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
P	QGG	98.570	4.42	-	FZ	MH	AAA-	GGG	-	6.30%	-	IMF	Tydkk	365o	375	-	5.830%	71.20856
A-JH	COJ	64.200	5.67	-	Pqq	OOO	OOO	DDD	-	67.00%	-	Oylna	Lqbey	74k	74	3.12%	2.673%	497.73531
K-4	KID	438.000	5.47	-	Hrr	FFF	YYY	YYY	-	31.00%	-	Easxd	Diwmm	-	89	3.07%	2.963%	818.46660
K-5	CYN	211.870	9.37	-	Hdd	HHH	JJJ	WWW	-	62.00%	-	Taojk	Siqce	91d	91	3.33%	2.986%	367.46374
C-2	MCP	61.930	4.70	-	Eyy	LLL	JJJ	ZZZ	-	29.00%	-	Mmxbk	Nganj	50o	50	2.92%	2.269%	578.27297
C	AAA	84.540	5.41	-	XU	CQ	X-	E (U)	-	71.40%	-	Bmctr	Hechy	175y	175	4.17%	3.830%	401.51726
G-1	GPZ	56.100	2.80	-	Skk	LLL	OOO	WWW	-	15.00%	-	Dqaxx	Ywrfu	28r	31	1.91%	1.898%	43.13461
K-S	OQX	590.800	7.75	-	Vp3	FF+	OOO	YYY	-	72.40%	-	Vswtq	Rwrfo	114d	114	3.56%	3.220%	404.38238
B-3	BLF	751.000	-	-	Uqq	TTT	WWW	CCC	-	-	-	-	-	-	-	-	-	Retained
N	POP	43.170	1.72	-	YQ	PP-	WW-	TT (S)	-	71.20%	-	Xfswr	Vbixa	135v	137	3.79%	3.450%	465.32979

More Details

Filings

ABS-15G/A

Tranche Comments

G-1: First Pay: 2017-07-12; Registration: Hfmbiofpfq; C-2: First Pay: 2017-07-12; Registration: Uswlpysyss; B-3: First Pay: 2017-07-12; Registration: Aeoumweten; A-JH: First Pay: 2017-07-12; Registration: Mpzplvpmpt; K-4: First Pay: 2017-07-12; Registration: Jljohmlilj; K-5: First Pay: 2017-07-12; Registration: Xjequpjajr; K-S: First Pay: 2017-07-12; Registration: Xlhzgklqlm; N: First Pay: 2017-07-12; Registration: Doajjeonow; C: First Pay: 2017-07-12; Registration: Zmzuhnmbmf; P: First Pay: 2017-07-12; Registration: 144O/Qog E;

Cut-Off Balance ($mm)

2906.860537

# of Loans

# of Properties

495

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
X3	BCU	62.000	-	-	Fss	-	OOO	-	-	-	-	-	-	-	-	-	-	-
M	NEA	51.440	57.00	-	-	-	T-	-	-	70.90%	-	Absxa	Tompq	-	240	-	-	-
C	VXH	50.400	-	-	-	-	QQQ-	-	-	-	-	-	-	-	-	-	-	-
U1	HWV	37.150	9.70	-	Yjj	-	AAA	-	-	99.00%	-	Ppxak	Wjnjy	-	45	-	-	-
J4	YEH	114.000	8.80	-	Ydd	-	OOO	-	-	63.00%	-	Iucvy	Efopx	-	106	-	-	-
B-H	UUE	23.100	6.26	-	Mk3	-	GGG	-	-	33.90%	-	Dyren	Hjxtx	-	123	-	-	-
N-RD	HPC	32.000	9.30	-	Dnn	-	QQQ	-	-	71.00%	-	Imgxc	Mtyho	-	98	-	-	-
D	TPS	80.510	84.00	-	W2	-	ZZ-	-	-	49.60%	-	Ututm	Jjvtq	-	145	-	-	-
D2	HQC	2.200	-	-	Hkk	-	UUU	-	-	-	-	-	-	-	-	-	-	-
R5	WJI	194.510	1.22	-	Mmm	-	AAA	-	-	33.00%	-	Lfgqc	Uedte	-	108	-	-	-
L-U	ANU	90.990	-	-	-	-	T-	-	-	-	-	-	-	-	-	-	-	Int. Only
Y	GWZ	88.480	-	-	-	-	UU	-	-	-	-	-	-	-	-	-	-	-
R	ZTY	6.990	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
W-J	ICH	719.870	-	-	-	-	FFF	-	-	-	-	-	-	-	-	-	-	Int. Only
A	GZM	30.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F-T	VJN	95.300	-	-	-	-	ZZZ-	-	-	-	-	-	-	-	-	-	-	Int. Only
S	GHU	74.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G-O	EFI	26.290	-	-	-	-	XX-	-	-	-	-	-	-	-	-	-	-	Int. Only

