Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22

Tranches, pool and monthly delinquency indicator for Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22.

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

Current pool balance: $1.02B (January 2023)
Original pool balance: $1.11B
Loans at issuance: 59
Closing date: 2015-04-01
Weighted average coupon at issuance: 3.68%
Weighted average LTV at issuance: 41.6%
30+ delinquent (latest): 0.00%
Realized stress score: 20.9
Net rating change since issuance: +0.39 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$55.1M	95.71%	1.433% fixed	61690FAH6	PIF	WR	not yet reported	WR	not yet reported
A-2	$66.5M	90.52%	2.739% fixed	61690FAJ2	PIF	WR	not yet reported	WR	not yet reported
A-3	$250.0M	71.04%	3.046% fixed	61690FAL7	PIF	WR	not yet reported	WR	not yet reported
A-4	$318.8M	46.19%	3.306% fixed	61690FAM5	AAA	AAA	not yet reported	Aaa	not yet reported
A-S	$60.9M	41.44%	3.561% fixed	61690FAP8	AAA	AAA	not yet reported	Aa2	not yet reported
A-SB	$84.7M	34.84%	3.040% fixed	61690FAK9	PIF	WR	not yet reported	WR	not yet reported
B	$63.7M	29.88%	3.883% fixed	61690FAQ6	AA+	AA	not yet reported	not yet reported	not yet reported
C	$51.2M	25.89%	4.243% fixed (WAC)	61690FAS2	A-	BBB-	not yet reported	not yet reported	not yet reported
D	$62.3M	21.04%	4.243% fixed	61690FAB9	B-	CC	not yet reported	not yet reported	not yet reported
E	$26.3M	18.99%	4.243% fixed	61690FAC7	CC	C	not yet reported	not yet reported	not yet reported
F	$13.8M	17.91%	4.243% fixed	61690FAD5	C	D	not yet reported	not yet reported	not yet reported
G	$18.0M	16.50%	4.243% fixed	61690FAE3	not yet reported	D	not yet reported	not yet reported	not yet reported
H	$36.0M	13.70%	4.243% fixed	61690FAT0	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
PST	$175.8M	0.00%	not yet reported	61690FAR4	A-	BBB-	not yet reported	not yet reported	not yet reported
R	not yet reported	not yet reported	not yet reported	61690FAG8	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	61690FAF0	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$836.0M	Interest only	1.192% fixed	61690FAN3	AAA	WR	not yet reported	Aa1	not yet reported
X-B	$63.7M	Interest only	0.360% fixed	61690FAA1	AA+	WR	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	59
Original loan balance	$1.02B
Weighted average coupon	3.68%
Weighted average LTV	41.6%
Median loan LTV	61.5%
Full-term interest only (share of balance)	73.0%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	6.9%
Five largest loans (share of balance)	25.0%
Occupancy at issuance (weighted average)	93.0%

Realized outcomes

Months reported	1
Peak 30+ delinquency	0.00% (January 2023)
Ever severe (share of original balance)	0.00%
Ever modified (share of original balance)	4.59%
Past scheduled maturity (share of original balance)	0.00%
Non-performing matured (share of original balance)	1.18%
Maximum servicer advances (share of balance)	0.01%
Median DSCR, first year	2.41
Median DSCR, latest	2.41
Realized stress score	20.9

Property types

Property type	Original balance	Share of pool
Multifamily	$215.8M	21.1%
Office	$173.8M	17.0%
Retail	$150.5M	14.7%
Lodging	$90.4M	8.9%
Industrial	$79.5M	7.8%
Mixed use	$72.8M	7.1%
Other (code 98)	$20.0M	2.0%
Self storage	$4.1M	0.4%

Property type is reported for 79.0% of the pool balance; shares are of the full pool.

Largest loans

Property	Location	Original balance	Share of pool	Coupon	Originated
PARKLAWN BUILDING	Rockville, MD	$70.0M	6.9%	3.40%	2019
ILPT Industrial Portfolio	not yet reported	$50.0M	4.9%	2.65%	2019
GNL Office and Industrial Portfolio	not yet reported	$50.0M	4.9%	3.65%	2019
THE HENDRY	Garland, TX	$45.6M	4.5%	3.68%	2019
GRAND CANAL SHOPPES	Las Vegas, NV	$40.0M	3.9%	3.74%	2019

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	18 of 18
Classes with a current rating in the dataset	15 of 18
Net rating change since issuance	+0.39 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.