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Form 10-D Benchmark 2021-B24 Mortg For: Jun 17

June 30, 2022 2:50 PM EDT

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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:  333-226123-11

Central Index Key Number of issuing entity:  0001844998

Benchmark 2021-B24 Mortgage Trust
(Exact name of issuing entity as specified in its charter)

Commission File Number of depositor:  333-226123

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):  0001701238

Citi Real Estate Funding Inc.
(Exact name of sponsor as specified in its charter)

Central Index Key Number of sponsor (if applicable):  0001541502

Goldman Sachs Mortgage Company
(Exact name of sponsor as specified in its charter)

Central Index Key Number of sponsor (if applicable):  0001541294

German American Capital Corporation
(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)

35-7287109
38-4169432
38-4169433
(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-5

     

     

  X  

     

A-SB

     

     

  X  

     

X-A

     

     

  X  

     

X-B

     

     

  X  

     

A-S

     

     

  X  

     

B

     

     

  X  

     

C

     

     

  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 Benchmark 2021-B24 Mortgage Trust.

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.

No assets securitized by J.P. Morgan Chase Commercial Mortgage Securities Corp. (the "Depositor") and held by Benchmark 2021-B24 Mortgage Trust 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.

Citi Real Estate Funding Inc. filed its most recent Rule 15Ga-1 Form ABS-15G on February 11, 2022. The CIK number for Citi Real Estate Funding Inc. is 0001701238.

Goldman Sachs Mortgage Company filed its most recent Rule 15Ga-1 Form ABS-15G on May 12, 2022. The CIK number for Goldman Sachs Mortgage Company is 0001541502.

German American Capital Corporation filed its most recent Rule 15Ga-1 Form ABS-15G on February 15, 2022. The CIK number for German American Capital Corporation is 0001541294.

Item 1A. Asset-Level Information.

ABS Asset Data File (filed as Exhibit 102 to the registrant's Form ABS-EE filed on June 30, 2022 under Commission File No. 333-226123-11 and incorporated by reference herein).

ABS Asset Related Document (filed as Exhibit 103 to the registrant's Form ABS-EE filed on June 30, 2022 under Commission File No. 333-226123-11 and incorporated by reference herein).

Part II - OTHER INFORMATION

Item 7. Change in Sponsor Interest in the Securities.

None

Item 9. Other Information.

Midland Loan Services, A Division of PNC Bank, National Association, in its capacity as Master Servicer for Benchmark 2021-B24 Mortgage Trust, affirms the following amounts in the respective accounts:

 

  Prior Distribution Date

05/17/2022

$4,000.00

  Current Distribution Date

06/17/2022

$15,000.00

Collection Account

REO Account

  Prior Distribution Date

05/17/2022

$0.00

  Current Distribution Date

06/17/2022

$0.00

 

Computershare Trust Company, N.A., as agent for Wells Fargo Bank, N.A., in its capacity as Certificate Administrator for Benchmark 2021-B24 Mortgage Trust, affirms the following amounts in the respective accounts:

Distribution Account

  Prior Distribution Date

05/17/2022

$6,416.90

  Current Distribution Date

06/17/2022

$6,630.13

 

Interest Reserve Account

  Prior Distribution Date

05/17/2022

$0.00

  Current Distribution Date

06/17/2022

$0.00

 

 

Gain-on-Sale Reserve Account

  Prior Distribution Date

05/17/2022

$0.00

  Current Distribution Date

06/17/2022

$0.00

 

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 Benchmark 2021-B24 Mortgage Trust, 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

 

 

 

     

Distribution Date:

06/17/22

Benchmark 2021-B24 Mortgage Trust

Determination Date:

06/13/22

 

Next Distribution Date:

07/15/22

 

Record Date:

05/31/22

Commercial Mortgage Pass-Through Certificates

 

 

Series 2021-B24

 

           

Table of Contents

 

 

Contacts

 

 

Section

Pages

Role

Party and Contact Information

 

 

Certificate Distribution Detail

2-3

Depositor

J.P. Morgan Chase Commercial Mortgage Securities Corp.

