BANK 2018-BNK15

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

Current pool balance: $928.3M (September 2026)
Original pool balance: $1.08B
Loans at issuance: 70
Closing date: 2018-11-29
Weighted average coupon at issuance: 4.63%
Weighted average LTV at issuance: 37.0%
30+ delinquent (latest): 3.66%
Realized stress score: 45.5
Net rating change since issuance: +0.07 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$47.9M	95.35%	3.402% fixed	06036FAY7	PIF	WR	not yet reported	WR	not yet reported
A-2	$24.6M	92.97%	4.272% fixed	06036FAZ4	PIF	WR	not yet reported	WR	not yet reported
A-3	$300.0M	63.86%	4.138% fixed	06036FBB6	AAA	AAA	not yet reported	Aaa	not yet reported
A-4	$306.0M	34.17%	4.407% floating (WAC)	06036FBC4	AAA	AAA	not yet reported	Aaa	not yet reported
A-S	$128.8M	21.67%	4.570% floating (WAC)	06036FBF7	AAA	AAA	not yet reported	Aa2	not yet reported
A-SB	$43.0M	17.50%	4.285% floating (WAC)	06036FBA8	AAA	AAA	not yet reported	Aaa	not yet reported
B	$43.8M	13.25%	4.647% floating (WAC)	06036FBG5	AA-	AA	not yet reported	not yet reported	not yet reported
C	$34.8M	9.88%	4.647% floating (WAC)	06036FBH3	A-	A	not yet reported	not yet reported	not yet reported
D	$23.2M	7.63%	3.000% fixed	06036FAJ0	BBB	BBB+	not yet reported	not yet reported	not yet reported
E	$19.3M	5.75%	3.000% fixed	06036FAL5	BBB-	BBB	not yet reported	not yet reported	not yet reported
F	$19.3M	3.88%	3.592% fixed	06036FAN1	B-	BB	not yet reported	not yet reported	not yet reported
G	$11.6M	2.75%	3.592% fixed	06036FAQ4	CCC	B-	not yet reported	not yet reported	not yet reported
H	$28.3M	0.00%	4.647% floating (WAC)	06036FAS0	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	06036FAW1	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	06036FAU5	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$721.5M	Interest only	0.431% floating	06036FBD2	AAA	AAA	not yet reported	Aaa	not yet reported
X-B	$207.4M	Interest only	0.048% floating	06036FBE0	AAA	AAA	not yet reported	not yet reported	not yet reported
X-D	$42.5M	Interest only	1.647% floating	06036FAA9	BBB-	BBB	not yet reported	not yet reported	not yet reported
X-F	$19.3M	Interest only	1.055% floating	06036FAE1	B-	BB	not yet reported	not yet reported	not yet reported
X-G	$11.6M	Interest only	1.055% floating	06036FAG6	CCC	B-	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	70
Original loan balance	$1.17B
Weighted average coupon	4.63%
Weighted average LTV	37.0%
Median loan LTV	56.7%
Full-term interest only (share of balance)	62.4%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	8.6%
Five largest loans (share of balance)	33.5%
Occupancy at issuance (weighted average)	93.0%

Realized outcomes

Months reported	95
Peak 30+ delinquency	3.66% (September 2026)
Ever severe (share of original balance)	5.91%
Ever modified (share of original balance)	5.30%
Past scheduled maturity (share of original balance)	0.00%
Non-performing matured (share of original balance)	33.97%
Maximum servicer advances (share of balance)	0.28%
Median DSCR, first year	2.18
Median DSCR, latest	1.82
Realized stress score	45.5

Property types

Property type	Original balance	Share of pool
Retail	$434.2M	37.1%
Lodging	$169.8M	14.5%
Office	$105.1M	9.0%
Self storage	$83.6M	7.2%
Healthcare	$40.2M	3.4%
Multifamily	$32.6M	2.8%
Other (code 98)	$24.0M	2.1%
Industrial	$17.1M	1.5%
Mixed use	$14.8M	1.3%

Property type is reported for 78.8% of the pool balance; shares are of the full pool.

Largest loans

Property	Location	Original balance	Share of pool	Coupon	Originated
Starwood Hotel Portfolio	not yet reported	$100.0M	8.6%	5.15%	2018
AVENTURA MALL	Aventura, FL	$100.0M	8.6%	4.12%	2018
Millennium Partners Portfolio	not yet reported	$75.0M	6.4%	4.29%	2018
685 FIFTH AVENUE RETAIL	New York, NY	$60.0M	5.1%	3.87%	2018
MOFFETT TOWERS - BUILDINGS E,F,G	Sunnyvale, CA	$56.8M	4.9%	4.13%	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	20 of 20
Classes with a current rating in the dataset	17 of 20
Net rating change since issuance	+0.07 notches (balance-weighted)
Delinquency threshold crossed	October 2020
First downgrade	July 2025

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.