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  As Of               Filer                 Filing     As/For/On Docs:Pgs              Issuer               Agent

 3/29/07  JP Morgan Chase Commercial...Corp 424B5                  1:960                                    Capital Printing...01/FA
          J/P/Morgan Chase Commercial Mortgage Securities Tru..2007-LDP10

Document/Exhibit                   Description                      Pages   Size 

 1: 424B5       Prospectus                                          HTML  5,964K 

Filed Pursuant to Rule 424(B)(5)
Registration Statement No. 333-140804

PROSPECTUS SUPPLEMENT (To Prospectus Dated March 9, 2007)

$4,783,549,000 (Approximate)
J.P. Morgan Chase Commercial Mortgage Securities Trust 2007-LDP10
Issuing Entity
J.P. Morgan Chase Commercial Mortgage Securities Corp.
Depositor
JPMorgan Chase Bank, N.A.
UBS Real Estate Securities Inc.
Nomura Credit & Capital, Inc.
Eurohypo AG, New York Branch
PNC Bank, National Association

Sponsors and Mortgage Loan Sellers

AIG Mortgage Capital, LLC
Mortgage Loan Seller

Commercial Mortgage Pass-Through Certificates, Series 2007-LDP10

J.P. Morgan Chase Commercial Mortgage Securities Corp. is offering certain classes of the Series 2007-LDP10 Commercial Mortgage Pass-Through Certificates, which represent the beneficial ownership interests in the issuing entity, which will be a trust named J.P. Morgan Chase Commercial Mortgage Securities Trust 2007-LDP10. The assets of the issuing entity will primarily be 227 fixed rate mortgage loans secured by first liens on 328 commercial, multifamily and manufactured housing community properties and are generally the sole source of payments on the Series 2007-LDP10 certificates. Credit enhancement will be provided by certain classes of subordinate certificates that will be subordinate to certain classes of senior certificates as described under ‘‘Description of the Certificates—Subordination; Allocation of Collateral Support Deficit’’ in this prospectus supplement. In addition, JPMorgan Chase Bank, N.A. will provide an interest rate swap agreement for the benefit of the Class A-2SFL certificates and an interest rate swap agreement for the benefit of the Class A-JFL certificates as described under ‘‘Description of the Swap Contracts’’ in this prospectus supplement. The Series 2007-LDP10 certificates are obligations of the issuing entity only and are not obligations of J.P. Morgan Chase Commercial Mortgage Securities Corp., the sponsors, the mortgage loan sellers or any of their respective affiliates, and neither the Series 2007-LDP10 certificates nor the underlying mortgage loans are insured or guaranteed by any governmental agency or any other person or entity. Each class of certificates will be entitled to receive monthly distributions of interest or principal and interest on the 15^th day of each month (or if the 15th day is not a business day, the following business day), commencing on April 16, 2007.