 

 

Certificate Factor Detail

4

 

Kunal K. Singh

 

[email protected]

Certificate Interest Reconciliation Detail

5

 

383 Madison Avenue, 8th Floor | New York, NY 10179 | United States

 

 

 

Master Servicer

Midland Loan Services, a Division of PNC Bank, National

 

 

Additional Information

6

 

Association

 

 

Bond / Collateral Reconciliation - Cash Flows

7

 

Executive Vice President – Division Head

(913) 253-9000

[email protected]

Bond / Collateral Reconciliation - Balances

8

 

10851 Mastin Street, Building 82, Suite 300 | Overland Park, KS 66210 | United States

 

Current Mortgage Loan and Property Stratification

9-13

Special Servicer

Greystone Servicing Company LLC

 

 

Mortgage Loan Detail (Part 1)

14-15

 

Jenna Unell

 

[email protected]

 

 

 

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

 

Mortgage Loan Detail (Part 2)

16-17

 

 

 

 

 

 

Operating Advisor & Asset

Park Bridge Lender Services LLC

 

 

Principal Prepayment Detail

18

Representations Reviewer

 

 

 

Historical Detail

19

 

Benchmark 2021-B24 - Surveillance Manager

 

[email protected]

Delinquency Loan Detail

20

 

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

 

 

 

Directing Certificateholder

Eightfold Real Estate Capital, L.P.

 

 

Collateral Stratification and Historical Detail

21

 

 

 

 

 

 

 

-

 

 

Specially Serviced Loan Detail - Part 1

22

 

 

 

 

Specially Serviced Loan Detail - Part 2

23

 

 

 

 

 

 

Certificate Administrator

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

 

 

Modified Loan Detail

24

 

Bank, N.A.

 

 

Historical Liquidated Loan Detail

25

 

Corporate Trust Services (CMBS)

 

[email protected];

 

 

 

 

 

[email protected]

Historical Bond / Collateral Loss Reconciliation Detail

26

 

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

 

Interest Shortfall Detail - Collateral Level

27

 

 

 

 

Supplemental Notes

28

 

 

 

 

 

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 28

 


 

                         

 

 

 

 

