CD 2017-CD4 Mortgage Trust

Tranches, pool and monthly delinquency indicator for CD 2017-CD4 Mortgage Trust.

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

Current pool balance: $657.3M (September 2026)
Original pool balance: $900.5M
Loans at issuance: 76
Closing date: 2017-05-01
Weighted average coupon at issuance: 4.66%
Weighted average LTV at issuance: 45.1%
30+ delinquent (latest): 10.41%
Realized stress score: 73.3
Net rating change since issuance: +0.21 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$29.0M	96.61%	2.012% fixed	12515DAM6	PIF	not yet reported	NR	WR	Discontinued
A-2	$90.2M	86.06%	3.030% fixed	12515DAN4	PIF	not yet reported	NR	WR	Discontinued
A-3	$192.0M	63.62%	3.248% fixed	12515DAQ7	AAA	not yet reported	AAA (sf)	Aaa	AAA (sf)
A-4	$234.5M	36.21%	3.514% fixed	12515DAR5	AAA	not yet reported	AAA (sf)	Aaa	AAA (sf)
A-M	$70.6M	27.96%	3.746% fixed	12515DAT1	AAA	not yet reported	AA+ (sf)	Aa2	AAA (sf)
A-SB	$53.1M	21.75%	3.317% fixed	12515DAP9	AAA	not yet reported	AAA (sf)	Aaa	AAA (sf)
B	$36.4M	17.50%	3.947% fixed	12515DAU8	AA-	not yet reported	A+ (sf)	not yet reported	AA (sf)
C	$39.6M	12.88%	4.349% floating (WAC)	12515DAV6	A-	not yet reported	BBB+ (sf)	not yet reported	A (low) (sf)
D	$44.9M	7.63%	3.300% fixed	12515DAF1	BB	not yet reported	not yet reported	not yet reported	BB (high) (sf)
E	$21.4M	5.13%	3.300% fixed	12515DAG9	CCC	not yet reported	not yet reported	not yet reported	B (sf)
F	$8.6M	4.13%	3.300% fixed	12515DAH7	CC	not yet reported	not yet reported	not yet reported	CCC (sf)
G	$35.3M	0.00%	3.300% fixed	12515DAJ3	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	12515DAL8	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	12515DBM5	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$669.4M	Interest only	1.485% floating	12515DAS3	AAA	not yet reported	AA+ (sf)	Aa1	AAA (sf)
X-B	$75.9M	Interest only	0.644% floating	12515DAA2	A-	not yet reported	BBB+ (sf)	not yet reported	A (sf)
X-D	$44.9M	Interest only	1.501% floating	12515DAB0	BB	not yet reported	not yet reported	not yet reported	BBB (low) (sf)
X-E	$21.4M	Interest only	1.501% floating	12515DAC8	CCC	not yet reported	not yet reported	not yet reported	B (high) (sf)
X-F	$8.6M	Interest only	1.501% floating	12515DAD6	CC	not yet reported	not yet reported	not yet reported	CCC (sf)
X-G	$35.3M	Interest only	1.501% floating	12515DAE4	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	76
Original loan balance	$1.36B
Weighted average coupon	4.66%
Weighted average LTV	45.1%
Median loan LTV	63.2%
Full-term interest only (share of balance)	22.2%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	7.0%
Five largest loans (share of balance)	27.2%
Occupancy at issuance (weighted average)	90.4%

Realized outcomes

Months reported	114
Peak 30+ delinquency	10.73% (January 2026)
Ever severe (share of original balance)	15.03%
Ever modified (share of original balance)	7.23%
Past scheduled maturity (share of original balance)	8.34%
Non-performing matured (share of original balance)	59.95%
Maximum servicer advances (share of balance)	0.46%
Median DSCR, first year	not yet reported
Median DSCR, latest	1.52
Realized stress score	73.3

Property types

Property type	Original balance	Share of pool
Office	$422.2M	31.1%
SE	$234.0M	17.3%
Lodging	$214.5M	15.8%
Self storage	$165.2M	12.2%
Retail	$84.2M	6.2%
Mixed use	$36.2M	2.7%
Industrial	$33.0M	2.4%
Multifamily	$8.3M	0.6%

Property type is reported for 88.4% of the pool balance; shares are of the full pool.

Largest loans

Property	Location	Original balance	Share of pool	Coupon	Originated
95 Morton Street	not yet reported	$95.0M	7.0%	4.26%	2017
Moffett Place Google	Sunnyvale, CA	$75.0M	5.5%	4.55%	2016
Moffett Place Google	Sunnyvale, CA	$75.0M	5.5%	4.55%	2016
["Defeased", "Defeased", "Defeased"]	not yet reported	$65.0M	4.8%	4.72%	2017
Los Angeles Corporate Center	Monterey Park, CA	$58.7M	4.3%	4.70%	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	+0.21 notches (balance-weighted)
Delinquency threshold crossed	June 2020
First downgrade	April 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.