UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549

FORM 10-D

ASSET BACKED ISSUER
DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF
THE SECURITIES EXCHANGE ACT OF 1934

For the monthly distribution period from:   May 18, 2022 to June 17, 2022

Commission File Number of issuing entity:  333-165147-03

Central Index Key Number of issuing entity:  0001550221

J.P. Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX
(Exact name of issuing entity as specified in its charter)

Commission File Number of depositor:  333-165147

Central Index Key Number of depositor:  0001013611

J.P. Morgan Chase Commercial Mortgage Securities Corp.
(Exact name of depositor as specified in its charter)

Central Index Key Number of sponsor (if applicable):  0000835271

JPMorgan Chase Bank, National Association
(Exact name of sponsor as specified in its charter)

Central Index Key Number of sponsor (if applicable):  0001555158

CIBX Commercial Mortgage, LLC
(Exact name of sponsor as specified in its charter)

John Miller (212) 272-8363
(Name and telephone number, including area code, of the person to contact in connection with this filing)

New York
(State or other jurisdiction of incorporation or organization of the issuing entity)

38-3875750
38-3875751
38-7047640
(I.R.S. Employer Identification No.)

c/o Computershare Trust Company, N.A., as agent for
Wells Fargo Bank, National Association
9062 Old Annapolis Road
Columbia, MD 21045
(Address of principal executive offices of the issuing entity) (Zip Code)

(410) 884-2000
(Telephone number, including area code)

Not Applicable
(Former name, former address, if changed since last report)



 

Registered/reporting pursuant to (check one)

Title of Class

Section 12(b)

Section 12(g)

Section 15(d)

Name of Exchange (If Section 12(b))

A-1

     

     

  X  

     

A-2

     

     

  X  

     

A-3

     

     

  X  

     

A-4

     

     

  X  

     

A-S

     

     

  X  

     

B

     

     

  X  

     

C

     

     

  X  

     

X-A

     

     

  X  

     



 

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes   X   No      

Part I - DISTRIBUTION INFORMATION

Item 1. Distribution and Pool Performance Information.

On June 17, 2022 a distribution was made to holders of the certificates issued by J.P. Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX.

The distribution report is attached as an Exhibit to this Form 10-D, please see Item 10(b), Exhibit 99.1 for the related information.

The following table presents the loss information for the trust assets for the J.P. Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX in accordance with Item 1100(b) as required by Item 1121(a)(9) of Regulation AB:

Loss Information as reported on June 17, 2022

Number of Delinquencies 30+ days

% of Delinquencies 30+ days by Pool Balance

Number of Loans/REOs with Losses

Average Net Loss

1

10.31%

4

$4,556,440.52

No assets securitized by J.P. Morgan Chase Commercial Mortgage Securities Corp. (the "Depositor") and held by J.P. Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX were the subject of a demand to repurchase or replace for breach of the representations and warranties contained in the underlying transaction documents during the monthly distribution period from May 18, 2022 to June 17, 2022.

The Depositor filed its most recent Form ABS-15G in accordance with Rule 15Ga-1 under the Exchange Act (a "Rule 15Ga-1 Form ABS-15G") on February 14, 2022. The CIK number for the Depositor is 0001013611.

JPMorgan Chase Bank, National Association filed its most recent Rule 15Ga-1 Form ABS-15G for this asset class on February 14, 2022. The CIK number for JPMorgan Chase Bank, National Association is 0000835271.

CIBX Commercial Mortgage, LLC filed its most recent Rule 15Ga-1 Form ABS-15G on February 11, 2022. The CIK number for CIBX Commercial Mortgage, LLC is 0001555158.

Except as otherwise disclosed in this report, no material funds are permitted under the Pooling and Servicing Agreement to remain in any transaction account established thereunder after distributions are made from funds in that account to investors on a Distribution Date, or after remittances are made on the applicable remittance date to the Certificate Administrator of funds to be distributed to investors on the related Distribution Date, as applicable, other than (a) funds to be distributed on the next distribution date, and (b) funds permitted under the Pooling and Servicing Agreement to be held to pay expenses permitted to be paid or reimbursed thereunder.

Part II - OTHER INFORMATION

Item 7. Change in Sponsor Interest in the Securities.

None

Item 10. Exhibits.

(a) The following is a list of documents filed as part of this Report on Form 10-D:

(99.1) Monthly report distributed to holders of the certificates issued by J.P. Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX, relating to the June 17, 2022 distribution.

(b) The exhibits required to be filed by the Registrant pursuant to this Form are listed above.

 

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized.

J.P. Morgan Chase Commercial Mortgage Securities Corp.
(Depositor)

 

/s/ John Miller
John Miller, Executive Director

Date: June 30, 2022

 

 


jpc12cix_ex991-202206.htm - Generated by SEC Publisher for SEC Filing
     
Distribution Date: 06/17/22 J.P. Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX
Determination Date: 06/13/22  
Next Distribution Date: 07/15/22  
Record Date: 05/31/22 Commercial Mortgage Pass-Through Certificates
    Series 2012-CIBX
 
Revision to June 2022 Distribution Date Statement
The Master Servicer revised their reporting for June as the payoff on Loan #606100005 was reported in error. Specially Serviced loan maturity balloon payment was due on 6/1/22,
which was not received. System of record loan receivable reflected the balloon payment amount. Monthly scheduled June 1st payment was received. Payment was processed to
satisfy June receivable, which was the balloon balance, instead of a monthly scheduled payment and then balloon funds were advanced. The difference was identified by the Master
Servicer. As a result the total distribution amount to the Bondholders reduced from $140,454,295.59 to $85,654,311.67, and Class D has no longer been paid down.

