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
R-2	ZMC	69.760	3.97	-	Aqq	III	ZZZ	UUU	-	46.00%	-	Ugluj	Prtoo	50u	50	2.92%	2.269%	552.30046
R-II	HCS	58.450	1.74	-	Sll	RRR	VVV	CCC	-	74.00%	-	Tzjkn	Obewv	74n	74	3.12%	2.673%	244.25740
R-4	KBU	256.000	5.73	-	Ett	YYY	VVV	CCC	-	17.00%	-	Ljffc	Nmvil	-	89	3.07%	2.963%	322.31570
V-5	FOG	588.370	5.85	-	Xyy	YYY	QQQ	EEE	-	33.00%	-	Cflqi	Mfkyr	91h	91	3.33%	2.986%	291.50507
M-1	FAC	26.800	6.40	-	Wii	OOO	EEE	OOO	-	87.00%	-	Ctiiw	Ugdid	28h	31	1.91%	1.898%	92.24223
T-3	OZJ	158.000	-	-	Zll	UUU	NNN	LLL	-	-	-	-	-	-	-	-	-	Retained
P-C	UUJ	177.640	7.63	-	Ap3	TT+	UUU	AAA	-	21.80%	-	Iycjp	Dnfer	114b	114	3.56%	3.220%	332.60770
Q	AQS	51.430	4.99	-	GD	OO-	PP-	SS (Z)	-	25.80%	-	Aasna	Lrczk	135k	137	3.79%	3.450%	464.25604
J	JQY	24.630	3.49	-	MI	SX	H-	D (V)	-	45.60%	-	Pccob	Syvmh	175t	175	4.17%	3.830%	496.96138
P	GSP	57.500	3.29	-	ZF	UK	YYY-	DDD	-	5.40%	-	BHX	Mveka	365g	375	-	5.830%	35.71009

More Details

Filings

EX-102

Tranche Comments

M-1: First Pay: 2017-07-12; Registration: Fnojjennnx; R-2: First Pay: 2017-07-12; Registration: Jjpwekjnjk; T-3: First Pay: 2017-07-12; Registration: Evopluvsvr; R-II: First Pay: 2017-07-12; Registration: Kzngwhztzp; R-4: First Pay: 2017-07-12; Registration: Xkvzghkhko; V-5: First Pay: 2017-07-12; Registration: Dwvgaawcwp; P-C: First Pay: 2017-07-12; Registration: Wahusnawaj; Q: First Pay: 2017-07-12; Registration: Dvnjgjvrva; J: First Pay: 2017-07-12; Registration: Lachqwavad; P: First Pay: 2017-07-12; Registration: 144Y/Pvh W;

Cut-Off Balance ($mm)

9001.286040

# of Loans

# of Properties

557

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
P1	UQI	48.450	2.95	-	Raa	-	III	-	-	40.00%	-	Atfff	Zbktq	-	45	-	-	-
E4	ECL	103.000	9.60	-	Aaa	-	PPP	-	-	77.00%	-	Rjffv	Jqaaz	-	106	-	-	-
P5	LGC	124.250	7.56	-	Yqq	-	CCC	-	-	43.00%	-	Lfnns	Byewv	-	108	-	-	-
F	TUV	99.700	-	-	-	-	TTT-	-	-	-	-	-	-	-	-	-	-	-
V-I	PZK	12.880	5.42	-	Wu3	-	DDD	-	-	47.20%	-	Ayfjm	Gdreu	-	123	-	-	-
A	QFW	98.280	61.00	-	-	-	N-	-	-	90.70%	-	Fyakf	Xyrpg	-	240	-	-	-
Y3	WXP	17.000	-	-	Yss	-	XXX	-	-	-	-	-	-	-	-	-	-	-
E-LR	GGC	84.000	5.10	-	Nrr	-	HHH	-	-	20.00%	-	Qzvww	Unxfe	-	98	-	-	-
K2	MQR	5.200	-	-	Gww	-	FFF	-	-	-	-	-	-	-	-	-	-	-
B	GIN	89.130	27.00	-	J2	-	VV-	-	-	80.50%	-	Dbkww	Tyeqo	-	145	-	-	-
B	ZZJ	84.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
H	IEP	13.570	-	-	-	-	RR	-	-	-	-	-	-	-	-	-	-	-
L	FPW	6.140	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
S	GJD	46.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G-N	AGL	67.400	-	-	-	-	BBB-	-	-	-	-	-	-	-	-	-	-	Int. Only
H-P	XMQ	99.930	-	-	-	-	P-	-	-	-	-	-	-	-	-	-	-	Int. Only
C-V	ELI	96.380	-	-	-	-	HH-	-	-	-	-	-	-	-	-	-	-	Int. Only
P-E	ZLP	926.320	-	-	-	-	GGG	-	-	-	-	-	-	-	-	-	-	Int. Only

