FINSIGHT

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

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