 

           
Table of Contents     Contacts    
Section Pages Role Party and Contact Information    
Certificate Distribution Detail 2 Depositor J.P. Morgan Chase Commercial Mortgage Securities Corp.    
Certificate Factor Detail 3   Brian Baker (212) 834-3813  
Certificate Interest Reconciliation Detail 4   383 Madison Avenue, 8th Floor | New York, NY 10179 | United States  
    Master Servicer Wells Fargo Bank, National Association    
Additional Information 5        
      Investor Relations   REAM_InvestorRelations@wellsfargo.com
Bond / Collateral Reconciliation - Cash Flows 6        
      Three Wells Fargo, MAC D1050-084, 401 S. Tryon Street, 8th Floor | Charlotte, NC 28202 | United States
Bond / Collateral Reconciliation - Balances 7 Special Servicer Argentic Services Company LP    
Current Mortgage Loan and Property Stratification 8-12   Andrew Hundertmark (469) 609-2001 ahundertmark@argenticservices.com
Mortgage Loan Detail (Part 1) 13   500 North Central Expressway, Suite 261 | Plano, TX 75074 | United States  
Mortgage Loan Detail (Part 2) 14 Senior Trust Advisor Trimont Real Estate Advisors, LLC    
Principal Prepayment Detail 15   Trust Advisor   Trustadvisor@trimontrea.com
Historical Detail 16   3500 Lenox Road, Suite G1 | Atlanta, GA 30326 | United States    
Delinquency Loan Detail 17 Certificate Administrator Computershare Trust Company, N.A. as agent for Wells Fargo    
      Bank, N.A.    
Collateral Stratification and Historical Detail 18   Corporate Trust Services (CMBS)   cts.cmbs.bond.admin@wellsfargo.com;
Specially Serviced Loan Detail - Part 1 19       trustadministrationgroup@wellsfargo.com
      9062 Old Annapolis Road | Columbia, MD 21045 | United States    
Specially Serviced Loan Detail - Part 2 20        
    Trustee U.S. Bank National Association    
Modified Loan Detail 21   General Contact (312) 332-7457  
Historical Liquidated Loan Detail 22   190 South LaSalle Street, 7th Floor | Chicago, IL 60603 | United States  
Historical Bond / Collateral Loss Reconciliation Detail 23        
Interest Shortfall Detail - Collateral Level 24        
Supplemental Notes 25        

 

This report is compiled by Computershare Trust Company, N.A. from information provided by third parties. Computershare Trust Company, N.A. has not independently confirmed the accuracy of the information.

   
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        Certificate Distribution Detail          
 
                      Current Original
    Pass-Through     Principal Interest Prepayment       Credit Credit
Class CUSIP Rate (2) Original Balance Beginning Balance Distribution Distribution Penalties Realized Losses Total Distribution Ending Balance Support¹ Support¹
 
A-1 46637WAA1 0.958200% 68,035,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00% 30.00%
A-2 46637WAB9 1.810400% 112,771,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00% 30.00%
A-3 46637WAC7 3.138800% 283,979,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00% 30.00%
A-4 46637WAD5 3.483400% 346,887,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00% 30.00%
A-4FX 46637WBA0 3.483400% 45,960,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00% 30.00%
A-4FL 46637WAJ2 2.186710% 44,040,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00% 30.00%
AS 46637WAF0 4.270700% 117,540,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00% 20.87%
B 46637WAG8 4.727634% 61,185,000.00 36,410,298.96 36,410,298.96 143,445.48 0.00 0.00 36,553,744.44 0.00 0.00% 16.12%
C 46637WAH6 4.948834% 45,083,000.00 45,083,000.00 45,083,000.00 185,923.58 0.00 0.00 45,268,923.58 0.00 0.00% 12.63%
D 46637WAN3 4.948834% 27,372,000.00 27,372,000.00 3,255,555.65 112,882.91 0.00 0.00 3,368,438.56 24,116,444.35 82.91% 10.50%
E 46637WAQ6 4.948834% 46,694,000.00 46,694,000.00 0.00 192,567.39 0.00 0.00 192,567.39 46,694,000.00 49.83% 6.88%
F 46637WAS2 4.000000% 20,932,000.00 20,932,000.00 0.00 69,773.33 0.00 0.00 69,773.33 20,932,000.00 35.00% 5.25%
G 46637WAU7 4.000000% 22,542,000.00 22,542,000.00 0.00 75,140.00 0.00 0.00 75,140.00 22,542,000.00 19.03% 3.50%
NR 46637WAW3 4.000000% 45,083,216.00 26,857,454.28 0.00 63,401.99 0.00 0.00 63,401.99 26,857,454.28 0.00% 0.00%
R NA 0.000000% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00% 0.00%
Regular SubTotal   1,288,103,216.00 225,890,753.24 84,748,854.61 843,134.68 0.00 0.00 85,591,989.29 141,141,898.63    
 
 
X-A 46637WAE3 4.948834% 1,019,212,000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00    
X-B 46637WAL7 0.331075% 268,891,216.00 225,890,753.24 0.00 62,322.38 0.00 0.00 62,322.38 141,141,898.63    
Notional SubTotal   1,288,103,216.00 225,890,753.24 0.00 62,322.38 0.00 0.00 62,322.38 141,141,898.63    
 
Deal Distribution Total       84,748,854.61 905,457.06 0.00 0.00 85,654,311.67      
 
* Denotes the Controlling Class (if required)                    
(1) Calculated by taking (A) the sum of the ending certificate balance of all classes in a series less (B) the sum of (i) the ending certificate balance of the designated class and (ii) the ending certificate balance of all classes which are not subordinate to the designated class and
  dividing the result by (A).                      
(2) Pass-Through Rates with respect to any Class of Certificates on next months Payment Date is expected to be the same as the current respective Pass-Through Rate, subject to any modifications on the underlying loans, any change in certificate or pool balance, any change in
  the underlying index (if and as applicable), and any other matters provided in the governing documents.                
 
 
 
 
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        Certificate Factor Detail      
            Cumulative        
          Interest Shortfalls Interest        
Class CUSIP Beginning Balance Principal Distribution Interest Distribution / (Paybacks) Shortfalls Prepayment Penalties Losses Total Distribution Ending Balance
Regular Certificates                  
A-1 46637WAA1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
A-2 46637WAB9 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
A-3 46637WAC7 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
A-4 46637WAD5 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
A-4FX 46637WBA0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
A-4FL 46637WAJ2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
AS 46637WAF0 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
B 46637WAG8 595.08537975 595.08537975 2.34445501 0.00000000 0.00000000 0.00000000 0.00000000 597.42983476 0.00000000
C 46637WAH6 1,000.00000000 1,000.00000000 4.12402857 0.00000000 0.00000000 0.00000000 0.00000000 1,004.12402857 0.00000000
D 46637WAN3 1,000.00000000 118.93744155 4.12402857 0.00000000 0.00000000 0.00000000 0.00000000 123.06147012 881.06255845
E 46637WAQ6 1,000.00000000 0.00000000 4.12402857 0.00000000 0.00000000 0.00000000 0.00000000 4.12402857 1,000.00000000
F 46637WAS2 1,000.00000000 0.00000000 3.33333317 0.00000000 0.00000000 0.00000000 0.00000000 3.33333317 1,000.00000000
G 46637WAU7 1,000.00000000 0.00000000 3.33333333 0.00000000 0.00000000 0.00000000 0.00000000 3.33333333 1,000.00000000
NR 46637WAW3 595.73066571 0.00000000 1.40633246 0.57943648 34.77720534 0.00000000 0.00000000 1.40633246 595.73066571
R NA 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
 
