FINSIGHT

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

Deutsche Bank AG