More Details

Filings

ABS-EE/A

Refinancing

Yes

Westfield Corp

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	QHB	592.000	41.60	-	-	YYY	-	-	HHH	60.00%	37.0%	-	-	-	-	2.83%	-	-
H	PIW	42.790	92.90	-	-	Z-	-	-	V-	78.70%	42.0%	-	-	-	-	3.39%	-	-
N-O	YLQ	269.000	50.20	-	-	QQ-	-	-	XXX	-	-	-	-	-	-	0.48%	-	Int. Only
U	UJD	59.640	-	-	-	EEE-	-	-	HHH-	4.00%	24.0%	-	-	-	-	3.385%	-	-
U	QCK	28.000	31.70	-	-	XX-	-	-	FF-	54.10%	66.0%	-	-	-	-	3.24%	-	-

More Details

Filings

ABS-EE

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-LB	FVB	40.800	6.60	-	Scc	-	MMM	-	-	72.00%	-	Ryqhv	Qbkxx	-	114	-	-	-
J2	WUZ	31.000	1.53	-	Rhh	-	NNN	-	-	43.00%	-	Gmafa	Ifukl	-	85	-	-	-
V-Q	UIL	33.100	8.76	-	Kx2	-	QQQ	-	-	74.41%	-	Awzpu	Qfyzn	-	155	-	-	-
W1	CEH	43.600	5.21	-	Oww	-	CCC	-	-	87.00%	-	Ebtyh	Juiuj	-	70	-	-	-
T	RYR	78.300	1.84	-	-	-	RR-	-	-	44.00%	-	Wblva	Xdrud	-	220	-	-	-
G3G	PJW	767.000	7.60	-	Rhh	-	SSS	-	-	12.00%	-	Womul	Vjbut	-	127	-	-	-
T3Y	MPR	45.000	4.10	-	Ryy	-	OOO	-	-	47.00%	-	Jiwci	Nznjf	-	127	-	-	-
H4	LHB	652.580	1.65	-	Djj	-	BBB	-	-	31.00%	-	Kuaha	Jdobs	-	129	-	-	-
Z	NPW	27.520	4.87	-	-	-	O-	-	-	25.40%	-	Khkqn	Hbvou	-	340	-	-	-
A	XVF	11.710	8.16	-	-	-	CCC-	-	-	9.50%	-	Hykhr	Cfeob	-	600	-	-	-
Z	ZWB	3.730	-	-	-	-	A-	-	-	-	-	-	-	-	-	-	-	-
K-B	AVB	88.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Int. Only
R	TXK	94.110	-	-	-	-	LL-	-	-	-	-	-	-	-	-	-	-	-
S-F	OSF	12.880	-	-	-	-	CCC-	-	-	-	-	-	-	-	-	-	-	Int. Only
P-R	JWF	13.990	-	-	-	-	P-	-	-	-	-	-	-	-	-	-	-	Int. Only
U-J	EVE	73.350	-	-	-	-	JJ-	-	-	-	-	-	-	-	-	-	-	Int. Only
B	HID	79.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
U-R	GFG	76.580	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Int. Only
W-N	PJQ	751.600	-	-	-	-	CCC	-	-	-	-	-	-	-	-	-	-	Int. Only
N	WGX	9.540	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-