FWP 1 jp8021183-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. ================================================================================ 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 ---------------------------------------- ---- ------------ ------- ------------- --------- --------- --------- 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 6.51 Apr13-Dec13 13-Dec No 100 100 100 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.55 Apr13-Dec13 13-Dec No 100 100 100 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.55 Apr13-Dec13 13-Dec No 100 100 100 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.55 Apr13-Dec13 13-Dec No 100 100 100 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 6.71 Nov13-Feb14 14-Feb No 100 100 100 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 7.5 Apr14-Dec14 14-Dec No 100 100 100 Dec Tables 15-Mar-10 15-Mar-11 15-Mar-12 15-Mar-13 15-Mar-14 15-Mar-15 Prepay Rate ---------------------------------------- --------- --------- --------- --------- --------- --------- ----------- 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 100 100 100 100 0 0 CPY 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 0 CPY 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 0 CPY 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 0 CPY 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 100 100 100 100 0 0 CPY 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 100 100 100 100 100 0 0 CPY Dec Tables YMP Prepay Penalty Haircut(%) No Prepay if L/O Pts > No Prepay if L/O YM > ---------------------------------------- ---------- ------------------------- ---------------------- --------------------- 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, Incl pnlty 0 During Lockout During Lockout 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, Incl pnlty 0 During Lockout During Lockout 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, Incl pnlty 0 During Lockout During Lockout Dec Tables Default Rate Default Severity Servicer Advance Advance (% of P&I) ---------------------------------------- ------------ ---------------- -------------------- ------------------ 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 0 CDR 0 Percent All but newly liqdtd 0 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 0 CDR 0 Percent All but newly liqdtd 0 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 0 CDR 0 Percent All but newly liqdtd 0 Dec Tables Severity During Recovery Lag Recovery Time Series Rate During Init Recov Lag Init Recov Lag ---------------------------------------- ------------ -------------------- -------------------------- --------------- 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 0 100 0 0 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 12 100 0 0 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 12 100 0 0 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 12 100 0 0 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 0 100 0 0 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 0 100 0 0 Dec Tables Extension (#mos) Extension % Coupon Stepup Amort Type LIBOR_1MO CMT_3MO ---------------------------------------- ---------------- ----------- ------------- ------------------ --------- ------- 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 0 100 0 By pre-exten rules 5.356 5.356 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 12 50 0 By pre-exten rules 5.356 5.356 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 12 100 0 By pre-exten rules 5.356 5.356 Dec Tables CMT_6MO CMT_2YR CMT_3YR CMT_5YR CMT_10YR CMT_30YR ---------------------------------------- ------- ------- ------- ------- -------- -------- 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 5.344 4.663 4.586 4.546 4.59 4.723 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 5.344 4.663 4.586 4.546 4.59 4.723 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 5.344 4.663 4.586 4.546 4.59 4.723
Dec Tables WAL Princ Window Matures Gaps in Princ 29-Mar-07 15-Mar-08 15-Mar-09 ---------------------------------------- ---- ------------ ------- ------------- --------- --------- --------- 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.5 Apr13-Dec13 13-Dec No 100 100 100 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.54 Apr13-Dec13 13-Dec No 100 100 100 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.54 Apr13-Dec13 13-Dec No 100 100 100 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.54 Apr13-Dec13 13-Dec No 100 100 100 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.7 Nov13-Jan14 14-Jan No 100 100 100 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 7.36 Apr14-Nov14 14-Nov No 100 100 100 Dec Tables 15-Mar-10 15-Mar-11 15-Mar-12 15-Mar-13 15-Mar-14 15-Mar-15 Prepay Rate ---------------------------------------- --------- --------- --------- --------- --------- --------- ----------- 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 0 10 CPY 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 10 CPY 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 10 CPY 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 10 CPY 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 0 10 CPY 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 100 0 10 CPY Dec Tables YMP Prepay Penalty Haircut(%) No Prepay if L/O Pts > No Prepay if L/O YM > ---------------------------------------- ---------- ------------------------- ---------------------- --------------------- 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout Dec Tables Default Rate Default Severity Servicer Advance Advance (% of P&I) Recovery Lag ---------------------------------------- ------------ ---------------- -------------------- ------------------ ------------ 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 Dec Tables Recovery Time Series Rate During Init Recov Lag Severity During Init Recov Lag ---------------------------------------- -------------------- -------------------------- ------------------------------ 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 Dec Tables Extension (#mos) Extension % Coupon Stepup Amort Type LIBOR_1MO CMT_3MO ---------------------------------------- ---------------- ----------- ------------- ------------------ --------- ------- 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 100 0 By pre-exten rules 5.356 5.356 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 12 50 0 By pre-exten rules 5.356 5.356 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 12 100 0 By pre-exten rules 5.356 5.356 Dec Tables CMT_6MO CMT_2YR CMT_3YR CMT_5YR CMT_10YR CMT_30YR ---------------------------------------- ------- ------- ------- ------- -------- -------- 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723
Dec Tables WAL Princ Window Matures Gaps in Princ 29-Mar-07 15-Mar-08 15-Mar-09 ---------------------------------------- ---- ------------ ------- ------------- --------- --------- --------- 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.49 Apr13-Nov13 13-Nov No 100 100 100 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.54 Apr13-Dec13 13-Dec No 100 100 100 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.54 Apr13-Dec13 13-Dec No 100 100 100 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.54 Apr13-Dec13 13-Dec No 100 100 100 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.69 Oct13-Jan14 14-Jan No 100 100 100 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 7.21 Feb14-Nov14 14-Nov No 100 100 100 Dec Tables 15-Mar-10 15-Mar-11 15-Mar-12 15-Mar-13 15-Mar-14 15-Mar-15 Prepay Rate ---------------------------------------- --------- --------- --------- --------- --------- --------- ----------- 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 0 20 CPY 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 20 CPY 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 20 CPY 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 20 CPY 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 0 20 CPY 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 83 0 20 CPY Dec Tables YMP Prepay Penalty Haircut(%) No Prepay if L/O Pts > No Prepay if L/O YM > ---------------------------------------- ---------- ------------------------- ---------------------- --------------------- 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout Dec Tables Default Rate Default Severity Servicer Advance Advance (% of P&I) Recovery Lag ---------------------------------------- ------------ ---------------- -------------------- ------------------ ------------ 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 Dec Tables Recovery Time Series Rate During Init Recov Lag Severity During Init Recov Lag ---------------------------------------- -------------------- -------------------------- ------------------------------ 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 Dec Tables Extension (#mos) Extension % Coupon Stepup Amort Type LIBOR_1MO CMT_3MO ---------------------------------------- ---------------- ----------- ------------- ------------------ --------- ------- 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 100 0 By pre-exten rules 5.356 5.356 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 12 50 0 By pre-exten rules 5.356 5.356 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 12 100 0 By pre-exten rules 5.356 5.356 Dec Tables CMT_6MO CMT_2YR CMT_3YR CMT_5YR CMT_10YR CMT_30YR ---------------------------------------- ------- ------- ------- ------- -------- -------- 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723
Dec Tables WAL Princ Window Matures Gaps in Princ 29-Mar-07 15-Mar-08 15-Mar-09 ---------------------------------------- ---- ------------ ------- ------------- --------- --------- --------- 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.49 Apr13-Nov13 13-Nov No 100 100 100 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.53 Apr13-Dec13 13-Dec No 100 100 100 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.53 Apr13-Dec13 13-Dec No 100 100 100 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.53 Apr13-Dec13 13-Dec No 100 100 100 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.67 Sep13-Jan14 14-Jan No 100 100 100 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 7.03 Dec13-Sep14 14-Sep No 100 100 100 Dec Tables 15-Mar-10 15-Mar-11 15-Mar-12 15-Mar-13 15-Mar-14 15-Mar-15 Prepay Rate ---------------------------------------- --------- --------- --------- --------- --------- --------- ----------- 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 0 30 CPY 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 30 CPY 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 30 CPY 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 30 CPY 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 