Notional Certificates                  
X-A 46637WAE3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
X-B 46637WAL7 840.08230763 0.00000000 0.23177544 0.00000000 0.00000000 0.00000000 0.00000000 0.23177544 524.90334467
 
 
 
 
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        Certificate Interest Reconciliation Detail        
 
                  Additional      
        Accrued Net Aggregate Distributable Interest   Interest      
    Accrual Prior Interest Certificate Prepayment Certificate Shortfalls / Payback of Prior Distribution Interest Cumulative  
Class Accrual Period Days Shortfalls Interest Interest Shortfall Interest (Paybacks) Realized Losses Amount Distribution Interest Shortfalls  
A-1 N/A N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00  
A-2 N/A N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00  
A-3 N/A N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00  
A-4 N/A N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00  
A-4FX N/A N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00  
A-4FL N/A N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00  
AS N/A N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00  
B 05/01/22 - 05/30/22 30 0.00 143,445.48 0.00 143,445.48 0.00 0.00 0.00 143,445.48 0.00  
C 05/01/22 - 05/30/22 30 0.00 185,923.58 0.00 185,923.58 0.00 0.00 0.00 185,923.58 0.00  
D 05/01/22 - 05/30/22 30 0.00 112,882.91 0.00 112,882.91 0.00 0.00 0.00 112,882.91 0.00  
E 05/01/22 - 05/30/22 30 0.00 192,567.39 0.00 192,567.39 0.00 0.00 0.00 192,567.39 0.00  
F 05/01/22 - 05/30/22 30 0.00 69,773.33 0.00 69,773.33 0.00 0.00 0.00 69,773.33 0.00  
G 05/01/22 - 05/30/22 30 0.00 75,140.00 0.00 75,140.00 0.00 0.00 0.00 75,140.00 0.00  
NR 05/01/22 - 05/30/22 30 1,541,745.40 89,524.85 0.00 89,524.85 26,122.86 0.00 0.00 63,401.99 1,567,868.26  
X-A N/A N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00  
X-B 05/01/22 - 05/30/22 30 0.00 62,322.38 0.00 62,322.38 0.00 0.00 0.00 62,322.38 0.00  
Totals     1,541,745.40 931,579.92 0.00 931,579.92 26,122.86 0.00 0.00 905,457.06 1,567,868.26  
 
 
 
 
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  Additional Information  
Total Available Distribution Amount (1) 85,654,311.67  
(1) The Available Distribution Amount includes any Prepayment Premiums.    
 
 
 
 
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Bond / Collateral Reconciliation - Cash Flows  
 
Total Funds Collected   Total Funds Distributed  
Interest   Fees  
Interest Paid or Advanced 952,024.68 Master Servicing Fee 19,063.67
Interest Reductions due to Nonrecoverability Determination 0.00 Certificate Administrator Fee 529.09
Interest Adjustments 0.00 Trustee Fee 73.92
Deferred Interest 0.00 Senior Trust Advisor Fee 778.07
ARD Interest 0.00    
Net Prepayment Interest Excess / (Shortfall) 0.00    
Extension Interest 0.00    
Interest Reserve Withdrawal 0.00    
Total Interest Collected 952,024.68 Total Fees 20,444.74
 
Principal   Expenses/Reimbursements  
Scheduled Principal 84,693,936.67 Reimbursement for Interest on Advances 0.00
Unscheduled Principal Collections   ASER Amount 0.00
Principal Prepayments 0.00 Special Servicing Fees (Monthly) 26,122.86
Collection of Principal after Maturity Date 0.00 Special Servicing Fees (Liquidation) 0.00
Recoveries From Liquidations and Insurance Proceeds 0.00 Special Servicing Fees (Work Out) 0.00
Excess of Prior Principal Amounts Paid 0.00 Legal Fees 0.00
Curtailments 54,917.94 Rating Agency Expenses 0.00
Negative Amortization 0.00 Taxes Imposed on Trust Fund 0.00
Principal Adjustments 0.00 Non-Recoverable Advances 0.00
    Workout Delayed Reimbursement Amounts 0.00
    Other Expenses 0.00
Total Principal Collected 84,748,854.61 Total Expenses/Reimbursements 26,122.86
 
    Interest Reserve Deposit 0.00
 
Other   Payments to Certificateholders and Others  
Prepayment Penalties / Yield Maintenance 0.00 Interest Distribution 905,457.06
Gain on Sale / Excess Liquidation Proceeds 0.00 Principal Distribution 84,748,854.61
Borrower Option Extension Fees 0.00 Prepayment Penalties / Yield Maintenance 0.00
Net SWAP Counterparty Payments Received 0.00 Borrower Option Extension Fees 0.00
    Net SWAP Counterparty Payments Paid 0.00
Total Other Collected 0.00 Total Payments to Certificateholders and Others 85,654,311.67
Total Funds Collected 85,700,879.29 Total Funds Distributed 85,700,879.27
 
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    Bond / Collateral Reconciliation - Balances  
 
    Collateral Reconciliation   Certificate Reconciliation  
      Total   Total
Beginning Scheduled Collateral Balance 225,890,753.24 225,890,753.24 Beginning Certificate Balance 225,890,753.24
(-) Scheduled Principal Collections 84,693,936.67 84,693,936.67 (-) Principal Distributions 84,748,854.61
(-) Unscheduled Principal Collections 54,917.94 54,917.94 (-) Realized Losses 0.00
(-) Principal Adjustments (Cash) 0.00 0.00 Realized Loss and Realized Loss Adjustments on Collateral 0.00
(-) Principal Adjustments (Non-Cash) 0.00 0.00 Current Period NRA¹ 0.00
(-) Realized Losses from Collateral 0.00 0.00 Current Period WODRA¹ 0.00
(-) Other Adjustments² 0.00 0.00 Principal Used to Pay Interest 0.00
        Non-Cash Principal Adjustments 0.00
Ending Scheduled Collateral Balance 141,141,898.63 141,141,898.63 Certificate Other Adjustments** 0.00
Beginning Actual Collateral Balance 226,147,205.98 226,147,205.98 Ending Certificate Balance 141,141,898.63
Ending Actual Collateral Balance 141,345,116.60 141,345,116.60    
 
