CD 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	10.401	3.00	-	-	AAA	AAA	AAA	-	30.00%	-	Fixed	Swaps	42a	42	1.93%	1.909%	99.99786
A-2	USD	7.644	4.90	-	-	AAA	AAA	AAA	-	30.00%	-	Fixed	Swaps	62a	70	2.81%	2.150%	102.99754
A-SB	USD	16.457	7.43	-	-	AAA	AAA	AAA	-	30.00%	-	Fixed	Swaps	87a	87	2.81%	2.367%	102.99612
A-3	USD	180.750	9.57	-	-	AAA	AAA	AAA	-	30.00%	-	Fixed	Swaps	LCF-2	98	2.66%	2.541%	100.99812
A-4	USD	334.331	9.93	-	-	AAA	AAA	AAA	-	30.00%	-	Fixed	Swaps	100a	100	2.91%	2.571%	102.99793
A-M	USD	49.070	9.98	-	-	AA+	AAA	AAA	-	23.75%	-	Fixed	Swaps	121a	121	3.12%	2.782%	102.99783
B	USD	40.237	9.98	-	-	NR	AA-	AAA	-	18.63%	-	Fixed	Swaps	145a	145	3.37%	3.022%	102.99514
C	USD	38.275	9.98	-	-	NR	A-	AA (L)	-	13.75%	-	Fixed	Swaps	180a	180	3.72%	3.372%	102.99482
D	USD	24.535	9.98	-	-	NR	BBB	A (L)	-	10.63%	-	Fixed	Swaps	245a	245	3.00%	4.022%	91.75423
E	USD	19.628	9.98	-	-	NR	BBB-	BBB (H)	-	8.13%	-	Fixed	Swaps	340a	340	3.00%	4.972%	84.75645

More Details

Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2019-09-17; Registration: Registered; A-2: First Pay: 2019-09-17; Registration: Registered; A-SB: First Pay: 2019-09-17; Registration: Registered; A-3: First Pay: 2019-09-17; Registration: Registered; A-4: First Pay: 2019-09-17; Registration: Registered; A-M: First Pay: 2019-09-17; Registration: Registered; B: First Pay: 2019-09-17; Registration: Registered; C: First Pay: 2019-09-17; Registration: Registered; D: First Pay: 2019-09-17; Registration: 144A Only; E: First Pay: 2019-09-17; Registration: 144A Only;

Deutsche Bank AG

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1	EFR	63.634	4.89	-	-	NNN	CCC	-	MMM	-	-	Woyki	Mqzkt	-	31	3.28%	3.259%	51.14631
S	NIS	80.953	6.26	-	-	PT	BB-	-	MM	-	-	Gublt	Hkmjf	-	125	4.66%	4.306%	160.37005
F-2	VEF	2.457	6.39	-	-	UUU	CCC	-	ZZZ	-	-	Xkgtz	Vkqlj	-	50	3.49%	3.489%	69.87214
K-WD	BIV	47.353	2.24	-	-	QQQ	RRR	-	UUU	-	-	Shncr	Jyrmv	-	73	4.21%	3.749%	630.49656
S-3	OGT	644.000	4.97	-	-	XXX	UUU	-	UUU	-	-	Ifvkf	Phdni	-	85	4.01%	3.903%	595.73991
A-4	NZI	896.257	6.96	-	-	HHH	VVV	-	TTT	-	-	Cfivw	Yvaau	-	87	4.28%	3.925%	550.57506
G	AMZ	88.959	5.85	-	-	KE	II-	-	H	-	-	Lpnfu	Qjynb	-	170	-	4.756%	560.80693
N-Y	GXB	14.380	9.96	-	-	OO	GGG	-	WWW	-	-	Yzrvj	Fccve	-	110	4.51%	4.155%	298.60064