0 30 CPY 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 62 0 30 CPY Dec Tables YMP Prepay Penalty Haircut(%) No Prepay if L/O Pts > No Prepay if L/O YM > ---------------------------------------- ---------- ------------------------- ---------------------- --------------------- 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout Dec Tables Default Rate Default Severity Servicer Advance Advance (% of P&I) Recovery Lag ---------------------------------------- ------------ ---------------- -------------------- ------------------ ------------ 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 Dec Tables Recovery Time Series Rate During Init Recov Lag Severity During Init Recov Lag ---------------------------------------- -------------------- -------------------------- ------------------------------ 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 Dec Tables Extension (#mos) Extension % Coupon Stepup Amort Type LIBOR_1MO CMT_3MO ---------------------------------------- ---------------- ----------- ------------- ------------------ --------- ------- 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 100 0 By pre-exten rules 5.356 5.356 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 12 50 0 By pre-exten rules 5.356 5.356 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 12 100 0 By pre-exten rules 5.356 5.356 Dec Tables CMT_6MO CMT_2YR CMT_3YR CMT_5YR CMT_10YR CMT_30YR ---------------------------------------- ------- ------- ------- ------- -------- -------- 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723
Dec Tables WAL Princ Window Matures Gaps in Princ 29-Mar-07 15-Mar-08 15-Mar-09 ---------------------------------------- ---- ------------ ------- ------------- --------- --------- --------- 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.48 Apr13-Nov13 13-Nov No 100 100 100 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.52 Apr13-Dec13 13-Dec No 100 100 100 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.52 Apr13-Dec13 13-Dec No 100 100 100 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.52 Apr13-Dec13 13-Dec No 100 100 100 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.65 Aug13-Dec13 13-Dec No 100 100 100 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.92 Nov13-May14 14-May No 100 100 100 Dec Tables 15-Mar-10 15-Mar-11 15-Mar-12 15-Mar-13 15-Mar-14 15-Mar-15 Prepay Rate ---------------------------------------- --------- --------- --------- --------- --------- --------- ----------- 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 0 40 CPY 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 40 CPY 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 40 CPY 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 40 CPY 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 0 40 CPY 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 40 0 40 CPY Dec Tables YMP Prepay Penalty Haircut(%) No Prepay if L/O Pts > No Prepay if L/O YM > ---------------------------------------- ---------- ------------------------- ---------------------- --------------------- 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout Dec Tables Default Rate Default Severity Servicer Advance Advance (% of P&I) Recovery Lag ---------------------------------------- ------------ ---------------- -------------------- ------------------ ------------ 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 Dec Tables Recovery Time Series Rate During Init Recov Lag Severity During Init Recov Lag ---------------------------------------- -------------------- -------------------------- ------------------------------ 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 Dec Tables Extension (#mos) Extension % Coupon Stepup Amort Type LIBOR_1MO CMT_3MO ---------------------------------------- ---------------- ----------- ------------- ------------------ --------- ------- 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 100 0 By pre-exten rules 5.356 5.356 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 12 50 0 By pre-exten rules 5.356 5.356 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 12 100 0 By pre-exten rules 5.356 5.356 Dec Tables CMT_6MO CMT_2YR CMT_3YR CMT_5YR CMT_10YR CMT_30YR ---------------------------------------- ------- ------- ------- ------- -------- -------- 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723
Dec Tables WAL Princ Window Matures Gaps in Princ 29-Mar-07 15-Mar-08 15-Mar-09 ---------------------------------------- ---- ------------ ------- ------------- --------- --------- --------- 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.48 Apr13-Nov13 13-Nov No 100 100 100 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.52 Apr13-Dec13 13-Dec No 100 100 100 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.52 Apr13-Dec13 13-Dec No 100 100 100 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.52 Apr13-Dec13 13-Dec No 100 100 100 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.62 Aug13-Dec13 13-Dec No 100 100 100 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.83 Oct13-Apr14 14-Apr No 100 100 100 Dec Tables 15-Mar-10 15-Mar-11 15-Mar-12 15-Mar-13 15-Mar-14 15-Mar-15 Prepay Rate ---------------------------------------- --------- --------- --------- --------- --------- --------- ----------- 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 0 50 CPY 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 