 
 
    NRA/WODRA Reconciliation   Under / Over Collateralization Reconciliation  
    Non-Recoverable Advances (NRA) from Workout Delayed Reimbursement of Advances    
    Principal (WODRA) from Principal Beginning UC / (OC) 0.00
Beginning Cumulative Advances 0.00 0.00 UC / (OC) Change 0.00
Current Period Advances 0.00 0.00 Ending UC / (OC) 0.00
Ending Cumulative Advances 0.00 0.00 Net WAC Rate 4.95%
        UC / (OC) Interest 0.00
(1) Current Period NRA and WODRA displayed will represent the portion applied as Realized Losses to the bonds.      
(2) Other Adjustments value will represent miscellaneous items that may impact the Scheduled Balance of the collateral.      
** A negative value for Certificate Other Adjustments represents the payback of prior Principal Shortfalls, if any.      
 
 
 
 
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        Current Mortgage Loan and Property Stratification        
 
 
 
      Scheduled Balance           Debt Service Coverage Ratio¹      
  Scheduled # Of Scheduled % Of     Weighted Avg Debt Service Coverage # Of Scheduled % Of     Weighted Avg
          WAM² WAC           WAM² WAC  
  Balance Loans Balance Agg. Bal.     DSCR¹ Ratio Loans Balance Agg. Bal.     DSCR¹
  $9,999,999 or less 2 17,803,908.98 12.61% 0 5.4900 0.235000 1.24 or less 3 75,101,964.68 53.21% 37 4.9254 0.902570
$10,000,000 to $24,999,999 1 11,239,950.03 7.96% 0 4.8500 2.820000 1.25 to 1.34 0 0.00 0.00% 0 0.0000 0.000000
$25,000,000 to $49,999,999 0 0.00 0.00% 0 0.0000 0.000000 1.35 to 1.44 0 0.00 0.00% 0 0.0000 0.000000
$50,000,000 to $99,999,999 2 112,098,039.62 79.42% 25 4.7964 1.325097 1.45 to 1.54 0 0.00 0.00% 0 0.0000 0.000000
$100,000,000 or greater 0 0.00 0.00% 0 0.0000 0.000000 1.55 to 1.69 1 54,799,983.92 38.83% 0 4.8450 1.550000
  Totals 5 141,141,898.63 100.00% 19 4.8882 1.306638 1.70 to 1.99 0 0.00 0.00% 0 0.0000 0.000000
                2.00 to 2.29 0 0.00 0.00% 0 0.0000 0.000000
                2.30 or greater 1 11,239,950.03 7.96% 0 4.8500 2.820000
                Totals 5 141,141,898.63 100.00% 19 4.8882 1.306638
(1) Debt Service Coverage Ratios are updated periodically as new NOI figures become available from borrowers on an asset level. In all cases the most current DSCR provided by the Servicer is used. To the extent that no DSCR is provided by the Servicer, information from the offering document is
  used. The debt service coverage ratio information was provided to the Certificate Administrator by the Master Servicer and the Certificate Administrator has not independently confirmed the accuracy of such information.        
(2) Anticipated Remaining Term and WAM are each calculated based upon the term from the current month to the earlier of the Anticipated Repayment Date, if applicable, and the Maturity Date.          
(3) Data in this table was calculated by allocating pro-rata the current loan information to the properties based upon the Cut Off Date Balance of each property as disclosed in the offering document. The Scheduled Balance Totals reflect the aggregate balances of all pooled loans as reported in the
  CREFC Loan Periodic Update File. To the extent that the Scheduled Balance Total figure for the "State" and "Property" stratification tables is not equal to the sum of the scheduled balance figures for each state or property, the difference is explained by loans that have been modified into a split
  loan structure. The "State" and "Property" stratification tables do not include the balance of the subordinate note (sometimes called the B-piece or a "hope note") of a loan that has been modified into a split-loan structure. Rather, the scheduled balance for each state or property only reflects the
  balance of the senior note (sometimes called the A-piece) of a loan that has been modified into a split-loan structure.                
(4) Note: There are no Hyper-Amortization Loans included in the Mortgage Pool.                    
 
 
 
 
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      Current Mortgage Loan and Property Stratification        
 
 
 
 
      State³                    
                  Property Type³      
 
  # Of Scheduled % Of     Weighted Avg              
State       WAM² WAC     # Of Scheduled % Of     Weighted Avg
  Properties Balance Agg. Bal.     DSCR¹ Property Type       WAM² WAC  
                Properties Balance Agg. Bal.     DSCR¹
 
Kentucky 1 57,298,055.70 40.60% 48 4.7500 1.110000              
              Lodging 2 17,803,908.98 12.61% 0 5.4900 0.235000
Louisiana 2 17,803,908.98 12.61% 0 5.4900 0.235000              
              Multi-Family 1 11,239,950.03 7.96% 0 4.8500 2.820000
Texas 1 11,239,950.03 7.96% 0 4.8500 2.820000              
              Retail 2 112,098,039.62 79.42% 25 4.7964 1.325097
Virginia 1 54,799,983.92 38.83% 0 4.8450 1.550000              
              Totals 5 141,141,898.63 100.00% 19 4.8882 1.306638
Totals 5 141,141,898.63 100.00% 19 4.8882 1.306638              
 
 
 
 
Note: Please refer to footnotes on the next page of the report.                      
 