			Initial Class Certificate Balance or Notional Amount(1)						Initial Approx. Pass-Through Rate			Pass-Through Rate Description						Assumed Final Distribution Date(3)			Expected Ratings (Moody’s/Fitch)(5)			Rated Final Distribution Date(3)
Class A-1(6)				$	41,831,000				5.1220%					Fixed				March 15, 2012			Aaa/AAA			January 15, 2049
Class A-2(6)				$	250,000,000				5.4340%					Fixed				November 15, 2016			Aaa/AAA			January 15, 2049
Class A-3(6)				$	1,714,136,000				5.4200%					Fixed				February 15, 2017			Aaa/AAA			January 15, 2049
Class A-1A(6)				$	507,300,000				5.4390%					Fixed				March 15, 2017			Aaa/AAA			January 15, 2049
Class A-M(6)				$	359,038,000				5.4640%					Fixed	(7)			March 15, 2017			Aaa/AAA			January 15, 2049
Class A-J(6)				$	200,694,000				5.5030%					Fixed	(7)			March 15, 2017			Aaa/AAA			January 15, 2049
Class A-JFL(6)				$	100,000,000	(8)			LIBOR + 0.2600%					Floating	(7)(9)			March 15, 2017			Aaa/AAA(10)			January 15, 2049
Class X				$	5,331,517,186	(11)			0.5269%					Variable	(12)			April 15, 2022			Aaa/AAA			January 15, 2049
Class A-1S(6)				$	200,000,000				4.9300%					Fixed				November 15, 2011			Aaa/AAA			January 15, 2049
Class A-2S(6)				$	688,857,000				5.3050%					Fixed				March 15, 2012			Aaa/AAA			January 15, 2049
Class A-2SFL(6)				$	150,000,000	(13)			LIBOR + 0.1300%					Floating	(9)			March 15, 2012			Aaa/AAA(10)			January 15, 2049
Class A-3S(6)				$	179,937,000				5.3170%					Fixed				April 15, 2013			Aaa/AAA			January 15, 2049
Class A-MS(6)				$	174,114,000				5.3420%					Fixed	(14)			December 15, 2013			Aaa/AAA			January 15, 2049
Class A-JS(6)				$	145,820,000				5.3950%					Fixed	(14)			January 15, 2014			Aaa/AAA			January 15, 2049
Class B-S(6)				$	34,823,000				5.4370%					Fixed	(14)			January 15, 2014			Aa2/AA			January 15, 2049
Class C-S(6)				$	13,058,000				5.4660%					Fixed	(14)			January 15, 2014			Aa3/AA-			January 15, 2049
Class D-S(6)				$	23,941,000				5.5160%					Fixed	(14)			January 15, 2014			A2/A			January 15, 2049

(Footnotes to table on page S-9)

The Securities and Exchange Commission and state regulators have not approved or disapproved of the offered certificates or passed upon the adequacy or accuracy of this prospectus supplement or the accompanying prospectus. Any representation to the contrary is a criminal offense. J.P. Morgan Chase Commercial Mortgage Securities Corp. will not list the offered certificates on any securities exchange or on any automated quotation system of any securities association.

The underwriters, J.P. Morgan Securities Inc., UBS Securities LLC, Citigroup Global Markets Inc., Commerzbank Capital Markets Corp. and PNC Capital Markets LLC, will purchase the offered certificates from J.P. Morgan Chase Commercial Mortgage Securities Corp. and will offer them to the public at negotiated prices, plus, in certain cases, accrued interest, determined at the time of sale. J.P. Morgan Securities Inc. and UBS Securities LLC are acting as co-lead managers for this offering with respect to each of the offered certificates. Citigroup Global Markets Inc., Commerzbank Capital Markets Corp. and PNC Capital Markets LLC are acting as co-managers for this offering. J.P. Morgan Securities Inc. is acting as sole bookrunner for this offering.

The underwriters expect to deliver the offered certificates to purchasers in book-entry form only through the facilities of The Depository Trust Company in the United States and Clearstream Banking, société anonyme and Euroclear Bank, as operator of the Euroclear System, in Europe, against payment in New York, New York on or about March 29, 2007. We expect to receive from this offering approximately 103.2% of the initial aggregate principal balance of the offered certificates, plus accrued interest (except with respect to the Class A-2SFL and Class A-JFL Certificates) from March 1, 2007, before deducting expenses payable by us.

JPMorgan

UBS Investment Bank

Citigroup Global Markets, Inc.