50 CPY 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 50 CPY 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 50 CPY 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 0 50 CPY 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 16 0 50 CPY Dec Tables YMP Prepay Penalty Haircut(%) No Prepay if L/O Pts > No Prepay if L/O YM > ---------------------------------------- ---------- ------------------------- ---------------------- --------------------- 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout Dec Tables Default Rate Default Severity Servicer Advance Advance (% of P&I) Recovery Lag ---------------------------------------- ------------ ---------------- -------------------- ------------------ ------------ 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 Dec Tables Recovery Time Series Rate During Init Recov Lag Severity During Init Recov Lag ---------------------------------------- -------------------- -------------------------- ------------------------------ 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 Dec Tables Extension (#mos) Extension % Coupon Stepup Amort Type LIBOR_1MO CMT_3MO ---------------------------------------- ---------------- ----------- ------------- ------------------ --------- ------- 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 100 0 By pre-exten rules 5.356 5.356 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 12 50 0 By pre-exten rules 5.356 5.356 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 12 100 0 By pre-exten rules 5.356 5.356 Dec Tables CMT_6MO CMT_2YR CMT_3YR CMT_5YR CMT_10YR CMT_30YR ---------------------------------------- ------- ------- ------- ------- -------- -------- 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 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 Cur Deal Bal: $5,344,434,186.00 Cur Collat Bal: $5,344,434,186.03 At Pricing Gross WAC: 5.76311 Orig Deal Bal: $5,344,434,186.00 WA Amort Term: 159 Orig Collat Bal: $5,344,434,186.03 Opt Redemp: 1% Closed: Mar 29,2007 Next Pay: Apr 15,2007 WA Rem Term: 102 Pricing Speed: 0 CPR First Pay: Apr 15,2007 Tranche Information Tranche AMS CUSIP XXXXXXXXX Coupon 5.39800 Type SEN_FIX Orig Balance 174,114,000.00 Cur Balance 174,114,000.00 Factor 1.00000 Orig Moody's Aaa Orig Fitch AAA Delay 14 Accrual Date 03/01/2007 Group 2 Accum Writedown 0.00 Orig Support (%) 20.000% Cur Support (%) 20.000% Accum Int Shortfall 0.00 Accum CoupCap Shortfall 0.00 Int Rate Used Float Formula Floater Floor Floater Cap Floater Spread Stated Mat 12/15/2013 Legal Mat 01/15/2049 Freq Monthly Ground Group 2 Business Day None Daycount 30/360 Cur Support ($) 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 ---------------------------------------- ---- ------------ ------- ------------- --------- --------- --------- 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 6.51 Apr13-Dec13 13-Dec No 100 100 100 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.55 Apr13-Dec13 13-Dec No 100 100 100 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.55 Apr13-Dec13 13-Dec No 100 100 100 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.55 Apr13-Dec13 13-Dec No 100 100 100 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 6.71 Nov13-Feb14 14-Feb No 100 100 100 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 7.5 Apr14-Dec14 14-Dec No 100 100 100 15-Mar-10 15-Mar-11 15-Mar-12 15-Mar-13 15-Mar-14 15-Mar-15 Prepay Rate ---------------------------------------- --------- --------- --------- --------- --------- --------- ----------- 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 100 100 100 100 0 0 CPY 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 0 CPY 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 0 CPY 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 0 CPY 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 100 100 100 100 0 0 CPY 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 100 100 100 100 100 0 0 CPY YMP Prepay Penalty Haircut(%) No Prepay if L/O Pts > No Prepay if L/O YM > ---------------------------------------- ---------- ------------------------- ---------------------- --------------------- 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, Incl pnlty 0 During Lockout During Lockout 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, Incl pnlty 0 During Lockout During Lockout 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, Incl pnlty 0 During Lockout During Lockout Default Rate Default Severity Servicer Advance Advance (% of P&I) Recovery Lag ---------------------------------------- ------------ ---------------- -------------------- ------------------ ------------ 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 0 CDR 0 Percent All but newly liqdtd 0 0 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 0 CDR 0 Percent All but newly liqdtd 0 0 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 0 CDR 0 Percent All but newly liqdtd 0 0 Recovery Time Series Rate During Init Recov Lag Severity During Init Recov Lag ---------------------------------------- -------------------- -------------------------- ------------------------------ 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 100 0 0 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 100 0 0 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 100 0 0 Extension (#mos) Extension % Coupon Stepup Amort Type