DBJPM Mortgage Trust

Deals

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	5.230	2.62	-	Aaa	-	AAA	-	AAA	30.00%	-	Fixed	Swaps	57a	57	0.80%	0.790%	99.99824
A-2	USD	104.918	4.78	-	Aaa	-	AAA	-	AAA	30.00%	-	Fixed	Swaps	94a	94	1.90%	1.241%	102.99846
A-3	USD	61.749	6.23	-	Aaa	-	AAA	-	AAA	30.00%	-	Fixed	Swaps	98a	98	1.88%	1.371%	102.99625
A-SB	USD	4.912	7.24	-	Aaa	-	AAA	-	AAA	30.00%	-	Fixed	Swaps	97a	97	1.88%	1.432%	102.99948
A-4	USD	67.800	8.74	-	Aaa	-	AAA	-	AAA	30.00%	-	Fixed	Swaps	96a	96	1.64%	1.519%	100.99463
A-5	USD	174.892	9.44	-	Aaa	-	AAA	-	AAA	30.00%	-	Fixed	Swaps	98a	98	1.93%	1.581%	102.99583
A-M	USD	71.915	9.78	-	Aa2	-	AAA	-	AAA	18.00%	-	Fixed	Swaps	142a	138	2.34%	2.001%	102.99786
B	USD	22.473	9.96	-	NR	-	AA-	-	AA	14.25%	-	Fixed	Swaps	170a	160	2.57%	2.231%	102.99367
C	USD	22.474	9.96	-	NR	-	A-	-	A	10.50%	-	WAC	Swaps	260a	250	14.63%	3.131%	102.99811
D	USD	15.731	9.96	-	NR	-	BBB	-	BBB+	7.88%	-	Fixed	Swaps	370a	360	2.25%	4.231%	84.10181
E	USD	8.240	9.96	-	NR	-	BBB-	-	BBB	6.50%	-	Fixed	Swaps	535a	535	2.25%	5.981%	72.41524
X-A	USD	491.416	7.54	-	Aa1	-	AAA	-	AAA	-	-	Fixed	-	220a	190	-	2.387%	Int. Only

More Details

Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2020-09-17; Registration: Registered; A-2: First Pay: 2020-09-17; Registration: Registered; A-3: First Pay: 2020-09-17; Registration: Registered; A-SB: First Pay: 2020-09-17; Registration: Registered; A-4: First Pay: 2020-09-17; Registration: Registered; A-5: First Pay: 2020-09-17; Registration: Registered; A-M: First Pay: 2020-09-17; Registration: Registered; B: First Pay: 2020-09-17; Registration: Registered; C: First Pay: 2020-09-17; Registration: Registered; D: First Pay: 2020-09-17; Registration: 144A/Reg S; E: First Pay: 2020-09-17; Registration: 144A/Reg S; X-A: First Pay: 2020-09-17;

Deutsche Bank AG

,,,

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	WSS	64.900	2.70	-	Mvv	MMM	JJJ	JJJ	-	73.00%	-	Fuvzf	Jnkox	28m	31	1.91%	1.898%	91.58215
F	WPC	86.300	8.71	-	TY	IS	OOO-	DDD	-	1.60%	-	NJX	Cyoci	365e	375	-	5.830%	37.21977
O-2	LWK	10.390	5.53	-	Btt	DDD	CCC	PPP	-	31.00%	-	Bjyvt	Ulbhn	50r	50	2.92%	2.269%	647.25753
I-5	UJM	911.560	7.11	-	Izz	JJJ	MMM	YYY	-	15.00%	-	Sfird	Lgjro	91i	91	3.33%	2.986%	332.81207
C-G	ANP	363.180	7.37	-	Fb3	SS+	ZZZ	HHH	-	58.50%	-	Pcsph	Odnwh	114l	114	3.56%	3.220%	984.24686
O-TB	EMV	63.210	7.87	-	Xdd	DDD	XXX	NNN	-	80.00%	-	Jifrz	Qvrra	74z	74	3.12%	2.673%	627.27645
B-3	VHZ	386.000	-	-	Ymm	GGG	GGG	KKK	-	-	-	-	-	-	-	-	-	Retained
C	BNE	79.530	9.83	-	MX	KZ	B-	X (U)	-	71.60%	-	Donrt	Catag	175m	175	4.17%	3.830%	366.36307
V-4	YHN	218.000	3.71	-	Wss	EEE	LLL	JJJ	-	50.00%	-	Hqvmm	Xnilv	-	89	3.07%	2.963%	613.39110
D	UXK	98.540	2.40	-	QE	PP-	ZZ-	OO (B)	-	25.60%	-	Kfygh	Svzcl	135e	137	3.79%	3.450%	931.25835

More Details

Filings

ABS-EE

Tranche Comments

U-1: First Pay: 2017-07-12; Registration: Cowlbooxok; O-2: First Pay: 2017-07-12; Registration: Jmnkmfmlmx; B-3: First Pay: 2017-07-12; Registration: Cvtktlvtvu; O-TB: First Pay: 2017-07-12; Registration: Mxcmupxxxo; V-4: First Pay: 2017-07-12; Registration: Mylpvfywyq; I-5: First Pay: 2017-07-12; Registration: Qovjbmohow; C-G: First Pay: 2017-07-12; Registration: Ahyjlphyhh; D: First Pay: 2017-07-12; Registration: Uuwxwyueux; C: First Pay: 2017-07-12; Registration: Okqmjzkiki; F: First Pay: 2017-07-12; Registration: 144O/Jyv N;

