In addition it is possible that prepayments on the underlying assets will occur at rates slower or faster than the rates shown in the Computational Materials. Furthermore, unless otherwise provided, the Computational Materials

assume no losses on the underlying assets and no interest shortfalls. The specific characteristics of the securities issued may differ from those shown in the Computational Materials due to differences between the actual underlying assets and the hypothetical underlying assets used in preparing the Computational Materials. The principal amount and

designation of any security described in the Computational Materials are subject to change prior to issuance. Neither JPMSI nor any of its affiliates makes any representation or warranty as to the actual rate or timing of payments on any of the underlying assets or the payments or yields on the securities.

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Servicer	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Chase	23	10,901,309.59	1.36	480,555	11,052,775	10,901,310	6.283	6.033	360.0	351.3	8.7	70.80	87.2	716.6	3.2
Countrywide	1,053	661,676,640.20	82.27	629,479	662,841,438	661,676,640	6.667	6.466	359.9	358.9	1.0	73.34	91.9	744.7	30.4
National	4	1,690,201.28	0.21	425,760	1,703,040	1,690,201	6.395	6.145	360.0	352.2	7.8	69.87	100.0	749.7	0.0
PHH	206	130,053,447.95	16.17	631,783	130,147,324	130,053,448	6.578	6.328	359.8	359.5	0.3	70.80	93.5	742.7	13.4
Total:	1,286	804,321,599.02	100.00	626,551	805,744,578	804,321,599	6.647	6.437	359.9	358.9	1.0	72.89	92.1	744.0	27.3
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Originator	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Cendant Mortgage	206	130,053,447.95	16.17	631,783	130,147,324	130,053,448	6.578	6.328	359.8	359.5	0.3	70.80	93.5	742.7	13.4
Chase Mortgage	9	3,253,337.25	0.40	375,731	3,381,575	3,253,337	6.161	5.911	360.0	339.5	20.5	63.39	76.4	713.3	0.0
Countrywide Home Loans	1,053	661,676,640.20	82.27	629,479	662,841,438	661,676,640	6.667	6.466	359.9	358.9	1.0	73.34	91.9	744.7	30.4
National City	4	1,690,201.28	0.21	425,760	1,703,040	1,690,201	6.395	6.145	360.0	352.2	7.8	69.87	100.0	749.7	0.0
NetBank	13	7,299,972.34	0.91	563,323	7,323,200	7,299,972	6.345	6.095	360.0	356.7	3.3	73.67	91.4	716.5	0.0
Weichert	1	348,000.00	0.04	348,000	348,000	348,000	6.125	5.875	360.0	349.0	11.0	80.00	100.0	750.0	100.0
Total:	1,286	804,321,599.02	100.00	626,551	805,744,578	804,321,599	6.647	6.437	359.9	358.9	1.0	72.89	92.1	744.0	27.3
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Product	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Fixed - 25 Year	3	1,625,539.46	0.20	542,333	1,627,000	1,625,539	6.584	6.368	300.0	299.3	0.7	75.99	100.0	706.4	0.0
Fixed - 30 Year	1,283	802,696,059.56	99.80	626,748	804,117,578	802,696,060	6.647	6.437	360.0	359.0	1.0	72.89	92.1	744.1	27.3
Total:	1,286	804,321,599.02	100.00	626,551	805,744,578	804,321,599	6.647	6.437	359.9	358.9	1.0	72.89	92.1	744.0	27.3

Servicing Fee (%)	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
0.200 0.250	1,053 233	661,676,640.20 142,644,958.82	82.27 17.73	629,479 613,318	662,841,438 142,903,139	661,676,640 142,644,959	6.667 6.554	6.466 6.304	359.9 359.8	358.9 358.8	1.0 1.0	73.34 70.79	91.9 93.1	744.7 740.8	30.4 12.5
Total:	1,286	804,321,599.02	100.00	626,551	805,744,578	804,321,599	6.647	6.437	359.9	358.9	1.0	72.89	92.1	744.0	27.3
Minimum: 0.2000 Maximum: 0.2500 Weighted Average: 0.2089
Stated Original Term	Number of Receivables	Principal Balance	% of Aggregate Principal Balance	Average Original Balance	Aggregate Original Balance	Aggregate Scheduled Balance	Weighted Average Gross Coupon	Weighted Average Net Coupon	Weighted Average Stated Original Term	Weighted Average Stated Remaining Term	Weighted Average Seasoning	Weighted Average Original LTV	Percent Owner Occupied	FICO Score	% IO
289 to 300 349 to 360	3 1,283	1,625,539.46 802,696,059.56	0.20 99.80	542,333 626,748	1,627,000 804,117,578	1,625,539 802,696,060	6.584 6.647	6.368 6.437	300.0 360.0	299.3 359.0	0.7 1.0	75.99 72.89	100.0 92.1	706.4 744.1	0.0 27.3
Total:	1,286	804,321,599.02	100.00	626,551	805,744,578	804,321,599	6.647	6.437	359.9	358.9	1.0	72.89	92.1	744.0	27.3
Minimum: 300 Maximum: 360 Weighted Average: 359.9								&nb sp;

				% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
		Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Seasoning		of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
<= 0		412	257,846,312.42	32.06	625,999	257,911,708	257,846,312	6.624	6.405	359.9	359.9	0.0	72.67	91.9	745.2	10.3
1 to 3		842	530,450,803.21	65.95	631,363	531,607,717	530,450,803	6.671	6.467	359.9	358.7	1.2	73.04	92.2	743.8	35.9
4 to 6		12	6,701,921.59	0.83	560,381	6,724,570	6,701,922	6.404	6.185	360.0	355.5	4.5	74.04	100.0	720.9	23.1
7 to 9		6	4,215,078.16	0.52	707,443	4,244,660	4,215,078	6.147	5.925	360.0	352.1	7.9	71.91	84.7	760.6	11.4
10 to 12		6	3,004,989.28	0.37	506,133	3,036,800	3,004,989	6.000	5.777	360.0	349.2	10.8	79.34	85.7	705.4	11.6
13 to 15		1	96,410.44	0.01	97,948	97,948	96,410	5.565	5.315	360.0	345.0	15.0	17.81	100.0	791.0	0.0
16 to 18		1	397,361.25	0.05	407,000	407,000	397,361	6.000	5.750	360.0	342.0	18.0	73.19	100.0	731.0	0.0
22 to 24		1	974,102.45	0.12	1,000,000	1,000,000	974,102	5.875	5.625	360.0	336.0	24.0	53.67	100.0	763.0	0.0
25 to 27		1	509,825.92	0.06	529,000	529,000	509,826	6.125	5.875	360.0	335.0	25.0	30.23	100.0	709.0	0.0
85 to 87		1	66,458.39	0.01	74,000	74,000	66,458	7.500	7.250	360.0	273.0	87.0	80.00	0.0	785.0	0.0
88 to 90		3	58,335.91	0.01	37,058	111,175	58,336	7.439	7.189	360.0	270.8	89.2	87.78	0.0	669.5	0.0
Total:		1,286	804,321,599.02	100.00	626,551	805,744,578	804,321,599	6.647	6.437	359.9	358.9	1.0	72.89	92.1	744.0	27.3
Minimum: 0 Maximum: 90 Weighted Average:	1.0
				% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
First		Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Payment		of	Principal	Principal	Original	Original	Scheduled	Gross	Net	Original	Remaining	Average	Original	Owner	FICO
Date		Receivables	Balance	Balance	Balance	Balance	Balance	Coupon	Coupon	Term	Term	Seasoning	LTV	Occupied	Score	% IO
1999		4	124,794.30	0.02	46,294	185,175	124,794	7.471	7.221	360.0	272.0	88.0	83.64	0.0	738.1	0.0
2004		2	1,483,928.37	0.18	764,500	1,529,000	1,483,928	5.961	5.711	360.0	335.7	24.3	45.62	100.0	744.4	0.0
2005		11	5,414,826.00	0.67	497,432	5,471,748	5,414,826	5.989	5.766	360.0	349.2	10.8	74.54	80.2	721.7	15.3
2006		1,269	797,298,050.35	99.13	629,282	798,558,655	797,298,050	6.653	6.443	359.9	359.0	0.9	72.93	92.2	744.2	27.4

Total:	1,286	804,321,599.02	100.00	626,551	805,744,578	804,321,599	6.647	6.437	359.9	358.9	1.0	72.89	92.1	744.0	27.3
Minimum: 1999-02-01
Maximum: 2006-08-01
Weighted Average: 2006-07-01

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Maturity Date	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
2029	4	124,794.30	0.02	46,294	185,175	124,794	7.471	7.221	360.0	272.0	88.0	83.64	0.0	738.1	0.0
2031	3	1,625,539.46	0.20	542,333	1,627,000	1,625,539	6.584	6.368	300.0	299.3	0.7	75.99	100.0	706.4	0.0
2034	2	1,483,928.37	0.18	764,500	1,529,000	1,483,928	5.961	5.711	360.0	335.7	24.3	45.62	100.0	744.4	0.0
2035	14	7,713,839.13	0.96	556,172	7,786,408	7,713,839	6.075	5.851	360.0	350.3	9.7	74.19	86.1	737.9	10.7
2036	1,263	793,373,497.76	98.64	629,150	794,616,995	793,373,498	6.654	6.444	360.0	359.1	0.9	72.92	92.2	744.2	27.5
Total:	1,286	804,321,599.02	100.00	626,551	805,744,578	804,321,599	6.647	6.437	359.9	358.9	1.0	72.89	92.1	744.0	27.3
Minimum: 2029-01-01
Maximum: 2036-07-01
Weighted Average: 2036-05-28

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Current Rates (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
5.376 to 5.500	1	480,000.00	0.06	480,000	480,000	480,000	5.500	5.300	360.0	351.0	9.0	80.00	100.0	755.0	100.0
5.501 to 5.625	5	2,003,397.38	0.25	402,940	2,014,698	2,003,397	5.622	5.399	360.0	354.8	5.2	71.12	100.0	777.3	0.0
5.626 to 5.750	5	3,411,328.37	0.42	684,186	3,420,930	3,411,328	5.750	5.550	360.0	357.0	3.0	66.10	87.4	741.9	32.2
5.751 to 5.875	9	5,996,649.99	0.75	671,758	6,045,824	5,996,650	5.875	5.663	360.0	352.4	7.6	64.84	100.0	747.5	0.0
5.876 to 6.000	20	11,818,234.52	1.47	591,966	11,839,323	11,818,235	5.997	5.784	360.0	358.3	1.7	71.03	100.0	758.7	13.0
6.001 to 6.125	22	13,804,418.59	1.72	629,311	13,844,835	13,804,419	6.123	5.901	360.0	357.4	2.6	73.41	100.0	746.3	23.7
6.126 to 6.250	66	41,338,005.07	5.14	629,765	41,564,509	41,338,005	6.244	6.028	360.0	358.9	1.1	73.24	98.6	743.4	15.2
6.251 to 6.375	136	87,577,193.03	10.89	644,385	87,636,420	87,577,193	6.373	6.165	360.0	359.1	0.9	72.11	94.7	742.0	19.0
6.376 to 6.500	209	128,411,122.55	15.97	615,738	128,689,323	128,411,123	6.496	6.288	359.7	358.8	0.9	70.78	86.5	748.0	17.6
6.501 to 6.625	198	120,952,231.31	15.04	611,199	121,017,417	120,952,231	6.619	6.407	359.7	358.9	0.8	73.55	92.3	743.8	28.9
6.626 to 6.750	266	174,144,846.79	21.65	656,143	174,534,012	174,144,847	6.746	6.539	359.9	359.0	0.9	72.26	91.0	747.6	31.4
6.751 to 6.875	209	128,936,439.75	16.03	617,446	129,046,227	128,936,440	6.871	6.661	360.0	359.3	0.7	74.39	92.5	740.2	29.1
6.876 to 7.000	72	44,956,297.04	5.59	624,611	44,972,014	44,956,297	6.996	6.792	360.0	359.2	0.8	74.98	92.5	738.5	43.7
7.001 to 7.125	21	13,429,509.22	1.67	642,456	13,491,566	13,429,509	7.125	6.922	360.0	358.5	1.5	77.62	94.9	711.1	59.0
7.126 to 7.250	22	13,042,036.61	1.62	593,846	13,064,605	13,042,037	7.250	7.047	360.0	358.5	1.5	74.76	87.8	740.7	56.6
7.251 to 7.375	3	1,855,855.44	0.23	618,783	1,856,350	1,855,855	7.375	7.175	360.0	359.3	0.7	78.21	100.0	706.1	32.3
7.376 to 7.500	15	9,710,572.44	1.21	648,250	9,723,750	9,710,572	7.500	7.300	360.0	357.9	2.1	76.06	99.3	754.2	47.8
7.501 to 7.625	3	1,443,054.81	0.18	481,367	1,444,100	1,443,055	7.625	7.133	360.0	359.0	1.0	86.47	100.0	736.2	0.0
7.751 to 7.875	2	440,960.26	0.05	241,800	483,600	440,960	7.875	7.674	360.0	357.4	2.6	80.00	97.1	667.0	0.0
7.876 to 8.000	2	569,445.85	0.07	287,538	575,075	569,446	8.000	7.799	360.0	357.5	2.5	80.17	98.3	816.6	0.0
Total:	1,286	804,321,599.02	100.00	626,551	805,744,578	804,321,599	6.647	6.437	359.9	358.9	1.0	72.89	92.1	744.0	27.3
Minimum: 5.5000 Maximum: 8.0000 Weighted Average: 6.6469

