FWP 1 fwp.htm FREE WRITING PROSPECTUS Unassociated Document
 
 
 
       FREE WRITING PROSPECTUS
       FILED PURSUANT TO RULE 433
       REGISTRATION STATEMENT NO.: 333-165147-02
       
 
 
 
Copyright 2012 JPMorgan Chase  & Co. – All rights  reserved.  J.P. Morgan Securities LLC (JPMS), member NYSE  and SIPC.   J.P. Morgan 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 cmbs-prospectus@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.   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 J.P. MORGAN AND NOT BY THE DEPOSITOR OR ANY OF ITS AFFILIATES (OTHER THAN  J.P. MORGAN).  J.P. MORGAN IS ACTING AS UNDERWRITER AND NOT ACTING AS AGENT FOR THE DEPOSITOR IN CONNECTION WITH THE PROPOSED TRANSACTION.
 

 
 

 

 
JPMCC 2012-C6 IO Analysis
Cash Flow Profile over Time - Composition by Bond Components
% of Total Present Value
4/19/2012

 
 Class XA Components            Class XA Components Cumulative    
                  Cumulative   Cumulative  Cumulative  Cumulative Cumulative   
   XA  A1 A2   A3 ASB   AS Total    A1   A2  A3 ASB  AS Total
Total
100.00%
4.24%
16.41%
59.01%
12.56%
7.79%
100.00%
 
4.24%
16.41%
59.01%
12.56%
7.79%
100.00%
                             
Year 1
16.22%
1.84%
3.88%
7.58%
1.91%
1.00%
16.22%
 
1.84%
3.88%
7.58%
1.91%
1.00%
16.22%
Year 2
15.13%
1.41%
3.71%
7.23%
1.82%
0.96%
15.13%
 
3.25%
7.59%
14.81%
3.74%
1.96%
31.35%
Year 3
14.02%
0.92%
3.54%
6.90%
1.74%
0.91%
14.02%
 
4.17%
11.13%
21.72%
5.48%
2.87%
45.37%
Year 4
12.59%
0.07%
3.36%
6.62%
1.67%
0.88%
12.59%
 
4.24%
14.49%
28.33%
7.15%
3.75%
57.96%
Year 5
10.43%
0.00%
1.92%
6.17%
1.54%
0.81%
10.43%
 
4.24%
16.41%
34.50%
8.69%
4.55%
68.39%
Year 6
7.72%
0.00%
0.00%
5.72%
1.27%
0.73%
7.72%
 
4.24%
16.41%
40.22%
9.96%
5.29%
76.11%
Year 7
7.18%
0.00%
0.00%
5.46%
1.02%
0.70%
7.18%
 
4.24%
16.41%
45.67%
10.98%
5.99%
83.29%
Year 8
6.71%
0.00%
0.00%
5.24%
0.79%
0.68%
6.71%
 
4.24%
16.41%
50.91%
11.77%
6.66%
90.00%
Year 9
6.00%
0.00%
0.00%
4.81%
0.56%
0.63%
6.00%
 
4.24%
16.41%
55.72%
12.33%
7.30%
95.99%
Year 10
4.01%
0.00%
0.00%
3.28%
0.23%
0.50%
4.01%
 
4.24%
16.41%
59.01%
12.56%
7.79%
100.00%
                             
 
 Notes: (1)  IO Contribution Analysis Assumes Class XA is priced at T+300 under 100CPY pricing speed
  (2)  IO Contribution Analysis Assumes following pricing spots:
     7 Yr  1.356      
    10 Yr  1.963      
 
 

 
 

 


JPMCC 2012-C6 IO Analysis
Cash Flow Profile (Total)
% of Total Present Value
4/19/2012
 
 
XA Loan Components (Sorted by PCT of PV to XA)
 
Asset
 
Property
 
Balance
 
Net Coupon (%)
 