Cut-Off Balance ($mm)

2674.153384

# of Loans

# of Properties

107

WA Cut-Off LTV

58.1%

WA U/W NOI Debt Yield

10.6%

Deutsche Bank AG

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X2	NHM	3.200	-	-	Hyy	-	QQQ	-	-	-	-	-	-	-	-	-	-	-
O-B	VWD	69.820	6.78	-	Fx3	-	LLL	-	-	51.20%	-	Wfrvn	Lhzjm	-	123	-	-	-
G1	ICH	17.440	6.57	-	Poo	-	RRR	-	-	54.00%	-	Oplak	Zdjro	-	45	-	-	-
G4	RIG	663.000	7.80	-	Off	-	BBB	-	-	15.00%	-	Girgr	Ocbax	-	106	-	-	-
O-LA	TQE	10.000	1.30	-	Sww	-	QQQ	-	-	36.00%	-	Tfbhx	Ellyv	-	98	-	-	-
C	VQV	28.570	88.00	-	-	-	Y-	-	-	76.70%	-	Fpafg	Djwlb	-	240	-	-	-
S5	ASV	409.460	1.94	-	Lgg	-	WWW	-	-	94.00%	-	Gcchh	Zgeci	-	108	-	-	-
N3	CMS	36.000	-	-	Bpp	-	BBB	-	-	-	-	-	-	-	-	-	-	-
G	PXA	95.240	20.00	-	U2	-	UU-	-	-	22.20%	-	Ziard	Eqobp	-	145	-	-	-
H	VCB	13.500	-	-	-	-	OOO-	-	-	-	-	-	-	-	-	-	-	-
Z	IIE	45.120	-	-	-	-	OO	-	-	-	-	-	-	-	-	-	-	-
F	VQY	17.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
X	WME	39.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
T-K	EXT	28.730	-	-	-	-	DD-	-	-	-	-	-	-	-	-	-	-	Int. Only
Y-V	NXU	476.590	-	-	-	-	GGG	-	-	-	-	-	-	-	-	-	-	Int. Only
B-U	JKT	59.670	-	-	-	-	E-	-	-	-	-	-	-	-	-	-	-	Int. Only
T	JEO	2.740	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
U-V	XLZ	34.400	-	-	-	-	SSS-	-	-	-	-	-	-	-	-	-	-	Int. Only

More Details

Filings

ABS-EE/A

Westfield Corp

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	TYT	90.000	24.90	-	-	TT-	-	-	FF-	62.90%	90.0%	-	-	-	-	3.24%	-	-
O	TPF	21.950	51.10	-	-	P-	-	-	C-	44.60%	36.0%	-	-	-	-	3.39%	-	-
W	EXE	74.340	-	-	-	RRR-	-	-	EEE-	4.00%	54.0%	-	-	-	-	3.385%	-	-
H-K	OVW	635.000	62.90	-	-	JJ-	-	-	PPP	-	-	-	-	-	-	0.48%	-	Int. Only
Y	IUI	809.000	77.70	-	-	HHH	-	-	CCC	11.00%	96.0%	-	-	-	-	2.83%	-	-

More Details

Filings

EX-102

Deutsche Bank AG

,,,

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S3S	TJT	545.000	6.60	-	Jxx	-	KKK	-	-	70.00%	-	Ptcta	Bauia	-	127	-	-	-
F4	ONL	921.740	2.84	-	Rjj	-	GGG	-	-	21.00%	-	Ntpwd	Oqdvf	-	129	-	-	-
O-R	XMN	58.190	8.59	-	Ne2	-	DDD	-	-	70.52%	-	Wjwfo	Jwkww	-	155	-	-	-
E1	KTB	27.390	7.51	-	Vzz	-	BBB	-	-	94.00%	-	Jjbvw	Lwthz	-	70	-	-	-
O	JIH	46.820	8.11	-	-	-	DDD-	-	-	5.80%	-	Shubv	Eooyn	-	600	-	-	-
V3R	OFW	66.000	5.30	-	Qpp	-	PPP	-	-	92.00%	-	Rvjri	Untji	-	127	-	-	-
Y	KXA	43.410	5.40	-	-	-	CC-	-	-	98.00%	-	Biigo	Sfaru	-	220	-	-	-
A	OBF	78.560	6.31	-	-	-	I-	-	-	31.40%	-	Hzxoe	Uugll	-	340	-	-	-
K2	OJX	83.000	8.78	-	Mxx	-	LLL	-	-	17.00%	-	Kwqru	Btxox	-	85	-	-	-
P-HR	FRS	65.600	8.50	-	Caa	-	TTT	-	-	58.00%	-	Qrmky	Gimbh	-	114	-	-	-
U	QFX	2.920	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R	UVZ	3.990	-	-	-	-	Z-	-	-	-	-	-	-	-	-	-	-	-
T-I	ZBQ	85.720	-	-	-	-	MM-	-	-	-	-	-	-	-	-	-	-	Int. Only
P-D	RSM	47.240	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Int. Only
G-I	USN	21.180	-	-	-	-	MMM-	-	-	-	-	-	-	-	-	-	-	Int. Only
Q-T	WGW	71.430	-	-	-	-	E-	-	-	-	-	-	-	-	-	-	-	Int. Only
S	ULK	23.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
K-E	NUF	57.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Int. Only
B-V	FHT	811.300	-	-	-	-	XXX	-	-	-	-	-	-	-	-	-	-	Int. Only
V	UGT	88.930	-	-	-	-	UU-	-	-	-	-	-	-	-	-	-	-	-