FWP 1 p8020680-fwp.txt FREE WRITING PROSPECTUS 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. LDP10 Y Structure - Price/Yield - AMS
JPMorgan Securities CMBS Desk 212-834-3813 DM v4.3.81 subs v3.1f2 Balance $174,114,000.00 Delay 14 WAC 5.76167918 WAM 102 Coupon 5.34200000 Dated 03/01/2007 NET 5.73807869 WALA 2 Settle 03/29/2007 First Payment 04/15/2007 Yield 0 CPY Price 2.2707 118.42328 5.2707 100.49834 8.2707 85.73618 WAL 6.51 Mod Durn 5.361 Mod Convexity 0.347 Principal Window Apr13 - Dec13 LIBOR_1MO 4.89 CMT_3MO 4.89 CMT_6MO 4.910 CMT_1YR 5.258 CMT_2YR 4.564 CMT_3YR 4.486 CMT_5YR 4.473 CMT_10YR 4.581 CMT_30YR 4.777 Prepay 0 CPR No Prepays Lockout and Penalties Include Penalties Prepay Penalty Haircut 0 Default 0 CDR Loss Severity 0% Servicer Advances 100% Liquidation Lag 0 Swap Curve Mat 2YR 3YR 4YR 5YR 6YR 7YR 8YR 9YR 10YR 12YR Yld 0.4025 0.4175 0.4325 0.4675 0.4775 0.4925 0.5075 0.5200 0.5325 0.5754