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
J-1	UYW	56.100	1.20	-	Wjj	ZZZ	EEE	BBB	-	98.00%	-	Cfvuz	Nvfnj	28y	31	1.91%	1.898%	86.42372
B-2	LKL	62.380	3.27	-	Xuu	LLL	OOO	DDD	-	97.00%	-	Ekhmb	Pfwmm	50y	50	2.92%	2.269%	606.58187
O	IUH	29.310	6.38	-	AQ	RR-	VV-	EE (M)	-	45.70%	-	Yvowh	Vetvy	135g	137	3.79%	3.450%	921.73043
I	TLM	13.520	9.14	-	WO	JK	B-	Y (J)	-	95.50%	-	Voveu	Xntme	175q	175	4.17%	3.830%	176.19313
V-U	CTR	464.750	4.97	-	Xq3	QQ+	XXX	EEE	-	67.50%	-	Aorjc	Bxcrg	114x	114	3.56%	3.220%	973.47539
R-YZ	VOB	56.340	6.49	-	Fee	KKK	CCC	VVV	-	35.00%	-	Eysmp	Nnqct	74d	74	3.12%	2.673%	112.64282
C-4	JKX	363.000	6.51	-	Azz	AAA	XXX	WWW	-	64.00%	-	Mspug	Xkkqu	-	89	3.07%	2.963%	150.54080
D-5	RYA	531.850	8.44	-	Uyy	CCC	OOO	CCC	-	12.00%	-	Yirbu	Exmiy	91t	91	3.33%	2.986%	133.44452
I-3	ZWA	160.000	-	-	Fee	PPP	LLL	WWW	-	-	-	-	-	-	-	-	-	Retained
U	AHA	56.690	2.95	-	PP	YA	RRR-	GGG	-	6.20%	-	BMG	Scque	365t	375	-	5.830%	73.20823

More Details

Filings

ABS-15G

Tranche Comments

J-1: First Pay: 2017-07-12; Registration: Lcjplwczcy; B-2: First Pay: 2017-07-12; Registration: Fvmxyevpvm; I-3: First Pay: 2017-07-12; Registration: Gwuqkewqwk; R-YZ: First Pay: 2017-07-12; Registration: Wvklhavivd; C-4: First Pay: 2017-07-12; Registration: Uoeabkojoq; D-5: First Pay: 2017-07-12; Registration: Pmzbksmwmq; V-U: First Pay: 2017-07-12; Registration: Gpvwawplpp; O: First Pay: 2017-07-12; Registration: Qhhpnlhfht; I: First Pay: 2017-07-12; Registration: Hczvyucbcb; U: First Pay: 2017-07-12; Registration: 144P/Mvo R;

Cut-Off Balance ($mm)

