CD 2017-CD5 MORTGAGE TRUST

Tranches, pool and monthly delinquency indicator for CD 2017-CD5 MORTGAGE TRUST.

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

Current pool balance: $730.9M (September 2026)
Original pool balance: $931.6M
Loans at issuance: 53
Closing date: 2017-08-01
Weighted average coupon at issuance: 4.16%
Weighted average LTV at issuance: 42.0%
30+ delinquent (latest): 0.82%
Realized stress score: 45.7
Net rating change since issuance: -0.02 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$32.1M	96.42%	2.028% fixed	12515HAW5	PIF	WR	not yet reported	WR	not yet reported
A-2	$71.0M	88.50%	3.025% fixed	12515HAX3	AAA	AAA	not yet reported	Aaa	not yet reported
A-3	$225.0M	63.39%	3.171% fixed	12515HAY1	AAA	AAA	not yet reported	Aaa	not yet reported
A-4	$252.2M	35.25%	3.431% fixed	12515HAZ8	AAA	AAA	not yet reported	Aaa	not yet reported
A-AB	$47.1M	30.00%	3.220% fixed	12515HBA2	AAA	AAA	not yet reported	Aaa	not yet reported
A-S	$103.1M	18.50%	3.684% floating (WAC)	12515HBB0	AAA	AAA	not yet reported	Aa3	not yet reported
B	$39.2M	14.13%	3.956% floating (WAC)	12515HBC8	AA	AA	not yet reported	not yet reported	not yet reported
C	$32.5M	10.50%	4.310% floating (WAC)	12515HBD6	A-	A-	not yet reported	not yet reported	not yet reported
D	$39.2M	6.13%	3.350% fixed	12515HAA3 +	BBB-	BBB-	not yet reported	not yet reported	not yet reported
E	$15.7M	4.38%	3.350% fixed	12515HAC9 +	BB-	BB-	not yet reported	not yet reported	not yet reported
F	$9.0M	3.38%	4.332% floating (WAC)	12515HAF2	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
G	$30.2M	0.00%	4.332% floating (WAC)	12515HAH8	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	12515HAU9	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$730.4M	Interest only	1.060% floating	12515HBJ3	AAA	AAA	not yet reported	Aa1	not yet reported
X-B	$71.7M	Interest only	0.215% floating	12515HBK0	A-	AAA	not yet reported	not yet reported	not yet reported
X-D	$39.2M	Interest only	0.983% floating	12515HAQ8 +	BBB-	BBB-	not yet reported	not yet reported	not yet reported
X-E	$15.7M	Interest only	0.983% floating	12515HBM6 +	BB-	BB-	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	53
Original loan balance	$1.04B
Weighted average coupon	4.16%
Weighted average LTV	42.0%
Median loan LTV	61.4%
Full-term interest only (share of balance)	47.7%
Balloon loans (share of balance)	98.8%
Largest loan (share of balance)	9.6%
Five largest loans (share of balance)	30.5%
Occupancy at issuance (weighted average)	90.7%

Realized outcomes

Months reported	110
Peak 30+ delinquency	10.25% (May 2020)
Ever severe (share of original balance)	6.94%
Ever modified (share of original balance)	7.33%
Past scheduled maturity (share of original balance)	0.00%
Non-performing matured (share of original balance)	40.13%
Maximum servicer advances (share of balance)	0.16%
Median DSCR, first year	2.07
Median DSCR, latest	1.93
Realized stress score	45.7

Property types

Property type	Original balance	Share of pool
Mixed use	$198.8M	19.1%
Lodging	$140.4M	13.5%
Office	$140.1M	13.5%
Retail	$131.0M	12.6%
Self storage	$74.6M	7.2%
Industrial	$24.5M	2.4%
Multifamily	$5.4M	0.5%

Property type is reported for 68.7% of the pool balance; shares are of the full pool.

Largest loans

Property	Location	Original balance	Share of pool	Coupon	Originated
GENERAL MOTORS BUILDING	New York, NY	$100.0M	9.6%	3.43%	2017
OLYMPIC TOWER	New York, NY	$60.0M	5.8%	3.95%	2017
Various	not yet reported	$56.5M	5.4%	4.46%	2017
245 PARK AVENUE	New York, NY	$51.2M	4.9%	3.67%	2017
Loan 1B	not yet reported	$50.0M	4.8%	3.43%	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	17 of 17
Classes with a current rating in the dataset	14 of 17
Net rating change since issuance	-0.02 notches (balance-weighted)
Delinquency threshold crossed	Not crossed in the dataset
First downgrade	None recorded

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.