Distribution Date:

03/17/23

CSAIL 2015-C1 Commercial Mortgage Trust

Determination Date:

03/13/23

 

Next Distribution Date:

04/17/23

 

Record Date:

02/28/23

Commercial Mortgage Pass-Through Certificates

 

 

Series 2015-C1

Notice of Address Change

 

Effective March 1, 2023 our Computershare Corporate Trust office located at 600 S 4th Street Minneapolis, MN 55415 has moved and our new address is 1505 Energy Park Drive St.

Paul, Minnesota 55108. Please update your records to reflect the new address.

 

           

Table of Contents

 

 

Contacts

 

 

Section

Pages

Role

Party and Contact Information

 

 

Certificate Distribution Detail

2

Depositor

Credit Suisse First Boston Mortgage Securities Corp.

 

 

Certificate Factor Detail

3

 

General Information Number

(212) 325-2000

patrick.a.remmert@credit-suisse.com

Certificate Interest Reconciliation Detail

4

 

11 Madison Avenue, | New York, NY 10010 | United States

 

 

 

 

Master Servicer

KeyBank National Association

 

 

Additional Information

5

 

 

 

 

 

 

 

Andy Lindenman

(913) 317-4372

 

Bond / Collateral Reconciliation - Cash Flows

6

 

 

 

 

 

 

 

11501 Outlook Street, Suite 300 | Overland Park, KS 66211 | United States

 

Bond / Collateral Reconciliation - Balances

7

Special Servicer

Greystone Servicing Company LLC

 

 

Current Mortgage Loan and Property Stratification

8-12

 

Jenna Unell

 

Jenna.unell@greyco.com

Mortgage Loan Detail (Part 1)

13-15

 

5221 N. O'Connor Blvd., Suite 800 | Irving, TX 75039 | United States

 

Mortgage Loan Detail (Part 2)

16-18

Operating Advisor

Park Bridge Lender Services LLC

 

 

Principal Prepayment Detail

19

 

David Rodgers

(212) 230-9025

 

Historical Detail

20

 

600 Third Avenue, 40th Floor | New York, NY 10016 | United States

 

 

Delinquency Loan Detail

21

Certificate Administrator

Computershare Trust Company, N.A. as agent for Wells Fargo

 

 

 

 

 

Bank, N.A.

 

 

Collateral Stratification and Historical Detail

22

 

Corporate Trust Services (CMBS)

 

cts.cmbs.bond.admin@wellsfargo.com;

Specially Serviced Loan Detail - Part 1

23

 

 

 

trustadministrationgroup@wellsfargo.com

 

 

 

9062 Old Annapolis Road | Columbia, MD 21045 | United States

 

 

Specially Serviced Loan Detail - Part 2

24

 

 

 

 

 

 

Controlling Class

Raith Capital Partners, LLC

 

 

Modified Loan Detail

25

Representative

 

 

 

Historical Liquidated Loan Detail

26

 

-

 

 

Historical Bond / Collateral Loss Reconciliation Detail

27

 

 

 

 

Interest Shortfall Detail - Collateral Level

28

 

 

 

 

Supplemental Notes

29

 

 

 

 

 

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.

Please visit www.ctslink.com for additional information and if applicable, any special notices and any credit risk retention notices. In addition, certificate holders may register online for email notification when special notices are posted. For information or assistance please call 866-846-4526.

   

© 2021 Computershare. All rights reserved. Confidential.

Page 1 of 29

 

 


 

 

                         

 

 

 

 

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

126281AW4

1.684000%

43,251,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-2

126281AX2

2.969900%

56,329,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-3

126281AY0

3.236100%

270,000,000.00

251,197,883.52

0.00

677,417.89

0.00

0.00

677,417.89

251,197,883.52

33.86%

30.00%

A-4

126281AZ7

3.505000%

405,275,000.00

405,275,000.00

0.00

1,183,740.73

0.00

0.00

1,183,740.73

405,275,000.00

33.86%

30.00%

A-SB

126281BA1

3.351200%

74,606,000.00

25,729,488.20

1,609,026.79

71,853.88

0.00

0.00

1,680,880.67

24,120,461.41

33.86%

30.00%

A-S

126281BD5

3.791000%

84,946,000.00

84,946,000.00

0.00

268,358.57

0.00

0.00

268,358.57

84,946,000.00

25.61%

23.00%

B

126281BE3

4.043700%

66,743,000.00

66,743,000.00

0.00

224,907.22

0.00

0.00

224,907.22

66,743,000.00

19.12%

17.50%

C

126281BF0

4.256053%

53,091,000.00

53,091,000.00

0.00

188,298.41

0.00

0.00

188,298.41

53,091,000.00

13.96%

13.13%

D

126281AL8

3.756053%

62,192,000.00

62,192,000.00

0.00

194,663.69

0.00

0.00

194,663.69

62,192,000.00

7.92%

8.00%

E

126281AN4

4.000000%

24,270,000.00

24,270,000.00

0.00

80,900.00

0.00

0.00

80,900.00

24,270,000.00

5.56%

6.00%

F

126281AQ7

4.000000%

15,168,000.00

15,168,000.00

0.00

50,560.00

0.00

0.00

50,560.00

15,168,000.00

4.09%

4.75%

NR*

126281AS3

4.000000%

57,645,215.00

42,037,108.03

0.00

113,375.71

0.00

0.00

113,375.71

42,037,108.03

0.00%

0.00%

R

126281AU8

0.000000%

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

Regular SubTotal

 

1,213,516,215.00

1,030,649,479.75

1,609,026.79

3,054,076.10

0.00

0.00

4,663,102.89

1,029,040,452.96

 

 

 

 

X-A

126281BB9

0.812592%

934,407,000.00

767,148,371.72

0.00

519,482.17

0.00

0.00

519,482.17

765,539,344.93

 

 

X-B

126281BC7

0.212353%

66,743,000.00

66,743,000.00

0.00

11,810.88

0.00

0.00

11,810.88

66,743,000.00

 

 

X-D

126281AC8

0.500000%

62,192,000.00

62,192,000.00

0.00

25,913.33

0.00

0.00

25,913.33

62,192,000.00

 

 

X-E

126281AE4

0.256053%

24,270,000.00

24,270,000.00

0.00

5,178.67

0.00

0.00

5,178.67

24,270,000.00

 

 

X-F

126281AG9

0.256053%

15,168,000.00

15,168,000.00

0.00

3,236.51

0.00

0.00

3,236.51

15,168,000.00

 

 

X-NR

126281AJ3

0.256053%

57,645,215.00

42,037,108.03

0.00

8,969.76

0.00

0.00

8,969.76

42,037,108.03

 

 

Notional SubTotal

 

1,160,425,215.00

977,558,479.75

0.00

574,591.32

0.00

0.00

574,591.32

975,949,452.96

 

 

 

Deal Distribution Total

 

