Morgan Stanley Capital I Trust 2017-HR2

Tranches, pool and monthly delinquency indicator for Morgan Stanley Capital I Trust 2017-HR2.

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

Current pool balance: $764.9M (September 2026)
Original pool balance: $942.7M
Loans at issuance: 43
Closing date: 2017-12-22
Weighted average coupon at issuance: 4.25%
Weighted average LTV at issuance: 45.5%
30+ delinquent (latest): 0.00%
Realized stress score: 29.7
Net rating change since issuance: +0.00 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$15.0M	98.41%	2.330% fixed	61691NAA3	PIF	not yet reported	not yet reported	WR	Discontinued
A-2	$114.6M	86.25%	3.345% fixed	61691NAB1	PIF	not yet reported	not yet reported	WR	Discontinued
A-3	$235.0M	61.33%	3.330% fixed	61691NAD7	AAA	not yet reported	not yet reported	Aaa	AAA (sf)
A-4	$269.0M	32.79%	3.587% fixed	61691NAE5	AAA	not yet reported	not yet reported	Aaa	AAA (sf)
A-S	$58.9M	26.54%	3.890% floating (WAC)	61691NAH8	AAA	not yet reported	not yet reported	Aa2	AAA (sf)
A-SB	$26.3M	23.75%	3.509% fixed	61691NAC9	AAA	not yet reported	not yet reported	Aaa	AAA (sf)
B	$48.3M	18.63%	4.061% floating (WAC)	61691NAJ4	AA-	not yet reported	not yet reported	not yet reported	AA (sf)
C	$48.3M	13.50%	4.229% floating (WAC)	61691NAK1	A-	not yet reported	not yet reported	not yet reported	A (low) (sf)
D	$31.1M	10.20%	2.730% fixed	61691NAN5	BBB-	not yet reported	not yet reported	not yet reported	BBB (high) (sf)
E-RR	$23.1M	7.75%	4.229% floating (WAC)	61691NAR6	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
F-RR	$15.3M	6.13%	4.229% floating (WAC)	61691NAT2	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
G-RR	$11.8M	4.88%	4.229% floating (WAC)	61691NAV7	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
H-RR	$10.6M	3.75%	4.229% floating (WAC)	61691NAX3	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
J-RR	$35.4M	0.00%	4.229% floating (WAC)	61691NAZ8	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	61691NBC8	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	61691NBB0	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$659.9M	Interest only	0.807% floating	61691NAF2	AAA	not yet reported	not yet reported	Aaa	AAA (sf)
X-B	$107.2M	Interest only	0.262% floating	61691NAG0	AA-	not yet reported	not yet reported	not yet reported	AA (high) (sf)
X-D	$31.1M	Interest only	1.499% floating	61691NAL9	BBB-	not yet reported	not yet reported	not yet reported	A (low) (sf)

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	$917.3M
Weighted average coupon	4.25%
Weighted average LTV	45.5%
Median loan LTV	61.1%
Full-term interest only (share of balance)	66.3%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	10.0%
Five largest loans (share of balance)	34.1%
Occupancy at issuance (weighted average)	93.7%

Realized outcomes

Months reported	105
Peak 30+ delinquency	7.81% (October 2020)
Ever severe (share of original balance)	7.86%
Ever modified (share of original balance)	1.58%
Past scheduled maturity (share of original balance)	0.00%
Non-performing matured (share of original balance)	37.55%
Maximum servicer advances (share of balance)	0.27%
Median DSCR, first year	2.09
Median DSCR, latest	2.11
Realized stress score	29.7

Property types

Property type	Original balance	Share of pool
Retail	$253.7M	27.7%
Office	$158.5M	17.3%
Self storage	$108.5M	11.8%
Lodging	$81.8M	8.9%
Mixed use	$70.1M	7.6%
Other (code 98)	$24.0M	2.6%
Multifamily	$18.1M	2.0%

Property type is reported for 77.9% of the pool balance; shares are of the full pool.

Largest loans

Property	Location	Original balance	Share of pool	Coupon	Originated
Extra Space Self Storage Portfolio	not yet reported	$92.0M	10.0%	4.17%	2017
THE WOODS	not yet reported	$85.0M	9.3%	2.94%	2017
TOTOWA COMMONS	Totowa, NJ	$50.8M	5.5%	4.32%	2017
BAYBROOK LIFESTYLE AND POWER CENTER	Friendswood, TX	$50.0M	5.5%	3.77%	2017
150 WEST JEFFERSON	Detroit, MI	$35.0M	3.8%	4.60%	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	19 of 19
Classes with a current rating in the dataset	12 of 19
Net rating change since issuance	+0.00 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.