Commerzbank Corporates & Markets

PNC Capital Markets LLC

March 26, 2007

TABLE OF CONTENTS

SUMMARY OF CERTIFICATES					S-9
SUMMARY OF TERMS					S-12
RISK FACTORS					S-51
Geographic Concentration Entails Risks					S-51
Risks Relating to Mortgage Loan Concentrations					S-52
Risks Relating to Enforceability of Cross-Collateralization					S-54
The Borrower’s Form of Entity May Cause Special Risks					S-54
Ability to Incur Other Borrowings Entails Risk					S-56
Borrower May Be Unable to Repay Remaining Principal Balance on Maturity Date or Anticipated Repayment Date					S-60
The Prospective Performance of the Commercial, Multifamily and Manufactured Housing Community Mortgage Loans Included in the Trust Fund Should Be Evaluated Separately from the Performance of the Mortgage Loans in Any of Our Other Trusts					S-61
Commercial and Multifamily Lending Is Dependent Upon Net Operating Income					S-61
Tenant Concentration Entails Risk					S-62
Certain Additional Risks Relating to Tenants					S-63
Substitution of Mortgaged Properties May Lead to Increased Risks					S-65
Risks Related to Redevelopment and Renovation at the Mortgaged Properties					S-65
Mortgaged Properties Leased to Borrowers or Borrower Affiliated Entities Also Have Risks					S-66
Tenant Bankruptcy Entails Risks					S-67
Mortgage Loans Are Nonrecourse and Are Not Insured or Guaranteed					S-67
Office Properties Have Special Risks					S-67
Retail Properties Have Special Risks					S-68
Multifamily Properties Have Special Risks					S-69
Industrial Properties Have Special Risks					S-70
Hotel Properties Have Special Risks					S-72
Risks Relating to Affiliation with a Franchise or Hotel Management Company					S-72
Risks Relating to Certain Assistance Programs					S-73
Lack of Skillful Property Management Entails Risks					S-74
Tax Considerations Relating to Property in Guam					S-74
Some Mortgaged Properties May Not Be Readily Convertible to Alternative Uses					S-74
Condominium Ownership May Limit Use and Improvements					S-75
Mortgage Loans Secured by Leasehold Interests May Expose Investors to Greater Risks of Default and Loss					S-75
Shari’ah Compliant Loans					S-76
Limitations of Appraisals					S-77
Risks Relating to Underwritten Net Cash Flow					S-77
Potential Conflicts of Interest					S-78
Special Servicer May Be Directed to Take Actions					S-80
Bankruptcy Proceedings Entail Certain Risks					S-81
Risks Relating to Prepayments and Repurchases					S-82
Optional Early Termination of the Trust Fund May Result in an Adverse Impact on Your Yield or May Result in a Loss					S-85
Sensitivity to LIBOR and Yield Considerations					S-85
Risks Relating to the Swap Contracts					S-85
Mortgage Loan Sellers May Not Be Able to Make a Required Repurchase or Substitution of a Defective Mortgage Loan					S-86
Risks Relating to Interest on Advances and Special Servicing Compensation					S-87
Risks of Limited Liquidity and Market Value					S-87
Different Timing of Mortgage Loan Amortization Poses Certain Risks					S-87
Subordination of Subordinate Offered Certificates					S-88