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

08163CAY5

0.647600%

11,152,000.00

9,729,961.59

99,178.32

5,250.94

0.00

0.00

104,429.26

9,630,783.27

30.04%

30.00%

A-2

08163CAZ2

1.953300%

73,848,000.00

73,848,000.00

0.00

120,206.08

0.00

0.00

120,206.08

73,848,000.00

30.04%

30.00%

A-3

08163CBA6

2.010300%

81,111,000.00

81,111,000.00

0.00

135,881.20

0.00

0.00

135,881.20

81,111,000.00

30.04%

30.00%

A-4

08163CBB4

2.263800%

213,500,000.00

213,500,000.00

0.00

402,767.75

0.00

0.00

402,767.75

213,500,000.00

30.04%

30.00%

A-5

08163CBC2

2.584300%

365,781,000.00

365,781,000.00

0.00

787,739.87

0.00

0.00

787,739.87

365,781,000.00

30.04%

30.00%

A-SB

08163CBD0

2.255900%

25,562,000.00

25,562,000.00

0.00

48,054.43

0.00

0.00

48,054.43

25,562,000.00

30.04%

30.00%

A-S

08163CBG3

2.779600%

86,732,000.00

86,732,000.00

0.00

200,900.22

0.00

0.00

200,900.22

86,732,000.00

22.16%

22.13%

B

08163CBH1

2.598300%

49,562,000.00

49,562,000.00

0.00

107,314.12

0.00

0.00

107,314.12

49,562,000.00

17.65%

17.63%

C

08163CBJ7

3.293400%

49,561,000.00

49,561,000.00

0.00

136,020.16

0.00

0.00

136,020.16

49,561,000.00

13.14%

13.13%

D

08163CAJ8

2.000000%

31,664,000.00

31,664,000.00

0.00

52,773.33

0.00

0.00

52,773.33

31,664,000.00

10.26%

10.25%

E

08163CAL3

2.000000%

26,158,000.00

26,158,000.00

0.00

43,596.67

0.00

0.00

43,596.67

26,158,000.00

7.89%

7.88%

F

08163CAN9

2.500000%

28,910,000.00

28,910,000.00

0.00

60,229.17

0.00

0.00

60,229.17

28,910,000.00

5.26%

5.25%

G

08163CAQ2

2.500000%

12,391,000.00

12,391,000.00

0.00

25,814.58

0.00

0.00

25,814.58

12,391,000.00

4.13%

4.13%

NR*

08163CAS8

2.500000%

45,431,418.00

45,431,418.00

0.00

94,659.20

0.00

0.00

94,659.20

45,431,418.00

0.00%

0.00%

Class RR

08163CBK4

3.654358%

20,859,855.00

20,832,921.55

1,878.44

63,442.66

0.00

0.00

65,321.10

20,831,043.11

0.00%

0.00%

RR Interest

N/A

3.654358%

37,106,641.00

37,058,730.32

3,341.47

112,855.24

0.00

0.00

116,196.71

37,055,388.85

0.00%

0.00%

R

08163CAW9

0.000000%

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

S

08163CAU3

0.000000%

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

Regular SubTotal

 

 

1,159,329,914.00

1,157,833,031.46

104,398.23

2,397,505.62

0.00

0.00

2,501,903.85

1,157,728,633.23

 

 

 

 

X-A

08163CBE8

1.270793%

857,686,000.00

856,263,961.59

0.00

906,778.82

0.00

0.00

906,778.82

856,164,783.27

 

 

X-B

08163CBF5

0.708512%

99,123,000.00

99,123,000.00

0.00

58,524.83

0.00

0.00

58,524.83

99,123,000.00

 

 

X-D

08163CAA7

1.654358%

57,822,000.00

57,822,000.00

0.00

79,715.25

0.00

0.00

79,715.25

57,822,000.00

 

 

 

 

 

 

 

 

 

 

 

 

Certificate Distribution Detail continued to next page

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

Page 2 of 28

 


 

                       

 

 

 

 

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

 

X-F

08163CAC3

1.154358%

28,910,000.00

28,910,000.00

0.00

27,810.41

0.00

0.00

27,810.41

28,910,000.00

 

X-G

08163CAE9

1.154358%

12,391,000.00

12,391,000.00

0.00

11,919.71

0.00

0.00

11,919.71

12,391,000.00

 

X-NR

08163CAG4

1.154358%

45,431,418.00

45,431,418.00

0.00

43,703.44

0.00

0.00

43,703.44

45,431,418.00

 

Notional SubTotal

 

1,101,363,418.00

1,099,941,379.59

0.00

1,128,452.46

0.00

0.00

1,128,452.46

1,099,842,201.27

 

 

Deal Distribution Total

 

 

 

104,398.23

3,525,958.08

0.00

0.00

3,630,356.31

 

 

 

*

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.

 

 

 

 

 

 

 

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

Page 3 of 28

 


 

                     

 

 

 

 