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Net Rates (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
5.251 to 5.375	4	1,386,520.12	0.17	348,987	1,395,948	1,386,520	5.578	5.345	360.0	350.7	9.3	72.58	100.0	766.0	34.6
5.376 to 5.500	2	1,096,877.26	0.14	549,375	1,098,750	1,096,877	5.625	5.425	360.0	358.4	1.6	73.15	100.0	781.7	0.0
5.501 to 5.625	7	4,863,955.48	0.60	700,133	4,900,930	4,863,955	5.787	5.572	360.0	352.8	7.2	64.37	91.1	745.4	22.6
5.626 to 5.750	12	7,630,237.61	0.95	638,537	7,662,449	7,630,238	5.920	5.700	360.0	356.2	3.8	69.88	100.0	750.7	0.0
5.751 to 5.875	25	14,970,480.64	1.86	600,360	15,009,009	14,970,481	6.051	5.830	360.0	357.4	2.6	70.78	100.0	749.6	17.5
5.876 to 6.000	34	20,994,552.38	2.61	618,213	21,019,234	20,994,552	6.193	5.961	360.0	359.0	1.0	72.63	100.0	741.5	13.5
6.001 to 6.125	66	42,792,895.44	5.32	651,740	43,014,844	42,792,895	6.290	6.073	360.0	359.0	1.0	72.49	97.4	744.9	18.7
6.126 to 6.250	149	93,265,909.24	11.60	626,470	93,344,003	93,265,909	6.399	6.186	360.0	359.1	0.9	71.93	93.8	741.2	17.6
6.251 to 6.375	221	137,942,024.86	17.15	625,348	138,202,007	137,942,025	6.522	6.311	359.5	358.7	0.7	70.78	86.4	747.8	19.2
6.376 to 6.500	191	116,521,088.66	14.49	610,398	116,585,958	116,521,089	6.646	6.435	360.0	359.2	0.8	73.52	93.6	747.9	27.4
6.501 to 6.625	263	170,770,436.80	21.23	650,790	171,157,692	170,770,437	6.763	6.557	359.9	359.0	0.9	73.01	89.6	744.8	31.2
6.626 to 6.750	179	110,710,017.15	13.76	619,074	110,814,194	110,710,017	6.878	6.676	360.0	359.2	0.8	74.53	94.2	739.4	32.9
6.751 to 6.875	68	41,780,722.80	5.19	615,478	41,852,514	41,780,723	7.003	6.802	360.0	359.1	0.9	74.65	91.9	740.5	45.6
6.876 to 7.000	20	13,816,271.85	1.72	691,323	13,826,466	13,816,272	7.151	6.929	360.0	358.4	1.6	77.38	95.3	715.7	57.3
7.001 to 7.125	22	12,715,927.36	1.58	578,846	12,734,605	12,715,927	7.263	7.050	360.0	358.8	1.2	75.95	87.5	739.9	58.0
7.126 to 7.250	4	1,922,313.83	0.24	482,588	1,930,350	1,922,314	7.379	7.178	360.0	356.3	3.7	78.28	96.5	708.8	31.2
7.251 to 7.375	14	9,644,114.05	1.20	689,268	9,649,750	9,644,114	7.500	7.300	360.0	358.5	1.5	76.03	100.0	754.0	48.2
7.376 to 7.500	1	486,847.38	0.06	487,200	487,200	486,847	7.625	7.425	360.0	359.0	1.0	80.00	100.0	791.0	0.0
7.501 to 7.625	1	12,960.26	0.00	55,600	55,600	12,960	7.875	7.625	360.0	271.0	89.0	80.00	0.0	0.0	0.0
7.626 to 7.750	2	437,821.60	0.05	221,538	443,075	437,822	7.878	7.677	360.0	358.0	2.0	80.22	97.8	667.3	0.0
7.751 to 7.875	1	559,624.25	0.07	560,000	560,000	559,624	8.000	7.800	360.0	359.0	1.0	80.00	100.0	819.0	0.0
Total:	1,286	804,321,599.02	100.00	626,551	805,744,578	804,321,599	6.647	6.437	359.9	358.9	1.0	72.89	92.1	744.0	27.3
Minimum: 5.3000 Maximum: 7.8000 Weighted Average: 6.4372
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Conforming Balance	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Conforming	1,253	786,030,038.58	97.73	628,381	787,361,242	786,030,039	6.651	6.442	359.9	359.0	0.9	72.94	92.1	744.3	27.8
Jumbo	33	18,291,560.44	2.27	557,071	18,383,336	18,291,560	6.469	6.228	360.0	355.4	4.6	71.00	91.0	733.9	2.4
Total:	1,286	804,321,599.02	100.00	626,551	805,744,578	804,321,599	6.647	6.437	359.9	358.9	1.0	72.89	92.1	744.0	27.3

