FWP 1 p8019286-fwp.txt FREE WRITING EXPERIENCE Filed Pursuant to Rule 433 File No.: 333-140804-01 Copyright 2006 JPMorgan Chase & Co. - All rights reserved. J.P. Morgan Securities Inc. (JPMSI), member NYSE and SIPC. JPMorgan is the marketing name used by the specific legal entity or entities named in the attached materials. Clients should contact analysts and execute transactions through a JPMorgan Chase & Co. subsidiary or affiliate in their home jurisdiction unless governing law permits otherwise. The depositor has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus in that registration statement and other documents the depositor has filed with the SEC for more complete information about the depositor, the issuing trust and this offering. You may get these documents for free by visiting EDGAR on the SEC Web site at www.sec.gov. Alternatively, the depositor, any underwriter or any dealer participating in the offering will arrange to send you the prospectus if you request it by calling toll-free 1-866-400-7834 or emailing Avinash Bappanad at bappanad_avinash@jpmorgan.com. The attached information contains certain tables and other statistical analyses (the "Computational Materials") which have been prepared in reliance upon information furnished by the depositor. These materials are subject to change, completion or amendment from time to time. Numerous assumptions were used in preparing the Computational Materials, which may or may not be reflected herein. As such, no assurance can be given as to the Computational Materials' appropriateness or completeness in any particular context; or 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. You should consult your own counsel, accountant and other advisors as to the legal, tax, business, financial and related aspects of a purchase of these securities. Any weighted average lives, yields and principal payment periods shown in the Computational Materials are based on prepayment and/or loss assumptions, and changes in such prepayment and/or loss assumptions may dramatically affect such weighted average lives, yields and principal payment periods. In addition, it is possible that prepayments or losses on the underlying assets will occur at rates higher or lower than the rates shown in the attached Computational Materials. The specific characteristics of the securities may differ from those shown in the Computational Materials due to differences between the final underlying assets and the preliminary 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 JPMorgan nor any of its affiliates makes any representation or warranty as to the actual rate or timing of payments or losses on any of the underlying assets or the payments or yield on the securities. THIS INFORMATION IS FURNISHED TO YOU SOLELY BY JPMORGAN AND NOT BY THE DEPOSITOR OR ANY OF ITS AFFILIATES (OTHER THAN JPMORGAN). JPMORGAN IS ACTING AS UNDERWRITER AND NOT ACTING AS AGENT FOR THE DEPOSITOR IN CONNECTION WITH THE PROPOSED TRANSACTION. JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP10, Class AMS Dec Tables
---------------------------------------------------------------------------------------------------------------------- WAL Princ Window Matures Gaps in Princ 29-Mar-07 15-Mar-08 15-Mar-09 15-Mar-10 15-Mar-11 15-Mar-12 ---------------------------------------------------------------------------------------------------------------------- 0 CPY 6.51 Apr13-Dec13 13-Dec No 100 100 100 100 100 100 ---------------------------------------------------------------------------------------------------------------------- 10 CPY 6.50 Apr13-Dec13 13-Dec No 100 100 100 100 100 100 ---------------------------------------------------------------------------------------------------------------------- 20 CPY 6.49 Apr13-Nov13 13-Nov No 100 100 100 100 100 100 ---------------------------------------------------------------------------------------------------------------------- 30 CPY 6.49 Apr13-Nov13 13-Nov No 100 100 100 100 100 100 ---------------------------------------------------------------------------------------------------------------------- 40 CPY 6.48 Apr13-Nov13 13-Nov No 100 100 100 100 100 100 ---------------------------------------------------------------------------------------------------------------------- 50 CPY 6.48 Apr13-Nov13 13-Nov No 100 100 100 100 100 100 ---------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------ 15-Mar-13 15-Mar-14 Prepay Rate YMP Prepay Penalty Haircut(%) No Prepay if L/O Pts > ------------------------------------------------------------------------------------------------------ 0 CPY 100 0 0 CPY Incl pnlty 0 During Lockout ------------------------------------------------------------------------------------------------------ 10 CPY 100 0 10 CPY Incl pnlty 0 During Lockout ------------------------------------------------------------------------------------------------------ 20 CPY 100 0 20 CPY Incl pnlty 0 During Lockout ------------------------------------------------------------------------------------------------------ 30 CPY 100 0 30 CPY Incl pnlty 0 During Lockout ------------------------------------------------------------------------------------------------------ 40 CPY 100 0 40 CPY Incl pnlty 0 During Lockout ------------------------------------------------------------------------------------------------------ 50 CPY 100 0 50 CPY Incl pnlty 0 During Lockout ------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------- No Prepay if L/O YM > LIBOR_1MO CMT_3MO CMT_6MO CMT_2YR CMT_3YR CMT_5YR CMT_10YR CMT_30YR ---------------------------------------------------------------------------------------------------------------------- 0 CPY During Lockout 5.356 5.356 5.344 4.663 4.586 4.546 4.59 4.723 ---------------------------------------------------------------------------------------------------------------------- 10 CPY During Lockout 5.356 5.356 5.344 4.663 4.586 4.546 4.59 4.723 ---------------------------------------------------------------------------------------------------------------------- 20 CPY During Lockout 5.356 5.356 5.344 4.663 4.586 4.546 4.59 4.723 ---------------------------------------------------------------------------------------------------------------------- 30 CPY During Lockout 5.356 5.356 5.344 4.663 4.586 4.546 4.59 4.723 ---------------------------------------------------------------------------------------------------------------------- 40 CPY During Lockout 5.356 5.356 5.344 4.663 4.586 4.546 4.59 4.723 ---------------------------------------------------------------------------------------------------------------------- 50 CPY During Lockout 5.356 5.356 5.344 4.663 4.586 4.546 4.59 4.723 ----------------------------------------------------------------------------------------------------------------------
JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP10, Class AMS
Deal Information Deal Type: Commercial MBS Gross WAC: 5.76311 Orig Deal Bal: $5,344,434,186.00 WA Rem Term: 102 Cur Deal Bal: $5,344,434,186.00 WA Amort Term: 159 Orig Collat Bal: $5,344,434,186.03 Pricing Speed: 0 CPR Cur Collat Bal: $5,344,434,186.03 Opt Redemp: 1% At Pricing Closed: Mar 29,2007 Next Pay: Apr 15,2007 First Pay: Apr 15,2007 Tranche Information Tranche AMS CUSIP XXXXXXXXX Coupon 5.39800 Type SEN_FIX Orig Balance 174,114,000.00 Cur Balance 174,114,000.00 Factor 1.00000 Orig Moody's Aaa Orig Fitch AAA Delay 14 Accrual Date 03/01/2007 Group 2 Accum Writedown 0.00 Orig Support (%) 20.000% Cur Support (%) 20.000% Accum Int Shortfall 0.00 Accum CoupCap Shortfall 0.00 Int Rate Used Float Formula Floater Floor Floater Cap Floater Spread Stated Mat 12/15/2013 Legal Mat 01/15/2049 Freq Monthly Ground Group 2 Business Day None Daycount 30/360 Cur Support ($) 1,068,888,186.03 Orig Support ($) 1,068,888,186.03 Cur Basis 5,344,434,186.03 Orig Basis 5,344,434,186.03 Cur Subordinate 1,068,888,186.00 Orig Subordinate 1,068,888,186.00 Cur Guaranty 0.00 Orig Guaranty 0.00 Cur Letter 0.00 Orig Letter 0.00 Cur Reserve 0.00 Orig Reserve 0.00 Cur Excess Interest 0.00 Orig Excess Interest 0.00 Cur OC 0.03 Orig OC 0.03 Cur Fully Insured No Orig Fully Insured No 1mo Coupon 5.39800 Dec Tables --------------------------------------------------------------------------------------------------------- WAL Princ Window Matures Gaps in Princ 29-Mar-07 15-Mar-08 15-Mar-09 15-Mar-10 15-Mar-11 --------------------------------------------------------------------------------------------------------- 0 CPY 6.51 Apr13-Dec13 13-Dec No 100 100 100 100 100 --------------------------------------------------------------------------------------------------------- 10 CPY 6.5 Apr13-Dec13 13-Dec No 100 100 100 100 100 --------------------------------------------------------------------------------------------------------- 20 CPY 6.49 Apr13-Nov13 13-Nov No 100 100 100 100 100 --------------------------------------------------------------------------------------------------------- 30 CPY 6.49 Apr13-Nov13 13-Nov No 100 100 100 100 100 --------------------------------------------------------------------------------------------------------- 40 CPY 6.48 Apr13-Nov13 13-Nov No 100 100 100 100 100 --------------------------------------------------------------------------------------------------------- 50 CPY 6.48 Apr13-Nov13 13-Nov No 100 100 100 100 100 --------------------------------------------------------------------------------------------------------- Dec Tables ---------------------------------------------------------------------------------------------------------------------- ` 15-Mar-12 15-Mar-13 15-Mar-14 Prepay Rate YMP Prepay Penalty Haircut(%) No Prepay if L/O Pts > ---------------------------------------------------------------------------------------------------------------------- 0 CPY 100 100 0 0 CPY Incl pnlty 0 During Lockout ---------------------------------------------------------------------------------------------------------------------- 10 CPY 100 100 0 10 CPY Incl pnlty 0 During Lockout ---------------------------------------------------------------------------------------------------------------------- 20 CPY 100 100 0 20 CPY Incl pnlty 0 During Lockout ---------------------------------------------------------------------------------------------------------------------- 30 CPY 100 100 0 30 CPY Incl pnlty 0 During Lockout ---------------------------------------------------------------------------------------------------------------------- 40 CPY 100 100 0 40 CPY Incl pnlty 0 During Lockout ---------------------------------------------------------------------------------------------------------------------- 50 CPY 100 100 0 50 CPY Incl pnlty 0 During Lockout ---------------------------------------------------------------------------------------------------------------------- Dec Tables ---------------------------------------------------------------------------------------------------------------------- ` No Prepay if L/O YM > LIBOR_1MO CMT_3MO CMT_6MO CMT_2YR CMT_3YR CMT_5YR CMT_10YR CMT_30YR ---------------------------------------------------------------------------------------------------------------------- 0 CPY During Lockout 5.356 5.356 5.344 4.663 4.586 4.546 4.59 4.723 ---------------------------------------------------------------------------------------------------------------------- 10 CPY During Lockout 5.356 5.356 5.344 4.663 4.586 4.546 4.59 4.723 ---------------------------------------------------------------------------------------------------------------------- 20 CPY During Lockout 5.356 5.356 5.344 4.663 4.586 4.546 4.59 4.723 ---------------------------------------------------------------------------------------------------------------------- 30 CPY During Lockout 5.356 5.356 5.344 4.663 4.586 4.546 4.59 4.723 ---------------------------------------------------------------------------------------------------------------------- 40 CPY During Lockout 5.356 5.356 5.344 4.663 4.586 4.546 4.59 4.723 ---------------------------------------------------------------------------------------------------------------------- 50 CPY During Lockout 5.356 5.356 5.344 4.663 4.586 4.546 4.59 4.723 ----------------------------------------------------------------------------------------------------------------------