% of Total Deal
 
Total Interest to XA
 
Total Interest to XB
 
PV of Interest to XA*
 
PV of Interest to XB*
 
Pct of PV to XA
Pct of PV
to XB
2
Arbor Place Mall
122,000,000
4.9726
10.76%
13,700,810
1,683,442
11,315,090
1,038,621
10.08%
8.66%
1
200 Public Square
127,000,000
4.6936
11.20%
12,104,365
939,910
10,014,778
579,058
8.92%
4.83%
5
Innisfree Hotel Portfolio
53,000,000
5.9146
4.67%
9,484,291
1,854,115
7,795,627
1,160,679
6.95%
9.68%
3
Northwoods Mall
73,000,000
4.9486
6.44%
8,042,949
939,976
6,647,461
585,740
5.92%
4.88%
6
The Summit Las Colinas
34,970,698
5.8636
3.08%
6,039,681
1,155,378
4,980,321
729,463
4.44%
6.08%
4
8080 & 9400 North Central Expressway
55,737,217
5.8626
4.92%
5,163,152
790,462
4,678,674
636,409
4.17%
5.31%
8
Interventure Industrial Portfolio
30,000,000
5.4476
2.65%
4,225,950
699,395
3,491,377
440,527
3.11%
3.67%
7
GTECH Center
34,500,000
4.9276
3.04%
3,989,786
471,400
3,282,480
287,821
2.92%
2.40%
16
21 SAC
23,000,000
5.6736
2.03%
3,727,811
692,808
3,065,404
429,576
2.73%
3.58%
10
Continental Executive Parke
27,688,515
5.2861
2.44%
3,718,780
582,439
3,064,485
360,651
2.73%
3.01%
15
Courtyard San Antonio Riverwalk
23,000,000
5.5016
2.03%
3,435,234
585,606
2,828,838
366,393
2.52%
3.06%
12
SunTrust Bank Portfolio III
25,000,000
5.2936
2.20%
3,396,032
513,144
2,818,099
327,338
2.51%
2.73%
9
Oak Ridge Office Portfolio
28,000,000
5.0976
2.47%
3,379,103
454,938
2,789,525
284,029
2.49%
2.37%
18
2200 West Loop
20,600,000
5.1716
1.82%
2,665,060
380,291
2,196,327
236,961
1.96%
1.98%
14
Peoria Crossing
24,131,000
4.6916
2.13%
2,404,940
194,625
1,978,353
116,932
1.76%
0.98%
11
Commons at Temecula
25,665,000
4.6126
2.26%
2,400,811
150,676
1,977,735
91,068
1.76%
0.76%
21
Berry Plastics Expansion
17,471,275
5.6866
1.54%
2,301,645
390,796
1,963,591
268,195
1.75%
2.24%
20
785 Market Street
20,000,000
4.9876
1.76%
2,362,222
296,335
1,946,085
181,919
1.73%
1.52%
13
Ace Hardware Headquarters
24,500,000
5.4616
2.16%
2,049,516
273,992
1,845,542
216,688
1.64%
1.81%
17
Southlake Corners
20,945,000
4.7616
1.85%
2,197,135
205,541
1,806,093
124,016
1.61%
1.03%
24
Centerplace of Greeley
15,665,448
5.3596
1.38%
2,165,043
343,548
1,787,001
215,872
1.59%
1.80%
29
21c Museum Hotel
13,781,381
5.5866
1.22%
2,077,103
371,664
1,713,998
232,105
1.53%
1.94%
19
Heritage Commons IV
20,357,916
5.8616
1.80%
1,890,945
290,285
1,711,472
232,996
1.52%
1.94%
26
One Jackson Place
14,900,000
5.3366
1.31%
2,055,581
331,123
1,693,324
205,075
1.51%
1.71%
30
Crosstown Plaza
13,470,351
5.4106
1.19%
1,921,921
314,385
1,583,623
196,700
1.41%
1.64%
34
Shadow Creek Business Center
12,000,000
5.5636