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Original Principal Balance ($)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
10,001 to 20,000	1	9,821.60	0.00	15,075	15,075	9,822	8.000	7.750	360.0	270.0	90.0	90.00	0.0	682.0	0.0
40,001 to 50,000	1	35,554.05	0.00	40,500	40,500	35,554	7.125	6.875	360.0	271.0	89.0	90.00	0.0	666.0	0.0
50,001 to 60,000	2	66,960.26	0.01	54,800	109,600	66,960	6.815	6.565	360.0	342.8	17.2	88.06	0.0	662.0	0.0
70,001 to 80,000	1	66,458.39	0.01	74,000	74,000	66,458	7.500	7.250	360.0	273.0	87.0	80.00	0.0	785.0	0.0
90,001 to 100,000	1	96,410.44	0.01	97,948	97,948	96,410	5.565	5.315	360.0	345.0	15.0	17.81	100.0	791.0	0.0
110,001 to 120,000	1	120,000.00	0.01	120,000	120,000	120,000	6.780	6.530	360.0	360.0	0.0	81.63	0.0	776.0	0.0
120,001 to 130,000	1	120,400.00	0.01	120,400	120,400	120,400	6.750	6.550	360.0	360.0	0.0	80.00	100.0	790.0	0.0
130,001 to 140,000	1	129,289.95	0.02	130,040	130,040	129,290	6.250	6.000	360.0	354.0	6.0	80.00	100.0	682.0	0.0
200,001 to 250,000	1	205,000.00	0.03	205,000	205,000	205,000	6.840	6.590	360.0	360.0	0.0	100.00	0.0	767.0	0.0
250,001 to 300,000	1	285,239.04	0.04	285,770	285,770	285,239	6.375	6.175	360.0	358.0	2.0	80.00	100.0	746.0	0.0
300,001 to 400,000	2	721,449.08	0.09	363,000	726,000	721,449	5.866	5.616	360.0	349.0	11.0	77.33	100.0	741.7	48.2
400,001 to 500,000	408	189,556,487.98	23.57	465,040	189,736,155	189,556,488	6.648	6.438	359.9	358.9	1.0	73.84	92.2	743.6	23.5
500,001 to 600,000	365	200,191,225.65	24.89	549,022	200,392,906	200,191,226	6.641	6.430	359.8	358.9	0.9	74.47	91.4	741.3	27.2
600,001 to 700,000	194	124,969,234.76	15.54	645,615	125,249,236	124,969,235	6.675	6.466	359.7	358.6	1.0	73.38	91.2	738.9	28.1
700,001 to 800,000	121	91,116,971.61	11.33	756,910	91,586,146	91,116,972	6.616	6.408	360.0	358.9	1.1	71.89	96.7	745.3	28.5
800,001 to 900,000	50	42,891,284.45	5.33	858,643	42,932,129	42,891,284	6.622	6.417	360.0	359.2	0.8	73.27	96.0	751.4	30.1
900,001 to 1,000,000	79	76,722,205.51	9.54	972,887	76,858,105	76,722,206	6.683	6.474	360.0	358.9	1.1	69.67	95.1	747.8	31.7
1,000,001 to 1,250,000	29	32,381,149.56	4.03	1,117,585	32,409,959	32,381,150	6.568	6.359	360.0	359.0	1.0	67.49	96.6	759.0	30.9
1,250,001 to 1,500,000	18	24,971,220.52	3.10	1,387,706	24,978,704	24,971,221	6.631	6.417	360.0	359.4	0.6	71.48	82.6	752.2	22.2
1,500,001 to 1,750,000	4	6,766,853.55	0.84	1,692,075	6,768,300	6,766,854	6.790	6.590	360.0	359.3	0.7	66.31	100.0	747.1	50.1
1,750,001 to 2,000,000	2	3,800,026.93	0.47	1,901,675	3,803,350	3,800,027	6.678	6.478	360.0	359.0	1.0	61.44	47.4	779.2	0.0
2,000,001 >=	3	9,098,355.69	1.13	3,035,085	9,105,256	9,098,356	6.763	6.550	360.0	358.8	1.2	78.65	56.2	711.4	29.8
Total:	1,286	804,321,599.02	100.00	626,551	805,744,578	804,321,599	6.647	6.437	359.9	358.9	1.0	72.89	92.1	744.0	27.3
Minimum: 15,075.00
Maximum: 3,996,000.00
Average: 626,550.99
Total: 805,744,577.82											< /TD>