S-3

Limited Information Causes Uncertainty					S-88
Environmental Risks Relating to the Mortgaged Properties					S-88
Tax Considerations Relating to Foreclosure					S-89
Risks Associated with One Action Rules					S-90
Potential Absence of Attornment Provisions Entails Risks					S-90
Property Insurance May Not Be Sufficient					S-90
Terrorism Insurance					S-92
Zoning Compliance and Use Restrictions May Adversely Affect Property Value					S-94
Risks Relating to Costs of Compliance with Applicable Laws and Regulations					S-95
No Reunderwriting of the Mortgage Loans					S-95
Litigation or Other Legal Proceedings Could Adversely Affect the Mortgage Loans					S-95
Risks Relating to Book-Entry Registration					S-96
Risks Relating to Inspections of Properties					S-96
Certain of the Mortgage Loans Lack Customary Provisions					S-96
Mortgage Electronic Registration Systems (MERS)					S-96
Other Risks					S-96
DESCRIPTION OF THE MORTGAGE POOL					S-98
General					S-98
Additional Debt					S-100
The 599 Lexington Avenue Whole Loan					S-106
The Skyline Portfolio Whole Loan					S-108
The Solana Whole Loan					S-111
The Americold Pool 2 Whole Loan					S-113
AB Mortgage Loan Groups					S-117
The Overland Park Trade Center AB Loan					S-117
Mezz Cap AB Mortgage Loans					S-122
Top Fifteen Mortgage Loans					S-124
ARD Loans					S-125
Certain Terms and Conditions of the Mortgage Loans					S-126
Additional Mortgage Loan Information					S-141
Sale of Mortgage Loans; Mortgage File Delivery					S-144
Representations and Warranties; Repurchases and Substitutions					S-146
Repurchase or Substitution of Cross-Collateralized Mortgage Loans					S-150
Lockbox Accounts					S-151
TRANSACTION PARTIES					S-152
The Sponsors					S-152
The Depositor					S-170
The Mortgage Loan Sellers					S-170
The Issuing Entity					S-173
The Trustee, Certificate Registrar, Authenticating Agent and Custodian					S-173
The Co-Trustee					S-175
The Master Servicers					S-176
The Special Servicer					S-180
Replacement of the Special Servicer					S-182
Servicing and Other Compensation and Payment of Expenses					S-183
DESCRIPTION OF THE CERTIFICATES					S-189
General					S-189
Book-Entry Registration and Definitive Certificates					S-191
Distributions					S-193
Allocation of Yield Maintenance Charges and Prepayment Premiums					S-217
Assumed Final Distribution Date; Rated Final Distribution Date					S-218
Subordination; Allocation of Collateral Support Deficit					S-220
Advances					S-225
Appraisal Reductions					S-229
Reports to Certificateholders; Certain Available Information					S-232
Voting Rights					S-236
Termination; Retirement of Certificates					S-237
DESCRIPTION OF THE SWAP CONTRACTS					S-239
The A-2SFL Swap Contract					S-239
Termination Fees					S-240
The A-JFL Swap Contract					S-240
Termination Fees					S-242
The Swap Counterparty					S-242
SERVICING OF THE MORTGAGE LOANS					S-243
General					S-243
The Directing Certificateholder					S-246

S-4

Limitation on Liability of Directing Certificateholder					S-249
Maintenance of Insurance					S-250
Modifications, Waiver and Amendments					S-253
Realization Upon Defaulted Mortgage Loans					S-254
Inspections; Collection of Operating Information					S-257
Certain Matters Regarding the Master Servicers, the Special Servicer and the Depositor					S-257
Events of Default					S-259
Rights Upon Event of Default					S-261
Amendment					S-262
YIELD AND MATURITY CONSIDERATIONS					S-264
Yield Considerations					S-264
Weighted Average Life					S-268
Yield Sensitivity of the Class X Certificates					S-271
Effect of Loan Groups					S-272
CERTAIN FEDERAL INCOME TAX CONSEQUENCES					S-273
Taxation of the Swap Contracts					S-275
CERTAIN ERISA CONSIDERATIONS					S-277
METHOD OF DISTRIBUTION					S-280
LEGAL MATTERS					S-281
CERTAIN LEGAL ASPECTS OF THE MORTGAGE LOANS					S-281
RATINGS					S-283
LEGAL INVESTMENT					S-284
INDEX OF DEFINED TERMS					S-285

ANNEX A-1			CERTAIN CHARACTERISTICS OF THE MORTGAGE LOANS AND MORTGAGED PROPERTIES
ANNEX A-2			CERTAIN POOL CHARACTERISTICS OF THE MORTGAGE LOANS AND MORTGAGED PROPERTIES
ANNEX A-3			DESCRIPTION OF TOP FIFTEEN MORTGAGE LOANS OR GROUPS OF CROSS-COLLATERALIZED MORTGAGE LOANS AND ADDITIONAL MORTGAGE LOAN INFORMATION
ANNEX A-4			DECREMENT TABLES
ANNEX B			CERTAIN CHARACTERISTICS OF THE MULTIFAMILY & MANUFACTURED HOUSING COMMUNITY LOANS
ANNEX C			FORM OF REPORT TO CERTIFICATEHOLDERS

S-5

IMPORTANT NOTICE ABOUT INFORMATION PRESENTED IN THIS
PROSPECTUS SUPPLEMENT AND THE ACCOMPANYING PROSPECTUS

Information about the offered certificates is contained in two separate documents that progressively provide more detail: (a) the accompanying prospectus, which provides general information, some of which may not apply to the offered certificates; and (b) this prospectus supplement, which describes the specific terms of the offered certificates. If the terms of the offered certificates vary between this prospectus supplement and the accompanying prospectus, you should rely on the information contained in this prospectus supplement.

