Wells Fargo Commercial Mortgage Trust 2018-C44

Tranches, pool and monthly delinquency indicator for Wells Fargo Commercial Mortgage Trust 2018-C44.

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

Current pool balance: $766.7M (May 2018)
Original pool balance: $766.7M
Loans at issuance: 44
Closing date: 2018-05-17
Weighted average coupon at issuance: 4.86%
Weighted average LTV at issuance: 52.0%
30+ delinquent (latest): 0.00%
Realized stress score: 0.0
Net rating change since issuance: +0.51 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$21.0M	97.27%	3.045% fixed	95001JAS6	PIF	not yet reported	not yet reported	WR	Discontinued
A-2	$27.2M	93.72%	4.178% fixed	95001JAT4	PIF	not yet reported	not yet reported	WR	Discontinued
A-3	$6.8M	92.83%	3.824% fixed	95001JAU1	PIF	not yet reported	not yet reported	WR	Discontinued
A-4	$175.0M	70.00%	3.948% fixed	95001JAW7	AAA	not yet reported	not yet reported	Aaa	AAA (sf)
A-5	$269.1M	34.91%	4.212% fixed	95001JAX5	AAA	not yet reported	not yet reported	Aaa	AAA (sf)
A-S	$43.1M	29.28%	4.464% floating (WAC)	95001JBA4	AA-	not yet reported	not yet reported	Aa2	AA (sf)
A-SB	$37.6M	24.38%	4.167% fixed	95001JAV9	AAA	not yet reported	not yet reported	Aaa	AAA (sf)
B	$36.4M	19.63%	4.685% floating (WAC)	95001JBB2	A-	not yet reported	not yet reported	not yet reported	A (sf)
C	$38.3M	14.63%	4.998% floating (WAC)	95001JBC0	BBB-	not yet reported	not yet reported	not yet reported	BBB (sf)
D	$32.1M	10.44%	3.000% fixed	95001JAC1	BB-	not yet reported	not yet reported	not yet reported	BB (sf)
E-RR	$13.0M	8.75%	4.998% floating (WAC)	95001JAE7	B-	not yet reported	not yet reported	not yet reported	B (high) (sf)
F-RR	$21.1M	6.00%	4.998% floating (WAC)	95001JAG2	CCC	not yet reported	not yet reported	not yet reported	CCC (sf)
G-RR	$8.6M	4.88%	4.998% floating (WAC)	95001JAJ6	CCC	not yet reported	not yet reported	not yet reported	CCC (sf)
H-RR	$37.4M	0.00%	4.998% floating (WAC)	95001JAL1	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	95001JAQ0	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	95001JAN7	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$536.7M	Interest only	0.927% floating	95001JAY3	AAA	not yet reported	not yet reported	Aaa	AAA (sf)
X-B	$117.9M	Interest only	0.292% floating	95001JAZ0	A-	not yet reported	not yet reported	not yet reported	A (high) (sf)
X-D	$32.1M	Interest only	1.998% floating	95001JAA5	BB-	not yet reported	not yet reported	not yet reported	BB (high) (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	44
Original loan balance	$767.3M
Weighted average coupon	4.86%
Weighted average LTV	52.0%
Median loan LTV	62.7%
Full-term interest only (share of balance)	43.7%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	8.6%
Five largest loans (share of balance)	32.6%
Occupancy at issuance (weighted average)	93.7%

Realized outcomes

Months reported	1
Peak 30+ delinquency	0.00% (May 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)	0.00%
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
Office	$264.3M	34.4%
Retail	$185.9M	24.2%
Lodging	$98.5M	12.8%
Mixed use	$81.8M	10.7%
Industrial	$76.3M	9.9%
Multifamily	$28.2M	3.7%
Manufactured housing	$22.0M	2.9%
Self storage	$10.2M	1.3%

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
Village at Leesburg	Leesburg, VA	$66.0M	8.6%	4.76%	2018
3495 Deer Creek Road	Palo Alto, CA	$50.0M	6.5%	4.96%	2018
Airport Business Center	Irvine, CA	$47.0M	6.1%	4.38%	2018
Dulaney Center	Towson, MD	$47.0M	6.1%	4.77%	2018
Northwest Hotel Portfolio	not yet reported	$39.9M	5.2%	5.02%	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	19 of 19
Classes with a current rating in the dataset	16 of 19
Net rating change since issuance	+0.51 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.