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

08163CAY5

872.48579537

8.89332138

0.47085187

0.00000000

0.00000000

0.00000000

0.00000000

9.36417324

863.59247400

A-2

08163CAZ2

1,000.00000000

0.00000000

1.62774997

0.00000000

0.00000000

0.00000000

0.00000000

1.62774997

1,000.00000000

A-3

08163CBA6

1,000.00000000

0.00000000

1.67524997

0.00000000

0.00000000

0.00000000

0.00000000

1.67524997

1,000.00000000

A-4

08163CBB4

1,000.00000000

0.00000000

1.88650000

0.00000000

0.00000000

0.00000000

0.00000000

1.88650000

1,000.00000000

A-5

08163CBC2

1,000.00000000

0.00000000

2.15358335

0.00000000

0.00000000

0.00000000

0.00000000

2.15358335

1,000.00000000

A-SB

08163CBD0

1,000.00000000

0.00000000

1.87991667

0.00000000

0.00000000

0.00000000

0.00000000

1.87991667

1,000.00000000

A-S

08163CBG3

1,000.00000000

0.00000000

2.31633330

0.00000000

0.00000000

0.00000000

0.00000000

2.31633330

1,000.00000000

B

08163CBH1

1,000.00000000

0.00000000

2.16524999

0.00000000

0.00000000

0.00000000

0.00000000

2.16524999

1,000.00000000

C

08163CBJ7

1,000.00000000

0.00000000

2.74449991

0.00000000

0.00000000

0.00000000

0.00000000

2.74449991

1,000.00000000

D

08163CAJ8

1,000.00000000

0.00000000

1.66666656

0.00000000

0.00000000

0.00000000

0.00000000

1.66666656

1,000.00000000

E

08163CAL3

1,000.00000000

0.00000000

1.66666679

0.00000000

0.00000000

0.00000000

0.00000000

1.66666679

1,000.00000000

F

08163CAN9

1,000.00000000

0.00000000

2.08333345

0.00000000

0.00000000

0.00000000

0.00000000

2.08333345

1,000.00000000

G

08163CAQ2

1,000.00000000

0.00000000

2.08333306

0.00000000

0.00000000

0.00000000

0.00000000

2.08333306

1,000.00000000

NR

08163CAS8

1,000.00000000

0.00000000

2.08356252

(0.00022914)

0.01421681

0.00000000

0.00000000

2.08356252

1,000.00000000

Class RR

08163CBK4

998.70883810

0.09005048

3.04137589

(0.00000959)

0.00059109

0.00000000

0.00000000

3.13142637

998.61878762

RR Interest

N/A

998.70883813

0.09005046

3.04137580

(0.00000943)

0.00059127

0.00000000

0.00000000

3.13142626

998.61878767

R

08163CAW9

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

S

08163CAU3

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

 

Notional Certificates

 

 

 

 

 

 

 

 

 

X-A

08163CBE8

998.34200580

0.00000000

1.05723869

0.00000000

0.00000000

0.00000000

0.00000000

1.05723869

998.22637104

X-B

08163CBF5

1,000.00000000

0.00000000

0.59042634

0.00000000

0.00000000

0.00000000

0.00000000

0.59042634

1,000.00000000

X-D

08163CAA7

1,000.00000000

0.00000000

1.37863184

0.00000000

0.00000000

0.00000000

0.00000000

1.37863184

1,000.00000000

X-F

08163CAC3

1,000.00000000

0.00000000

0.96196506

0.00000000

0.00000000

0.00000000

0.00000000

0.96196506

1,000.00000000

X-G

08163CAE9

1,000.00000000

0.00000000

0.96196514

0.00000000

0.00000000

0.00000000

0.00000000

0.96196514

1,000.00000000

X-NR

08163CAG4

1,000.00000000

0.00000000

0.96196513

0.00000000

0.00000000

0.00000000

0.00000000

0.96196513

1,000.00000000

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

Page 4 of 28

 


 

                         

 

 

 

 

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

05/01/22 - 05/30/22

30

0.00

5,250.94

0.00

5,250.94

0.00

0.00

0.00

5,250.94

0.00

 

A-2

05/01/22 - 05/30/22

30

0.00

120,206.08

0.00

120,206.08

0.00

0.00

0.00

120,206.08

0.00

 

A-3

05/01/22 - 05/30/22

30

0.00

135,881.20

0.00

135,881.20

0.00

0.00

0.00

135,881.20

0.00

 

A-4

05/01/22 - 05/30/22

30

0.00

402,767.75

0.00

402,767.75

0.00

0.00

0.00

402,767.75

0.00

 

A-5

05/01/22 - 05/30/22

30

0.00

787,739.87

0.00

787,739.87

0.00

0.00

0.00

787,739.87

0.00

 