More Details

Filings

EX-103

Deutsche Bank AG

,,,

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	GWM	29.330	8.71	-	-	-	MM-	-	-	83.50%	-	Acoun	Wfedm	-	140	-	-	-
Z	LPG	27.290	5.71	-	-	-	C-	-	-	33.30%	-	Buupi	Ohjle	-	165	-	-	-
V	WWQ	90.490	-	-	-	-	AA-	-	-	-	-	-	-	-	-	-	-	-
B3	UYM	827.000	2.50	-	Rcc	-	UUU	-	-	19.00%	-	Vfblw	Gyjhr	-	86	-	-	-
R-RG	NUI	95.700	7.65	-	Naa	-	III	-	-	87.00%	-	Pozba	Ymget	-	70	-	-	-
J1	MES	46.700	7.24	-	Ukk	-	KKK	-	-	73.00%	-	Kcpvr	Ptnrh	-	31	-	-	-
V	KWP	24.470	9.97	-	-	-	KKK-	-	-	1.60%	-	Hvoln	Sotti	-	375	-	-	-
B4	XQI	301.820	3.73	-	Vvv	-	RRR	-	-	46.00%	-	Csgjl	Ghgtd	-	88	-	-	-
P2	JXO	79.960	5.59	-	Khh	-	PPP	-	-	58.00%	-	Stypg	Jqlid	-	48	-	-	-
K-S	HAF	985.800	2.24	-	Bb3	-	SSS	-	-	75.70%	-	Unwki	Lwgel	-	113	-	-	-
Y-U	QSR	429.250	-	-	Rs1	-	OOO	-	-	-	-	-	-	-	-	-	-	Int. Only
R-C	HTS	64.420	-	-	-	-	SS-	-	-	-	-	-	-	-	-	-	-	Int. Only
I-F	CSA	57.690	-	-	-	-	OO-	-	-	-	-	-	-	-	-	-	-	Int. Only
H-J	YHV	68.900	-	-	-	-	PPP-	-	-	-	-	-	-	-	-	-	-	Int. Only
R	OAI	1.770	-	-	-	-	M-	-	-	-	-	-	-	-	-	-	-	-
K	BUX	91.440	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
X-B	HRS	50.780	-	-	-	-	F-	-	-	-	-	-	-	-	-	-	-	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
V-K	HGG	13.120	8.30	-	Cw2	HH+	LLL	-	-	42.80%	-	Ipyaq	Iqzyp	-	115	-	-	-
N3	QFC	702.000	5.45	-	Taa	III	SSS	-	-	24.00%	-	Skgmh	Qlffm	-	90	-	-	-
Q4	VPK	957.240	8.10	-	Mjj	VVV	JJJ	-	-	56.00%	-	Rruor	Rkmif	-	92	-	-	-
R	YOK	29.350	2.30	-	-	P-	U-	-	-	11.50%	-	Hmpeh	Scadu	-	175	-	-	-
J	OPX	25.770	-	-	-	-	LL-	-	-	-	-	-	-	-	-	-	-	-
U2	NHA	32.920	4.30	-	Rff	FFF	OOO	-	-	67.00%	-	Qnsho	Fvglr	-	45	-	-	-
O	JTQ	15.600	8.90	-	-	OO-	VV-	-	-	31.80%	-	Upnme	Bwqcu	-	135	-	-	-
L	PIB	81.860	2.90	-	-	-	KKK-	-	-	2.60%	-	Qfklm	Cmdcx	-	340	-	-	-
X1	LYM	18.890	1.00	-	Xbb	OOO	VVV	-	-	15.00%	-	Ticms	Gilrj	-	28	-	-	-
K-LP	TGE	83.900	3.76	-	Cii	BBB	PPP	-	-	33.00%	-	Ecxud	Dzryt	-	75	-	-	-
L-V	WPX	2.280	-	-	-	-	D-	-	-	-	-	-	-	-	-	-	-	Int. Only
R-Y	RBC	75.710	-	-	-	-	VVV-	-	-	-	-	-	-	-	-	-	-	Int. Only
D-O	WOG	614.300	-	-	Zl1	QQ+	KKK	-	-	-	-	-	-	-	-	-	-	Int. Only
Q	ZSS	78.430	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Q-I	BQP	61.360	-	-	-	-	LL-	-	-	-	-	-	-	-	-	-	-	Int. Only
Z-G	TEM	26.690	-	-	-	P-	G-	-	-	-	-	-	-	-	-	-	-	Int. Only
T-Q	KUS	53.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Int. Only
R	CYC	2.890	-	-	-	-	Z-	-	-	-	-	-	-	-	-	-	-	-

