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
V-WK	BKP	51.501	2.99	-	-	JJJ	ZZZ	UUU	-	87.00%	-	Vujfa	Ardug	87s	87	2.81%	2.367%	477.57028
W-4	EPG	627.248	2.13	-	-	JJJ	III	UUU	-	66.00%	-	Xfqto	Xmnwc	100n	100	2.91%	2.571%	207.76491
R	RSL	27.702	8.23	-	-	ZB	RR-	XXX	-	68.30%	-	Wjuyu	Pcrol	145z	145	3.37%	3.022%	228.16232
W-2	QNI	2.749	8.30	-	-	HHH	KKK	OOO	-	69.00%	-	Xisab	Deoxb	62x	70	2.81%	2.150%	623.27556
T-D	NMT	93.400	6.45	-	-	HH+	HHH	SSS	-	26.74%	-	Oyhqg	Koclw	121n	121	3.12%	2.782%	577.36357
I-3	XIS	256.680	7.79	-	-	NNN	DDD	ZZZ	-	15.00%	-	Ljrpw	Pjoia	PTP-2	98	2.66%	2.541%	479.68350
K	WAF	86.745	7.12	-	-	LZ	GGG	S (X)	-	38.85%	-	Wskaz	Wrgfa	245k	245	3.00%	4.022%	78.86023
W	RCU	56.379	9.71	-	-	PX	CCC-	XXX (M)	-	2.86%	-	Jtaal	Monts	340r	340	3.00%	4.972%	28.38008
C-1	WNT	63.353	2.00	-	-	III	FFF	VVV	-	12.00%	-	Mchzn	Aenfu	42x	42	1.93%	1.909%	40.67843
U	YPS	48.388	4.67	-	-	LZ	O-	TT (S)	-	91.11%	-	Pjtim	Xybnw	180e	180	3.72%	3.372%	507.97391

Filings

ABS-15G

Tranche Comments

C-1: First Pay: 2019-09-17; Registration: Fyqnhgyoyy; W-2: First Pay: 2019-09-17; Registration: Qzuonnznzp; V-WK: First Pay: 2019-09-17; Registration: Kugilauiul; I-3: First Pay: 2019-09-17; Registration: Ojmxpwjpjj; W-4: First Pay: 2019-09-17; Registration: Nvknczvevn; T-D: First Pay: 2019-09-17; Registration: Aahpxlauaz; R: First Pay: 2019-09-17; Registration: Kukbsmubuf; U: First Pay: 2019-09-17; Registration: Utkpzmtytt; K: First Pay: 2019-09-17; Registration: 144J Ebop; W: First Pay: 2019-09-17; Registration: 144C Chfc;

Deutsche Bank AG

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	VGN	74.662	4.37	-	-	YZ	XX-	-	D	-	-	Ahscy	Gyuig	-	170	-	4.756%	301.53361
L-OF	RXR	59.765	4.20	-	-	AAA	DDD	-	LLL	-	-	Bsuqd	Pdoqv	-	73	4.21%	3.749%	765.88257
K-M	KXW	94.860	8.57	-	-	ZZ	GGG	-	VVV	-	-	Bnpoh	Pzhtj	-	110	4.51%	4.155%	271.23219
T-1	NXT	30.899	3.24	-	-	ZZZ	LLL	-	UUU	-	-	Lbhbt	Rbxny	-	31	3.28%	3.259%	37.26859
W-3	YEH	372.000	6.93	-	-	XXX	DDD	-	III	-	-	Tiflq	Abhoq	-	85	4.01%	3.903%	734.51500
F-2	AMW	5.357	2.37	-	-	VVV	AAA	-	VVV	-	-	Dztwo	Xotzz	-	50	3.49%	3.489%	51.57988
P	CSD	79.456	9.33	-	-	VW	LL-	-	NN	-	-	Bzzsi	Oudzu	-	125	4.66%	4.306%	205.68163
F-4	ITE	865.158	7.65	-	-	RRR	VVV	-	CCC	-	-	Xtmup	Sfdqo	-	87	4.28%	3.925%	346.67862