LIBOR_1MO CMT_3MO ---------------------------------------- ---------------- ----------- ------------- ------------------ --------- ------- 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 0 100 0 By pre-exten rules 5.356 5.356 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 12 50 0 By pre-exten rules 5.356 5.356 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 12 100 0 By pre-exten rules 5.356 5.356 CMT_6MO CMT_2YR CMT_3YR CMT_5YR CMT_10YR CMT_30YR ---------------------------------------- ------- ------- ------- ------- -------- -------- 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 5.344 4.663 4.586 4.546 4.59 4.723 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 0 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 5.344 4.663 4.586 4.546 4.59 4.723 0 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag, 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 Cur Deal Bal: $5,344,434,186.00 Cur Collat Bal: $5,344,434,186.03 At Pricing Gross WAC: 5.76311 Orig Deal Bal: $5,344,434,186.00 WA Amort Term: 159 Orig Collat Bal: $5,344,434,186.03 Opt Redemp: 1% Closed: Mar 29,2007 Next Pay: Apr 15,2007 WA Rem Term: 102 Pricing Speed: 0 CPR First Pay: Apr 15,2007 Tranche Information Tranche AMS CUSIP XXXXXXXXX Coupon 5.39800 Type SEN_FIX Orig Balance 174,114,000.00 Cur Balance 174,114,000.00 Factor 1.00000 Orig Moody's Aaa Orig Fitch AAA Delay 14 Accrual Date 03/01/2007 Group 2 Accum Writedown 0.00 Orig Support (%) 20.000% Cur Support (%) 20.000% Accum Int Shortfall 0.00 Accum CoupCap Shortfall 0.00 Int Rate Used Float Formula Floater Floor Floater Cap Floater Spread Stated Mat 12/15/2013 Legal Mat 01/15/2049 Freq Monthly Ground Group 2 Business Day None Daycount 30/360 Cur Support ($) 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 ---------------------------------------- ---- ------------ ------- ------------- --------- --------- --------- 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.5 Apr13-Dec13 13-Dec No 100 100 100 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.54 Apr13-Dec13 13-Dec No 100 100 100 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.54 Apr13-Dec13 13-Dec No 100 100 100 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.54 Apr13-Dec13 13-Dec No 100 100 100 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.7 Nov13-Jan14 14-Jan No 100 100 100 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 7.36 Apr14-Nov14 14-Nov No 100 100 100 15-Mar-10 15-Mar-11 15-Mar-12 15-Mar-13 15-Mar-14 15-Mar-15 Prepay Rate ---------------------------------------- --------- --------- --------- --------- --------- --------- ----------- 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 0 10 CPY 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 10 CPY 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 10 CPY 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 10 CPY 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 0 10 CPY 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 100 0 10 CPY YMP Prepay Penalty Haircut(%) No Prepay if L/O Pts > No Prepay if L/O YM > ---------------------------------------- ---------- ------------------------- ---------------------- --------------------- 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout YMP Prepay Penalty Haircut(%) No Prepay if L/O Pts > No Prepay if L/O YM > ---------------------------------------- ---------- ------------------------- ---------------------- --------------------- 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout Default Rate Default Severity Servicer Advance Advance (% of P&I) Recovery Lag ---------------------------------------- ------------ ---------------- -------------------- ------------------ ------------ 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 Recovery Time Series Rate During Init Recov Lag Severity During Init Recov Lag ---------------------------------------- -------------------- -------------------------- ------------------------------ 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 Extension (#mos) Extension % Coupon Stepup Amort Type LIBOR_1MO CMT_3MO ---------------------------------------- ---------------- ----------- ------------- ------------------ --------- ------- 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 100 0 By pre-exten rules 5.356 5.356 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 12 50 0 By pre-exten rules 5.356 5.356 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 12 100 0 By pre-exten rules 5.356 5.356 CMT_6MO CMT_2YR CMT_3YR CMT_5YR CMT_10YR CMT_30YR ---------------------------------------- ------- ------- ------- ------- -------- -------- 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 10 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723 10 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 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 Cur Deal Bal: $5,344,434,186.00 Cur Collat Bal: $5,344,434,186.03 At Pricing Gross WAC: 5.76311 Orig Deal Bal: $5,344,434,186.00 WA Amort Term: 159 Orig Collat Bal: $5,344,434,186.03 Opt Redemp: 1% Closed: Mar 29,2007 Next Pay: Apr 15,2007 WA Rem Term: 102 Pricing Speed: 0 CPR First Pay: Apr 15,2007 Tranche Information Tranche AMS CUSIP XXXXXXXXX Coupon 5.39800 Type SEN_FIX Orig Balance 174,114,000.00 Cur Balance 174,114,000.00 Factor 1.00000 Orig Moody's Aaa Orig Fitch AAA Delay 14 Accrual Date 03/01/2007 Group 2 