A-SB

05/01/22 - 05/30/22

30

0.00

48,054.43

0.00

48,054.43

0.00

0.00

0.00

48,054.43

0.00

 

X-A

05/01/22 - 05/30/22

30

0.00

906,778.82

0.00

906,778.82

0.00

0.00

0.00

906,778.82

0.00

 

X-B

05/01/22 - 05/30/22

30

0.00

58,524.83

0.00

58,524.83

0.00

0.00

0.00

58,524.83

0.00

 

X-D

05/01/22 - 05/30/22

30

0.00

79,715.25

0.00

79,715.25

0.00

0.00

0.00

79,715.25

0.00

 

X-F

05/01/22 - 05/30/22

30

0.00

27,810.41

0.00

27,810.41

0.00

0.00

0.00

27,810.41

0.00

 

X-G

05/01/22 - 05/30/22

30

0.00

11,919.71

0.00

11,919.71

0.00

0.00

0.00

11,919.71

0.00

 

X-NR

05/01/22 - 05/30/22

30

0.00

43,703.44

0.00

43,703.44

0.00

0.00

0.00

43,703.44

0.00

 

A-S

05/01/22 - 05/30/22

30

0.00

200,900.22

0.00

200,900.22

0.00

0.00

0.00

200,900.22

0.00

 

B

05/01/22 - 05/30/22

30

0.00

107,314.12

0.00

107,314.12

0.00

0.00

0.00

107,314.12

0.00

 

C

05/01/22 - 05/30/22

30

0.00

136,020.16

0.00

136,020.16

0.00

0.00

0.00

136,020.16

0.00

 

D

05/01/22 - 05/30/22

30

0.00

52,773.33

0.00

52,773.33

0.00

0.00

0.00

52,773.33

0.00

 

E

05/01/22 - 05/30/22

30

0.00

43,596.67

0.00

43,596.67

0.00

0.00

0.00

43,596.67

0.00

 

F

05/01/22 - 05/30/22

30

0.00

60,229.17

0.00

60,229.17

0.00

0.00

0.00

60,229.17

0.00

 

G

05/01/22 - 05/30/22

30

0.00

25,814.58

0.00

25,814.58

0.00

0.00

0.00

25,814.58

0.00

 

NR

05/01/22 - 05/30/22

30

654.94

94,648.79

0.00

94,648.79

(10.41)

0.00

0.00

94,659.20

645.89

 

Class RR

05/01/22 - 05/30/22

30

12.49

63,442.46

0.00

63,442.46

(0.20)

0.00

0.00

63,442.66

12.33

 

RR Interest

05/01/22 - 05/30/22

30

22.22

112,854.89

0.00

112,854.89

(0.35)

0.00

0.00

112,855.24

21.94

 

Totals

 

 

689.65

3,525,947.12

0.00

3,525,947.12

(10.96)

0.00

0.00

3,525,958.08

680.16

 

 

 

 

 

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Page 5 of 28

 


 

     

 

Additional Information

 

 

Total Available Distribution Amount (1)

3,630,356.31

 

Non-VRR Available Funds

3,448,838.50

 

VRR Available Funds

181,517.82

 

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

 

 

 

 

 

 

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Page 6 of 28

 


 

       

Bond / Collateral Reconciliation - Cash Flows

 

 

Total Funds Collected

 

Total Funds Distributed

 

Interest

 

Fees

 

Interest Paid or Advanced

3,540,174.01

Master Servicing Fee

5,702.31

Interest Reductions due to Nonrecoverability Determination

0.00

Certificate Administrator Fee

6,630.20

Interest Adjustments

0.00

Trustee Fee

0.00

Deferred Interest

0.00

CREFC® Intellectual Property Royalty License Fee

498.51

ARD Interest

0.00

Operating Advisor Fee

1,176.49

Net Prepayment Interest Excess / (Shortfall)

0.00

Asset Representations Reviewer Fee

219.35

Extension Interest

0.00

 