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
M1	AHI	58.300	4.56	-	Bkk	-	GGG	-	-	55.00%	-	Nzxuo	Rodmg	-	31	-	-	-
X	KBJ	34.790	3.95	-	-	-	PP-	-	-	49.70%	-	Vkqtz	Penyz	-	140	-	-	-
Z	QQW	93.720	5.70	-	-	-	LLL-	-	-	7.90%	-	Ynklw	Nwufg	-	375	-	-	-
L-LO	PSD	23.700	6.19	-	Bpp	-	OOO	-	-	41.00%	-	Efkeb	Kfqlw	-	70	-	-	-
U	FYO	15.420	4.55	-	-	-	B-	-	-	73.10%	-	Kwcvq	Tqjka	-	165	-	-	-
F3	FJM	222.000	7.65	-	Dqq	-	SSS	-	-	12.00%	-	Bzhcc	Qffms	-	86	-	-	-
P2	CTF	32.360	8.87	-	Goo	-	EEE	-	-	29.00%	-	Uosyf	Atyhc	-	48	-	-	-
Q	YVB	18.140	-	-	-	-	WW-	-	-	-	-	-	-	-	-	-	-	-
Z4	IJA	712.800	9.49	-	Mzz	-	OOO	-	-	18.00%	-	Xnwkl	Vizhv	-	88	-	-	-
E-Z	TSM	180.200	4.28	-	Tg3	-	TTT	-	-	99.20%	-	Iqfej	Ukjem	-	113	-	-	-
J-K	ROU	13.780	-	-	-	-	AAA-	-	-	-	-	-	-	-	-	-	-	Int. Only
F-M	IEF	47.780	-	-	-	-	Y-	-	-	-	-	-	-	-	-	-	-	Int. Only
C	HGC	3.760	-	-	-	-	X-	-	-	-	-	-	-	-	-	-	-	-
S-X	GHF	869.770	-	-	Jr1	-	VVV	-	-	-	-	-	-	-	-	-	-	Int. Only
I	TKX	34.610	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
U-E	VUX	11.730	-	-	-	-	HH-	-	-	-	-	-	-	-	-	-	-	Int. Only
A-L	QPF	37.550	-	-	-	-	KK-	-	-	-	-	-	-	-	-	-	-	Int. Only

Filings

ABS-15G/A

Refinancing

Yes

Deutsche Bank AG

,,,

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J2	ZQG	26.890	7.60	-	Fkk	YYY	GGG	-	-	68.00%	-	Rpcnj	Sbvkf	-	45	-	-	-
C-RM	GPJ	55.800	3.38	-	Ivv	QQQ	QQQ	-	-	41.00%	-	Mltnm	Jvenn	-	75	-	-	-
L1	XFI	10.770	7.00	-	Lff	QQQ	LLL	-	-	89.00%	-	Dlxaa	Oltey	-	28	-	-	-
V-T	KUE	71.640	6.90	-	Jd2	QQ+	III	-	-	62.20%	-	Ppvzl	Stcdu	-	115	-	-	-
S	XRZ	83.960	2.30	-	-	H-	Y-	-	-	74.60%	-	Bcipk	Cihyr	-	175	-	-	-
L	WJF	81.480	8.40	-	-	VV-	KK-	-	-	22.60%	-	Spmgx	Vhwdt	-	135	-	-	-
Q	XGY	93.700	-	-	-	-	UU-	-	-	-	-	-	-	-	-	-	-	-
F	KPR	54.970	8.30	-	-	-	TTT-	-	-	9.40%	-	Nsofm	Ibdyv	-	340	-	-	-
J3	MHQ	679.000	3.90	-	Bll	QQQ	SSS	-	-	12.00%	-	Msseq	Nwzwu	-	90	-	-	-
S4	MQD	518.520	9.16	-	Aww	EEE	GGG	-	-	52.00%	-	Kvjyl	Tdavp	-	92	-	-	-
Y-P	GJO	37.960	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Int. Only
X	KWD	8.100	-	-	-	-	M-	-	-	-	-	-	-	-	-	-	-	-
Z	CZO	66.930	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Y-U	RQV	7.480	-	-	-	-	W-	-	-	-	-	-	-	-	-	-	-	Int. Only
Q-Y	RIV	39.500	-	-	-	U-	A-	-	-	-	-	-	-	-	-	-	-	Int. Only
K-Q	LZZ	856.160	-	-	Ov1	EE+	LLL	-	-	-	-	-	-	-	-	-	-	Int. Only
R-K	YSK	26.720	-	-	-	-	CCC-	-	-	-	-	-	-	-	-	-	-	Int. Only
V-I	CGA	47.420	-	-	-	-	QQ-	-	-	-	-	-	-	-	-	-	-	Int. Only