You should rely only on the information contained in this prospectus supplement and the prospectus. We have not authorized anyone to provide you with information that is different from that contained in this prospectus supplement and the prospectus. The information contained in this prospectus supplement is accurate only as of the date of this prospectus supplement.

This prospectus supplement begins with several introductory sections describing the Series 2007-LDP10 certificates and the trust in abbreviated form:

Summary of Certificates, commencing on page S-9 of this prospectus supplement, which sets forth important statistical information relating to the Series 2007-LDP10 certificates;

Summary of Terms, commencing on page S-12 of this prospectus supplement, which gives a brief introduction of the key features of the Series 2007-LDP10 certificates and a description of the underlying mortgage loans; and

Risk Factors, commencing on page S-51 of this prospectus supplement, which describe risks that apply to the Series 2007-LDP10 certificates which are in addition to those described in the prospectus with respect to the securities issued by the trust generally.

This prospectus supplement and the accompanying prospectus include cross references to sections in these materials where you can find further related discussions. The Tables of Contents in this prospectus supplement and the prospectus identify the pages where these sections are located.

Certain capitalized terms are defined and used in this prospectus supplement and the prospectus to assist you in understanding the terms of the offered certificates and this offering. The capitalized terms used in this prospectus supplement are defined on the pages indicated under the caption ‘‘Index of Defined Terms’’ commencing on page S-285 of this prospectus supplement. The capitalized terms used in the prospectus are defined on the pages indicated under the caption ‘‘Index of Defined Terms’’ commencing on page 129 of the prospectus.

All annexes and schedules attached to this prospectus supplement are a part of this prospectus supplement.

In this prospectus supplement, the terms ‘‘Depositor,’’ ‘‘we,’’ ‘‘us’’ and ‘‘our’’ refer to J.P. Morgan Chase Commercial Mortgage Securities Corp.

EUROPEAN ECONOMIC AREA

IN RELATION TO EACH MEMBER STATE OF THE EUROPEAN ECONOMIC AREA WHICH HAS IMPLEMENTED THE PROSPECTUS DIRECTIVE (EACH, A ‘‘RELEVANT MEMBER STATE’’), EACH UNDERWRITER HAS REPRESENTED AND AGREED THAT WITH EFFECT FROM AND INCLUDING THE DATE ON WHICH THE PROSPECTUS DIRECTIVE IS IMPLEMENTED IN THAT RELEVANT MEMBER STATE (THE ‘‘RELEVANT IMPLEMENTATION DATE’’) IT HAS NOT MADE AND WILL NOT MAKE AN OFFER OF CERTIFICATES TO THE PUBLIC IN THAT RELEVANT MEMBER STATE PRIOR TO THE PUBLICATION OF A PROSPECTUS IN RELATION TO THE CERTIFICATES WHICH HAS BEEN APPROVED BY THE COMPETENT AUTHORITY IN THAT RELEVANT MEMBER STATE OR, WHERE APPROPRIATE, APPROVED IN ANOTHER RELEVANT MEMBER STATE AND NOTIFIED TO THE COMPETENT AUTHORITY IN THAT RELEVANT MEMBER STATE, ALL IN ACCORDANCE WITH THE

S-6

PROSPECTUS DIRECTIVE, EXCEPT THAT IT MAY, WITH EFFECT FROM AND INCLUDING THE RELEVANT IMPLEMENTATION DATE, MAKE AN OFFER OF CERTIFICATES TO THE PUBLIC IN THAT RELEVANT MEMBER STATE AT ANY TIME:

