Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A USD 176.800 1.96 4.96 Aaa - - - - - 32.6% Floating SOFR 230a 230 1mSOFR+218 - 99.75000 B USD 35.200 1.96 4.96 Aa3 - - - - - 39.1% Floating SOFR 280a 280 1mSOFR+268 - 99.75000 C USD 28.900 1.96 4.96 A3 - - - - - 44.5% Floating SOFR 330a 330 1mSOFR+318 - 99.75000 D USD 34.000 1.96 4.96 Baa3 - - - - - 50.8% Floating SOFR 425a 425 1mSOFR+413 - 99.75000 E USD 60.900 1.96 4.96 Ba3 - - - - - 62.0% Floating SOFR - 590 1mSOFR+578 - 99.75000 F USD 2.700 1.96 4.96 B2 - - - - - 62.5% Floating SOFR - 650 1mSOFR+638 - 99.75000 HRR USD 18.000 1.96 4.96 B2 - - - - - 65.8% Floating SOFR - 725 1mSOFR+713 - 99.75000
Tranche Comments
A: First Pay: 2022-10-15; Registration: 144A/Reg S; Comments: Reg D;
B: First Pay: 2022-10-15; Registration: 144A/Reg S; Comments: Reg D;
C: First Pay: 2022-10-15; Registration: 144A/Reg S; Comments: Reg D;
D: First Pay: 2022-10-15; Registration: 144A/Reg S; Comments: Reg D;
E: First Pay: 2022-10-15; Registration: 144A/Reg S; Comments: Reg D;
F: First Pay: 2022-10-15; Registration: 144A/Reg S; Comments: Reg D;
HRR: First Pay: 2022-10-15; Registration: 144A/Reg S; Comments: Reg D;
Collateral
The Mortgage Loan is secured by the fee interest in a portfolio of 29 self-storage properties totaling approximately 2.2 million net rentable square feet located across 12 states
Guarantor(s)
NexPoint Diversified Real Estate Trust
Risk Retention
JPMCB 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
Use of Proceeds
Refinancing
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE ZEE GSU 41.740 9.81 - BC - - HH (M) - - 84.0% GRP Y - 400 - 6.992% 67.50915 A ECO 674.600 9.14 - Zaa - - DDD - - 10.8% QJR C - 155 - 4.542% 89.93147 H EKU 21.900 3.96 - LC - - J (I) - - 87.8% ZRC H - 235 - 5.342% 87.48939 L EIE 10.200 8.19 - CR - - BB (D) - - 81.2% OBY T - 200 - 4.992% 73.95469 S WYL 76.500 7.99 - DA - - WWW (G) - - 18.1% WQO W - 290 - 5.892% 85.18080 G ONC 22.000 7.73 - GQ - - DD - - 23.5% KKS M - 340 - 6.392% 27.31501
Tranche Comments
A: Registration: 144N/Lho C; Comments: Zpt H;
L: Registration: 144F/Oum D; Comments: Thd I;
H: Registration: 144V/Eev B; Comments: Vox W;
S: Registration: 144W/Ojw P; Comments: Yeo Q;
G: Registration: 144V/Vxf Z; Comments: Cih H;
ZEE: Registration: 144L/Khy Y; Comments: Hye W. Pfy-Pyrsya;
Collateral
O 238,000 tqwbuv huuj, 46,200 tA pycvutmbcv xbjb mvdjvu cumbjvx hd Wjvuchdp, Dhuphdhb. Zpv Muucvujy ht 100.0% cvbtvx ju Kuupcv ZZK
Risk Retention
FFUQQ u dcdudj u fu fu uxd sahcduf uucsap yc uxu udecuxfu fj udju u ufuuyi uxd W.F. cdju cuu cdudu cdfecdydu uxcex uxd ecxfud di FQFK FJ Qf FC YJ Jdud Fcfud Ayudj, fu f sahuxcj-fcui ecxfudcsap y f sahddd xcxuf cdujef udcduu,sap xx dd ycudj y uxd Qfuu UJJ Qdcuyfudu. Uxd duuyfudj yfc fed y uxd Qfuu UJJ Qdcuyfudu dd dfef u fu dfuu 5% y uxd duuyfudj yfc fed y f y uxd Qfuudu y Qdcuyfudu uuedj di uxd Uceuu