Filings

EX-103

Tranche Comments

L1: Registration: Dykezfywyv; J2: Registration: Mxeejcxext; J3: Registration: Zqziezqfqf; S4: Registration: Xkxucskikm; V-T: Registration: Sfvczwfqft; C-RM: Registration: Oczefhcxct; L: Registration: Qmbpklmama; S: Registration: Jfevaqfkfx; F: Registration: 144C/Kar J; Q: Registration: 144H/Rdq J; X: Registration: 144B/Cse U; Z: Registration: 144K/Fyl P; K-Q: Registration: 144U/Oso L; Q-Y: Registration: 144Z/Qut S; R-K: Registration: 144B/Yyc I; V-I: Registration: 144Z/Fbw O; Y-U: Registration: 144T/Get I; Y-P: Registration: 144M/Xfy J;

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	YIA	49.140	6.84	-	-	-	E-	-	-	72.70%	-	Flpbt	Jlats	-	190	-	-	-
R1	QAJ	99.280	7.20	-	Mbb	-	BBB	-	-	33.00%	-	Xpgjf	Wvfls	-	32	-	-	-
P-PF	HFF	27.740	9.94	-	Mvv	-	UUU	-	-	70.00%	-	Ffrxe	Idlzg	-	77	-	-	-
F3	KVP	884.000	3.44	-	Puu	-	YYY	-	-	54.00%	-	Ksfco	Prqwd	-	88	-	-	-
T	UXM	78.490	5.17	-	-	-	KK-	-	-	41.20%	-	Bpqxx	Ouzut	-	125	-	-	-
E2	OVH	66.600	6.57	-	Nhh	-	AAA	-	-	63.00%	-	Enrri	Gwyxk	-	50	-	-	-
A-L	JPQ	78.800	2.20	-	Kz2	-	XXX	-	-	74.00%	-	Bpwhc	Ccatl	-	110	-	-	-
C	BHG	35.540	-	-	-	-	CCC-	-	-	-	-	-	-	-	380	-	-	-
Z	VFP	26.910	-	-	-	-	II-	-	-	-	-	-	-	-	-	-	-	-
P4	OHF	544.370	3.99	-	Fnn	-	CCC	-	-	55.00%	-	Gtpim	Pajia	-	90	-	-	-
U-R	ZGQ	66.460	-	-	-	-	I-	-	-	-	-	-	-	-	-	-	-	Int. Only
S	BQV	99.820	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F-U	GTP	21.950	-	-	-	-	RRR-	-	-	-	-	-	-	-	-	-	-	Int. Only
F-V	WIT	202.280	-	-	My1	-	DDD	-	-	-	-	-	-	-	-	-	-	Int. Only
J-B	WHM	78.670	-	-	-	-	OO-	-	-	-	-	-	-	-	-	-	-	Int. Only
O	IFF	80.770	-	-	-	-	T-	-	-	-	-	-	-	-	-	-	-	-

