CD 2018-CD7 Mortgage Trust

Tranches, pool and monthly delinquency indicator for CD 2018-CD7 Mortgage Trust.

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

Current pool balance: $1.13B (March 2021)
Original pool balance: $717.4M
Loans at issuance: 48
Closing date: 2018-08-24
Weighted average coupon at issuance: 4.58%
Weighted average LTV at issuance: 37.3%
30+ delinquent (latest): 5.19%
Realized stress score: 53.9
Net rating change since issuance: +0.11 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$15.3M	97.86%	3.282% fixed	12512JAR5	PIF	WR	NR	not yet reported	not yet reported
A-2	$5.8M	97.06%	3.494% fixed	12512JAS3	PIF	WR	NR	not yet reported	not yet reported
A-3	$200.0M	69.19%	4.013% fixed	12512JAV6	AAA	AAA	AAA (sf)	not yet reported	not yet reported
A-4	$248.6M	34.53%	4.279% fixed	12512JAW4	AAA	AAA	AAA (sf)	not yet reported	not yet reported
A-M	$60.1M	26.15%	4.510% floating (WAC)	12512JAY0	AAA	AAA	AA (sf)	not yet reported	not yet reported
A-SB	$32.5M	21.63%	4.213% fixed	12512JAT1	AAA	AAA	AAA (sf)	not yet reported	not yet reported
B	$31.4M	17.25%	4.659% floating (WAC)	12512JAZ7	AA-	AA	NRprelim	not yet reported	not yet reported
C	$33.2M	12.63%	5.012% floating (WAC)	12512JBA1	A-	A	NRprelim	not yet reported	not yet reported
D	$20.4M	9.78%	3.262% floating (WAC)	12512JAE4	BBB-	BBB+	NR	not yet reported	not yet reported
E-RR	$15.4M	7.63%	5.012% floating (WAC)	12512JAG9	BB	BBB-	NRprelim	not yet reported	not yet reported
F-RR	$17.0M	5.25%	5.012% floating (WAC)	12512JAJ3	B-	B-	NRprelim	not yet reported	not yet reported
G-RR	$7.2M	4.25%	5.012% floating (WAC)	12512JAL8	CCC	CCC	NRprelim	not yet reported	not yet reported
H-RR	$30.5M	0.00%	5.012% floating (WAC)	12512JAN4	not yet reported	not yet reported	NRprelim	not yet reported	not yet reported
R	not yet reported	not yet reported	not yet reported	12512JAQ7	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$562.3M	Interest only	0.842% floating	12512JAX2	AAA	AAA	NR	not yet reported	not yet reported
X-B	$64.6M	Interest only	0.171% floating	12512JAA2	AA-	AAA	NRprelim	not yet reported	not yet reported
X-D	$20.4M	Interest only	1.750% floating	12512JAC8	BBB-	BBB+	NR	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	48
Original loan balance	$1.16B
Weighted average coupon	4.58%
Weighted average LTV	37.3%
Median loan LTV	62.1%
Full-term interest only (share of balance)	53.4%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	6.5%
Five largest loans (share of balance)	25.3%
Occupancy at issuance (weighted average)	89.3%

Realized outcomes

Months reported	1
Peak 30+ delinquency	5.19% (March 2021)
Ever severe (share of original balance)	6.44%
Ever modified (share of original balance)	3.11%
Past scheduled maturity (share of original balance)	0.00%
Non-performing matured (share of original balance)	0.00%
Maximum servicer advances (share of balance)	0.15%
Median DSCR, first year	1.48
Median DSCR, latest	1.48
Realized stress score	53.9

Property types

Property type	Original balance	Share of pool
Office	$305.4M	26.4%
Retail	$272.1M	23.5%
Lodging	$192.1M	16.6%
Multifamily	$149.5M	12.9%
Mixed use	$53.0M	4.6%
Industrial	$24.0M	2.1%
Self storage	$14.1M	1.2%

Property type is reported for 87.2% of the pool balance; shares are of the full pool.

Largest loans

Property	Location	Original balance	Share of pool	Coupon	Originated
AVENTURA MALL	Aventura, FL	$75.0M	6.5%	4.12%	2018
MARINA HEIGHTS STATE FARM	Tempe, AZ	$60.0M	5.2%	3.56%	2017
Tri-State Distribution Portfolio	not yet reported	$58.8M	5.1%	4.90%	2018
181 FREMONT STREET	San Francisco, CA	$50.0M	4.3%	3.71%	2018
THE GATEWAY	San Francisco, CA	$50.0M	4.3%	3.72%	2018

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	16 of 17
Net rating change since issuance	+0.11 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.