 

 

1,609,026.79

3,628,667.42

0.00

0.00

5,237,694.21

 

 

 

 

*

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 month’s 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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Page 2 of 29

 


 

 

                     

 

 

 

 

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

126281AW4

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-2

126281AX2

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-3

126281AY0

930.36253156

0.00000000

2.50895515

0.00000000

0.00000000

0.00000000

0.00000000

2.50895515

930.36253156

A-4

126281AZ7

1,000.00000000

0.00000000

2.92083334

0.00000000

0.00000000

0.00000000

0.00000000

2.92083334

1,000.00000000

A-SB

126281BA1

344.87156797

21.56698912

0.96311128

0.00000000

0.00000000

0.00000000

0.00000000

22.53010039

323.30457885

A-S

126281BD5

1,000.00000000

0.00000000

3.15916665

0.00000000

0.00000000

0.00000000

0.00000000

3.15916665

1,000.00000000

B

126281BE3

1,000.00000000

0.00000000

3.36974994

0.00000000

0.00000000

0.00000000

0.00000000

3.36974994

1,000.00000000

C

126281BF0

1,000.00000000

0.00000000

3.54671055

0.00000000

0.00000000

0.00000000

0.00000000

3.54671055

1,000.00000000

D

126281AL8

1,000.00000000

0.00000000

3.13004390

0.00000000

0.00000000

0.00000000

0.00000000

3.13004390

1,000.00000000

E

126281AN4

1,000.00000000

0.00000000

3.33333333

0.00000000

0.00000000

0.00000000

0.00000000

3.33333333

1,000.00000000

F

126281AQ7

1,000.00000000

0.00000000

3.33333333

0.00000000

0.00000000

0.00000000

0.00000000

3.33333333

1,000.00000000

NR

126281AS3

729.23846376

0.00000000

1.96678441

0.46401041

20.88879641

0.00000000

0.00000000

1.96678441

729.23846376

R

126281AU8

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

 

Notional Certificates

 

 

 

 

 

 

 

 

 

X-A

126281BB9

821.00024049

0.00000000

0.55594850

0.00000000

0.00000000

0.00000000

0.00000000

0.55594850

819.27826411

X-B

126281BC7

1,000.00000000

0.00000000

0.17696058

0.00000000

0.00000000

0.00000000

0.00000000

0.17696058

1,000.00000000

X-D

126281AC8

1,000.00000000

0.00000000

0.41666661

0.00000000

0.00000000

0.00000000

0.00000000

0.41666661

1,000.00000000

X-E

126281AE4

1,000.00000000

0.00000000

0.21337742

0.00000000

0.00000000

0.00000000

0.00000000

0.21337742

1,000.00000000

X-F

126281AG9

1,000.00000000

0.00000000

0.21337751

0.00000000

0.00000000

0.00000000

0.00000000

0.21337751

1,000.00000000

X-NR

126281AJ3

729.23846376

0.00000000

0.15560285

0.00000000

0.00000000

0.00000000

0.00000000

0.15560285

729.23846376

 

 

 

 

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Page 3 of 29

 


 

 

                         

 

 

 

 

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

02/01/23 - 02/28/23

30

0.00

677,417.89

0.00

677,417.89

0.00

0.00

0.00

677,417.89

0.00

 

A-4

02/01/23 - 02/28/23

30

0.00

1,183,740.73

0.00

1,183,740.73

0.00

0.00

0.00

1,183,740.73

0.00

 

A-SB

02/01/23 - 02/28/23

30

0.00

71,853.88

0.00

71,853.88

0.00

0.00

0.00

71,853.88

0.00

 

X-A

02/01/23 - 02/28/23

30

0.00

519,482.17

0.00

519,482.17

0.00

0.00

0.00

519,482.17

0.00

 

X-B

02/01/23 - 02/28/23

30

0.00

11,810.88

0.00

11,810.88

0.00

0.00

0.00

11,810.88

0.00

 

X-D

02/01/23 - 02/28/23

30

0.00

25,913.33

0.00

25,913.33

0.00

0.00

0.00

25,913.33

0.00

 

X-E

02/01/23 - 02/28/23

30

0.00

5,178.67

0.00

5,178.67

0.00

0.00

0.00

5,178.67

0.00

 

X-F

02/01/23 - 02/28/23

30

0.00

3,236.51

0.00

3,236.51

0.00

0.00

0.00

3,236.51

0.00

 

X-NR

02/01/23 - 02/28/23

30

0.00

8,969.76

0.00

8,969.76

0.00

0.00

0.00

8,969.76

0.00

 

A-S

02/01/23 - 02/28/23

30

0.00

268,358.57

0.00

268,358.57

0.00

0.00

0.00

268,358.57

0.00

 

B

02/01/23 - 02/28/23

30

0.00

224,907.22

0.00

224,907.22

0.00

0.00

0.00

224,907.22

0.00

 

C

02/01/23 - 02/28/23

30

0.00

188,298.41

0.00

188,298.41

0.00

0.00

0.00

188,298.41

0.00

 

D

02/01/23 - 02/28/23

30

0.00

194,663.69

0.00

194,663.69

0.00

0.00

0.00

194,663.69

0.00

 

E

02/01/23 - 02/28/23

30

0.00

80,900.00

0.00

80,900.00

0.00

0.00

0.00

80,900.00

0.00

 

F

02/01/23 - 02/28/23

30

0.00

50,560.00

0.00

50,560.00

0.00

0.00

0.00

50,560.00

0.00

 

NR

02/01/23 - 02/28/23

30

1,173,479.58

140,123.69

0.00

140,123.69

26,747.98

0.00

0.00

113,375.71

1,204,139.16

 

Totals

 

 

1,173,479.58

3,655,415.40

0.00

3,655,415.40

26,747.98

0.00

0.00

3,628,667.42

1,204,139.16

 

 

 

 

 

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Page 4 of 29

 


 

 

     

 

Additional Information

 

Total Available Distribution Amount (1)

5,237,694.21

 

(1) The Available Distribution Amount includes any Prepayment Premiums.

