CD 2017-CD3 Mortgage Trust

Tranches, pool and monthly delinquency indicator for CD 2017-CD3 Mortgage Trust.

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

Current pool balance: $925.9M (September 2026)
Original pool balance: $1.33B
Loans at issuance: 80
Closing date: 2017-02-01
Weighted average coupon at issuance: 4.54%
Weighted average LTV at issuance: 54.7%
30+ delinquent (latest): 6.48%
Realized stress score: 70.1
Net rating change since issuance: +1.25 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$29.2M	97.76%	1.965% fixed	12515GAA5	PIF	WR	not yet reported	WR	not yet reported
A-2	$38.3M	94.82%	3.153% fixed	12515GAB3	PIF	WR	not yet reported	WR	not yet reported
A-3	$200.0M	79.46%	3.356% fixed	12515GAC1	AAA	AAA	not yet reported	Aaa	not yet reported
A-4	$589.3M	34.21%	3.631% fixed	12515GAD9	AAA	AAA	not yet reported	Aaa	not yet reported
A-AB	$54.8M	30.00%	3.453% fixed	12515GAE7	AAA	AAA	not yet reported	Aaa	not yet reported
A-S	$78.1M	24.00%	3.833% fixed	12515GAF4	A	AAA	not yet reported	A2	not yet reported
B	$61.9M	19.25%	3.984% floating (WAC)	12515GAG2	BB	A-	not yet reported	not yet reported	not yet reported
C	$63.5M	14.38%	4.563% floating (WAC)	12515GAH0	CCC	B-	not yet reported	not yet reported	not yet reported
D	$76.5M	8.50%	3.250% fixed	12515GAM9	CC	CC	not yet reported	not yet reported	not yet reported
E	$35.8M	5.75%	4.563% floating (WAC)	12515GAQ0	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
F	$14.7M	4.63%	4.563% floating (WAC)	12515GAS6	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
G	$60.2M	0.00%	4.563% floating (WAC)	12515GAU1	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	12515GBM8	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
S	not yet reported	not yet reported	not yet reported	12515GBL0	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$989.7M	Interest only	1.049% floating	12515GAJ6	A	AAA	not yet reported	Aa1	not yet reported
X-B	$61.9M	Interest only	0.579% floating	12515GAK3	BB	AAA	not yet reported	not yet reported	not yet reported
X-D	$76.5M	Interest only	1.313% floating	12515GAV9	CC	CC	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	80
Original loan balance	$2.14B
Weighted average coupon	4.54%
Weighted average LTV	54.7%
Median loan LTV	62.6%
Full-term interest only (share of balance)	50.3%
Balloon loans (share of balance)	84.8%
Largest loan (share of balance)	4.7%
Five largest loans (share of balance)	18.9%
Occupancy at issuance (weighted average)	92.5%

Realized outcomes

Months reported	116
Peak 30+ delinquency	23.21% (February 2024)
Ever severe (share of original balance)	9.80%
Ever modified (share of original balance)	6.55%
Past scheduled maturity (share of original balance)	3.27%
Non-performing matured (share of original balance)	54.61%
Maximum servicer advances (share of balance)	0.79%
Median DSCR, first year	1.85
Median DSCR, latest	1.73
Realized stress score	70.1

Property types

Property type	Original balance	Share of pool
Office	$915.6M	42.8%
Lodging	$411.8M	19.3%
Mixed use	$225.4M	10.5%
Retail	$215.9M	10.1%
SE	$104.5M	4.9%
Multiple property types	$6.5M	0.3%
Self storage	$5.8M	0.3%

Property type is reported for 88.2% of the pool balance; shares are of the full pool.

Largest loans

Property	Location	Original balance	Share of pool	Coupon	Originated
229 West 43rd Street Retail Condominium	not yet reported	$100.0M	4.7%	4.01%	2016
1384 Broadway	New York, NY	$88.0M	4.1%	4.84%	2016
85 Tenth Avenue	New York, NY	$75.0M	3.5%	3.82%	2016
["Medical Centre Of Santa Monica - West", "Medical Centre of Santa Monica - East"]	["Santa Monica", "Santa Monica"], ["CA", "CA"]	$71.0M	3.3%	4.06%	2016
Moffett Place Google	Sunnyvale, CA	$70.0M	3.3%	4.55%	2016

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	17 of 17
Classes with a current rating in the dataset	12 of 17
Net rating change since issuance	+1.25 notches (balance-weighted)
Delinquency threshold crossed	April 2020
First downgrade	December 2020

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.