Quantity impedance is going to depend on a lot of things - amount of memory, number of active threads (user load), creation speed of objects, including database speed. All things being equal, if you have enough memory it shouldn't be an issue from a pure object perspective.
From a CMP point of view, you may want to check the article written by a couple of the JBoss guys on CMP tuning and it describes what is happening in the container.
Try http://www.onjava.com/lpt/a/3871. I'm hoping this works ok as the link switches through an adclick. I hope it is the kind of thing you are after.