 

 

 

 

 

 

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Page 5 of 29

 


 

 

       

Bond / Collateral Reconciliation - Cash Flows

 

 

Total Funds Collected

 

Total Funds Distributed

 

Interest

 

Fees

 

Interest Paid or Advanced

3,418,738.40

Master Servicing Fee

5,066.07

Interest Reductions due to Nonrecoverability Determination

0.00

Certificate Administrator Fee

3,046.14

Interest Adjustments

0.00

Trustee Fee

0.00

Deferred Interest

0.00

CREFC® Intellectual Property Royalty License Fee

400.81

ARD Interest

0.00

Operating Advisor Fee

0.00

Net Prepayment Interest Excess / (Shortfall)

0.00

Asset Representations Reviewer Fee

1,362.75

Extension Interest

0.00

 

 

Interest Reserve Withdrawal

246,552.75

 

 

Total Interest Collected

3,665,291.15

Total Fees

9,875.77

 

Principal

 

Expenses/Reimbursements

 

Scheduled Principal

1,609,026.79

Reimbursement for Interest on Advances

208.34

Unscheduled Principal Collections

 

ASER Amount

20,131.56

Principal Prepayments

0.00

Special Servicing Fees (Monthly)

5,299.46

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)

1,108.62

Excess of Prior Principal Amounts Paid

0.00

Legal Fees

0.00

Curtailments

0.00

Rating Agency Expenses

0.00

Principal Adjustments

0.00

Taxes Imposed on Trust Fund

0.00

 

 

Non-Recoverable Advances

0.00

 

 

Workout Delayed Reimbursement Amounts

0.00

 

 

Other Expenses

0.00

Total Principal Collected

1,609,026.79

Total Expenses/Reimbursements

26,747.98

 

 

 

Interest Reserve Deposit

0.00

 

Other

 

Payments to Certificateholders and Others

 

Prepayment Penalties / Yield Maintenance

0.00

Interest Distribution

3,628,667.42

Gain on Sale / Excess Liquidation Proceeds

0.00

Principal Distribution

1,609,026.79

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

5,237,694.21

Total Funds Collected

5,274,317.94

Total Funds Distributed

5,274,317.96

 

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Page 6 of 29

 


 

 

           

 

 

Bond / Collateral Reconciliation - Balances

 

 

 

 

Collateral Reconciliation

 

Certificate Reconciliation

 

 

 

 

Total

 

Total

Beginning Scheduled Collateral Balance

1,030,649,479.75

1,030,649,479.75

Beginning Certificate Balance

1,030,649,479.75

(-) Scheduled Principal Collections

1,609,026.79

1,609,026.79

(-) Principal Distributions

1,609,026.79

(-) Unscheduled Principal Collections

0.00

0.00

(-) 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

1,029,040,452.96

1,029,040,452.96

Certificate Other Adjustments**

0.00

Beginning Actual Collateral Balance

1,032,052,263.72

1,032,052,263.72

Ending Certificate Balance

1,029,040,452.96

Ending Actual Collateral Balance

1,030,526,970.86

1,030,526,970.86

 

 

 

 

 

 

 

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

4.26%

 

 

 

 

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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Page 7 of 29

 


 

 

                             

 

 

 

 

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

 

Defeased

25

241,285,211.37

23.45%

21

4.5306

NAP

Defeased

25

241,285,211.37

23.45%

21

4.5306

NAP

 

4,999,999 or less

19

62,210,438.18

6.05%

21

4.4143

2.327120

1.25 or less

3

21,897,326.88

2.13%

21

4.6705

0.793671

5,000,000 to 9,999,999

11

80,251,136.83

7.80%

20

4.6588

2.020073

1.26 to 1.50

10

254,032,489.69

24.69%

21

4.1846

1.421915

10,000,000 to 19,999,999

8

115,632,071.12

11.24%

22

4.5860

1.633593

1.51 to 1.75

9

119,289,994.59

11.59%

21

4.3736

1.648565

20,000,000 to 24,999,999

3

68,160,727.80

6.62%

20

4.1062

1.430323

1.76 to 2.00

7

67,514,042.20

6.56%

22

4.7370

1.923919

25,000,000 to 49,999,999

3

98,624,167.05

9.58%

23

4.1553

1.981333

2.01 to 2.25

4

19,415,049.00

1.89%

22

4.5050

2.109119

 

50,000,000 or greater

4

362,876,700.61

35.26%

20

3.9316

2.505998

2.26 to 2.50

4

63,206,905.55

6.14%

23

4.0737

2.324112

 

Totals

73

1,029,040,452.96

100.00%

21

4.2645

1.988979

2.51 to 2.75

1

1,272,668.55

0.12%

23

4.3500

2.740000

 

 

 

 

 

 

 

 

2.76 to 3.00

3

9,126,448.26

0.89%

22

4.5563

2.860580

 

 

 

 

 

 

 

 

3.01 or greater

7

232,000,316.87

22.55%

20

3.8631

3.342514

 

 

 

 

 

 

 

 

Totals

73

1,029,040,452.96

100.00%

21

4.2645

1.988979

(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.

 

 

 

 

 

 

 

 

 

 

 

 

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Page 8 of 29

 


 

 

                           

 

 

 

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

 

Defeased

46

241,285,211.37

23.45%

21

4.5306

NAP

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Defeased

46

241,285,211.37

23.45%

21

4.5306

NAP

California

12

113,704,709.09

11.05%

22

4.2957

1.926320

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Industrial

1

10,886,196.08

1.06%

22

4.4900

1.600000

Connecticut

1

77,179,054.00

7.50%

24

3.8000

1.390000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Lodging

11

250,988,330.02

24.39%

19

4.2975

2.198495

Delaware

1

17,755,699.13

1.73%

22

4.3000

1.400000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Mixed Use

2

31,120,209.08

3.02%

23

4.4253

1.616813

Florida

4

31,656,492.05

3.08%

21

4.4792

1.780867

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Mobile Home Park

5

13,252,559.90

1.29%

18

4.7979

3.054645

Georgia

5

24,401,213.26

2.37%

23

4.4570

2.423296

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Multi-Family

7

85,106,890.00

8.27%

21

4.5409

1.928039

Indiana

1

6,964,137.58

0.68%

19

4.9400

1.390000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Office

4

112,000,662.81

10.88%

19

3.6873

3.356277

Kentucky

1

7,349,045.01

0.71%

19

4.9400

0.130000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Retail

17

260,450,128.08

25.31%

22

4.0544

1.643892

Louisiana

3

28,535,115.29

2.77%

20

4.5413

1.695669

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Self Storage

7

22,376,891.58

2.17%

22

4.5953

2.975622

Maryland

2

47,340,168.34

4.60%

24

3.8599

2.269147

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Totals

100

1,029,040,452.96

100.00%

21

4.2645

1.988979

Michigan

1

7,855,730.38

0.76%

16

4.9100

3.440000

 

 

 

 

 

 

 

 

Missouri

2

35,816,299.91

3.48%

20

4.1847

1.541803

 

 

 

 

 

 

 

 

Nebraska

1

5,083,576.78

0.49%

21

4.7000

1.660000

 

 

 

 

 

 

 

 

New Jersey

1

10,886,196.08

1.06%

22

4.4900

1.600000

 

 

 

 

 

 

 

 

New York

4

285,697,646.61

27.76%

19

3.9671

2.807477

 

 

 

 

 

 

 

 

North Carolina

1

3,932,798.50

0.38%

22

4.6000

1.180000

 

 

 

 

 

 

 

 

Ohio

1

10,615,483.37

1.03%

22

4.5100

1.110000

 

 

 

 

 

 