(A)    TO LEGAL ENTITIES WHICH ARE AUTHORIZED OR REGULATED TO OPERATE IN THE FINANCIAL MARKETS OR, IF NOT SO AUTHORIZED OR REGULATED, WHOSE CORPORATE PURPOSE IS SOLELY TO INVEST IN SECURITIES;

(B)    TO ANY LEGAL ENTITY WHICH HAS TWO OR MORE OF (1) AN AVERAGE OF AT LEAST 250 EMPLOYEES DURING THE LAST FINANCIAL YEAR; (2) A TOTAL BALANCE SHEET OF MORE THAN €43,000,000 AND (3) AN ANNUAL NET TURNOVER OF MORE THAN €50,000,000, AS SHOWN IN ITS LAST ANNUAL OR CONSOLIDATED ACCOUNTS; OR

(C)    IN ANY OTHER CIRCUMSTANCES WHICH DO NOT REQUIRE THE PUBLICATION BY THE ISSUER OF A PROSPECTUS PURSUANT TO ARTICLE 3 OF THE PROSPECTUS DIRECTIVE.

FOR THE PURPOSES OF THIS PROVISION, THE EXPRESSION AN ‘‘OFFER OF CERTIFICATES TO THE PUBLIC’’ IN RELATION TO ANY CERTIFICATES IN ANY RELEVANT MEMBER STATE MEANS THE COMMUNICATION IN ANY FORM AND BY ANY MEANS OF SUFFICIENT INFORMATION ON THE TERMS OF THE OFFER AND THE CERTIFICATES TO BE OFFERED SO AS TO ENABLE AN INVESTOR TO DECIDE TO PURCHASE OR SUBSCRIBE THE CERTIFICATES, AS THE SAME MAY BE VARIED IN THAT MEMBER STATE BY ANY MEASURE IMPLEMENTING THE PROSPECTUS DIRECTIVE IN THAT MEMBER STATE AND THE EXPRESSION ‘‘PROSPECTUS DIRECTIVE’’ MEANS DIRECTIVE 2003/71/EC AND INCLUDES ANY RELEVANT IMPLEMENTING MEASURE IN EACH RELEVANT MEMBER STATE.

UNITED KINGDOM

EACH UNDERWRITER HAS REPRESENTED AND AGREED THAT:

(A)(i)    IT IS A PERSON WHOSE ORDINARY ACTIVITIES INVOLVE IT IN ACQUIRING, HOLDING, MANAGING, OR DISPOSING OF INVESTMENTS (AS PRINCIPAL OR AGENT) FOR THE PURPOSES OF ITS BUSINESS AND (ii) IT HAS NOT OFFERED OR SOLD AND WILL NOT OFFER OR SELL THE CERTIFICATES OTHER THAN TO PERSONS WHOSE ORDINARY ACTIVITIES INVOLVE THEM IN ACQUIRING, HOLDING, MANAGING OR DISPOSING OF INVESTMENTS (AS PRINCIPAL OR AGENT) FOR THE PURPOSES OF THEIR BUSINESSES OR WHO IT IS REASONABLE TO EXPECT WILL ACQUIRE, HOLD, MANAGE OR DISPOSE OF INVESTMENTS (AS PRINCIPAL OR AGENT) FOR THE PURPOSES OF THEIR BUSINESSES WHERE THE ISSUE OF THE CERTIFICATES WOULD OTHERWISE CONSTITUTE A CONTRAVENTION OF SECTION 19 OF THE FINANCIAL SERVICES AND MARKETS ACT 2000 (‘‘FSMA’’);