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Original Subject Loan-to-Value Ratio (%)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
0.01 to 5.00	1	731,000.00	0.09	731,000	731,000	731,000	6.375	6.175	360.0	359.0	1.0	4.87	100.0	771.0	100.0
5.01 to 10.00	1	461,602.23	0.06	462,000	462,000	461,602	6.750	6.550	360.0	359.0	1.0	7.70	100.0	720.0	0.0
15.01 to 20.00	2	845,764.70	0.11	423,974	847,948	845,765	6.615	6.409	360.0	357.4	2.6	18.86	100.0	776.8	0.0
25.01 to 30.00	3	1,395,587.77	0.17	465,333	1,396,000	1,395,588	6.500	6.300	360.0	358.6	1.4	28.69	68.5	728.0	67.4
30.01 to 35.00	6	4,129,117.61	0.51	691,742	4,150,450	4,129,118	6.505	6.280	360.0	356.2	3.8	31.89	100.0	749.1	12.7
35.01 to 40.00	8	6,739,287.22	0.84	842,624	6,740,994	6,739,287	6.659	6.451	360.0	359.2	0.8	37.56	100.0	739.1	37.6
40.01 to 45.00	12	8,927,946.63	1.11	744,165	8,929,982	8,927,947	6.643	6.420	360.0	359.6	0.4	42.34	94.0	768.3	27.2
45.01 to 50.00	21	14,536,100.36	1.81	692,610	14,544,813	14,536,100	6.664	6.445	360.0	359.5	0.5	47.94	100.0	738.7	26.0
50.01 to 55.00	47	31,920,738.71	3.97	681,716	32,040,656	31,920,739	6.583	6.375	360.0	358.4	1.6	52.77	95.6	754.2	22.1
55.01 to 60.00	52	33,383,544.43	4.15	642,504	33,410,227	33,383,544	6.518	6.308	360.0	359.0	1.0	57.53	96.7	749.1	28.5
60.01 to 65.00	69	45,987,531.04	5.72	666,985	46,021,976	45,987,531	6.641	6.428	360.0	359.2	0.8	62.92	92.5	749.0	18.6
65.01 to 70.00	134	86,783,067.96	10.79	648,820	86,941,915	86,783,068	6.604	6.398	360.0	359.0	1.0	68.24	89.2	743.3	29.6
70.01 to 75.00	161	110,486,790.98	13.74	688,354	110,824,950	110,486,791	6.585	6.371	359.6	358.7	0.9	73.45	91.1	746.0	20.7
75.01 to 80.00	741	444,839,204.53	55.31	601,254	445,529,332	444,839,205	6.683	6.476	359.9	358.9	1.0	79.54	91.7	742.6	29.5
80.01 to 85.00	2	633,492.29	0.08	317,000	634,000	633,492	6.350	6.141	360.0	359.2	0.8	83.32	81.1	724.1	0.0
85.01 to 90.00	21	9,428,335.28	1.17	449,723	9,444,184	9,428,335	6.817	6.546	360.0	358.4	1.6	88.76	98.9	716.0	31.3
90.01 to 95.00	3	1,562,487.28	0.19	521,383	1,564,150	1,562,487	6.797	6.597	360.0	358.3	1.7	93.44	100.0	699.4	39.4
95.01 to 100.00	2	1,530,000.00	0.19	765,000	1,530,000	1,530,000	6.623	6.373	360.0	360.0	0.0	100.00	86.6	724.6	0.0
Total:	1,286	804,321,599.02	100.00	626,551	805,744,578	804,321,599	6.647	6.437	359.9	358.9	1.0	72.89	92.1	744.0	27.3
Minimum: 4.87 Maximum: 100.00

Weighted Average by Original Balance: 72.89

Weighted Average by Current Balance: 72.89

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
PMI Company (LTV > 80)	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Mtge Guaranty Insurance Corp.	5	2,952,431.31	22.44	591,030	2,955,150	2,952,431	6.634	6.434	360.0	358.4	1.6	89.52	100.0	704.8	63.0
United Guaranty Insurance	6	2,548,709.19	19.38	425,817	2,554,900	2,548,709	6.860	6.548	360.0	357.7	2.3	89.33	98.6	725.3	21.2
Republic Mtge Ins Co	4	2,010,745.95	15.29	502,904	2,011,614	2,010,746	6.706	6.506	360.0	358.9	1.1	87.94	100.0	707.0	29.5
TBD	4	1,704,000.00	12.95	426,000	1,704,000	1,704,000	6.633	6.383	360.0	360.0	0.0	98.39	77.8	726.2	0.0
Commonwealth Mtg Assurance	3	1,668,500.00	12.68	556,167	1,668,500	1,668,500	6.747	6.547	360.0	359.7	0.3	88.93	100.0	713.7	34.3
PMI Mortgage Insurance Co.	2	932,774.16	7.09	466,755	933,509	932,774	7.216	6.843	360.0	359.0	1.0	90.33	100.0	696.5	0.0
Triad Guaranty Ins	2	889,007.32	6.76	445,045	890,091	889,007	6.998	6.560	360.0	358.5	1.5	90.16	100.0	722.8	0.0
General Electric	2	448,146.92	3.41	227,285	454,570	448,147	6.655	6.454	360.0	355.1	4.9	87.95	97.8	758.3	0.0
Total:	28	13,154,314.85	100.00	470,440	13,172,334	13,154,315	6.769	6.513	360.0	358.6	1.4	90.36	96.8	715.4	27.1

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
FICO	of	Principal	Principal	Original	Original	Scheduled	Gross	Net	Original	Remaining	Average	Original	Owner	FICO
Score	Receivables	Balance	Balance	Balance	Balance	Balance	Coupon	Coupon	Term	Term	Seasoning	LTV	Occupied	Score	% IO
<= 620	4	1,402,876.70	0.17	374,365	1,497,460	1,402,877	6.802	6.552	360.0	358.8	1.2	77.43	99.1	605.0	0.0
621 to 645	6	3,244,902.10	0.40	541,933	3,251,600	3,244,902	6.676	6.426	360.0	358.0	2.0	75.62	100.0	635.8	0.0
646 to 670	53	31,726,987.85	3.94	599,101	31,752,374	31,726,988	6.673	6.455	360.0	359.0	1.0	72.42	96.6	663.7	27.6
671 to 695	102	58,306,379.95	7.25	572,129	58,357,169	58,306,380	6.632	6.420	359.4	358.4	1.0	75.56	97.8	684.4	25.1
696 to 720	232	144,321,525.35	17.94	622,544	144,430,150	144,321,525	6.689	6.479	359.8	358.8	1.0	73.27	93.7	709.2	29.8
721 to 745	242	156,374,811.17	19.44	646,659	156,491,538	156,374,811	6.657	6.452	359.7	358.7	1.0	73.51	92.2	732.7	32.0
746 to 770	243	154,577,568.33	19.22	637,125	154,821,364	154,577,568	6.622	6.414	360.0	358.9	1.1	73.25	89.3	758.4	23.5
771 to 795	300	186,937,879.24	23.24	625,430	187,628,954	186,937,879	6.628	6.418	360.0	359.1	0.9	71.49	90.0	782.6	26.2
796 to 820	103	66,832,668.33	8.31	649,689	66,917,968	66,832,668	6.635	6.425	360.0	359.2	0.8	71.33	94.0	802.4	25.3
821 to 845	1	596,000.00	0.07	596,000	596,000	596,000	6.875	6.675	360.0	360.0	0.0	80.00	0.0	821.0	100.0
Total:	1,286	804,321,599.02	100.00	626,551	805,744,578	804,321,599	6.647	6.437	359.9	358.9	1.0	72.89	92.1	744.0	27.3
Minimum: 594 Maximum: 821 Weighted Average: 744.0