 

 

Oregon

2

9,570,847.87

0.93%

21

4.4461

1.608992

 

 

 

 

 

 

 

 

Tennessee

1

4,465,010.07

0.43%

21

4.3300

1.750000

 

 

 

 

 

 

 

 

Texas

7

45,553,406.35

4.43%

23

4.8246

2.030319

 

 

 

 

 

 

 

 

Virginia

2

5,044,983.97

0.49%

20

4.4803

1.960664

 

 

 

 

 

 

 

 

Washington

1

6,774,253.92

0.66%

20

4.5100

1.390000

 

 

 

 

 

 

 

 

Totals

100

1,029,040,452.96

100.00%

21

4.2645

1.988979

 

 

 

 

 

 

 

 

 

Note: Please refer to footnotes on the next page of the report.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 9 of 29

 


 

 

                             

 

 

 

 

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

 

Defeased

25

241,285,211.37

23.45%

21

4.5306

NAP

Defeased

25

241,285,211.37

23.45%

21

4.5306

NAP

 

4.0000% or less

7

249,587,810.37

24.25%

22

3.7325

2.525996

12 months or less

0

0.00

0.00%

0

0.0000

0.000000

 

4.0001% to 4.2500%

3

139,925,675.33

13.60%

20

4.0327

2.788643

13 to 24 months

0

0.00

0.00%

0

0.0000

0.000000

 

4.2501% to 4.5000%

21

269,972,580.90

26.24%

20

4.3956

1.651486

25 to 36 months

0

0.00

0.00%

0

0.0000

0.000000

 

4.5001% to 4.7500%

8

61,346,146.38

5.96%

22

4.5986

1.656875

37 to 48 months

0

0.00

0.00%

0

0.0000

0.000000

 

4.7501% to 5.0000%

7

59,390,255.38

5.77%

21

4.9051

1.902840

49 months or greater

48

787,755,241.59

76.55%

21

4.1830

2.155552

 

5.0001% or greater

2

7,532,773.23

0.73%

19

5.2002

2.240623

Totals

73

1,029,040,452.96

100.00%

21

4.2645

1.988979

 

Totals

73

1,029,040,452.96

100.00%

21

4.2645

1.988979

 

 

 

 

 

 

 

(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.

 

 

 

 

 

 

 

 

 

 

 

 

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Page 10 of 29

 


 

 

                             

 

 

 

 

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

 

Defeased

25

241,285,211.37

23.45%

21

4.5306

NAP

Defeased

25

241,285,211.37

23.45%

21

4.5306

NAP

 

60 months or less

48

787,755,241.59

76.55%

21

4.1830

2.155552

Interest Only

5

335,296,580.00

32.58%

21

3.8125

2.731605

 

61 months or greater

0

0.00

0.00%

0

0.0000

0.000000

299 months or less

43

452,458,661.59

43.97%

21

4.4575

1.728666

 

Totals

73

1,029,040,452.96

100.00%

21

4.2645

1.988979

300 months or more

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

Totals

73

1,029,040,452.96

100.00%

21

4.2645

1.988979

(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.

 

 

 

 

 

 

 

 

 

 

 

 

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Page 11 of 29

 


 

 

                             

 

 

 

 

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

 

Defeased

25

241,285,211.37

23.45%

21

4.5306

NAP

60 months or less

0

0.00

0.00%

0

0.0000

0.000000

Underwriter's Information

2

28,918,235.31

2.81%

23

4.3928

1.705737

61 months or greater

0

0.00

0.00%

0

0.0000

0.000000

 

1 to 2 years

0

0.00

0.00%

0

0.0000

0.000000

Totals

0

0.00

0.00%

0

0.0000

0.000000

 

1 year or less

46

758,837,006.28

73.74%

21

4.1750

2.172694

 

 

 

 

 

 

 

 

2 years or greater

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

Totals

73

1,029,040,452.96

100.00%

21

4.2645

1.988979

 

 

 

 

 

 

 

(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.

 

 

 

 

 

 

 

 

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

 

 

Page 12 of 29

 


 

 

                                 

 

 

 

 

 

 

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

Loan Group

(1)

