BANK 2017-BNK4

Data as of loan data through September 2026; ratings as held in the dataset at build

Current pool balance: $780.1M (September 2026)
Original pool balance: $1.01B
Loans at issuance: 54
Closing date: 2017-04-19
Weighted average coupon at issuance: 4.83%
Weighted average LTV at issuance: 42.5%
30+ delinquent (latest): 0.00%
Realized stress score: 38.4
Net rating change since issuance: +0.16 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$33.8M	96.47%	2.002% fixed	06541FAW9	PIF	WR	not yet reported	WR	not yet reported
A-2	$88.4M	87.24%	3.100% fixed	06541FAX7	PIF	WR	not yet reported	WR	not yet reported
A-3	$235.0M	62.71%	3.362% fixed	06541FAZ2	AAA	AAA	not yet reported	Aaa	not yet reported
A-4	$268.4M	34.68%	3.625% fixed	06541FBA6	AAA	AAA	not yet reported	Aaa	not yet reported
A-S	$67.0M	27.68%	3.777% fixed	06541FBD0	AAA	AAA	not yet reported	A1	not yet reported
A-SB	$44.8M	23.00%	3.419% fixed	06541FAY5	AAA	AAA	not yet reported	Aaa	not yet reported
B	$43.1M	18.50%	3.999% fixed	06541FBE8	AA-	AA-	not yet reported	not yet reported	not yet reported
C	$45.5M	13.75%	4.372% floating (WAC)	06541FBF5	A-	A-	not yet reported	not yet reported	not yet reported
D	$56.3M	7.88%	3.357% fixed	06541FAJ8	BB-	BBB-	not yet reported	not yet reported	not yet reported
E	$21.6M	5.63%	3.357% fixed	06541FAL3	B-	B-	not yet reported	not yet reported	not yet reported
F	$10.8M	4.50%	3.357% fixed	06541FAN9	CCC	CCC	not yet reported	not yet reported	not yet reported
G	$43.1M	0.00%	3.357% fixed	06541FAQ2	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
R	not yet reported	not yet reported	not yet reported	06541FAS8	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
V	not yet reported	not yet reported	not yet reported	06541FAU3	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$670.4M	Interest only	1.463% floating	06541FBB4	AAA	AAA	not yet reported	Aaa	not yet reported
X-B	$155.6M	Interest only	0.818% floating	06541FBC2	A-	AAA	not yet reported	not yet reported	not yet reported
X-D	$56.3M	Interest only	1.474% floating	06541FAA7	BB-	BBB-	not yet reported	not yet reported	not yet reported
X-E	$21.6M	Interest only	1.474% floating	06541FAC3	B-	B-	not yet reported	not yet reported	not yet reported
X-F	$10.8M	Interest only	1.474% floating	06541FAE9	CCC	CCC	not yet reported	not yet reported	not yet reported
X-G	$43.1M	Interest only	1.474% floating	06541FAG4	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported

Credit support is computed from the class stack order in the prospectus: the share of the deal's principal balance in classes junior to the class. Interest-only classes carry a notional balance and no principal support figure. Ratings are the latest held in the dataset for each class and agency; NR means the agency shows the class as not rated, WR that the rating was withdrawn, PIF that the class has been paid in full. Any other status value is shown exactly as the agency reports it. A + after a CUSIP marks a class with companion CUSIPs in the dataset.

Pool at issuance

Loans	54
Original loan balance	$1.05B
Weighted average coupon	4.83%
Weighted average LTV	42.5%
Median loan LTV	61.2%
Full-term interest only (share of balance)	71.3%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	6.7%
Five largest loans (share of balance)	28.3%
Occupancy at issuance (weighted average)	91.3%

Realized outcomes

Months reported	112
Peak 30+ delinquency	8.16% (October 2025)
Ever severe (share of original balance)	4.53%
Ever modified (share of original balance)	1.14%
Past scheduled maturity (share of original balance)	3.95%
Non-performing matured (share of original balance)	54.20%
Maximum servicer advances (share of balance)	0.27%
Median DSCR, first year	1.70
Median DSCR, latest	1.82
Realized stress score	38.4

Property types

Property type	Original balance	Share of pool
Office	$283.0M	27.0%
Retail	$166.3M	15.9%
Lodging	$129.9M	12.4%
Industrial	$45.8M	4.4%
Mixed use	$40.0M	3.8%
Self storage	$26.0M	2.5%
Multifamily	$20.7M	2.0%

Property type is reported for 67.9% of the pool balance; shares are of the full pool.

Largest loans

Property	Location	Original balance	Share of pool	Coupon	Originated
D.C. Office Portfolio	DC	$70.0M	6.7%	4.76%	2017
THE SUMMIT BIRMINGHAM	Birmingham, AL	$61.9M	5.9%	4.76%	2016
ONE WEST 34TH STREET	New York, NY	$60.0M	5.7%	4.31%	2017
PENTAGON CENTER	Arlington, VA	$55.0M	5.2%	4.33%	2017
THE DAVENPORT	Cambridge, MA	$50.0M	4.8%	4.22%	2017

Delinquency and stress indicator

▬ 30+ days delinquent · ▬ Distressed (90+, foreclosure, REO, non-performing matured)

Monthly shares of the deal's reported balance, from the deal indicator series in the dataset. Months in which fewer than half of the reported loans carry a delinquency status code are not plotted.

Ratings

Classes with a CUSIP	20 of 20
Classes with a current rating in the dataset	16 of 20
Net rating change since issuance	+0.16 notches (balance-weighted)
Delinquency threshold crossed	May 2020
First downgrade	March 2025

Sources: SEC Form ABS-EE asset-level reports, Form 10-D distribution reports and the deal prospectus; rating histories published under SEC Rule 17g-7(b) and agency releases. Definitions are in the methods note on the market page.