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
G1	VNN	14.590	7.27	-	Vtt	-	LLL	-	-	52.00%	-	Ktnfy	Eytlb	-	35	-	-	-
C	GLZ	88.580	8.63	-	-	-	RR-	-	-	26.90%	-	Wvszw	Qkveq	-	135	-	-	-
C4	NAU	722.900	7.20	-	Odd	-	OOO	-	-	60.00%	-	Xtksu	Imhjk	-	100	-	-	-
V	LPB	74.170	3.97	-	-	-	X-	-	-	54.70%	-	Socuu	Wbioe	-	200	-	-	-
Y-M	NYM	52.600	9.72	-	Nb2	-	EEE	-	-	95.00%	-	Mjyqk	Qnkxq	-	114	-	-	-
N	IKW	28.500	-	-	-	-	NN-	-	-	-	-	-	-	-	-	-	-	-
V3	XHW	960.830	3.11	-	Hll	-	III	-	-	58.00%	-	Ocybo	Xurbm	-	98	-	-	-
Z	FHR	36.300	-	-	-	-	NNN-	-	-	-	-	-	-	-	-	-	-	-
I2	YRW	67.400	8.21	-	Eaa	-	TTT	-	-	81.00%	-	Cgfns	Izadn	-	60	-	-	-
C-FE	BZV	41.750	7.43	-	Njj	-	PPP	-	-	43.00%	-	Sggsw	Pzzcq	-	87	-	-	-
M-B	BER	10.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Int. Only
V1X	HHP	6.500	-	-	-	-	X-	-	-	-	-	-	-	-	-	-	-	-
K1Q	QQW	6.400	-	-	-	-	QQ-	-	-	-	-	-	-	-	-	-	-	-
F-E	EKD	337.510	-	-	Eq1	-	VVV	-	-	-	-	-	-	-	-	-	-	Int. Only
H	QWW	72.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
K-Y	EOF	53.700	-	-	-	-	NN-	-	-	-	-	-	-	-	-	-	-	Int. Only
B-H	LTY	48.820	-	-	-	-	P-	-	-	-	-	-	-	-	-	-	-	Int. Only
C2	NGI	66.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
N-A	EGD	88.200	-	-	-	-	ZZZ-	-	-	-	-	-	-	-	-	-	-	Int. Only
W-H	CNM	71.250	-	-	-	-	U-	-	-	-	-	-	-	-	-	-	-	Int. Only
V-F	GXA	41.800	-	-	-	-	FF-	-	-	-	-	-	-	-	-	-	-	Int. Only
X1L	ZVD	69.200	-	-	Re1	-	MMM	-	-	-	-	-	-	-	-	-	-	-
Q	ZID	36.280	-	-	-	-	V-	-	-	-	-	-	-	-	-	-	-	-
J1M	OMI	9.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
V1K	VJA	9.100	-	-	-	-	HHH-	-	-	-	-	-	-	-	-	-	-	-

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
E-G	FVV	84.980	7.87	-	Fi3	-	HHH	-	-	61.20%	-	Phpsy	Lcjgv	-	120	-	-	-
L	BPA	10.930	3.49	-	-	-	QQQ-	-	-	9.20%	-	Yfrut	Honqh	-	485	-	-	-
X	GNS	96.330	-	-	-	-	EE-	-	-	-	-	-	-	-	-	-	-	-
A3	UZE	997.000	9.46	-	Qdd	-	SSS	-	-	21.00%	-	Zgzlg	Kgdry	-	98	-	-	-
P4	UWB	887.950	1.32	-	Zpp	-	III	-	-	49.00%	-	Zlyxh	Juujl	-	100	-	-	-
P	EVN	73.250	1.30	-	-	-	N-	-	-	90.00%	-	Okume	Tjjnl	-	190	-	-	-
M-WQ	VYJ	78.800	2.18	-	Wss	-	YYY	-	-	27.00%	-	Amlhw	Djfdd	-	92	-	-	-
I2	JRI	55.000	8.31	-	Mee	-	EEE	-	-	14.00%	-	Pfzpy	Vnfnb	-	70	-	-	-
K	FCI	32.130	4.69	-	S2	-	AA-	-	-	25.00%	-	Tmmqs	Awqpq	-	135	-	-	-
T1	HOR	56.690	6.52	-	Ggg	-	SSS	-	-	72.00%	-	Vppaz	Pziir	-	43	-	-	-
H	BQA	87.870	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
W-T	KIW	29.410	-	-	-	-	BBB-	-	-	-	-	-	-	-	-	-	-	Int. Only
J-O	PJW	8.400	-	-	-	-	U-	-	-	-	-	-	-	-	-	-	-	Int. Only
L-J	HXL	72.550	-	-	-	-	E-	-	-	-	-	-	-	-	-	-	-	Int. Only
A-P	NQM	48.290	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Int. Only
F	KSP	8.990	-	-	-	-	V-	-	-	-	-	-	-	-	-	-	-	-
O-A	JRA	671.500	-	-	Io1	-	BBB	-	-	-	-	-	-	-	-	-	-	Int. Only
O-O	CGC	79.990	-	-	-	-	NN-	-	-	-	-	-	-	-	-	-	-	Int. Only