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Documentation Level	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Preferred	612	370,361,780.55	46.05	605,813	370,757,812	370,361,781	6.668	6.468	359.9	358.9	1.0	72.65	93.4	753.9	32.5
Full Documentation	521	339,718,000.29	42.24	653,722	340,589,129	339,718,000	6.635	6.416	359.9	358.9	1.0	73.59	91.1	734.6	23.2
Alternative	130	79,176,107.25	9.84	610,084	79,310,914	79,176,107	6.610	6.403	359.7	358.7	1.0	73.52	91.2	733.0	24.4
No Income Verification	10	7,779,349.59	0.97	778,497	7,784,972	7,779,350	6.623	6.373	360.0	359.3	0.7	49.85	100.0	782.7	0.0
Reduced	6	3,161,709.38	0.39	526,983	3,161,900	3,161,709	6.540	6.297	360.0	359.8	0.2	76.97	84.1	764.2	21.8
Limited	2	1,300,000.00	0.16	650,000	1,300,000	1,300,000	6.410	6.160	360.0	360.0	0.0	48.59	100.0	779.8	0.0
Full/Alternative	2	1,124,250.73	0.14	566,500	1,133,000	1,124,251	6.710	6.460	360.0	351.7	8.3	66.88	100.0	738.0	0.0
Stated	2	1,056,850.00	0.13	528,425	1,056,850	1,056,850	6.657	6.407	360.0	360.0	0.0	75.22	45.4	781.9	0.0
Simply Signature	1	643,551.23	0.08	650,000	650,000	643,551	6.500	6.250	360.0	351.0	9.0	78.79	0.0	710.0	0.0
Total:	1,286	804,321,599.02	100.00	626,551	805,744,578	804,321,599	6.647	6.437	359.9	358.9	1.0	72.89	92.1	744.0	27.3
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Occupancy	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Primary Residence	1,183	740,915,758.19	92.12	627,345	742,149,480	740,915,758	6.645	6.435	359.9	358.9	1.0	72.73	100.0	743.2	28.0
Second Home	95	61,367,221.92	7.63	647,757	61,536,898	61,367,222	6.667	6.461	360.0	359.0	1.0	74.68	0.0	754.9	19.6
Investment	8	2,038,618.91	0.25	257,275	2,058,200	2,038,619	6.849	6.599	360.0	354.3	5.7	77.23	0.0	730.4	0.0
Total:	1,286	804,321,599.02	100.00	626,551	805,744,578	804,321,599	6.647	6.437	359.9	358.9	1.0	72.89	92.1	744.0	27.3
							&nb sp;
			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Purpose	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Purchase	766	485,142,382.05	60.32	634,725	486,199,183	485,142,382	6.637	6.426	359.9	359.1	0.9	74.89	90.9	751.1	27.6
Cash-out Refinance	311	186,766,169.46	23.22	600,961	186,898,769	186,766,169	6.662	6.451	359.9	358.8	1.0	70.35	93.8	726.2	26.4
Rate/Term Refinance	209	132,413,047.51	16.46	634,673	132,646,626	132,413,048	6.661	6.457	359.7	358.3	1.4	69.16	94.3	743.3	27.4
Total:	1,286	804,321,599.02	100.00	626,551	805,744,578	804,321,599	6.647	6.437	359.9	358.9	1.0	72.89	92.1	744.0	27.3

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Property Type	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
Single Family Residence	810	505,709,882.78	62.87	625,742	506,851,137	505,709,883	6.642	6.433	359.9	358.9	1.0	72.38	93.2	742.6	27.8
Planned unit developments	391	246,841,626.33	30.69	631,733	247,007,756	246,841,626	6.647	6.437	359.9	358.9	1.0	73.76	92.2	746.8	28.4
Condo	59	32,574,235.67	4.05	553,689	32,667,642	32,574,236	6.684	6.471	360.0	358.3	1.7	74.30	75.3	745.5	19.7
Two- to four-family	10	9,312,738.14	1.16	931,788	9,317,875	9,312,738	6.832	6.614	360.0	359.2	0.8	74.53	90.1	751.9	19.5
Cooperative Units	8	5,689,159.36	0.71	711,428	5,691,420	5,689,159	6.721	6.498	360.0	359.6	0.4	71.19	100.0	764.8	7.8
Single-family detached	8	4,193,956.74	0.52	526,093	4,208,748	4,193,957	6.404	6.154	360.0	356.3	3.7	71.42	85.0	696.6	0.0
Total:	1,286	804,321,599.02	100.00	626,551	805,744,578	804,321,599	6.647	6.437	359.9	358.9	1.0	72.89	92.1	744.0	27.3

			% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Geographic	Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Distribution by Balance	of Receivables	Principal Balance	Principal Balance	Original Balance	Original Balance	Scheduled Balance	Gross Coupon	Net Coupon	Original Term	Remaining Term	Average Seasoning	Original LTV	Owner Occupied	FICO Score	% IO
California	421	268,382,185.07	33.37	639,272	269,133,676	268,382,185	6.666	6.460	359.9	358.9	0.9	70.95	96.1	745.8	35.6
New York	84	56,422,093.58	7.01	673,385	56,564,304	56,422,094	6.706	6.491	360.0	358.7	1.3	70.06	97.5	741.4	31.8
New Jersey	66	42,519,426.46	5.29	644,539	42,539,543	42,519,426	6.671	6.450	359.4	358.6	0.8	72.08	96.2	738.8	23.0
Virginia	67	39,019,304.68	4.85	582,867	39,052,075	39,019,305	6.610	6.396	360.0	359.1	0.9	73.34	95.8	737.4	27.0
Florida	64	38,181,733.83	4.75	597,714	38,253,684	38,181,734	6.718	6.508	360.0	358.9	1.1	73.79	79.5	740.6	25.2
Maryland	60	37,219,665.30	4.63	621,553	37,293,198	37,219,665	6.616	6.406	360.0	359.0	1.0	74.86	96.1	748.5	22.4
Illinois	45	26,960,590.93	3.35	599,531	26,978,892	26,960,591	6.697	6.482	360.0	359.1	0.9	75.75	96.3	750.9	14.4
Colorado	37	24,510,655.65	3.05	663,203	24,538,509	24,510,656	6.585	6.373	360.0	358.6	1.4	72.77	77.3	754.2	22.9
Texas	35	24,305,515.78	3.02	695,260	24,334,109	24,305,516	6.606	6.398	358.7	357.4	1.3	77.88	98.1	743.5	17.2
Washington	36	22,426,069.01	2.79	623,271	22,437,742	22,426,069	6.639	6.427	360.0	359.3	0.7	74.47	94.9	728.1	10.7
Connecticut	28	19,521,076.19	2.43	697,416	19,527,661	19,521,076	6.558	6.347	360.0	359.3	0.7	69.27	100.0	744.5	24.0
Arizona	33	18,062,561.53	2.25	547,854	18,079,168	18,062,562	6.722	6.511	360.0	359.0	1.0	75.20	94.4	736.7	23.1
Minnesota	28	16,808,007.23	2.09	600,603	16,816,870	16,808,007	6.576	6.363	360.0	359.2	0.8	74.26	93.9	765.4	17.6
Nevada	30	16,632,531.98	2.07	555,181	16,655,428	16,632,532	6.632	6.421	360.0	358.5	1.5	74.17	93.6	732.5	30.1
Georgia	20	12,877,353.19	1.60	644,517	12,890,341	12,877,353	6.483	6.274	360.0	358.9	1.1	74.83	87.6	759.2	55.0
Pennsylvania	18	11,044,198.44	1.37	613,811	11,048,599	11,044,198	6.572	6.350	360.0	359.4	0.6	75.94	100.0	737.3	22.6
Utah	19	10,696,188.52	1.33	563,292	10,702,550	10,696,189	6.682	6.479	360.0	359.1	0.9	76.57	69.0	732.8	16.9
Hawaii	11	10,278,098.10	1.28	934,763	10,282,396	10,278,098	6.718	6.510	360.0	359.1	0.9	72.18	70.0	739.5	32.2
Tennessee	17	9,816,403.91	1.22	577,754	9,821,821	9,816,404	6.729	6.529	360.0	359.1	0.9	76.48	89.3	740.8	18.2
Oregon	15	9,556,520.64	1.19	637,450	9,561,750	9,556,521	6.436	6.230	360.0	359.3	0.7	73.09	73.7	751.4	17.4
Massachusetts	14	8,071,178.07	1.00	576,973	8,077,615	8,071,178	6.722	6.503	360.0	359.0	1.0	74.29	75.0	749.5	8.1
North Carolina	11	7,223,531.52	0.90	657,283	7,230,118	7,223,532	6.696	6.496	360.0	359.2	0.8	76.28	92.7	755.4	24.5
Michigan	11	6,636,979.69	0.83	604,480	6,649,280	6,636,980	6.524	6.324	360.0	358.8	1.2	73.83	75.0	734.2	14.4
Wisconsin	11	6,014,652.35	0.75	547,095	6,018,050	6,014,652	6.632	6.428	360.0	359.4	0.6	73.07	100.0	727.1	9.0
Idaho	9	4,919,105.31	0.61	546,864	4,921,779	4,919,105	6.589	6.389	360.0	359.1	0.9	76.87	62.5	763.2	22.6
Missouri	8	4,744,621.16	0.59	593,444	4,747,555	4,744,621	6.647	6.430	360.0	359.3	0.7	74.12	100.0	747.2	0.0
Alabama	8	4,569,111.11	0.57	572,188	4,577,500	4,569,111	6.568	6.368	360.0	358.1	1.9	79.96	80.1	729.7	9.6
District of Columbia	7	4,449,844.05	0.55	635,857	4,451,000	4,449,844	6.847	6.639	360.0	358.6	1.4	75.56	100.0	754.2	59.2
Ohio	8	3,892,056.10	0.48	487,250	3,898,000	3,892,056	6.623	6.394	360.0	358.9	1.1	77.83	93.8	746.0	15.3
Wyoming	6	3,801,573.83	0.47	633,858	3,803,150	3,801,574	6.628	6.428	360.0	359.4	0.6	76.79	84.3	751.6	57.9
Oklahoma	7	3,745,535.43	0.47	535,646	3,749,520	3,745,535	6.518	6.318	360.0	358.9	1.1	79.75	98.6	755.2	0.0
South Carolina	5	3,146,385.56	0.39	629,554	3,147,772	3,146,386	6.442	6.210	360.0	359.5	0.5	72.85	64.9	763.5	16.8
Kansas	5	3,052,756.75	0.38	610,890	3,054,450	3,052,757	6.665	6.458	360.0	359.2	0.8	74.32	100.0	730.9	37.2
New Mexico	5	2,599,094.69	0.32	530,300	2,651,500	2,599,095	6.822	6.614	360.0	359.1	0.9	78.61	73.2	714.1	46.3
Montana	4	2,380,764.23	0.30	595,550	2,382,200	2,380,764	6.605	6.405	360.0	359.0	1.0	65.53	56.6	717.9	32.9
Kentucky	4	2,341,989.23	0.29	586,000	2,344,000	2,341,989	6.479	6.279	360.0	358.8	1.2	78.27	72.2	742.9	27.8
Mississippi	4	2,299,721.39	0.29	578,250	2,313,000	2,299,721	6.124	5.924	360.0	353.7	6.3	71.14	100.0	761.0	21.7
Virgin Islands	2	1,636,946.81	0.20	818,750	1,637,500	1,636,947	6.576	6.326	360.0	359.6	0.4	67.36	100.0	704.3	0.0
Delaware	3	1,443,951.41	0.18	481,449	1,444,348	1,443,951	6.367	6.167	360.0	359.7	0.3	75.69	34.3	744.3	0.0
Indiana	3	1,426,451.93	0.18	476,383	1,429,150	1,426,452	6.536	6.336	360.0	358.3	1.7	70.24	100.0	737.4	0.0
Rhode Island	2	1,373,200.00	0.17	686,600	1,373,200	1,373,200	6.759	6.536	360.0	360.0	0.0	77.27	45.4	745.7	0.0
Continued...