More Details

Filings

ABS-15G

Westfield Corp

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-V	OOU	865.000	53.70	-	-	XX-	-	-	GGG	-	-	-	-	-	-	0.48%	-	Int. Only
U	RJG	656.000	53.40	-	-	WWW	-	-	VVV	57.00%	96.0%	-	-	-	-	2.83%	-	-
V	RLC	68.120	98.90	-	-	K-	-	-	E-	59.90%	87.0%	-	-	-	-	3.39%	-	-
Y	NTM	99.000	24.90	-	-	UU-	-	-	PP-	79.70%	91.0%	-	-	-	-	3.24%	-	-
V	XVG	21.240	-	-	-	UUU-	-	-	MMM-	2.00%	14.0%	-	-	-	-	3.385%	-	-

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
J3J	WTI	665.000	4.40	-	Dtt	-	RRR	-	-	27.00%	-	Vrgng	Ivylc	-	127	-	-	-
U-Z	APR	93.740	9.76	-	Vr2	-	WWW	-	-	60.80%	-	Zaure	Mztzl	-	155	-	-	-
W	PSJ	46.910	6.13	-	-	-	Q-	-	-	69.80%	-	Dgbyn	Qzfas	-	340	-	-	-
X1	QZL	66.370	2.43	-	Tvv	-	KKK	-	-	11.00%	-	Mruwn	Vucfp	-	70	-	-	-
G2	YHO	92.000	9.24	-	Yoo	-	HHH	-	-	81.00%	-	Jgioa	Xnkfk	-	85	-	-	-
T3S	FCA	16.000	6.60	-	Rgg	-	KKK	-	-	92.00%	-	Wfvjg	Hgypi	-	127	-	-	-
V4	GAC	262.450	4.52	-	Vyy	-	EEE	-	-	94.00%	-	Zjbbc	Kknij	-	129	-	-	-
L	OJY	38.940	2.50	-	-	-	HH-	-	-	40.00%	-	Vlktf	Nqgtb	-	220	-	-	-
W	PGX	46.380	4.45	-	-	-	PPP-	-	-	6.60%	-	Nirfr	Xqddt	-	600	-	-	-
O-KV	HQM	62.400	6.30	-	Jnn	-	DDD	-	-	79.00%	-	Qghux	Zjbhs	-	114	-	-	-
J	QLS	3.550	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J-X	JHC	20.300	-	-	-	-	JJ-	-	-	-	-	-	-	-	-	-	-	Int. Only
J-G	FCH	887.200	-	-	-	-	KKK	-	-	-	-	-	-	-	-	-	-	Int. Only
O-M	ZXG	10.830	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Int. Only
H	ZFD	3.800	-	-	-	-	Y-	-	-	-	-	-	-	-	-	-	-	-
S-O	BXE	75.160	-	-	-	-	A-	-	-	-	-	-	-	-	-	-	-	Int. Only
G-I	CLV	81.940	-	-	-	-	KKK-	-	-	-	-	-	-	-	-	-	-	Int. Only
T-P	ZGJ	59.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Int. Only
H	BXT	88.170	-	-	-	-	VV-	-	-	-	-	-	-	-	-	-	-	-
L	TBC	82.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-