Thursday, September 23, 2010

JPMCC 2010-C2 $1.1bln

Class S&P/Fitch Size ($MM) WAL Subordination
A-1 AAA/AAA $266.70 4.27 18.25%
A-2 AAA/AAA $243.10 7.18 18.25%
A-3 AAA/AAA $390.50 9.79 18.25%
B AA/AA $37.20 9.89 14.88%
C A/A $53.70 9.91 10.00%
D BBB+/BBB+ $33.00 9.97 7.00%

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