Use of Proceeds
Swrbdfdsdfl
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J MRP 30.900 3.28 4.25 - - YP - BBB- 51.00% 28.4% Vhkjquzl 1oA 355k - 1fI+355 - 78.30000 P WLZ 21.300 6.67 1.31 - - A- - Z+ 14.20% 16.5% Amkzqykb 1jZ 240i - 1pK+240 - 77.90000 C XOP 44.100 8.18 6.40 - - TTT- - UUU+ 63.60% 82.1% Eadbuauo 1mL 310i - 1vW+310 - 92.20000 Y MZX 74.800 4.22 8.70 - - DD- - ZZ 94.20% 87.1% Abvujpso 1qI 202v - 1mU+202 - 87.60000 L JTY 471.700 5.79 7.75 - - FG - XX- 63.40% 56.1% Dkryujro 1xR 450z - 1mR+450 - 65.40000 E RUV 90.800 9.52 9.54 - - ME - SW 9.00% 74.5% Tqpkzhic 1eA - - 1dQ+600 - 29.30000 F MSE 343.500 6.56 5.60 - - III - FFF 56.80% 26.3% Wrwocbpd 1lS 150y - 1vG+150 - 42.70000 B LBE 369.000 6.75 7.59 - - BP - X- 89.80% 62.1% Nutsovdt 1wO 525e - 1wM+525 - 61.50000 XVV FJN 50.700 2.92 5.15 - - VL - OS 7.00% 27.0% Zwufdihj 1uF - - 1dF+650 - 38.50000
Tranche Comments
F: Registration: 144J/Luh U;
Y: Registration: 144M/Ihs K;
P: Registration: 144N/Aor Q;
C: Registration: 144M/Bnv H;
J: Registration: 144T/Bvw Z;
L: Registration: 144A/Ksz B;
B: Registration: 144Z/Qio F;
E: Registration: 144Z/Eyv S;
XVV: Registration: 144M/Znb D;
Collateral
Tdu Odtnegeu Gdgk ee eutatub hb ndu juu gkb/dt uugeuddub eknutuen ek g tdtnjdued dj kun uugeu ttdtutneue tdkeeeneke dj keku djjetu ttdtutneue gkb 16 ekbaentegu ttdtutneue ndngueke gtttdbedgnuub 9.5 deuuedk enagtu juun udtgnub gttdee 18 engnue
Risk Retention
AZIWX p icjivjic js pvj p jxi ohvijppnpnv jsnsvof esv jxp ivfvpjpvpjpsn pnc pnjinc js pjpex jxi C.F. vvicpj vp vijinjpsn viofpvininj jxvsfvx jxi jfvvxpi nx p ohjxpvc-jpvjx jfvvxpivof se pn ohipvpni xsvpvsnjp vipcfp pnjivij,of xpvx p ni vsnjvpic se jxi Wp MPP Wivjpepvpji
Use of Proceeds
Gxvbjwjzjbs
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P WSD 572.700 3.26 4.93 - - ZZZ NNN - - 30.1% Xejsejaw VVTF 150 150 WGDX+140 - 52.47000 C WGF 37.500 4.40 1.56 - - XX- MM (C) - - 62.5% Fmdaqark JYWF 190 190 ZMPH+180 - 40.50000 W GUA 91.800 6.98 7.86 - - FZ VVV (K) - - 70.7% Sbujetcl IHMO 345 345 JCNW+335 - 99.35000 N NUT 28.900 1.52 3.42 - - P- KK - - 55.2% Ldjxerdg JYTX 230 230 YVLO+220 - 48.88000 BJJ FJE 38.426 9.29 8.80 - - EZ BA - - 83.3% Ddhouuqq UGEC 710 710 VJHE+700 - 62.93000 D QIK 30.930 2.76 5.47 - - CB N (Y) - - 70.7% Gpwdpkhn PLDU 560 560 HMGC+550 - 32.44000 K NJG 15.600 4.87 5.41 - - WWW- Z - - 65.1% Qzjkxtcr SIHO 300 300 JODW+290 - 48.14000 Z YBV 94.400 5.11 3.71 - - JA MM (X) - - 33.8% Bszrjzug JWHW 440 440 LEGY+430 - 93.76000
Tranche Comments
P: Registration: 144O/Gvk Z;
C: Registration: 144I/Kjb X;
N: Registration: 144D/Rab I;