City

State               Accrual Type       Gross Rate

Interest

Principal

Adjustments                Repay Date          Date

Date

Balance

Balance

Date

1

10092616

1

LO

New York

NY

Actual/360

4.021%

344,027.44

0.00

0.00

N/A

11/06/24

--

110,000,000.00

110,000,000.00

03/06/23

2

10091896

1

OF

New York

NY

Actual/360

3.580%

278,444.44

0.00

0.00

N/A

10/06/24

--

100,000,000.00

100,000,000.00

03/06/23

3

10087539

1

LO

New York

NY

Actual/360

4.400%

259,639.42

171,014.96

0.00

N/A

08/06/24

--

75,868,661.57

75,697,646.61

03/06/23

4

10096283

1

RT

Trumbull

CT

Actual/360

3.800%

228,106.98

0.00

0.00

N/A

03/01/25

--

77,179,054.00

77,179,054.00

03/01/23

5

10096279

1

RT

Wheaton

MD

Actual/360

3.800%

125,958.47

0.00

0.00

N/A

03/01/25

--

42,617,526.00

42,617,526.00

03/01/23

6

10091894

1

MH

Various

FL

Actual/360

4.620%

110,007.85

62,724.71

0.00

N/A

10/06/24

--

30,614,428.29

30,551,703.58

03/06/23

7

10093827

1

Various       Various

Various

Actual/360

4.560%

111,174.75

60,271.47

0.00

N/A

01/06/25

--

31,346,263.70

31,285,992.23

03/06/23

8

10096939

1

MU

Los Angeles

CA

Actual/360

4.400%

93,270.56

66,972.93

0.00

N/A

02/06/25

--

27,254,383.51

27,187,410.58

01/06/21

9

10096940

1

MF

Tallahassee

FL

Actual/360

4.450%

99,931.56

53,450.80

0.00

N/A

12/06/24

--

28,872,681.27

28,819,230.47

03/06/23

10

10093954

1

RT

Chesterfield

MO

Actual/360

4.061%

77,300.65

47,743.41

0.00

N/A

10/06/24

--

24,473,418.74

24,425,675.33

03/06/23

11

10092142

1

MF

Various

NC

Actual/360

4.411%

78,147.94

55,393.92

0.00

N/A

11/06/24

--

22,778,491.51

22,723,097.59

03/06/23

12

10092139

1

MF

Various

NC

Actual/360

4.411%

77,826.24

55,165.89

0.00

N/A

11/06/24

--

22,684,723.21

22,629,557.32

03/06/23

13

10096941

1

RT

Rancho Santa Margarit

CA

Actual/360

4.290%

75,511.71

42,473.98

0.00

N/A

01/05/25

--

22,630,882.57

22,588,408.59

03/05/23

14

10092051

1

RT

Eureka

CA

Actual/360

3.962%

65,307.45

46,370.93

0.00

N/A

11/06/24

--

21,193,014.81

21,146,643.88

03/06/23

16

10093812

1

RT

Newark

DE

Actual/360

4.300%

59,531.41

44,391.59

0.00

N/A

01/06/25

--

17,800,090.72

17,755,699.13

03/06/23

18

10092610

1

MF

Lafayette

LA

Actual/360

4.430%

61,092.43

36,901.81

0.00

N/A

11/06/24

--

17,730,791.53

17,693,889.72

03/06/23

19

10095979

1

MH

Various

Various

Actual/360

4.400%

56,399.54

40,497.70

0.00

N/A

02/06/25

--

16,480,384.44

16,439,886.74

03/06/23

20

10093911

1

Various       Various

Various

Actual/360

4.660%

54,989.38

52,351.69

0.00

N/A

01/06/25

--

15,171,808.74

15,119,457.05

03/06/23

21

10096944

1

MF

Austin

TX

Actual/360

4.830%

60,021.79

37,377.05

0.00

N/A

03/06/25

--

15,977,407.17

15,940,030.12

03/06/23

22

10095828

1

SS

Various

TX

Actual/360

4.970%

62,869.86

33,428.28

0.00

N/A

02/06/25

--

16,264,119.35

16,230,691.07

03/06/23

24

10091679

1

MF

Houston

TX

Actual/360

4.880%

46,906.30

27,754.86

0.00

N/A

10/06/24

--

12,358,216.17

12,330,461.31

03/06/23

25

10093803

1

IN

Wall Township

NJ

Actual/360

4.490%

38,150.41

38,198.53

0.00

N/A

01/06/25

--

10,924,394.61

10,886,196.08

03/06/23

26

10095831

1

LO

New Albany

OH

Actual/360

4.510%

37,367.21

37,190.42

0.00

N/A

01/06/25

--

10,652,673.79

10,615,483.37

03/06/23

27

10096199

1

IN

Santa Clarita

CA

Actual/360

4.400%

38,610.45

23,233.52

0.00

N/A

02/06/25

--

11,282,274.44

11,259,040.92

03/06/23

28

10092950

1

MF

Fayetteville

NC

Actual/360

4.475%

38,265.31

24,127.01

0.00

N/A

11/06/24

--

10,994,023.64

10,969,896.63

03/06/23

29

10095915

1

RT

Lake Ozark

MO

Actual/360

4.450%

39,496.73

20,949.52

0.00

N/A

02/06/25

--

11,411,574.10

11,390,624.58

03/06/23

30

10093872

1

MF

Fayetteville

NC

Actual/360

4.400%

35,894.51

22,974.94

0.00

N/A

01/06/25

--

10,488,656.22

10,465,681.28

03/06/23

31

10093598

1

LO

Macon

GA

Actual/360

4.420%

33,153.25

23,767.09

0.00

N/A

01/06/25

--

9,643,803.72

9,620,036.63

03/06/23

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

 

 

Page 13 of 29

 


 

 

                                 

 

 

 

 

 

 

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

Loan Group

(1)

