JP Morgan Chase Commercial Mortgage Securities Trust (JPMCC) 2021-2NU

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD192.1006.93-Aaa------FixedSwaps-701.97%1.519%102.99994
BUSD34.2006.93-Aa3------WACSwaps-85-1.669%102.88095
CUSD32.1006.93-A3------WACSwaps-110-1.919%101.24616
DUSD21.4506.93-Baa2------WACSwaps-160-2.419%98.06346
HRRUSD17.7506.93-Ba1------WAC----4.500%85.97627
Tranche Comments
A: Registration: 144A/Reg S; B: Registration: 144A/Reg S; C: Registration: 144A/Reg S; D: Registration: 144A/Reg S; HRR: Registration: 144A/Reg S;
Collateral
A 38-story, 703,003 square foot Class A+,multi-tenant office tower located in downtown Seattle, Washington
Risk Retention
PMCB is expected to act as the “retaining sponsor” for this securitization and intends to satisfy the U.S. credit risk retention requirement through the purchase by a “third-party purchaser” of an “eligible horizontal residual interest,” which will be comprised of the Class HRR Certificates. The estimated fair value of the Class HRR Certificates will be equal to at least 5% of the estimated fair value of all of the Classes of Certificates issued by the Trust

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