 
 
 
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        Current Mortgage Loan and Property Stratification        
 
 
 
      Note Rate           Seasoning      
    # Of Scheduled % Of     Weighted Avg   # Of Scheduled % Of     Weighted Avg
  Note Rate       WAM² WAC   Seasoning       WAM² WAC  
    Loans Balance Agg. Bal.     DSCR¹   Loans Balance Agg. Bal.     DSCR¹
  4.74999% or less 0 0.00 0.00% 0 0.0000 0.000000 12 months or less 0 0.00 0.00% 0 0.0000 0.000000
  4.75000% to 4.99999% 3 123,337,989.65 87.39% 22 4.8013 1.461330 13 to 24 months 0 0.00 0.00% 0 0.0000 0.000000
  5.00000% to 5.24999% 0 0.00 0.00% 0 0.0000 0.000000 25 to 36 months 0 0.00 0.00% 0 0.0000 0.000000
  5.25000% to 5.49999% 2 17,803,908.98 12.61% 0 5.4900 0.235000 37 to 48 months 0 0.00 0.00% 0 0.0000 0.000000
  5.50000% to 5.74999% 0 0.00 0.00% 0 0.0000 0.000000 49 months or greater 5 141,141,898.63 100.00% 19 4.8882 1.306638
  5.75000% to 5.99999% 0 0.00 0.00% 0 0.0000 0.000000 Totals 5 141,141,898.63 100.00% 19 4.8882 1.306638
  6.00000% to 6.24999% 0 0.00 0.00% 0 0.0000 0.000000              
  6.25000% to 6.49999% 0 0.00 0.00% 0 0.0000 0.000000              
  6.50000% or greater 0 0.00 0.00% 0 0.0000 0.000000              
  Totals 5 141,141,898.63 100.00% 19 4.8882 1.306638              
(1) Debt Service Coverage Ratios are updated periodically as new NOI figures become available from borrowers on an asset level. In all cases the most current DSCR provided by the Servicer is used. To the extent that no DSCR is provided by the Servicer, information from the offering document
  is used. The debt service coverage ratio information was provided to the Certificate Administrator by the Master Servicer and the Certificate Administrator has not independently confirmed the accuracy of such information.        
(2) Anticipated Remaining Term and WAM are each calculated based upon the term from the current month to the earlier of the Anticipated Repayment Date, if applicable, and the Maturity Date.          
(3) Data in this table was calculated by allocating pro-rata the current loan information to the properties based upon the Cut Off Date Balance of each property as disclosed in the offering document. The Scheduled Balance Totals reflect the aggregate balances of all pooled loans as reported in the
  CREFC Loan Periodic Update File. To the extent that the Scheduled Balance Total figure for the "State" and "Property" stratification tables is not equal to the sum of the scheduled balance figures for each state or property, the difference is explained by loans that have been modified into a split
  loan structure. The "State" and "Property" stratification tables do not include the balance of the subordinate note (sometimes called the B-piece or a "hope note") of a loan that has been modified into a split-loan structure. Rather, the scheduled balance for each state or property only reflects the
  balance of the senior note (sometimes called the A-piece) of a loan that has been modified into a split-loan structure.                
(4) Note: There are no Hyper-Amortization Loans included in the Mortgage Pool.                    
 
 
 
 
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        Current Mortgage Loan and Property Stratification        
 
 
 
    Anticipated Remaining Term (ARD and Balloon Loans)       Remaining Amortization Term (ARD and Balloon Loans)    
  Anticipated # Of Scheduled % Of     Weighted Avg Remaining # Of Scheduled % Of     Weighted Avg
          WAM² WAC           WAM² WAC  
  Remaining Term Loans Balance Agg. Bal.     DSCR¹ Amortization Term Loans Balance Agg. Bal.     DSCR¹
  60 months or less 5 141,141,898.63 100.00% 19 4.8882 1.306638 299 months or less 5 141,141,898.63 100.00% 19 4.8882 1.306638
61 months to 84 months 0 0.00 0.00% 0 0.0000 0.000000 300 to 330 months 0 0.00 0.00% 0 0.0000 0.000000
  85 months or greater 0 0.00 0.00% 0 0.0000 0.000000 331 months or greater 0 0.00 0.00% 0 0.0000 0.000000
  Totals 5 141,141,898.63 100.00% 19 4.8882 1.306638 Totals 5 141,141,898.63 100.00% 19 4.8882 1.306638
(1) Debt Service Coverage Ratios are updated periodically as new NOI figures become available from borrowers on an asset level. In all cases the most current DSCR provided by the Servicer is used. To the extent that no DSCR is provided by the Servicer, information from the offering document
  is used. The debt service coverage ratio information was provided to the Certificate Administrator by the Master Servicer and the Certificate Administrator has not independently confirmed the accuracy of such information.        
(2) Anticipated Remaining Term and WAM are each calculated based upon the term from the current month to the earlier of the Anticipated Repayment Date, if applicable, and the Maturity Date.          
(3) Data in this table was calculated by allocating pro-rata the current loan information to the properties based upon the Cut Off Date Balance of each property as disclosed in the offering document. The Scheduled Balance Totals reflect the aggregate balances of all pooled loans as reported in the
  CREFC Loan Periodic Update File. To the extent that the Scheduled Balance Total figure for the "State" and "Property" stratification tables is not equal to the sum of the scheduled balance figures for each state or property, the difference is explained by loans that have been modified into a split
  loan structure. The "State" and "Property" stratification tables do not include the balance of the subordinate note (sometimes called the B-piece or a "hope note") of a loan that has been modified into a split-loan structure. Rather, the scheduled balance for each state or property only reflects the
  balance of the senior note (sometimes called the A-piece) of a loan that has been modified into a split-loan structure.                
(4) Note: There are no Hyper-Amortization Loans included in the Mortgage Pool.                    
 
 
 
 
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        Current Mortgage Loan and Property Stratification    
 
 
 
      Age of Most Recent NOI         Remaining Stated Term (Fully Amortizing Loans)  
  Age of Most # Of Scheduled % Of     Weighted Avg Age of Most # Of Scheduled % Of Weighted Avg
          WAM² WAC         WAM² WAC
  Recent NOI Loans Balance Agg. Bal.     DSCR¹ Recent NOI Loans Balance Agg. Bal. DSCR¹
  1 year or greater 5 141,141,898.63 100.00% 19 4.8882 1.306638       None  
  1 year or less 0 0.00 0.00% 0 0.0000 0.000000          
  Totals 5 141,141,898.63 100.00% 19 4.8882 1.306638          
 
(1) Debt Service Coverage Ratios are updated periodically as new NOI figures become available from borrowers on an asset level. In all cases the most current DSCR provided by the Servicer is used. To the extent that no DSCR is provided by the Servicer, information from the offering document
  is used. The debt service coverage ratio information was provided to the Certificate Administrator by the Master Servicer and the Certificate Administrator has not independently confirmed the accuracy of such information.  
(2) Anticipated Remaining Term and WAM are each calculated based upon the term from the current month to the earlier of the Anticipated Repayment Date, if applicable, and the Maturity Date.      
(3) Data in this table was calculated by allocating pro-rata the current loan information to the properties based upon the Cut Off Date Balance of each property as disclosed in the offering document. The Scheduled Balance Totals reflect the aggregate balances of all pooled loans as reported in the
  CREFC Loan Periodic Update File. To the extent that the Scheduled Balance Total figure for the "State" and "Property" stratification tables is not equal to the sum of the scheduled balance figures for each state or property, the difference is explained by loans that have been modified into a split
  loan structure. The "State" and "Property" stratification tables do not include the balance of the subordinate note (sometimes called the B-piece or a "hope note") of a loan that has been modified into a split-loan structure. Rather, the scheduled balance for each state or property only reflects the
  balance of the senior note (sometimes called the A-piece) of a loan that has been modified into a split-loan structure.            
(4) Note: There are no Hyper-Amortization Loans included in the Mortgage Pool.                
 