City

State    Accrual Type           Gross Rate

Interest

Principal

Adjustments               Repay Date          Date

Date

Balance

Balance

Date

32

10093848

1

MF

Houston

TX

Actual/360

4.390%

32,357.91

22,035.62

0.00

N/A

01/06/25

--

9,476,770.37

9,454,734.75

03/06/23

35

10093196

1

RT

Baton Rouge

LA

Actual/360

4.680%

29,556.19

19,600.27

0.00

N/A

12/06/24

--

8,119,832.98

8,100,232.71

03/06/23

36

10087366

1

MH

Whitmore Lake

MI

Actual/360

4.910%

30,073.01

19,075.45

0.00

N/A

07/06/24

--

7,874,805.83

7,855,730.38

03/06/23

37

10093750

1

MF

Houston

TX

Actual/360

4.540%

27,114.02

15,647.42

0.00

N/A

01/06/25

--

7,678,609.03

7,662,961.61

03/06/23

38

10095998

1

LO

Lithonia

GA

Actual/360

4.550%

25,268.87

17,287.78

0.00

N/A

02/06/25

--

7,140,340.46

7,123,052.68

03/06/23

39

10091722

1

LO

Louisville

KY

Actual/360

4.940%

28,296.13

15,476.36

0.00

N/A

10/06/24

--

7,364,521.37

7,349,045.01

03/06/23

40

10093239

1

MF

Gainesville

FL

Actual/360

4.520%

24,054.10

16,779.00

0.00

N/A

12/06/24

--

6,842,189.75

6,825,410.75

03/06/23

41

10096946

1

OF

Redmond

WA

Actual/360

4.510%

23,821.37

16,761.00

0.00

N/A

11/05/24

--

6,791,014.92

6,774,253.92

02/05/23

42

10091719

1

LO

Indianapolis

IN

Actual/360

4.940%

26,814.11

14,665.79

0.00

N/A

10/06/24

--

6,978,803.37

6,964,137.58

03/06/23

43

10087793

1

MH

Battle Creek

MI

Actual/360

4.310%

22,730.90

14,428.51

0.00

N/A

09/06/24

--

6,780,845.77

6,766,417.26

03/06/23

44

10096947

1

MF

Houston

TX

Actual/360

5.140%

25,751.10

15,018.32

0.00

N/A

10/06/24

--

6,441,354.71

6,426,336.39

03/06/23

45

10091725

1

MF

Daytona Beach

FL

Actual/360

5.040%

24,310.12

12,899.43

0.00

N/A

10/06/24

--

6,201,562.11

6,188,662.68

03/06/23

46

10092144

1

MF

Fort Walton Beach

FL

Actual/360

4.250%

19,101.56

12,259.61

0.00

N/A

11/06/24

--

5,778,622.84

5,766,363.23

03/06/23

47

10092670

1

LO

Lincoln

NE

Actual/360

4.700%

18,647.84

17,655.86

0.00

N/A

12/06/24

--

5,101,232.64

5,083,576.78

03/06/23

48

10093748

1

LO

Canton

GA

Actual/360

4.550%

19,027.15

13,081.46

0.00

N/A

01/06/25

--

5,376,588.61

5,363,507.15

03/06/23

49

10093908

1

MH

Murrells Inlet

SC

Actual/360

4.470%

19,413.79

12,142.73

0.00

N/A

01/06/25

--

5,584,025.12

5,571,882.39

03/06/23

50

10096948

1

RT

Timonium

MD

Actual/360

4.400%

16,219.39

16,790.91

0.00

N/A

12/05/24

--

4,739,433.25

4,722,642.34

03/05/23

51

10091723

1

LO

Clarksville

IN

Actual/360

4.940%

20,334.61

11,121.87

0.00

N/A

10/06/24

--

5,292,408.68

5,281,286.81

03/06/23

52

10092951

1

RT

Aloha

OR

Actual/360

4.350%

16,869.50

12,501.40

0.00

N/A

11/06/24

--

4,986,057.90

4,973,556.50

03/06/23

53

10093976

1

MF

Escondido

CA

Actual/360

4.140%

17,710.00

0.00

0.00

N/A

02/06/25

--

5,500,000.00

5,500,000.00

03/06/23

54

10093490

1

RT

Ontario

OR

Actual/360

4.550%

16,308.98

11,212.69

0.00

N/A

01/06/25

--

4,608,504.06

4,597,291.37

03/06/23

55

10096949

1

OF

Newark

CA

Actual/360

4.490%

15,702.97

11,119.87

0.00

N/A

11/05/24

--

4,496,555.36

4,485,435.49

03/05/23

56

10096950

1

RT

Bartlett

TN

Actual/360

4.330%

15,074.83

11,184.72

0.00

N/A

12/05/24

--

4,476,194.79

4,465,010.07

03/05/23

57

10096951

1

RT

Long Beach

CA

Actual/360

4.400%

15,579.55

9,458.50

0.00

N/A

12/05/24

--

4,552,465.03

4,543,006.53

03/05/23

58

10093339

1

MF

Gainesville

FL

Actual/360

4.520%

14,839.34

10,351.23

0.00

N/A

12/06/24

--

4,221,052.28

4,210,701.05

03/06/23

59

10096952

1

OF

Virginia Beach

VA

Actual/360

4.440%

14,263.08

10,264.34

0.00

N/A

11/05/24

--

4,130,236.38

4,119,972.04

03/05/23

60

10096953

1

OF

Alameda

CA

Actual/360

4.450%

13,909.85

8,757.49

0.00

N/A

01/06/25

--

4,018,897.65

4,010,140.16

03/06/23

61

10096954

1

MU

Durham

NC

Actual/360

4.600%

14,100.93

8,455.42

0.00

N/A

01/05/25

--

3,941,253.92

3,932,798.50

03/05/23

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

 

 

 

Page 14 of 29

 


 

 

                                   

 

 

 

 

 

 

 

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

Loan Group

(1)

 

City

State    Accrual Type           Gross Rate

Interest

Principal

Adjustments                Repay Date         Date

Date

Balance

Balance

Date

62

10096209

1

LO

Madison

 

GA

Actual/360

4.500%

11,997.29

11,903.51

0.00

N/A

02/06/25

--

3,427,797.82

3,415,894.31

03/06/23

63

10093749

1

SS

Stanton

 

CA

Actual/360

4.000%

10,227.62

11,941.53

0.00

N/A

01/06/25

--

3,287,450.35

3,275,508.82

03/06/23

64

10093559

1

SS

Cerritos

 

CA

Actual/360

4.000%

9,708.93

11,404.54

0.00

N/A

12/06/24

--

3,120,727.00

3,109,322.46

03/06/23

65

10096955

1

RT

San Bernardino

CA

Actual/360

4.500%

11,435.45

8,071.93

0.00

N/A

11/05/24

--

3,267,271.69

3,259,199.76

03/05/23

66

10093560

1

RT

Beverly Hills

CA

Actual/360

4.280%

11,360.77

6,412.35

0.00

N/A

01/06/25

--

3,412,780.19

3,406,367.84

03/06/23

68

10096189

1

RT

Richmond Hill

GA

Actual/360

4.350%

10,071.89

7,351.52

0.00

N/A

02/06/25

--

2,976,912.61

2,969,561.09

03/06/23

69

10093873

1

MH

Various

 

IL

Actual/360

4.300%

9,620.31

6,750.04

0.00

N/A

01/06/25

--

2,876,503.87

2,869,753.83

03/06/23

70

10093487

1

MH

Lake Charles

LA

Actual/360

4.850%

10,364.24

6,521.90

0.00

N/A

12/06/24

--

2,747,514.76

2,740,992.86

03/06/23

72

10096956

1

MF

College Station

TX

Actual/360

4.550%

9,483.87

5,805.95

0.00

N/A

12/06/24

--

2,679,900.18

2,674,094.23

03/06/23

73

10093629

1

RT

Visalia

 

CA

Actual/360

4.800%

8,643.23

5,522.73

0.00

N/A

12/06/24

--

2,315,151.09

2,309,628.36

03/06/23

74

10093551

1

SS

Irwindale

CA

Actual/360

4.000%

7,045.56

4,889.82

0.00

N/A

01/06/25

--

2,264,645.03

2,259,755.21

03/06/23

77

10087176

1

MF

Tallahassee

FL

Actual/360

4.920%

7,936.17

4,431.51

0.00

N/A

07/06/24

--

2,073,911.49

2,069,479.98

03/06/23

78

10091684

1

MH

San Antonio

TX

Actual/360

4.780%

6,504.77

4,226.10

0.00

N/A

10/06/24

--

1,749,638.47

1,745,412.37

03/06/23

79

10092145

1

MH

Holly Hill

FL

Actual/360

4.280%

5,773.93

3,668.04

0.00

N/A

11/06/24

--

1,734,492.77

1,730,824.73

03/06/23

80

10096190

1

MF

Savannah

GA

Actual/360

4.350%

4,316.52

3,150.66

0.00

N/A

02/06/25

--

1,275,819.21

1,272,668.55

03/06/23

81

10093881

1

MF

Cocoa

 

FL

Actual/360

5.410%

4,805.71

3,716.43

0.00

N/A

01/06/25

--

1,142,101.21

1,138,384.78

03/06/23

82

10096958

1

OF

Boynton Beach

FL

Actual/360

5.550%

4,786.90

2,498.17

0.00

N/A

09/05/24

--

1,108,935.01

1,106,436.84

03/05/23

Totals

 

 

 

 

 

 

 

 

3,418,738.40

1,609,026.79

0.00

 

 

 

1,030,649,479.75

1,029,040,452.96

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

 

 

 

Page 15 of 29

 


 

 

                           

 

 

 

 

 

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

Loan Group

Fiscal NOI

NOI

Date

Date

Date

Reduction Amount

ASER

Advances

Advances

Advances

from Principal

Defease Status

1

1

17,506,362.56

36,321,575.00

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

2

1

30,231,321.00

28,798,248.00

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

3

1

426,778.25

9,403,470.86

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

4

1

9,167,521.23

7,072,444.00

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

5

1

17,800,598.87

17,118,507.29

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

6

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

7

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

8

1

0.00

0.00

--

--

09/12/22

5,889,290.06

253,711.41

139,878.75

3,908,305.46

0.00

0.00

 