1.06%
1,850,221
330,429
1,522,258
204,830
1.36%
1.71%
23
Walgreens/CVS Portfolio Pool I
16,757,000
4.7736
1.48%
1,768,648
164,190
1,454,459
100,314
1.30%
0.84%
22
Town Square Plaza
16,815,000
4.6916
1.48%
1,675,814
135,619
1,378,559
81,480
1.23%
0.68%
28
One Park Ten Plaza
14,000,000
5.0446
1.23%
1,642,777
235,199
1,356,169
140,749
1.21%
1.17%
33
IPCC National Retail Portfolio A
12,140,000
5.0236
1.07%
1,489,992
194,443
1,224,949
118,947
1.09%
0.99%
27
Greenwich Center
14,475,000
4.6916
1.28%
1,439,303
112,876
1,184,600
68,679
1.06%
0.57%
31
Walgreens/CVS Portfolio Pool III
13,035,000
4.7736
1.15%
1,375,803
127,721
1,131,401
78,033
1.01%
0.65%
37
Ukiah Crossroads
10,300,000
5.1916
0.91%
1,312,340
189,480
1,082,595
118,374
0.96%
0.99%
38
IPCC National Retail Portfolio B
10,260,000
5.0236
0.90%
1,259,252
164,331
1,035,254
100,527
0.92%
0.84%
42
317 6th Avenue
7,700,000
5.7236
0.68%
1,234,708
231,750
1,018,134
144,743
0.91%
1.21%
32
Summit Point
12,463,665
5.7136
1.10%
1,124,972
165,150
1,016,160
131,861
0.91%
1.10%
41
Urban Outfitters Walnut Creek
8,260,000
5.3246
0.73%
1,178,184
218,700
968,615
127,682
0.86%
1.06%
43
Mission Valley Plaza
7,300,000
5.5786
0.64%
1,130,437
198,770
930,529
124,385
0.83%
1.04%
36
Home Depot Plaza
10,750,000
4.6916
0.95%
1,071,365
86,703
881,327
52,091
0.79%
0.43%
35
1900 Charles Bryan
10,992,858
5.6996
0.97%
972,008
141,359
879,358
113,324
0.78%
0.94%
45
Country Club Corners
7,000,000
5.5086
0.62%
1,050,799
208,637
864,949
123,162
0.77%
1.03%
25
Hilton Suites Anaheim
14,969,758
5.8036
1.32%
901,003
131,076
844,277
113,740
0.75%
0.95%
40
Walgreens/CVS Portfolio Pool II
9,395,000
4.7736
0.83%
991,612
92,055
815,459
56,242
0.73%
0.47%
39
Woodland West Marketplace
10,190,701
5.4636
0.90%
853,328
114,191
768,399
90,308
0.68%
0.75%
47
Palm Ridge MHC
5,775,000
5.6236
0.51%
915,270
167,161
752,810
103,637
0.67%
0.86%
44
Turfway Commons
7,150,000
4.9236
0.63%
828,618
94,867
681,607
58,528
0.61%
0.49%
46
Courtyard Burlington Taft Corners
6,600,000
5.9376
0.58%
677,968
108,993
608,872
85,681
0.54%
0.71%
48
Huntington Club Apartments
4,094,160
5.2996
0.36%
534,485
82,005
441,995
51,635
0.39%
0.43%
49
Extra Space Storage
3,143,466
5.6836
0.28%
511,242
95,315
420,415
59,114
0.37%
0.49%
49
Totals/WA
1,133,950,409
5.2052
100.00%
134,690,013
18,697,292
112,238,449
11,992,897
100.00%
100.00%
 
    * Full proceeds including accrued interest
   
   
Notes:
(1)
IO Contribution Analysis Assumes Class XA is priced at T+300 under 100CPY pricing speed
     
(2)
IO Contribution Analysis Assumes following pricing spots:
       
7 Yr
1.356
     
       
10 Yr
1.963