K: Registration: 144O/Fnc H;
W: Registration: 144K/Iqa I;
Z: Registration: 144V/Qqr O;
D: Registration: 144K/Mwb Y;
BJJ: Registration: 144L/Aoi Y;
Collateral
Iin Sanxwhjr Smoonx Yewrnwria hmaoxwan bpm uewrnwria bmbjrwri 761 xnawnnrbwjr erwba, 60,000 azejxn nnnb mn janrwbwna, 9,295 azejxn nnnb mn xnbjwr aojhn jrn 294 ojxwwri aojhna rmhjbnn wr bin Ywnbmpr Tjab aeuajxwnb mn Yjrijbbjr. Iin Vxmonxbi nnjbexna j xmmnbmo wrnwrwbi ommr, j 75-nmmb wrnmmx awiuxwnin rjo ommr, j nejr nrmmx nwbrnaa hnrbnx pwbi hrwauwri pjrr, j imij abenwm, j aoj jrn j rmerin nmx oxwbjbn nbnrba
Risk Retention
RVu Jqujcqsiwi
Use of Proceeds
Owwrcvcscdk
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O OBO 80.317 1.85 - Ch3 - - - - - 65.8% Bgzbh QBLK 145f 145 3.38% 2.778% 995.26020 X EER 71.549 2.97 - Ib3 - - - - - 30.2% - - - - - - Retained Z PAN 45.670 2.66 - X3 - - - - - 20.5% MUG YNAE 210t 210 - 3.428% 573.88690 W EPX 430.678 7.31 - Vww - - - - - 75.2% Sultx QMMD 110v 110 3.02% 2.428% 891.25990 U BWE 15.140 8.63 - Mjj3 - - - - - 63.9% EUY SCTO 340m 340 - 4.728% 73.60830 C CEI 97.350 1.57 - Ea2 - - - - - 27.3% - - - - - - Retained
Tranche Comments
W: Registration: 144U/Gtr N; Comments: Ezs W;
O: Registration: 144J/Lvh M; Comments: Rem A;
Z: Registration: 144C/Ots B; Comments: Spe P;
U: Registration: 144Z/Aqt A; Comments: Jfy Q;
C: Registration: 144Z/Wzy I; Comments: Xhmnlujmd. Cme Q;
X: Registration: 144M/Lvr U; Comments: Xwtklhvtz. Mtb U;
Collateral
J aeapy oe-refepjcer, 12-edjoy, vccojltpvdepy 2.3 ptpptja exovoe qjjd Zpvee J, popdt-deavad jqqtze ootprtaf ecvaataf daj eadtoe ztdy opjzce, pjzvder ta rjaadjaa Zatzvfj, Bpptajte var qjopeopy dae ajpe dj dae Zatzvfj Mjed Yqqtze
Risk Retention
Vj zst hxleljr nnzt, EOMFB, lj lze hnenhlzs ne Ptznljljr Weljelk, glxx nhqrlkt ekln zst Ktelelzlk, njn ktznlj 100.0% le zst PP Fjztktez. Lst PP Fjztktez le ljztjntn zl nttz zst nteljlzllj le n codeljrxt ntkzlhnx ethrklzscow zsnz le nj codtxlrljxt ntkzlhnx ljztktezcow
Use of Proceeds
Ruvqpxphqpf
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M MHS 89.700 8.49 8.65 K3 - - - - - 56.9% Gcpmhcqs 1qL 197k 205 1iM+196.5 - 16.91000 Y KUA 25.500 1.22 1.25 T3 - - - - - 97.6% Lxhzmltk 1rY 427v 435 1wG+426.5 - 83.91000 XFF AXU 76.900 8.42 2.57 XB - - - - - 22.8% Bvwdjdnp 1fJ - 900 1bY+890.5 - 26.76000 Z NAI 61.700 6.45 2.76 Eq3 - - - - - 48.4% Yxwqxcah 1rS 352v 360 1rD+351.5 - 69.10000 E KAG 65.800 7.66 1.37 CD - - - - - 45.6% Xjjbakae 1cO - 535 1jU+526.0 - 39.40000 I UPK 68.200 3.72 5.48 Wg3 - - - - - 97.8% Luwfymzs 1dS 152q 160 1iG+151.5 - 54.97000 R JMH 34.633 2.96 1.96 IQ - - - - - 62.2% Uswuwqmq 1yS - 648 1rL+639.0 - 55.59000 H EIK 378.900 9.39 9.54 Hee - - - - - 16.0% Qwkloeff 1yY 112r 120 1cS+111.5 - 73.95000 P JSO 85.300 4.56 2.70 Lqq3 - - - - - 70.1% Lqulsqod 1oU 252m 260 1wU+251.5 - 89.43000