(B)    IT HAS ONLY COMMUNICATED OR CAUSED TO BE COMMUNICATED AND WILL ONLY COMMUNICATE OR CAUSE TO BE COMMUNICATED AN INVITATION OR INDUCEMENT TO ENGAGE IN INVESTMENT ACTIVITY (WITHIN THE MEANING OF SECTION 21 OF THE FSMA) RECEIVED BY IT IN CONNECTION WITH THE ISSUE OR SALE OF THE CERTIFICATES IN CIRCUMSTANCES IN WHICH SECTION 21(1) OF THE FSMA DOES NOT APPLY TO THE DEPOSITOR; AND

(C)    IT HAS COMPLIED AND WILL COMPLY WITH ALL APPLICABLE PROVISIONS OF THE FSMA WITH RESPECT TO ANYTHING DONE BY IT IN RELATION TO THE CERTIFICATES IN, FROM OR OTHERWISE INVOLVING THE UNITED KINGDOM.

NOTICE TO UNITED KINGDOM INVESTORS

THE DISTRIBUTION OF THIS PROSPECTUS SUPPLEMENT IF MADE BY A PERSON WHO IS NOT AN AUTHORIZED PERSON UNDER THE FSMA, IS BEING MADE ONLY TO, OR DIRECTED ONLY AT, PERSONS WHO (1) ARE OUTSIDE THE UNITED KINGDOM, OR (2) HAVE PROFESSIONAL EXPERIENCE IN MATTERS RELATING TO INVESTMENTS, OR (3) ARE PERSONS FALLING WITHIN ARTICLES 49(2)(A) THROUGH (D) (‘‘HIGH NET WORTH COMPANIES, UNINCORPORATED

S-7

ASSOCIATIONS, ETC.’’) OR 19 (INVESTMENT PROFESSIONALS) OF THE FINANCIAL SERVICES AND MARKET ACT 2000 (FINANCIAL PROMOTION) ORDER 2005 (ALL SUCH PERSONS TOGETHER BEING REFERRED TO AS THE ‘‘RELEVANT PERSONS’’). THIS PROSPECTUS SUPPLEMENT MUST NOT BE ACTED ON OR RELIED ON BY PERSONS WHO ARE NOT RELEVANT PERSONS. ANY INVESTMENT OR INVESTMENT ACTIVITY TO WHICH THIS PROSPECTUS SUPPLEMENT RELATES, INCLUDING THE OFFERED CERTIFICATES, IS AVAILABLE ONLY TO RELEVANT PERSONS AND WILL BE ENGAGED IN ONLY WITH RELEVANT PERSONS.

POTENTIAL INVESTORS IN THE UNITED KINGDOM ARE ADVISED THAT ALL, OR MOST, OF THE PROTECTIONS AFFORDED BY THE UNITED KINGDOM REGULATORY SYSTEM WILL NOT APPLY TO AN INVESTMENT IN THE OFFERED CERTIFICATES AND THAT COMPENSATION WILL NOT BE AVAILABLE UNDER THE UNITED KINGDOM FINANCIAL SERVICES COMPENSATION SCHEME.