 
 
 
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          Mortgage Loan Detail (Part 1)            
 
    Prop                 Original Adjusted Beginning Ending Paid  
    Type     Interest   Scheduled Scheduled Principal Anticipated Maturity Maturity Scheduled Scheduled Through  
Pros ID Loan ID (1) City State Accrual Type Gross Rate Interest Principal Adjustments Repay Date Date Date Balance Balance Date  
2 606100002 LO Chicago IL Actual/360 4.900% 311,649.31 73,860,269.96 0.00 N/A 06/01/22 -- 73,860,269.96 0.00 06/01/22  
4 606100004 RT Louisville KY Actual/360 4.750% 235,146.75 191,131.93 0.00 N/A 06/01/26 -- 57,489,187.63 57,298,055.70 06/01/22  
5 606100005 RT Colonial Heights VA Actual/360 4.845% 229,148.28 124,202.22 0.00 N/A 06/01/22 -- 54,924,186.14 54,799,983.92 05/01/22  
25 606100025 MF Houston TX Actual/360 4.850% 47,048.72 25,456.14 0.00 N/A 06/01/22 -- 11,265,406.17 11,239,950.03 05/01/22  
30 606100030 LO Gretna LA Actual/360 5.490% 42,223.71 29,554.67 0.00 N/A 06/01/22 -- 8,931,509.16 8,901,954.49 06/01/22  
31 606100031 LO Metairie LA Actual/360 5.490% 42,223.71 29,554.67 0.00 N/A 06/01/22 -- 8,931,509.16 8,901,954.49 02/01/22  
40 606100040 RT Various GA Actual/360 5.050% 26,402.30 6,071,433.19 0.00 N/A 06/01/22 -- 6,071,433.19 0.00 06/01/22  
47 606100047 RT St. Louis MO Actual/360 4.780% 18,181.90 4,417,251.83 0.00 N/A 06/01/22 -- 4,417,251.83 0.00 06/01/22  
Totals             952,024.68 84,748,854.61 0.00       225,890,753.24 141,141,898.63    
1 Property Type Codes                              
HC - Health Care   MU - Mixed Use WH - Warehouse   MF - Multi-Family                  
SS - Self Storage   LO - Lodging RT - Retail   SF - Single Family Rental                
98 - Other   IN - Industrial OF - Office   MH - Mobile Home Park                
SE - Securities   CH - Cooperative Housing ZZ - Missing Information/Undefined                    
 
 
 
 
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          Mortgage Loan Detail (Part 2)          
 
      Most Recent Most Recent Appraisal         Cumulative Current    
  Most Recent Most Recent NOI Start NOI End Reduction Appraisal Cumulative Current P&I Cumulative P&I Servicer NRA/WODRA    
Pros ID Fiscal NOI NOI Date Date Date Reduction Amount ASER Advances Advances Advances from Principal Defease Status  
2 (4,445,369.00) 745,082.00 01/01/21 09/30/21 -- 0.00 0.00 0.00 0.00 0.00 0.00    
4 5,648,774.28 0.00 -- -- -- 0.00 0.00 0.00 0.00 0.00 0.00    
5 7,287,846.00 0.00 -- -- -- 0.00 0.00 348,620.92 348,620.92 0.00 0.00    
25 2,903,432.47 1,293,336.11 01/01/21 06/30/21 -- 0.00 0.00 71,922.81 71,922.81 0.00 0.00    
30 615,688.00 0.00 -- -- -- 0.00 0.00 0.00 0.00 0.00 0.00    
31 180,546.00 58,051.00 01/01/21 09/30/21 06/13/22 2,263,443.76 0.00 70,985.44 284,121.35 0.00 0.00    
40 813,003.55 0.00 -- -- -- 0.00 0.00 0.00 0.00 0.00 0.00    
47 746,728.88 0.00 -- -- -- 0.00 0.00 0.00 0.00 0.00 0.00    
Totals 13,750,650.18 2,096,469.11       2,263,443.76 0.00 491,529.17 704,665.08 0.00 0.00    
 
 
 
 
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    Principal Prepayment Detail    
      Unscheduled Principal Prepayment Penalties
Pros ID Loan Number Amount Prepayment / Liquidation Code Prepayment Premium Amount Yield Maintenance Amount
4 606100004 54,917.94 Partial Liquidation (Curtailment) 0.00 0.00
Totals   54,917.94   0.00 0.00
Note: Principal Prepayment Amount listed here may include Principal Adjustment Amounts on the loan in addition to the Unscheduled Principal Amount.    
 
 
 
 
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                Historical Detail                  
 