Accum Writedown 0.00 Orig Support (%) 20.000% Cur Support (%) 20.000% Accum Int Shortfall 0.00 Accum CoupCap Shortfall 0.00 Int Rate Used Float Formula Floater Floor Floater Cap Floater Spread Stated Mat 12/15/2013 Legal Mat 01/15/2049 Freq Monthly Ground Group 2 Business Day None Daycount 30/360 Cur Support ($) 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 ---------------------------------------- ---- ------------ ------- ------------- --------- --------- --------- 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.49 Apr13-Nov13 13-Nov No 100 100 100 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.54 Apr13-Dec13 13-Dec No 100 100 100 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.54 Apr13-Dec13 13-Dec No 100 100 100 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.54 Apr13-Dec13 13-Dec No 100 100 100 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.69 Oct13-Jan14 14-Jan No 100 100 100 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 7.21 Feb14-Nov14 14-Nov No 100 100 100 15-Mar-10 15-Mar-11 15-Mar-12 15-Mar-13 15-Mar-14 15-Mar-15 Prepay Rate ---------------------------------------- --------- --------- --------- --------- --------- --------- ----------- 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 0 20 CPY 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 20 CPY 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 20 CPY 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 20 CPY 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 0 20 CPY 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 83 0 20 CPY YMP Prepay Penalty Haircut(%) No Prepay if L/O Pts > No Prepay if L/O YM > ---------------------------------------- ---------- ------------------------- ---------------------- --------------------- 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout Default Rate Default Severity Servicer Advance Advance (% of P&I) Recovery Lag ---------------------------------------- ------------ ---------------- -------------------- ------------------ ------------ 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 Recovery Time Series Rate During Init Recov Lag Severity During Init Recov Lag ---------------------------------------- -------------------- -------------------------- ------------------------------ 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 Extension (#mos) Extension % Coupon Stepup Amort Type LIBOR_1MO CMT_3MO ---------------------------------------- ---------------- ----------- ------------- ------------------ --------- ------- 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 100 0 By pre-exten rules 5.356 5.356 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 12 50 0 By pre-exten rules 5.356 5.356 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 12 100 0 By pre-exten rules 5.356 5.356 CMT_6MO CMT_2YR CMT_3YR CMT_5YR CMT_10YR CMT_30YR ---------------------------------------- ------- ------- ------- ------- -------- -------- 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 20 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723 20 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 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 Cur Deal Bal: $5,344,434,186.00 Cur Collat Bal: $5,344,434,186.03 At Pricing Gross WAC: 5.76311 Orig Deal Bal: $5,344,434,186.00 WA Amort Term: 159 Orig Collat Bal: $5,344,434,186.03 Opt Redemp: 1% Closed: Mar 29,2007 Next Pay: Apr 15,2007 WA Rem Term: 102 Pricing Speed: 0 CPR First Pay: Apr 15,2007 Tranche Information Tranche AMS CUSIP XXXXXXXXX Coupon 5.39800 Type SEN_FIX Orig Balance 174,114,000.00 Cur Balance 174,114,000.00 Factor 1.00000 Orig Moody's Aaa Orig Fitch AAA Delay 14 Accrual Date 03/01/2007 Group 2 Accum Writedown 0.00 Orig Support (%) 20.000% Cur Support (%) 20.000% Accum Int Shortfall 0.00 Accum CoupCap Shortfall 0.00 Int Rate Used Float Formula Floater Floor Floater Cap Floater Spread Stated Mat 12/15/2013 Legal Mat 01/15/2049 Freq Monthly Ground Group 2 Business Day None Daycount 30/360 Cur Support ($) 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 ---------------------------------------- ---- ------------ ------- ------------- --------- --------- --------- 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.49 Apr13-Nov13 13-Nov No 100 100 100 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.53 Apr13-Dec13 13-Dec No 100 100 100 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.53 Apr13-Dec13 13-Dec No 100 100 100 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.53 Apr13-Dec13 13-Dec No 100 100 100 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.67 Sep13-Jan14 14-Jan No 100 100 100 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 7.03 Dec13-Sep14 14-Sep No 100 100 100 15-Mar-10 15-Mar-11 15-Mar-12 15-Mar-13 15-Mar-14 15-Mar-15 Prepay Rate ---------------------------------------- --------- --------- --------- --------- --------- --------- ----------- 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 0 30 CPY 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 30 CPY 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 30 CPY 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 30 CPY 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 0 30 CPY 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 62 0 30 CPY YMP Prepay Penalty Haircut(%) No Prepay if L/O Pts > No Prepay if L/O YM > ---------------------------------------- ---------- ------------------------- ---------------------- --------------------- 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout Default Rate Default Severity Servicer Advance Advance (% of P&I) Recovery Lag ---------------------------------------- ------------ ---------------- -------------------- ------------------ ------------ 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 Recovery Time Series Rate During Init Recov Lag Severity During Init Recov Lag ---------------------------------------- -------------------- -------------------------- ------------------------------ 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 Extension (#mos) Extension % Coupon Stepup Amort Type LIBOR_1MO CMT_3MO ---------------------------------------- ---------------- ----------- ------------- ------------------ --------- ------- 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 100 0 By pre-exten rules 5.356 5.356 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 12 50 0 By pre-exten rules 5.356 5.356 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 12 100 0 By pre-exten rules 5.356 5.356 CMT_6MO CMT_2YR CMT_3YR CMT_5YR CMT_10YR CMT_30YR ---------------------------------------- ------- ------- ------- ------- -------- -------- 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 30 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723 30 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 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 Cur Deal Bal: $5,344,434,186.00 Cur Collat Bal: $5,344,434,186.03 At Pricing Gross WAC: 5.76311 Orig Deal Bal: $5,344,434,186.00 WA Amort Term: 159 Orig Collat Bal: $5,344,434,186.03 Opt Redemp: 1% Closed: Mar 29,2007 Next Pay: Apr 15,2007 WA Rem Term: 102 Pricing Speed: 0 CPR First Pay: Apr 15,2007 Tranche Information Tranche AMS CUSIP XXXXXXXXX Coupon 5.39800 Type SEN_FIX Orig Balance 174,114,000.00 Cur Balance 174,114,000.00 Factor 1.00000 Orig Moody's Aaa Orig Fitch AAA Delay 14 Accrual Date 03/01/2007 Group 2 Accum Writedown 0.00 Orig Support (%) 20.000% Cur Support (%) 20.000% Accum Int Shortfall 0.00 Accum CoupCap Shortfall 0.00 Int Rate Used Float Formula Floater Floor Floater Cap Floater Spread Stated Mat 12/15/2013 Legal Mat 01/15/2049 Freq Monthly Ground Group 2 Business Day None Daycount 30/360 Cur Support ($) 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 ---------------------------------------- ---- ------------ ------- ------------- --------- --------- --------- - 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.48 Apr13-Nov13 13-Nov No 100 100 100 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.52 Apr13-Dec13 13-Dec No 100 100 100 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.52 Apr13-Dec13 13-Dec No 100 100 100 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.52 Apr13-Dec13 13-Dec No 100 100 100 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.65 Aug13-Dec13 13-Dec No 100 100 100 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.92 Nov13-May14 14-May No 100 100 100 15-Mar-10 15-Mar-11 15-Mar-12 15-Mar-13 15-Mar-14 15-Mar-15 Prepay Rate ---------------------------------------- --------- --------- --------- --------- --------- --------- ----------- 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 0 40 CPY 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 40 CPY 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 40 CPY 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 40 CPY 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 0 40 CPY 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 40 0 40 CPY YMP Prepay Penalty Haircut(%) No Prepay if L/O Pts > No Prepay if L/O YM > ---------------------------------------- ---------- ------------------------- ---------------------- --------------------- 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout Default Rate Default Severity Servicer Advance Advance (% of P&I) Recovery Lag ---------------------------------------- ------------ ---------------- -------------------- ------------------ ------------ 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6 CDR 35 Percent All but newly liqdtd 100 12 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 CDR 0 Percent All but newly liqdtd 0 0 Recovery Time Series Rate During Init Recov Lag Severity During Init Recov Lag ---------------------------------------- -------------------- -------------------------- ------------------------------ 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 0 0 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 0 0 Extension (#mos) Extension % Coupon Stepup Amort Type LIBOR_1MO CMT_3MO ---------------------------------------- ---------------- ----------- ------------- ------------------ --------- ------- 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 0 100 0 By pre-exten rules 5.356 5.356 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 0 100 0 By pre-exten rules 5.356 5.356 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 12 50 0 By pre-exten rules 5.356 5.356 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 12 100 0 By pre-exten rules 5.356 5.356 CMT_6MO CMT_2YR CMT_3YR CMT_5YR CMT_10YR CMT_30YR ---------------------------------------- ------- ------- ------- ------- -------- -------- 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 40 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 5.344 