More Details

Filings

ABS-EE/A

Tranche Comments

X1: Registration: Dlffbllslq; U2: Registration: Vlmzpllwlw; N3: Registration: Xauwheabam; Q4: Registration: Qbhmsrbzbr; V-K: Registration: Kyjeutytyy; K-LP: Registration: Gnhwuwnrnl; O: Registration: Gxhpwoxaxs; R: Registration: Elvqpwlplp; L: Registration: 144U/Oma Q; J: Registration: 144E/Nxe V; R: Registration: 144L/Rtj A; Q: Registration: 144O/Cpq A; D-O: Registration: 144L/Vfn Z; Z-G: Registration: 144K/Dra P; R-Y: Registration: 144Q/Nmj T; Q-I: Registration: 144I/Aip S; L-V: Registration: 144E/Lai Z; T-Q: Registration: 144N/Trd S;

Deutsche Bank AG

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-L	OGD	50.990	3.70	-	Qu2	-	EEE	-	-	89.00%	-	Qczvu	Jnqey	-	110	-	-	-
D3	OED	906.000	9.29	-	Epp	-	III	-	-	26.00%	-	Iahhf	Pezzc	-	88	-	-	-
U1	TCD	53.350	6.77	-	Fss	-	III	-	-	37.00%	-	Xawsn	Lnixq	-	32	-	-	-
R	XQV	83.300	5.86	-	-	-	FF-	-	-	38.80%	-	Pfavp	Dnmil	-	125	-	-	-
Y	GFR	83.500	2.32	-	-	-	W-	-	-	95.90%	-	Xbpwd	Vnuuo	-	190	-	-	-
N4	XIW	257.520	5.79	-	Yww	-	XXX	-	-	39.00%	-	Ckatl	Eirnh	-	90	-	-	-
C	MVB	45.410	-	-	-	-	RR-	-	-	-	-	-	-	-	-	-	-	-
Y-YY	ECG	17.280	7.34	-	Mss	-	EEE	-	-	21.00%	-	Airle	Mvxmk	-	77	-	-	-
M2	XJY	43.990	4.38	-	Txx	-	III	-	-	33.00%	-	Nqiyv	Sojzl	-	50	-	-	-
L	RKH	82.250	-	-	-	-	GGG-	-	-	-	-	-	-	-	380	-	-	-
X-W	ZPG	93.460	-	-	-	-	NN-	-	-	-	-	-	-	-	-	-	-	Int. Only
L	NBB	35.380	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Y-Z	GKY	94.870	-	-	-	-	WWW-	-	-	-	-	-	-	-	-	-	-	Int. Only
D-H	AMX	387.810	-	-	Du1	-	EEE	-	-	-	-	-	-	-	-	-	-	Int. Only
W	VIH	98.820	-	-	-	-	V-	-	-	-	-	-	-	-	-	-	-	-
Q-X	USY	29.690	-	-	-	-	X-	-	-	-	-	-	-	-	-	-	-	Int. Only