            Delinquencies¹             Prepayments   Rate and Maturities
    30-59 Days   60-89 Days   90 Days or More   Foreclosure   REO Modifications     Curtailments   Payoff Next Weighted Avg.  
Distribution                                        
  # Balance # Balance # Balance # Balance # Balance # Balance   # Amount # Amount Coupon Remit WAM¹
Date                                        
06/17/22 0 0.00 0 0.00 0 0.00 0 0.00 0 0.00 0   0.00 1 54,917.94 0 0.00 4.888193% 4.569956% 19
05/17/22 0 0.00 0 0.00 1 8,931,509.16 0 0.00 0 0.00 0   0.00 1 75,258.78 3 80,102,396.93 4.894300% 4.654899% 13
04/18/22 0 0.00 0 0.00 1 8,962,285.09 0 0.00 0 0.00 0   0.00 1 107,351.06 2 85,118,078.90 4.928075% 4.728737% 10
03/17/22 0 0.00 1 8,991,555.89 0 0.00 0 0.00 0 0.00 0   0.00 1 96,441.29 2 12,440,662.26 4.880683% 4.700991% 10
02/17/22 0 0.00 0 0.00 1 9,024,798.38 0 0.00 0 0.00 0   0.00 1 188,059.22 1 2,534,036.47 4.880043% 4.701941% 10
01/18/22 0 0.00 0 0.00 1 9,053,775.04 1 0.00 0 0.00 0   0.00 0 0.00 1 5,325,501.46 4.883371% 4.705829% 11
12/17/21 0 0.00 1 9,082,615.36 0 0.00 1 9,273,775.29 0 0.00 0   0.00 1 160,395.24 0 0.00 4.906077% 4.729887% 12
11/18/21 1 9,112,703.12 0 0.00 0 0.00 1 9,294,469.10 0 0.00 0   0.00 1 63,504.13 0 0.00 4.923409% 4.747953% 13
10/18/21 0 0.00 0 0.00 0 0.00 2 9,313,523.62 0 0.00 0   0.00 0 0.00 2 19,026,147.33 4.923449% 4.747964% 14
09/17/21 0 0.00 0 0.00 0 0.00 2 32,917,918.42 0 0.00 0   0.00 1 131,241.46 1 4,373,549.57 4.986865% 4.803926% 15
08/17/21 0 0.00 0 0.00 0 0.00 2 32,982,000.82 0 0.00 0   0.00 0 0.00 0 0.00 4.998104% 4.815790% 16
07/16/21 0 0.00 0 0.00 0 0.00 2 33,045,744.67 0 0.00 0   0.00 1 147,250.09 2 38,095,821.08 5.014744% 4.835973% 16
Note: Foreclosure and REO Totals are included in the delinquencies aging categories.                        
 
 
 
 
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            Delinquency Loan Detail            
 
    Paid   Mortgage     Outstanding   Servicing Resolution        
    Through Months Loan   Current P&I Outstanding P&I Servicer Actual Principal Transfer Strategy Bankruptcy Foreclosure  
Pros ID Loan ID Date Delinquent Status¹ Advances Advances Advances Balance Date Code²   Date Date REO Date
5 606100005 05/01/22 0 5   348,620.92 348,620.92 20,715.26 54,799,983.92 02/03/21 1        
25 606100025 05/01/22 0 5   71,922.81 71,922.81 0.00 11,265,406.17            
31 606100031 02/01/22 3 5   70,985.44 284,121.35 4,816.68 9,024,798.38 01/05/22 13        
Totals           491,529.17 704,665.08 25,531.94 75,090,188.47            
1 Mortgage Loan Status             2 Resolution Strategy Code            
A - Payment Not Received But Still in Grace Period 0 - Current   4 - Performing Matured Balloon   1 - Modification 6 - DPO     10 - Deed in Lieu of Foreclosures
B - Late Payment But Less Than 30 days 1 - 30-59 Days Delinquent 5 - Non Performing Matured Balloon 2 - Foreclosure 7 - REO     11- Full Payoff  
Delinquent               3 - Bankruptcy 8 - Resolved     12 - Reps and Warranties
      2 - 60-89 Days Delinquent 6 - 121+ Days Delinquent                  
                4 - Extension 9 - Pending Return to Master Servicer 13 - TBD  
      3 - 90-120 Days Delinquent                      
                5 - Note Sale 98 - Other          
 
 
 
 
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        Collateral Stratification and Historical Detail  
Maturity Dates and Loan Status¹            
 
    Total Performing Non-Performing REO/Foreclosure  
 
Past Maturity   83,843,843 8,901,954 74,941,888 0  
0 - 6 Months   0 0   0   0  
7 - 12 Months   0 0   0   0  
13 - 24 Months   0 0   0   0  
25 - 36 Months   0 0   0   0  
37 - 48 Months   57,298,056 57,298,056   0   0  
49 - 60 Months   0 0   0   0  
> 60 Months   0 0   0   0  
 
 
 
 
Historical Delinquency Information            
 
  Total Current 30-59 Days 60-89 Days 90+ Days REO/Foreclosure  
 
Jun-22 141,141,899 66,200,010 0 0 8,901,954 0  
May-22 225,890,753 216,959,244 0 0 8,931,509 0  
Apr-22 324,462,923 315,500,638 0 0 8,962,285 0  
Mar-22 417,322,838 408,331,282 0 8,991,556   0 0  
Feb-22 430,960,310 421,935,511 0 0 9,024,798 0  
Jan-22 434,614,274 425,560,499 0 0 9,053,775 0  
Dec-21 444,815,500 426,459,109 0 9,082,615 9,273,775 0  
Nov-21 451,213,599 432,806,427 9,112,703 0   0 9,294,469  
Oct-21 452,230,369 442,916,846 0 0   0 9,313,524  
Sep-21 486,449,155 453,531,236 0 0 23,583,898 9,334,021  
Aug-21 491,951,231 458,969,231 0 0   0 32,982,001  
Jul-21 517,334,293 484,288,548 0 0   0 33,045,745  
(1) Maturity dates used in this chart are based on the dates provided by the Master Servicer in the Loan Periodic File.    
 
 
 
 
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      Specially Serviced Loan Detail - Part 1        
    Ending Scheduled       Net Operating       Remaining
Pros ID Loan ID Balance Actual Balance Appraisal Value Appraisal Date Income DSCR DSCR Date Maturity Date Amort Term
4 606100004 57,298,055.70 57,352,973.64 34,700,000.00 02/25/21 4,957,791.28 1.11000 12/31/21 06/01/26 239
5 606100005 54,799,983.92 54,799,983.92 40,000,000.00 02/15/21 6,564,319.00 1.55000 12/31/20 06/01/22 239
31 606100031 8,901,954.49 9,024,798.38 18,000,000.00 01/08/19 (40,709.00) (0.06000) 09/30/21 06/01/22 179
Totals   120,999,994.11 121,177,755.94 92,700,000.00   11,481,401.28        
 
 
 
 
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          Specially Serviced Loan Detail - Part 2  
        Servicing        
    Property   Transfer Resolution      
Pros ID Loan ID Type¹ State Date Strategy Code²   Special Servicing Comments  
4 606100004 RT KY 01/28/21 1      
  Please refer to Servicer Reports for comments as they are too lengthy to include for this cycle.      
 
 
5 606100005 RT VA 02/03/21 1      
  Please refer to Servicer Reports for comments as they are too lengthy to include for this cycle.      
 
 
31 606100031 LO LA 01/05/22 13      
  Please refer to Servicer Reports for comments as they are too lengthy to include for this cycle.      
 
