CFCRE 2017-C8 Mortgage Trust

Tranches, pool and monthly delinquency indicator for CFCRE 2017-C8 Mortgage Trust.

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

Current pool balance: $644.7M (June 2017)
Original pool balance: $644.7M
Loans at issuance: 43
Closing date: 2017-06-08
Weighted average coupon at issuance: 5.02%
Weighted average LTV at issuance: 48.3%
30+ delinquent (latest): 0.00%
Realized stress score: 2.7
Net rating change since issuance: +0.01 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$24.3M	96.23%	1.965% fixed	12532CAW5	PIF	WR	not yet reported	WR	not yet reported
A-2	$46.9M	88.96%	2.982% fixed	12532CAX3	PIF	WR	not yet reported	WR	not yet reported
A-3	$155.0M	64.91%	3.305% fixed	12532CAZ8	AAA	AAA	not yet reported	Aaa	not yet reported
A-4	$188.8M	35.62%	3.572% fixed	12532CBA2	AAA	AAA	not yet reported	Aaa	not yet reported
A-M	$32.2M	30.62%	3.846% fixed	12532CBB0	AAA	AAA	not yet reported	Aa2	not yet reported
A-SB	$36.2M	25.00%	3.367% fixed	12532CAY1	AAA	AAA	not yet reported	Aaa	not yet reported
B	$38.7M	19.00%	4.199% fixed	12532CBC8	AA+	AA	not yet reported	not yet reported	not yet reported
C	$32.2M	14.00%	4.955% floating (WAC)	12532CBD6	A	A	not yet reported	not yet reported	not yet reported
D	$38.7M	8.00%	3.000% fixed	12532CAA3	BBB-	BBB-	not yet reported	not yet reported	not yet reported
E	$17.7M	5.25%	3.224% fixed	12532CAC9	B	B-	not yet reported	not yet reported	not yet reported
F	$7.3M	4.13%	3.224% fixed	12532CAE5	CCC	CCC	not yet reported	not yet reported	not yet reported
G	$26.6M	0.00%	3.224% fixed	12532CAG0	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	12532CAU9	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	12532CAS4	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$451.3M	Interest only	1.679% floating	12532CBE4	AAA	AAA	not yet reported	Aaa	not yet reported
X-B	$70.9M	Interest only	0.957% floating	12532CBF1	AA+	AAA	not yet reported	not yet reported	not yet reported
X-C	$32.2M	Interest only	0.040% floating	12532CBG9	A	AAA	not yet reported	not yet reported	not yet reported
X-D	$38.7M	Interest only	1.995% floating	12532CAJ4	BBB-	BBB-	not yet reported	not yet reported	not yet reported
X-E	$17.7M	Interest only	1.771% floating	12532CAL9	B	B-	not yet reported	not yet reported	not yet reported
X-F	$7.3M	Interest only	1.771% floating	12532CAN5	CCC	CCC	not yet reported	not yet reported	not yet reported
X-G	$26.6M	Interest only	1.771% floating	12532CAQ8	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	43
Original loan balance	$645.5M
Weighted average coupon	5.02%
Weighted average LTV	48.3%
Median loan LTV	58.7%
Full-term interest only (share of balance)	24.0%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	8.5%
Five largest loans (share of balance)	32.5%
Occupancy at issuance (weighted average)	90.8%

Realized outcomes

Months reported	1
Peak 30+ delinquency	0.00% (June 2017)
Ever severe (share of original balance)	0.00%
Ever modified (share of original balance)	0.00%
Past scheduled maturity (share of original balance)	0.00%
Non-performing matured (share of original balance)	0.00%
Maximum servicer advances (share of balance)	0.00%
Median DSCR, first year	1.78
Median DSCR, latest	1.78
Realized stress score	2.7

Property types

Property type	Original balance	Share of pool
Office	$183.3M	28.4%
Retail	$159.6M	24.7%
Lodging	$97.4M	15.1%
Mixed use	$93.5M	14.5%
Other (code 98)	$36.8M	5.7%
Multifamily	$29.9M	4.6%
Industrial	$29.0M	4.5%
Self storage	$16.0M	2.5%

Property type is reported for 100.0% of the pool balance; shares are of the full pool.

Largest loans

Property	Location	Original balance	Share of pool	Coupon	Originated
Ohio Valley Plaza	Saint Clairsville, OH	$55.0M	8.5%	4.78%	2017
Pershing Square Building	Los Angeles, CA	$44.0M	6.8%	4.64%	2017
Crossings at Hobart	Merrillville, IN	$43.0M	6.7%	4.84%	2017
Yeshiva University Portfolio	New York, NY	$35.0M	5.4%	4.32%	2017
Atlanta and Anchorage Hotel Portfolio	Various	$32.5M	5.0%	5.73%	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	21 of 21
Classes with a current rating in the dataset	17 of 21
Net rating change since issuance	+0.01 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.