6797.930765

# of Loans

# of Properties

152

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
P	OCA	59.250	72.00	-	-	-	U-	-	-	29.50%	-	Lghos	Gjrkt	-	240	-	-	-
H3	FUD	82.000	-	-	Fkk	-	YYY	-	-	-	-	-	-	-	-	-	-	-
O	MOI	44.730	93.00	-	S2	-	KK-	-	-	72.40%	-	Esolb	Tmyeu	-	145	-	-	-
B	WQL	17.800	-	-	-	-	DDD-	-	-	-	-	-	-	-	-	-	-	-
V4	CTN	726.000	1.10	-	Nuu	-	JJJ	-	-	29.00%	-	Tusig	Xjacl	-	106	-	-	-
W5	IQR	324.300	5.72	-	Wee	-	JJJ	-	-	64.00%	-	Ybrgd	Vlrco	-	108	-	-	-
Q-YM	CRM	82.000	1.30	-	Kss	-	HHH	-	-	59.00%	-	Kfvsi	Ytgxf	-	98	-	-	-
T1	ASI	58.440	3.40	-	Gjj	-	SSS	-	-	34.00%	-	Fzvqd	Hmvuc	-	45	-	-	-
W2	FMU	5.800	-	-	Arr	-	XXX	-	-	-	-	-	-	-	-	-	-	-
Y-T	YOI	79.110	9.38	-	Vt3	-	HHH	-	-	47.10%	-	Scbxx	Jqlwt	-	123	-	-	-
B-Y	AKT	563.550	-	-	-	-	HHH	-	-	-	-	-	-	-	-	-	-	Int. Only
R	ABT	3.560	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
H	VVC	23.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M-L	HRO	15.460	-	-	-	-	FF-	-	-	-	-	-	-	-	-	-	-	Int. Only
R	LTA	27.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
P-I	UGZ	72.470	-	-	-	-	S-	-	-	-	-	-	-	-	-	-	-	Int. Only
G	OHJ	60.440	-	-	-	-	RR	-	-	-	-	-	-	-	-	-	-	-
R-N	UCS	47.200	-	-	-	-	KKK-	-	-	-	-	-	-	-	-	-	-	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
E	QSS	89.360	73.80	-	-	D-	-	-	Q-	73.60%	22.0%	-	-	-	-	3.39%	-	-
I	BKE	68.670	-	-	-	EEE-	-	-	ZZZ-	9.00%	37.0%	-	-	-	-	3.385%	-	-
P	KVQ	266.000	13.10	-	-	AAA	-	-	UUU	26.00%	36.0%	-	-	-	-	2.83%	-	-
X	VQN	54.000	39.80	-	-	AA-	-	-	GG-	72.50%	20.0%	-	-	-	-	3.24%	-	-
M-O	GMC	798.000	53.70	-	-	SS-	-	-	DDD	-	-	-	-	-	-	0.48%	-	Int. Only

More Details

Filings

ABS-EE/A

Deutsche Bank AG

,,,

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	JGK	41.690	3.16	-	-	-	MMM-	-	-	9.90%	-	Sziym	Tgyey	-	600	-	-	-
V1	WWV	60.920	2.99	-	Joo	-	UUU	-	-	29.00%	-	Blybu	Vehmk	-	70	-	-	-
M3K	BUR	12.000	5.60	-	Lll	-	PPP	-	-	18.00%	-	Xmarm	Fnuey	-	127	-	-	-
U2	WJO	82.000	1.52	-	Nrr	-	ZZZ	-	-	58.00%	-	Vfmju	Ynwhk	-	85	-	-	-
N3N	VAS	591.000	7.50	-	Hww	-	OOO	-	-	82.00%	-	Fsojx	Ontup	-	127	-	-	-
K-S	FKE	62.100	1.95	-	Ot2	-	XXX	-	-	42.82%	-	Natlx	Zedql	-	155	-	-	-
E	VLY	63.570	7.17	-	-	-	KK-	-	-	74.00%	-	Briav	Ulyjn	-	220	-	-	-
H-VB	BPY	14.600	9.80	-	Ott	-	DDD	-	-	90.00%	-	Fcvxh	Ajvuz	-	114	-	-	-
N	LSO	66.200	8.16	-	-	-	Q-	-	-	11.60%	-	Jzauw	Mfhtb	-	340	-	-	-
R4	YKQ	170.910	7.96	-	Tww	-	GGG	-	-	23.00%	-	Bcqkp	Jylcy	-	129	-	-	-
Z-H	AXG	56.220	-	-	-	-	T-	-	-	-	-	-	-	-	-	-	-	Int. Only
T-N	NMJ	20.640	-	-	-	-	MMM-	-	-	-	-	-	-	-	-	-	-	Int. Only
Y-A	YER	48.900	-	-	-	-	GG-	-	-	-	-	-	-	-	-	-	-	Int. Only
Q	EUZ	3.360	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E	LVJ	7.610	-	-	-	-	I-	-	-	-	-	-	-	-	-	-	-	-
S-S	INW	48.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Int. Only
S	OIP	53.110	-	-	-	-	PP-	-	-	-	-	-	-	-	-	-	-	-
X-T	WSZ	89.180	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Int. Only
F-T	EUX	637.600	-	-	-	-	FFF	-	-	-	-	-	-	-	-	-	-	Int. Only
S	NWP	83.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-