 
1 Property Type Codes         2 Resolution Strategy Code    
HC - Health Care   MU - Mixed Use   WH - Warehouse 1 - Modification 6 - DPO 10 - Deed in Lieu of Foreclosures
MF - Multi-Family   SS - Self Storage   LO - Lodging 2 - Foreclosure 7 - REO 11- Full Payoff
RT - Retail   SF - Single Family Rental 98 - Other 3 - Bankruptcy 8 - Resolved 12 - Reps and Warranties
IN - Industrial   OF - Office   MH - Mobile Home Park 4 - Extension 9 - Pending Return to Master Servicer 13 - TBD
SE - Securities   CH - Cooperative Housing ZZ - Missing Information/Undefined 5 - Note Sale 98 - Other  
 
 
 
 
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        Modified Loan Detail      
    Pre-Modification Post-Modification     Modification Modification
            Modification Modification Booking Closing Effective
    Balance Rate Balance Rate        
Pros ID Loan Number         Code¹ Date Date Date
4 606100004 60,830,859.65 4.75000% 60,830,859.65 4.75000% 8 08/20/20 08/11/20 08/20/20
5 606100005 57,743,237.68 4.84500% 57,743,237.68 4.84500% 8 07/09/20 07/01/20 07/09/20
5 606100005 0.00 4.84500%   0.00 4.84500% 10 07/08/20 03/03/20 11/12/20
Totals   60,830,859.65   60,830,859.65        
1 Modification Codes                  
1 - Maturity Date Extension 5 - Temporary Rate Reduction 8 - Other            
2 - Amortization Change 6 - Capitalization on Interest 9 - Combination            
3 - Principal Write-Off 7 - Capitalization on Taxes 10 - Forbearance            
Note: Please refer to Servicer Reports for modification comments.              
 
 
 
 
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          Historical Liquidated Loan Detail        
 
      Loan   Gross Sales         Current   Loss to Loan Percent of
      Beginning Most Recent Proceeds or Fees, Net Proceeds Net Proceeds   Period Cumulative with Original
  Loan   Scheduled Appraised Other Advances, Received on Available for Realized Loss Adjustment to Adjustment to Cumulative Loan
Pros ID¹ Number Dist.Date Balance Value or BPO Proceeds and Expenses Liquidation Distribution to Loan Loan Loan Adjustment Balance
12 606100012 07/15/16 31,379,646.20 54,100,000.00 0.00 0.00 0.00 0.00 0.00 0.00 (157,592.51) 157,592.51 0.45%
16 606100016 10/18/21 23,583,897.76 14,600,000.00 11,948,658.95 2,497,943.60 11,948,658.95 9,450,715.35 14,133,182.41 0.00 (5,972.20) 14,139,154.61 50.49%
17 606100017 03/15/19 20,152,740.00 35,600,000.00 21,840,701.86 1,687,961.86 21,840,701.86 20,152,740.00 0.00 0.00 0.00 0.00 0.00%
34 606100034 01/18/22 9,273,775.29 3,415,000.00 6,455,645.07 1,110,884.75 6,455,645.07 5,344,760.32 3,929,014.97 0.00 0.00 3,929,014.97 35.08%
Current Period Totals 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00  
Cumulative Totals 84,390,059.25 107,715,000.00 40,245,005.88 5,296,790.21 40,245,005.88 34,948,215.67 18,062,197.38 0.00 (163,564.71) 18,225,762.09  
 
Note: Fees, Advances and Expenses also include outstanding P & I advances and unpaid fees (servicing, trustee, etc.).          
 
 
 
 
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        Historical Bond / Collateral Loss Reconciliation Detail      
      Certificate Reimb of Prior              
      Interest Paid Realized Losses   Loss Covered by         Total Loss
      from Collateral from Collateral Aggregate Credit Loss Applied to Loss Applied to Non-Cash Realized Losses Applied to
  Loan Distribution Principal Interest Realized Loss to Support/Deal Certificate Certificate Principal from Certificate
Pros ID Number Date Collections Collections Loan Structure Interest Payment Balance Adjustment NRA/WODRA Balance
12 606100012 07/25/16 0.00 0.00 0.00 0.00 0.00 157,592.51 0.00 0.00 157,592.51
16 606100016 12/17/21 0.00 0.00 14,139,154.61 0.00 0.00 5,972.20 0.00 0.00 14,139,154.61
    10/18/21 0.00 0.00 14,133,182.41 0.00 0.00 14,133,182.41 0.00 0.00  
17 606100017 03/15/19 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
34 606100034 01/18/22 0.00 0.00 3,929,014.97 0.00 0.00 3,929,014.97 0.00 0.00 3,929,014.97
Current Period Totals   0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Cumulative Totals   0.00 0.00 18,068,169.58 0.00 0.00 18,225,762.09 0.00 0.00 18,225,762.09
 
 
 
 
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        Interest Shortfall Detail - Collateral Level        
 
      Special Servicing Fees               Modified
    Deferred           Non-   Reimbursement of Other Interest
  Interest Interest           Recoverable Interest on Advances from Shortfalls / Reduction /
Pros ID Adjustments Collected Monthly Liquidation Work Out ASER PPIS / (PPIE) Interest Advances Interest (Refunds) (Excess)
4 0.00 0.00 12,376.14 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
5 0.00 0.00 11,823.96 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
31 0.00 0.00 1,922.76 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Total 0.00 0.00 26,122.86 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Note: Interest Adjustments listed for each loan do not include amounts that were used to adjust the Weighted Average Net Rate of the mortgage loans.     Collateral Shortfall Total 26,122.86
 
 
 
 
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Supplemental Notes  
Swap Unwind from Class A-4FL to Class A-4FX effective March 17, 2016  
For March 2016, a swap unwind has occurred moving $10,500,000 from Class A-4FL to Class A-4FX. The new beginning balance for Class A-4FL is $79,500,000.00 and for Class A-4FX is $10,500,000.00.  
Swap Unwind from Class A-4FL to Class A-4FX effective December 16, 2016  
For December 2016, a swap unwind has occurred moving $29,000,000 from Class A-4FL to Class A-4FX. The new beginning balance for Class A-4FL is $50,500,000.00 and for Class A-4FX is $39,500,000.00.  
Swap Unwind from Class A-4FL to Class A-4FX effective April 17, 2017  
For April 2017, a swap unwind has occurred moving $6,460,000 from Class A-4FL to Class A-4FX. The new beginning balance for Class A-4FL is $44,040,000.00 and for Class A-4FX is $45,960,000.00.  
 
 
 
 
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