...continued
				% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Geographic		Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Distribution		of	Principal	Principal	Original	Original	Scheduled	Gross	Net	Original	Remaining	Average	Original	Owner	FICO
by Balance		Receivables	Balance	Balance	Balance	Balance	Balance	Coupon	Coupon	Term	Term	Seasoning	LTV	Occupied	Score	% IO
Maine		2	1,367,534.16	0.17	684,000	1,368,000	1,367,534	6.471	6.271	360.0	359.6	0.4	80.00	0.0	747.6	0.0
South Dakota		2	1,203,562.39	0.15	602,000	1,204,000	1,203,562	6.551	6.351	360.0	359.6	0.4	78.21	100.0	723.0	0.0
Alaska		1	1,198,991.85	0.15	1,200,000	1,200,000	1,198,992	6.875	6.675	360.0	359.0	1.0	75.00	100.0	778.0	0.0
Arkansas		2	1,195,485.03	0.15	598,000	1,196,000	1,195,485	6.576	6.376	360.0	359.0	1.0	74.42	100.0	748.9	53.5
New Hampshire		2	1,141,986.52	0.14	571,250	1,142,500	1,141,987	6.500	6.300	360.0	359.5	0.5	76.81	0.0	767.5	0.0
Nebraska		1	859,259.56	0.11	860,000	860,000	859,260	6.750	6.550	360.0	359.0	1.0	67.72	100.0	802.0	0.0
Louisiana		1	756,157.82	0.09	766,400	766,400	756,158	6.250	6.050	360.0	349.0	11.0	80.00	100.0	673.0	0.0
Vermont		1	590,000.00	0.07	590,000	590,000	590,000	6.750	6.500	360.0	360.0	0.0	79.73	0.0	720.0	0.0
Iowa		2	511,421.60	0.06	258,338	516,675	511,422	6.529	6.328	360.0	358.3	1.7	80.19	98.1	775.2	0.0
West Virginia		1	487,569.45	0.06	488,000	488,000	487,569	6.625	6.425	360.0	359.0	1.0	80.00	100.0	754.0	0.0
Total:		1,286	804,321,599.02	100.00	626,551	805,744,578	804,321,599	6.647	6.437	359.9	358.9	1.0	72.89	92.1	744.0	27.3
Number of States Represented:	51								& nbsp;
				% of				Weighted	Weighted	Weighted Average	Weighted Average		Weighted
Top 10		Number		Aggregate	Average	Aggregate	Aggregate	Average	Average	Stated	Stated	Weighted	Average	Percent
Zip Code		of	Principal	Principal	Original	Original	Scheduled	Gross	Net	Original	Remaining	Average	Original	Owner	FICO
Concentrations		Receivables	Balance	Balance	Balance	Balance	Balance	Coupon	Coupon	Term	Term	Seasoning	LTV	Occupied	Score	% IO
92648		5	4,802,865.52	0.60	961,400	4,807,000	4,802,866	6.528	6.302	360.0	358.8	1.2	60.49	100.0	754.9	37.0
92663		2	4,758,403.60	0.59	2,383,000	4,766,000	4,758,404	6.710	6.510	360.0	358.2	1.8	74.11	16.2	734.2	0.0
75230		4	4,700,656.00	0.58	1,177,466	4,709,864	4,700,656	6.533	6.333	360.0	357.9	2.1	80.00	100.0	746.9	48.6
92603		2	3,859,255.00	0.48	1,929,628	3,859,255	3,859,255	6.976	6.776	360.0	359.0	1.0	72.20	100.0	730.7	100.0
91709		5	3,639,132.32	0.45	727,920	3,639,600	3,639,132	6.706	6.497	360.0	359.1	0.9	79.75	100.0	721.8	35.2
94566		3	3,371,161.39	0.42	1,124,333	3,373,000	3,371,161	6.427	6.227	360.0	359.4	0.6	74.17	100.0	772.7	0.0
11530		5	3,153,546.75	0.39	634,600	3,173,000	3,153,547	6.847	6.639	360.0	355.1	4.9	62.47	100.0	716.8	83.8
06840		3	3,052,250.49	0.38	1,018,333	3,055,000	3,052,250	6.525	6.325	360.0	359.0	1.0	58.25	100.0	737.6	0.0
06820		3	3,034,354.26	0.38	1,011,667	3,035,000	3,034,354	6.633	6.433	360.0	359.4	0.6	59.72	100.0	748.8	31.3
92253		5	3,012,319.27	0.37	602,734	3,013,672	3,012,319	6.864	6.664	360.0	358.9	1.1	77.68	38.2	755.6	66.7
Other		1,249	766,937,654.42	95.35	615,143	768,313,187	766,937,654	6.646	6.436	359.9	358.9	1.0	73.02	92.5	744.1	26.7
Total:		1,286	804,321,599.02	100.00	626,551	805,744,578	804,321,599	6.647	6.437	359.9	358.9	1.0	72.89	92.1	744.0	27.3