9

1

3,244,204.57

2,484,266.98

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

10

1

8,438,970.00

6,940,099.00

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

11

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

12

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

13

1

2,096,262.52

2,057,038.60

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

14

1

0.00

3,009,383.30

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

16

1

2,074,841.95

1,928,499.04

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

18

1

1,627,271.26

1,757,757.96

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

19

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

20

1

1,863,508.82

2,710,241.66

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

21

1

1,668,219.45

2,402,804.80

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

22

1

1,953,492.83

2,347,667.85

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

24

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

25

1

1,580,997.85

1,550,895.46

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

26

1

967,413.67

1,193,892.80

10/01/21

09/30/22

--

0.00

0.00

0.00

0.00

3,173.87

0.00

 

27

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

28

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

29

1

1,169,505.40

1,189,199.65

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

30

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

31

1

1,672,488.92

1,681,445.40

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

 

 

 

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Page 16 of 29

 


 

 

                           

 

 

 

 

 

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

Loan Group

Fiscal NOI

NOI

Date

Date

Date

Reduction Amount

ASER

Advances

Advances

Advances

from Principal

Defease Status

32

1

1,297,413.16

1,035,556.04

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

35

1

1,220,003.43

892,168.95

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

36

1

2,166,863.49

1,547,215.62

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

3,600.36

0.00

 

37

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

38

1

1,270,766.93

1,260,640.74

07/01/21

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

39

1

349,504.85

159,977.40

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

40

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

41

1

640,676.97

556,562.63

01/01/22

09/30/22

--

0.00

0.00

40,544.34

40,544.34

0.00

0.00

 

42

1

840,611.93

790,922.23

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

43

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

44

1

1,090,409.36

1,181,765.95

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

45

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

46

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

47

1

583,772.70

805,250.21

07/01/21

06/30/22

01/11/22

5,047.89

0.00

0.00

0.00

0.00

0.00

 

48

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

49

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

50

1

750,635.35

743,635.34

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

51

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

52

1

470,649.96

470,650.00

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

53

1

770,922.30

858,211.57

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

54

1

742,116.55

515,692.19

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

55

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

56

1

569,950.85

642,339.14

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

57

1

660,640.30

585,915.78

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

58

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

59

1

597,210.00

618,969.00

10/01/21

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

60

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

61

1

361,284.19

263,775.97

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

 

 

 

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Page 17 of 29

 


 

 

                           

 

 

 

 

 

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

Loan Group

Fiscal NOI

NOI

Date

Date

Date

Reduction Amount

ASER

Advances

Advances

Advances

from Principal

Defease Status

62

1

479,119.79

866,996.30

07/01/21

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

63

1

1,027,850.77

1,142,185.57

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

64

1

0.00

1,068,598.90

02/01/22

01/31/23

--

0.00

0.00

0.00

0.00

0.00

0.00

 

65

1

391,527.40

269,747.79

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

66

1

416,005.54

413,793.97

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

68

1

594,517.49

641,725.43

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

69

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

70

1

649,815.27

305,654.79

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

72

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

73

1

252,277.35

210,687.77

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

74

1

681,625.74

776,837.57

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

77

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

78

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

79

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

80

1

287,537.94

253,847.09

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

81

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

82

1

155,121.10

194,308.48

01/01/22

12/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

Totals

 

122,808,589.86

149,041,070.07

 

 

 

5,894,337.95

253,711.41

180,423.09

3,948,849.80

6,774.23

0.00

 

 

 

 

 

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Page 18 of 29

 


 

 

           

 

 

 

Principal Prepayment Detail

 

 

 

 

 

Unscheduled Principal

Prepayment Penalties

Pros ID

Loan Number

Amount

Prepayment / Liquidation Code

Prepayment Premium Amount

Yield Maintenance Amount

 

 

 

No principal prepayments this period

 

 

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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Page 19 of 29

 


 

 

                                         

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

03/17/23

0

0.00

0

0.00

1

27,187,410.58

1

5,083,576.78

1

27,187,410.58

0

0.00

 

0

0.00

0

0.00

4.264463%

4.252144%

21

02/17/23

0

0.00

0

0.00

1

27,254,383.51

1

5,101,232.64

1

27,254,383.51

0

0.00

 

0

0.00

0

0.00

4.264807%

4.252487%

22

01/18/23

0

0.00

0

0.00

1

27,311,148.09

1

5,116,827.40

2

27,311,148.09

0

0.00

 

0

0.00

1

9,040,922.88

4.265090%

4.252769%

23

12/16/22

0

0.00

0

0.00

2

47,918,804.59

1

5,132,359.30

2

47,918,804.59

0

0.00

 

0

0.00

0

0.00

4.269947%

4.257651%

24

11/18/22

0

0.00

0

0.00

2

48,010,737.46

1

5,148,498.05

2

48,010,737.46

0

0.00

 

0

0.00

0

0.00

4.270240%

4.257944%

25

10/17/22

1

5,163,902.29

0

0.00

2

48,096,417.99

1

5,163,902.29

2

48,096,417.99

0

0.00

 

0

0.00

0

0.00

4.270513%

4.258216%

26

09/16/22

0

0.00

0

0.00

2

48,187,696.87

1

5,179,917.98

2

48,187,696.87

0

0.00

 

0

0.00

0

0.00

4.270803%

4.258505%

27

08/17/22

0

0.00

0

0.00

2

48,272,704.19

1

5,195,195.57

2

48,272,704.19

0

0.00

 

0

0.00

0

0.00

4.271072%

4.258774%

28

07/15/22

0

0.00

0

0.00

2

48,357,388.13

1

5,210,411.58

2

48,357,388.13

0

0.00

 

0

0.00

0

0.00

4.271340%

4.259040%

29

06/17/22

0

0.00

0

0.00

3

53,673,951.95

1

5,226,245.82

2

48,447,706.13

0

0.00

 

0

0.00

0

0.00

4.271624%

4.259324%

30

05/17/22

0

0.00

0

0.00

3

53,773,060.98

1

5,241,336.67

2

48,531,724.31

0

0.00

 

0

0.00

0

0.00

4.271888%

4.259587%

31

04/18/22

0

0.00

0

0.00

4

75,467,214.33

1

5,257,050.26

2

48,621,400.39

0

0.00

 

0

0.00

0

0.00

4.272169%

4.259867%

32

(1) Foreclosure and REO Totals are included in the delinquencies aging categories.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 20 of 29

 


 

 

                               

 

 

 

 

 

 

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

8

10096939

01/06/21

25

6

 

139,878.75

3,908,305.46

50,952.98

28,657,167.48

05/27/20

7

 

 

 

02/15/22

41

10096946

02/05/23

0

B

 

40,544.34

40,544.34

0.00

6,791,014.92

 

 

 

 

 

 

Totals

 

 

 

 

 

180,423.09

3,948,849.80

50,952.98

35,448,182.40

 

 

 

 

 

 

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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Page 21 of 29

 


 

 

                 

 

 

 

 

Collateral Stratification and Historical Detail

 

Maturity Dates and Loan Status¹

 

 

 

 

 