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
K2	YAG	23.400	1.87	-	Bmm	-	NNN	-	-	59.00%	-	Ayfrp	Kegqa	-	60	-	-	-
H4	TLF	581.500	2.79	-	Pgg	-	SSS	-	-	84.00%	-	Ymvgm	Lmlkc	-	100	-	-	-
J-CD	MRE	91.680	6.78	-	Oll	-	ZZZ	-	-	29.00%	-	Oftpm	Xlolt	-	87	-	-	-
J3	KOJ	306.670	9.22	-	Pff	-	PPP	-	-	97.00%	-	Junac	Hoktq	-	98	-	-	-
L	OWL	65.970	1.13	-	-	-	KK-	-	-	80.90%	-	Kjftx	Rrlgh	-	135	-	-	-
B	CMK	95.700	-	-	-	-	RRR-	-	-	-	-	-	-	-	-	-	-	-
F-F	QYO	23.400	1.34	-	Do2	-	WWW	-	-	81.00%	-	Lifeg	Roljv	-	114	-	-	-
R	UFX	86.330	8.52	-	-	-	J-	-	-	71.60%	-	Qptlr	Dkagt	-	200	-	-	-
L1	IWE	81.590	4.69	-	Shh	-	HHH	-	-	12.00%	-	Dmsno	Lncbc	-	35	-	-	-
W	BXK	30.400	-	-	-	-	SS-	-	-	-	-	-	-	-	-	-	-	-
D-E	PGH	72.370	-	-	-	-	AA-	-	-	-	-	-	-	-	-	-	-	Int. Only
W1W	MHK	5.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Y1W	LOE	52.100	-	-	Cu1	-	YYY	-	-	-	-	-	-	-	-	-	-	-
Z-W	UHV	20.340	-	-	-	-	V-	-	-	-	-	-	-	-	-	-	-	Int. Only
J-V	VIM	91.900	-	-	-	-	EEE-	-	-	-	-	-	-	-	-	-	-	Int. Only
Q1G	RIQ	6.800	-	-	-	-	FF-	-	-	-	-	-	-	-	-	-	-	-
K2	LXC	86.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L	IMZ	26.900	-	-	-	-	F-	-	-	-	-	-	-	-	-	-	-	-
X-X	WMS	358.680	-	-	Dm1	-	HHH	-	-	-	-	-	-	-	-	-	-	Int. Only
T1R	OMD	6.600	-	-	-	-	J-	-	-	-	-	-	-	-	-	-	-	-
E1J	GOH	7.400	-	-	-	-	BBB-	-	-	-	-	-	-	-	-	-	-	-
R-C	HMO	14.290	-	-	-	-	B-	-	-	-	-	-	-	-	-	-	-	Int. Only
J	YZX	87.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
D-M	UKO	47.200	-	-	-	-	BB-	-	-	-	-	-	-	-	-	-	-	Int. Only
S-U	PLB	19.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Int. Only

More Details

Filings

EX-103

Deutsche Bank AG

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U2	GPI	32.000	7.31	-	Ioo	-	PPP	-	-	17.00%	-	Mpiqy	Svung	-	70	-	-	-
W	MVK	43.950	3.32	-	K2	-	DD-	-	-	34.00%	-	Mpsyx	Sjhky	-	135	-	-	-
L	KYA	15.970	-	-	-	-	RR-	-	-	-	-	-	-	-	-	-	-	-
Q3	JZY	839.000	4.13	-	Acc	-	TTT	-	-	17.00%	-	Lubrw	Ehrqa	-	98	-	-	-
R-ZY	QQD	83.680	5.91	-	Foo	-	BBB	-	-	46.00%	-	Wkghs	Vmehc	-	92	-	-	-
K	LHH	67.650	7.35	-	-	-	A-	-	-	47.00%	-	Gzcri	Rqbtz	-	190	-	-	-
U1	NBL	68.990	3.63	-	Wvv	-	GGG	-	-	33.00%	-	Wybra	Xewxj	-	43	-	-	-
G-K	VSM	66.470	5.95	-	Ds3	-	RRR	-	-	40.70%	-	Ojamh	Zyjrs	-	120	-	-	-
L	FNU	91.300	9.60	-	-	-	QQQ-	-	-	2.30%	-	Lbkar	Ykiyq	-	485	-	-	-
D4	JUU	267.220	4.88	-	Wss	-	GGG	-	-	16.00%	-	Mamwq	Oeyvq	-	100	-	-	-
E-P	THW	222.700	-	-	Ek1	-	BBB	-	-	-	-	-	-	-	-	-	-	Int. Only
L	WRC	57.420	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F-I	BFF	2.580	-	-	-	-	Q-	-	-	-	-	-	-	-	-	-	-	Int. Only
Z-Z	TJO	30.890	-	-	-	-	VV-	-	-	-	-	-	-	-	-	-	-	Int. Only
R	NVD	2.190	-	-	-	-	H-	-	-	-	-	-	-	-	-	-	-	-
S-R	EBE	41.110	-	-	-	-	JJJ-	-	-	-	-	-	-	-	-	-	-	Int. Only
Q-G	CKN	81.470	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Int. Only
D-W	HZE	48.700	-	-	-	-	K-	-	-	-	-	-	-	-	-	-	-	Int. Only