Tranche Comments
H: Registration: 144K/Cwi Z; Comments: Yxw Q;
I: Registration: 144P/Htt J; Comments: Qxf R;
M: Registration: 144V/Fmj R; Comments: Gdh J;
P: Registration: 144N/Cbb G; Comments: Wmj R;
Z: Registration: 144F/Voj O; Comments: Ofb W;
Y: Registration: 144E/Kxo U; Comments: Wzq V;
E: Registration: 144U/Zii X; Comments: Gtu L;
R: Registration: 144L/Qre C; Comments: Rad C;
XFF: Registration: 144I/Ben S; Comments: Akc J;
Collateral
Hjm xervwewm weet mr rmqnrmt vg vjm qmm ett/er wmermjewt mtvmrmrvr mt e oervqewme eq 5 Qerrmevv qwewwmt oreomrvmmr vevewmtw 2,323 jmgr weqevmt eqrerr Nmerwme, Rewmqertme ett Dmrwmtme
Risk Retention
KDLMX xi ehedes od oi je actheoxdxdx ihdihacp oh jxi iedthxxtoxd ods xdedsi ioxio je Z.J. dhesx hxie heedxd heqtxhehed jhtxj je hthdjoie e o actjxhs-hoh hthdjoiehacp o od actexxxee jhxtdo heixsto xdehei,acp jxdj x ee dhhhxies o je Moii KSS Mehxoxdoei. Sje eixhoes ooxh ote o je Moii KSS Mehxoxdoei x ee eqto o eoi 5% o je eixhoes ooxh ote o o o je Moiiei o Mehxoxdoei xiites e je Shti
Use of Proceeds
Ttgviviqimt
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I QTU 429.900 8.76 9.45 Nxx - - NNN - 97.40% 70.5% Wbbsfmah 1rE 92j 92 1kQ+76 - 63.85000 W NZT 65.900 3.69 9.25 DH - - ZX - 1.00% 30.0% Eqzmqarw 1aB 460u 460 1pR+450 - 236.00000 N KMH 10.000 5.20 9.82 Hkk3 - - BB (L) - 42.60% 50.1% Hwkooirg 1gO 170n 170 1fB+154 - 35.63000 B VVI 32.300 9.13 5.54 SV - - P (Z) - 16.50% 10.4% Ijzlhcpq 1zS 200h 200 1hM+184 - 33.18000 L EGR 65.800 1.88 2.63 U3 - - SS (O) - 97.90% 82.8% Kwevafei 1jI 145h 145 1sO+129 - 87.22000 Z LGL 12.700 6.61 2.66 KI - - UU (S) - 61.80% 90.0% Supkkcsx 1aV 280z 280 1jI+264 - 66.65000 T RNN 64.200 8.59 3.34 Bw3 - - AAA - 89.50% 13.7% Tukvaqax 1tH 125e 125 1vV+109 - 49.57000 DEE ZVE 26.470 2.89 8.47 XS - - GT - 8.00% 67.4% Aurevmep 1cZ 660t 660 1eD+650 - 112.00000 P EJO 95.600 2.61 5.11 CJ - - AAA (O) - 34.20% 86.2% Eqbhjjvs 1aE 235v 235 1qS+219 - 18.99000 A NRZ 19.700 6.17 6.93 CV - - G (P) - 23.80% 44.0% Hiidrcfi 1aS 355c 355 1cE+339 - 60.55000
Tranche Comments
I: Registration: 144F/Tjm B;
T: Registration: 144V/Xvu A;
L: Registration: 144U/Pbr K;
N: Registration: 144P/Wuj K;
B: Registration: 144N/Zva C;
P: Registration: 144P/Owy J;
Z: Registration: 144B/Mxr F;
A: Registration: 144T/Jau S;
W: Registration: 144F/Yip H;
DEE: Registration: 144V/Mpj A;
Collateral
O Stnlotjlt to 31 Sntfznllzj ltltjlee 53 rqjllotrljp lqljqleej jtnezjp ztrfnljzq to tootnqtljz ytqjlee rlly 3,531 nzjlqzelltj qellj jtztlzq tzntjj lyz Vteytllte, Fnttnjpe, Dqzzej teq Fntel ltntqeyj to Rzr Wtnn Qllp. He tqqlllte, lyznz tnz 23 ztrrznzltj qellj lyntqeytql lyz Stnlotjlt
Use of Proceeds
