Morgan Stanley Capital I Trust 2018-H4

Tranches, pool and monthly delinquency indicator for Morgan Stanley Capital I Trust 2018-H4.

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

Current pool balance: $796.8M (December 2018)
Original pool balance: $796.8M
Loans at issuance: 51
Closing date: 2018-12-27
Weighted average coupon at issuance: 5.10%
Weighted average LTV at issuance: 48.2%
30+ delinquent (latest): 0.00%
Realized stress score: 0.0
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	$19.1M	97.60%	3.323% fixed	61691RAA4	PIF	WR	NR	not yet reported	not yet reported
A-2	$32.9M	93.47%	4.179% fixed	61691RAB2	PIF	WR	NR	not yet reported	not yet reported
A-3	$120.0M	78.41%	4.043% fixed	61691RAD8	AAA	AAA	AAA (sf)	not yet reported	not yet reported
A-4	$353.2M	34.09%	4.310% fixed	61691RAE6	AAA	AAA	AAA (sf)	not yet reported	not yet reported
A-S	$64.7M	25.97%	4.621% floating (WAC)	61691RAH9	AAA	AAA	AA- (sf)	not yet reported	not yet reported
A-SB	$32.6M	21.88%	4.247% fixed	61691RAC0	AAA	AAA	AAA (sf)	not yet reported	not yet reported
B	$37.8M	17.13%	4.923% floating (WAC)	61691RAJ5	AA-	AA	NRprelim	not yet reported	not yet reported
C	$35.9M	12.63%	5.076% floating (WAC)	61691RAK2	A-	A-	NR	not yet reported	not yet reported
D	$26.0M	9.36%	3.000% fixed	61691RAL0	BBB-	BBB	NRprelim	not yet reported	not yet reported
E-RR	$15.8M	7.38%	5.076% floating (WAC)	61691RAP1	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
F-RR	$20.9M	4.75%	5.076% floating (WAC)	61691RAR7	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
G-RR	$8.0M	3.75%	5.076% floating (WAC)	61691RAT3	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
H-RR	$29.9M	0.00%	5.076% floating (WAC)	61691RAV8	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	61691RAY2	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	61691RAX4	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$557.8M	Interest only	0.869% floating	61691RAF3	AAA	AAA	AAA (sf)	not yet reported	not yet reported
X-B	$102.6M	Interest only	0.344% floating	61691RAG1	AA-	AAA	NRprelim	not yet reported	not yet reported
X-D	$26.0M	Interest only	2.076% floating	61691RBA3	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	51
Original loan balance	$796.9M
Weighted average coupon	5.10%
Weighted average LTV	48.2%
Median loan LTV	60.2%
Full-term interest only (share of balance)	47.0%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	8.2%
Five largest loans (share of balance)	32.0%
Occupancy at issuance (weighted average)	90.3%

Realized outcomes

Months reported	1
Peak 30+ delinquency	0.00% (December 2018)
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)	72.77%
Maximum servicer advances (share of balance)	0.00%
Median DSCR, first year	not yet reported
Median DSCR, latest	not yet reported
Realized stress score	0.0

Property types

Property type	Original balance	Share of pool
Retail	$194.7M	24.4%
Office	$173.2M	21.7%
Lodging	$154.3M	19.4%
Other (code 98)	$87.0M	10.9%
Industrial	$81.8M	10.3%
Multifamily	$65.8M	8.3%
Mixed use	$20.0M	2.5%
Self storage	$20.0M	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
Google Kirkland Campus Phase I	Kirkland, WA	$65.0M	8.2%	4.85%	2018
Aventura Mall	Aventura, FL	$60.0M	7.5%	4.12%	2018
Sheraton Grand Nashville Downtown	Nashville, TN	$50.0M	6.3%	5.04%	2018
Fordham Medical Office Portfolio	not yet reported	$40.0M	5.0%	5.62%	2018
Penske Distribution Center	Romulus, MI	$40.0M	5.0%	4.63%	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	18 of 18
Classes with a current rating in the dataset	12 of 18
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.