4.663 4.586 4.546 4.59 4.723 40 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 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 Cur Deal Bal: $5,344,434,186.00 Cur Collat Bal: $5,344,434,186.03 At Pricing Gross WAC: 5.76311 Orig Deal Bal: $5,344,434,186.00 WA Amort Term: 159 Orig Collat Bal: $5,344,434,186.03 Opt Redemp: 1% Closed: Mar 29,2007 Next Pay: Apr 15,2007 WA Rem Term: 102 Pricing Speed: 0 CPR First Pay: Apr 15,2007 Tranche Information Tranche AMS CUSIP XXXXXXXXX Coupon 5.39800 Type SEN_FIX Orig Balance 174,114,000.00 Cur Balance 174,114,000.00 Factor 1.00000 Orig Moody's Aaa Orig Fitch AAA Delay 14 Accrual Date 03/01/2007 Group 2 Accum Writedown 0.00 Orig Support (%) 20.000% Cur Support (%) 20.000% Accum Int Shortfall 0.00 Accum CoupCap Shortfall 0.00 Int Rate Used Float Formula Floater Floor Floater Cap Floater Spread Stated Mat 12/15/2013 Legal Mat 01/15/2049 Freq Monthly Ground Group 2 Business Day None Daycount 30/360 Cur Support ($) 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 ---------------------------------------- ---- ------------ ------- ------------- --------- --------- --------- 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.48 Apr13-Nov13 13-Nov No 100 100 100 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.52 Apr13-Dec13 13-Dec No 100 100 100 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.52 Apr13-Dec13 13-Dec No 100 100 100 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 6.52 Apr13-Dec13 13-Dec No 100 100 100 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.62 Aug13-Dec13 13-Dec No 100 100 100 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 6.83 Oct13-Apr14 14-Apr No 100 100 100 15-Mar-10 15-Mar-11 15-Mar-12 15-Mar-13 15-Mar-14 15-Mar-15 Prepay Rate ---------------------------------------- --------- --------- --------- --------- --------- --------- ----------- 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 0 50 CPY 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 50 CPY 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 50 CPY 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) 100 100 100 100 0 50 CPY 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 0 50 CPY 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag 100 100 100 100 16 0 50 CPY YMP Prepay Penalty Haircut(%) No Prepay if L/O Pts > No Prepay if L/O YM > ---------------------------------------- ---------- ------------------------- ---------------------- --------------------- 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s) Incl pnlty 0 During Lockout During Lockout 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag Incl pnlty 0 During Lockout During Lockout Default Rate Default Severity Servicer Advance Advance (% of P&I) ----------------------------------------- ------------ ---------------- -------------------- ------------------ 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) 0 CDR 0 Percent All.but newly liqdtd 0 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s). 6 CDR 35 Percent All but newly liqdtd 100 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s). 6 CDR 35 Percent All but newly liqdtd 100 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s). 6 CDR 35 Percent All but newly liqdtd 100 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) 0 CDR 0 Percent All.but newly liqdtd 0 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) 0 CDR 0 Percent All.but newly liqdtd 0 Rate During Severity During Recovery Lag Recovery Time Series Init Recov Lag Init Recov Lag ----------------------------------------- ------------ -------------------- -------------- --------------- 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) 0 100 0 0 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s). 12 100 0 0 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s). 12 100 0 0 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s). 12 100 0 0 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) 0 100 0 0 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) 0 100 0 0 Extension (#mos) Extension % Coupon Stepup Amort Type LIBOR_1MO CMT_3MO ----------------------------------------- ---------------- ----------- ------------- ------------------ --------- ------- 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) 0 100 0 By pre-exten rules 5.356 5.356 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s). 0 100 0 By pre-exten rules 5.356 5.356 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s). 0 100 0 By pre-exten rules 5.356 5.356 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s). 0 100 0 By pre-exten rules 5.356 5.356 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) 12 50 0 By pre-exten rules 5.356 5.356 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) 12 100 0 By pre-exten rules 5.356 5.356 CMT_6MO CMT_2YR CMT_3YR CMT_5YR CMT_10YR CMT_30YR ----------------------------------------- ------- ------- ------- ------- -------- -------- 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s). 5.344 4.663 4.586 4.546 4.59 4.723 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s). 5.344 4.663 4.586 4.546 4.59 4.723 50 CPY, 6 CDR,35%Sev ,Adv100%P&I,12mo(s). 5.344 4.663 4.586 4.546 4.59 4.723 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) 5.344 4.663 4.586 4.546 4.59 4.723 50 CPY, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) 5.344 4.663 4.586 4.546 4.59 4.723