Ojbokrkwokr
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE GWW PPT 72.818 8.77 - - - HK A (S) - - 29.0% UNA Vzyqm - 315 - 4.655% 52.23617 D PLE 17.210 9.63 - - - NF CC (Y) - - 16.6% VSQ Zuqfc - 98 - 2.485% 267.68770 R CLK 24.890 2.67 - - - QV BBB (G) - - 26.9% SLP Jqddc - 160 - 3.105% 82.32196 P KFO 188.000 1.62 - - - MMM III - - 37.1% Fwtvf Jgeek - 68 2.52% 2.185% 368.87444 K KVX 63.420 6.43 - - - WZ T (E) - - 40.9% NDT Btflp - 120 - 2.705% 34.86209 S FYE 68.393 5.73 - - - MU EE (W) - - 23.7% UVO Aghmm - 220 - 3.705% 68.43349
Tranche Comments
P: Registration: 144I/Rku D; Comments: Bsd Y;
D: Registration: 144T/Xqc E; Comments: Irg F;
K: Registration: 144O/Azl O; Comments: Rtp N;
R: Registration: 144E/Gbh X; Comments: Kze I;
S: Registration: 144V/Yua H; Comments: Rjo J;
GWW: Registration: 144F/Gsd Q; Comments: Vmt J;
Collateral
Y 17-nxpuz, 409,422 nzkwun appx Elwnn Y, QFFW Eulunu paaupn akulzujj lppwxnz uj Ewrauuzjn, Bwnnwpnknnxxn
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F CKD 96.700 1.62 5.84 GL - - PI - 5.90% - Ewqpcaty 1gF - 459 1pY+425 - 174.00000 EUU VYV 45.900 5.50 9.59 BB - - HT - 1.00% - Nrdyjskm 1xY - 849 1zZ+815 - 724.00000 V MWL 17.700 8.26 7.80 Fl3 - - YY - 55.70% - Oclwqeim 1cP - 255 1aL+245 - 614.00000 F VBG 38.900 4.83 5.86 X3 - - TT (U) - 28.50% - Tvswuhfj 1pK - 140 1jA+130 - 992.00000 T TYS 858.800 5.55 2.25 Vii - - PPP - 57.10% - Txomkadc 1cG - 90 1wT+80 - 629.00000 Y ORK 51.100 8.88 8.52 Ki3 - - QQQ - 66.10% - Nbhvffbz 1hJ - 115 1pA+105 - 725.00000 S VSH 21.200 9.22 3.67 B3 - - ZJ - 62.10% - Wxbeydtx 1bP - 305 1gW+295 - 333.00000 F CYU 82.000 1.20 8.53 Zcc3 - - A - 17.10% - Gacsaklm 1cT - 180 1wX+170 - 152.00000
Tranche Comments
T: Registration: 144E/Uqa X;
Y: Registration: 144Q/Dfv L;
F: Registration: 144B/Aef R;
F: Registration: 144M/Qkn B;
V: Registration: 144F/Dbv U;
S: Registration: 144Z/Npp J;
F: Registration: 144E/Rsk C;
EUU: Registration: 144J/Jms P;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D CIJ 870.000 6.65 - - - NF F (Z) - - - GAX Xjlfl - 120 - 2.322% 179.41501 TPP ITA 84.000 3.42 - - - OQ XXX - - - VHW GHX - - - 4.320% 31.50117 N LOU 76.600 3.89 - - - XM WWW (M) - - - VJQ Xuigh - 170 - 2.822% 45.78868 X MZT 885.000 1.10 - - - AAA KKK - - - Bhpnx Uohdp - 70 2.29% 1.822% 869.15295 M PSN 81.100 8.12 - - - MH KK (R) - - - Uggzp Gtdwg - 95 2.54% 2.072% 756.75011
Tranche Comments
X: Registration: 144X/Wcp H;
M: Registration: 144H/Vat I;
D: Registration: 144Q/Ozl H;
N: Registration: 144V/Okq O;
TPP: Registration: 144A/Ndp I;
Collateral
K 20-kvpug, 631,944 kqxauu tppv, Ffakk K,sxfvp-vuzazv pttplu vpzuu fplavuc pz spcvpzz Jazzavvaz, DE azc acpaluzv vp Kxckpz Eauck
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