Wells Fargo Commercial Mortgage Trust 2017-C42

Tranches, pool and monthly delinquency indicator for Wells Fargo Commercial Mortgage Trust 2017-C42.

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

Current pool balance: $631.5M (September 2026)
Original pool balance: $744.8M
Loans at issuance: 38
Closing date: 2017-12-21
Weighted average coupon at issuance: 4.40%
Weighted average LTV at issuance: 43.1%
30+ delinquent (latest): 10.87%
Realized stress score: 68.9
Net rating change since issuance: +0.19 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$13.4M	98.11%	2.338% fixed	95001GAA1	PIF	WR	not yet reported	WR	not yet reported
A-2	$12.3M	96.37%	3.439% fixed	95001GAB9	PIF	WR	not yet reported	WR	not yet reported
A-3	$147.0M	75.59%	3.330% fixed	95001GAD5	AAA	AAA	not yet reported	Aaa	not yet reported
A-4	$287.8M	34.92%	3.589% fixed	95001GAE3	AAA	AAA	not yet reported	Aaa	not yet reported
A-BP	$7.1M	33.91%	3.885% fixed	95001GAF0	AAA	AAA	not yet reported	Aaa	not yet reported
A-S	$40.7M	28.16%	3.851% fixed	95001GAK9	AAA	AAA	not yet reported	Aa3	not yet reported
A-SB	$27.7M	24.25%	3.488% fixed	95001GAC7	AAA	AAA	not yet reported	Aaa	not yet reported
B	$39.8M	18.63%	4.002% floating (WAC)	95001GAL7	AA-	AA	not yet reported	not yet reported	not yet reported
C	$36.3M	13.50%	4.297% floating (WAC)	95001GAM5	BBB-	A-	not yet reported	not yet reported	not yet reported
D	$40.7M	7.75%	2.800% fixed	95001GAU7	BB-	BBB-	not yet reported	not yet reported	not yet reported
E	$20.3M	4.88%	3.070% floating (WAC + -130 bp)	95001GAW3	CCC	not yet reported	not yet reported	not yet reported	not yet reported
F	$8.0M	3.75%	3.070% floating (WAC + -130 bp)	95001GAY9	CC	not yet reported	not yet reported	not yet reported	not yet reported
G	$26.5M	0.00%	4.370% floating (WAC)	95001GBA0	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	95001GBE2	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	95001GBC6	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$488.2M	Interest only	0.902% floating	95001GAG8	AAA	AAA	not yet reported	Aaa	not yet reported
X-B	$116.8M	Interest only	0.329% floating	95001GAJ2	BBB-	AAA	not yet reported	not yet reported	not yet reported
X-BP	$7.1M	Interest only	0.485% floating	95001GAH6	AAA	AAA	not yet reported	Aaa	not yet reported
X-D	$40.7M	Interest only	1.570% floating	95001GAN3	BB-	BBB-	not yet reported	not yet reported	not yet reported
X-E	$20.3M	Interest only	1.300% fixed	95001GAQ6	CCC	not yet reported	not yet reported	not yet reported	not yet reported
X-F	$8.0M	Interest only	1.300% fixed	95001GAS2	CC	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	38
Original loan balance	$744.9M
Weighted average coupon	4.40%
Weighted average LTV	43.1%
Median loan LTV	58.2%
Full-term interest only (share of balance)	44.9%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	9.4%
Five largest loans (share of balance)	37.0%
Occupancy at issuance (weighted average)	92.9%

Realized outcomes

Months reported	105
Peak 30+ delinquency	11.64% (August 2025)
Ever severe (share of original balance)	16.40%
Ever modified (share of original balance)	9.79%
Past scheduled maturity (share of original balance)	0.97%
Non-performing matured (share of original balance)	100.00%
Maximum servicer advances (share of balance)	0.43%
Median DSCR, first year	1.92
Median DSCR, latest	1.75
Realized stress score	68.9

Property types

Property type	Original balance	Share of pool
Office	$333.9M	44.8%
Retail	$163.3M	21.9%
Lodging	$65.3M	8.8%
Mixed use	$35.0M	4.7%
Multifamily	$13.2M	1.8%
Manufactured housing	$5.7M	0.8%
Self storage	$5.2M	0.7%
Other (code 98)	$3.7M	0.5%

Property type is reported for 83.9% of the pool balance; shares are of the full pool.

Largest loans

Property	Location	Original balance	Share of pool	Coupon	Originated
ONE ALLY CENTER	Detroit, MI	$70.0M	9.4%	4.52%	2017
16 COURT STREET	Brooklyn, NY	$66.6M	8.9%	4.17%	2017
LOGAN TOWN CENTER	Altoona, PA	$55.0M	7.4%	4.62%	2017
ONE CENTURY PLACE	Nashville, TN	$44.0M	5.9%	3.79%	2017
MOFFETT TOWERS II - BUILDING 2	Sunnyvale, CA	$40.0M	5.4%	3.62%	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	18 of 21
Net rating change since issuance	+0.19 notches (balance-weighted)
Delinquency threshold crossed	May 2020
First downgrade	October 2021

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.