S-8

 SUMMARY OF CERTIFICATES 

Class			Initial Class Certificate Balance or Notional Amount(1)						Approximate Credit Support(2)						Pass- Through Rate Description						Assumed Final Distribution Date(3)			Initial Approx. Pass-Through Rate							Weighted Average Life (Yrs.)(4)						Expected Ratings (Moody’s/ Fitch)(5)							Principal Window(4)
Offered Certificates
A-1(6)				$	41,831,000						30.000	%					Fixed				March 15, 2012					5.1220		%					2.78						Aaa/AAA					04/07 — 03/12
A-2(6)				$	250,000,000						30.000	%					Fixed				November 15, 2016					5.4340		%					8.38						Aaa/AAA					03/12 — 11/16
A-3(6)				$	1,714,136,000						30.000	%					Fixed				February 15, 2017					5.4200		%					9.80						Aaa/AAA					11/16 — 02/17
A-1A(6)				$	507,300,000						30.000	%					Fixed				March 15, 2017					5.4390		%					9.71						Aaa/AAA					04/07 — 03/17
A-M(6)				$	359,038,000						20.000	%					Fixed	(7)			March 15, 2017					5.4640		%					9.96						Aaa/AAA					03/17 — 03/17
A-J(6)				$	200,694,000						11.625	%					Fixed	(7)			March 15, 2017					5.5030		%					9.96						Aaa/AAA					03/17 — 03/17
A-JFL(6)				$	100,000,000	(8)					11.625	%					Floating	(7)(9)			March 15, 2017					LIBOR	+ 0.2600	%					9.96						Aaa/AAA(10)					03/17 — 03/17
X				$	5,331,517,186	(11)					N/A						Variable	(12)			April 15, 2022					0.5269		%					N/A						Aaa/AAA					N/A
A-1S(6)				$	200,000,000						30.000	%					Fixed				November 15, 2011					4.9300		%					4.51						Aaa/AAA					04/07 — 11/11
A-2S(6)				$	688,857,000						30.000	%					Fixed				March 15, 2012					5.3050		%					4.82						Aaa/AAA					11/11 — 03/12
A-2SFL(6)				$	150,000,000	(13)					30.000	%					Floating	(9)			March 15, 2012					LIBOR	+ 0.1300	%					4.82						Aaa/AAA(10)					11/11 — 03/12
A-3S (6)				$	179,937,000						30.000	%					Fixed				April 15, 2013					5.3170		%					5.42						Aaa/AAA					03/12 — 04/13
A-MS(6)				$	174,114,000						20.000	%					Fixed	(14)			December 15, 2013					5.3420		%					6.51						Aaa/AAA					04/13 — 12/13
A-JS(6)				$	145,820,000						11.625	%					Fixed	(14)			January 15, 2014					5.3950		%					6.71						Aaa/AAA					12/13 — 01/14
B-S(6)				$	34,823,000						9.625	%					Fixed	(14)			January 15, 2014					5.4370		%					6.79						Aa2/AA					01/14 — 01/14
C-S(6)				$	13,058,000						8.875	%					Fixed	(14)			January 15, 2014					5.4660		%					6.79						Aa3/AA−					01/14 — 01/14
D-S(6)				$	23,941,000						7.500	%					Fixed	(14)			January 15, 2014					5.5160		%					6.79						A2/A					01/14 — 01/14
Non-Offered Certificates
B(6)				$	71,808,000						9.625	%					Fixed	(7)			N/A					5.5820		%					N/A						Aa2/AA							N/A
C(6)				$	26,928,000						8.875	%					Fixed	(7)			N/A					5.6120		%					N/A						Aa3/AA−							N/A
D(6)				$	49,367,000						7.500	%					WAC	(15)			N/A					5.7676		%					N/A						A2/A							N/A
E(6)				$	40,392,000						6.375	%					WAC	(15)			N/A					5.8656		%					N/A						A3/A−							N/A
F(6)				$	44,880,000						5.125	%					WAC	(16)			N/A					5.9266		%					N/A						Baa1/BBB+							N/A
G(6)				$	44,880,000						3.875	%					WAC	(16)			N/A					5.9266		%					N/A						Baa2/BBB							N/A
H(6)				$	40,392,000						2.750	%					WAC	(16)			N/A					5.9266		%					N/A						Baa3/BBB−							N/A
E-S(6)				$	19,588,000						6.375	%					WAC	(17)			N/A					5.7356		%					N/A						A3/A−							N/A
F-S(6)				$	21,764,000						5.125	%					WAC	(18)			N/A					5.9296		%					N/A						Baa1/BBB+							N/A
G-S(6)				$	21,764,000						3.875	%					WAC	(18)			N/A					5.9296		%					N/A						Baa2/BBB							N/A
H-S(6)				$	19,588,000						2.750	%					WAC	(18)			N/A					5.9296		%					N/A						Baa3/BBB−							N/A
J				$	19,993,000						2.375	%					Fixed	(19)			N/A					5.0810		%					N/A						Ba1/BB+							N/A
K				$