 

 

 

 

            Total

        Performing

Non-Performing

                     REO/Foreclosure

 

 

Past Maturity

 

0

0

0

 

 

0

 

0 - 6 Months

 

0

0

0

 

 

0

 

7 - 12 Months

 

0

0

0

 

 

0

 

13 - 24 Months

1,029,040,453

996,769,466

0

 

 

32,270,987

 

25 - 36 Months

0

0

0

 

 

0

 

37 - 48 Months

0

0

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

 

 

Mar-23

1,029,040,453

1,001,853,042

0

0

 

0

27,187,411

 

Feb-23

1,030,649,480

1,003,395,096

0

0

 

0

27,254,384

 

Jan-23

1,031,993,552

1,004,682,404

0

0

 

0

27,311,148

 

Dec-22

1,053,883,562

1,005,964,758

0

0

 

0

47,918,805

 

Nov-22

1,055,336,339

1,007,325,602

0

0

 

0

48,010,737

 

Oct-22

1,056,694,202

1,003,433,882

5,163,902

0

 

0

48,096,418

 

Sep-22

1,058,136,518

1,009,948,821

0

0

 

0

48,187,697

 

Aug-22

1,059,483,613

1,011,210,909

0

0

 

0

48,272,704

 

Jul-22

1,060,825,529

1,012,468,140

0

0

 

0

48,357,388

 

Jun-22

1,062,252,469

1,008,578,517

0

0

5,226,246

48,447,706

 

May-22

1,063,583,738

1,009,810,677

0

0

5,241,337

48,531,724

 

Apr-22

1,065,000,413

989,533,199

0

0

26,845,814

48,621,400

 

(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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Page 22 of 29

 


 

 

                     

 

 

 

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

8

10096939

27,187,410.58

28,657,167.48

27,100,000.00

07/12/22

3,243,621.00

1.68000

12/31/14

02/06/25

262

47

10092670

5,083,576.78

5,083,576.78

5,920,000.00

08/19/21

722,758.21

1.66000

06/30/22

12/06/24

200

Totals

 

32,270,987.36

33,740,744.26

33,020,000.00

 

3,966,379.21

 

 

 

 

 

 

 

 

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Page 23 of 29

 


 

 

                 

 

 

 

 

 

Specially Serviced Loan Detail - Part 2

 

 

 

 

 

 

Servicing

 

 

 

 

 

 

Property

 

Transfer

Resolution

 

 

 

Pros ID

Loan ID

Type¹

State

Date

Strategy Code²

Special Servicing Comments

 

8

10096939

MU

CA

05/27/20

7

 

 

 

 

3/13/2023 02/15/2022 REO acquisition. Hiffman National manages and NAI Capital leases the REO property. Accelerated collection activities related to delinquent (mostly MTM) leases resulted in a notable decline in occupancy. Numerous

 

renewals with 5% t o 7.5%increases over existing rent have occurred to retain performing MTM tenants. Several new market leases have been executed. Various capital needs are being addressed, some delayed by supply chain issues or

 

weather. Sale brokerage of the property i s under consideration.

 

 

 

 

 

 

 

 

47

10092670

LO

NE

10/28/22

9

 

 

 

 

3/13/2023 COVID related transfer.  Borrower requested forbearance. Could not reach acceptable terms with Borrower. Engaged counsel. NOD sent 1/13/21. Foreclosure action filed. Borrower consented to receivership. Court appointed

 

receiver on 3/23/21. Occupancy was 74% T12 through 8/2022. Loan assumption request received and approved. Assumption closed 9/16/22. Loan to return to master servicing.

 

 

 

 

 

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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Page 24 of 29

 


 

 

                     

 

 

 

 

 

Modified Loan Detail

 

 

 

 

 

 

Pre-Modification

Post-Modification

 

 

Modification

Modification

 

 

Loan

 

 

 

 

Modification

Modification Booking

Closing

Effective

 

 

 

     Balance

Rate

Balance

Rate

 

 

 

 

Pros ID

Loan Number

Group

 

 

 

 

Code¹

Date

Date

Date

20

10093911

1

16,429,216.18

4.66000%

16,429,216.18             4.66000%

10

09/18/20

05/06/20

05/06/20

26

10095831

1

0.00

4.51000%

0.00

        4.51000%

10

06/06/20

06/06/20

09/01/20

26

10095831

1

0.00

4.51000%

0.00

        4.51000%

10

08/21/20

06/06/20

09/01/20

Totals

 

 

16,429,216.18

 

16,429,216.18

 

 

 

 

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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Page 25 of 29

 


 

 

                         

 

 

 

 

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

15

10096942        01/18/23

20,551,106.18

14,000,000.00

12,357,597.28

2,389,906.71

11,460,638.08

9,070,731.37

11,480,374.81

0.00

0.00

11,480,374.81

53.14%

33

10092149       11/18/20

9,487,874.23

4,900,000.00

7,099,246.43

482,739.12

5,839,967.43

5,357,228.31

4,130,645.92

0.00

2,913.07

4,127,732.85

39.88%

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

30,038,980.41

18,900,000.00

19,456,843.71

2,872,645.83

17,300,605.51

14,427,959.68

15,611,020.73

0.00

2,913.07

15,608,107.66

 

 

Note: Fees, Advances and Expenses also include outstanding P & I advances and unpaid fees (servicing, trustee, etc.).

 

 

 

 

 

 

 

 

 

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Page 26 of 29

 


 

 

                       

 

 

 

 

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

15

10096942

01/18/23

0.00

0.00

11,480,374.81

0.00

0.00

11,480,374.81

0.00

0.00

11,480,374.81

33

10092149

09/16/22

0.00

0.00

4,127,732.85

0.00

0.00

(2,913.07)

0.00

0.00

4,127,732.85

 

 

11/18/20

0.00

0.00

4,130,645.92

0.00

0.00

4,130,645.92

0.00

0.00

 

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

15,608,107.66

0.00

0.00

15,608,107.66

0.00

0.00

15,608,107.66

 

 

 

 

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Page 27 of 29

 


 

 

                         

 

 

 

 

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)

8

0.00

0.00

5,299.46

0.00

0.00

20,131.56

0.00

0.00

0.00

0.00

0.00

0.00

26

0.00

0.00

0.00

0.00

745.58

0.00

0.00

0.00

0.00

0.00

0.00

0.00

47

0.00

0.00

0.00

0.00

363.04

0.00

0.00

0.00

0.00

0.00

0.00

0.00

70

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

21.04

0.00

0.00

0.00

80

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

187.30

0.00

0.00

0.00

Total

0.00

0.00

5,299.46

0.00

1,108.62

20,131.56

0.00

0.00

208.34

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

26,747.98

 

 

 

 

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Page 28 of 29

 


 

 

     

 

Supplemental Notes

 

 

None

 

 

 

 

 

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Page 29 of 29