 

Interest Reserve Withdrawal

0.00

 

 

Total Interest Collected

3,540,174.01

Total Fees

14,226.86

 

Principal

 

Expenses/Reimbursements

 

Scheduled Principal

104,398.23

Reimbursement for Interest on Advances

(10.96)

Unscheduled Principal Collections

 

ASER Amount

0.00

Principal Prepayments

0.00

Special Servicing Fees (Monthly)

0.00

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

0.00

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

104,398.23

Total Expenses/Reimbursements

(10.96)

 

 

 

Interest Reserve Deposit

0.00

 

Other

 

Payments to Certificateholders and Others

 

Prepayment Penalties / Yield Maintenance

0.00

Interest Distribution

3,525,958.08

Gain on Sale / Excess Liquidation Proceeds

0.00

Principal Distribution

104,398.23

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

3,630,356.31

Total Funds Collected

3,644,572.24

Total Funds Distributed

3,644,572.21

 

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Page 7 of 28

 


 

           

 

 

Bond / Collateral Reconciliation - Balances

 

 

 

 

Collateral Reconciliation

 

Certificate Reconciliation

 

 

 

 

Total

 

Total

Beginning Scheduled Collateral Balance

1,157,833,031.95

1,157,833,031.95

Beginning Certificate Balance

1,157,833,031.46

(-) Scheduled Principal Collections

104,398.23

104,398.23

(-) Principal Distributions

104,398.23

(-) 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

1,157,728,633.72

1,157,728,633.72

Certificate Other Adjustments**

0.00

Beginning Actual Collateral Balance

1,157,833,031.95

1,157,833,031.95

Ending Certificate Balance

1,157,728,633.23

Ending Actual Collateral Balance

1,157,728,633.72

1,157,728,633.72

 

 

 

 

 

 

 

NRA/WODRA Reconciliation

 

Under / Over Collateralization Reconciliation

 

 

 

Non-Recoverable Advances (NRA) from

Workout Delayed Reimbursement of Advances

 

 

 

 

Principal

(WODRA) from Principal

Beginning UC / (OC)

(0.49)

Beginning Cumulative Advances

0.00

0.00

UC / (OC) Change

0.00

Current Period Advances

0.00

0.00

Ending UC / (OC)

(0.49)

Ending Cumulative Advances

0.00

0.00

Net WAC Rate

3.65%

 

 

 

 

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 8 of 28

 


 

                             

 

 

 

 

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

15

102,526,525.84

8.86%

101

3.9246

2.107048

1.99 or less

18

410,203,207.52

35.43%

98

3.6938

1.173765

10,000,000 to 19,999,999

7

103,861,250.00

8.97%

105

3.6624

2.275813

2.00 to 2.49

14

325,051,450.00

28.08%

94

3.6108

2.262413

20,000,000 to 29,999,999

8

192,322,076.29

16.61%

94

3.6464

2.258106

2.50 to 2.99

9

269,315,000.00

23.26%

102

3.4412

2.653866

30,000,000 to 39,999,999

5

178,218,781.59

15.39%

100

3.6479

2.052257

3.00 to 3.49

2

17,863,976.20

1.54%

95

4.3003

3.289648

40,000,000 to 49,999,999

6

265,800,000.00

22.96%

101

3.5271

1.621625

3.50 and greater

3

135,295,000.00

11.69%

82

3.0910

4.817136

 

50,000,000 or greater

5

315,000,000.00

27.21%

86

3.2985

3.043333

Totals

46

1,157,728,633.72

100.00%

96

3.5507

2.282149

 

Totals

46

1,157,728,633.72

100.00%

96

3.5507

2.282149

 

 

 

 

 

 

 

(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.

 

 

 

 

(4)

Note: There are no Hyper-Amortization Loans included in the Mortgage Pool.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 9 of 28

 


 

                           

 

 

 

Current Mortgage Loan and Property Stratification

 

 

 

 

 

 

 

 

 

 

 

State³

 

 

 

 

 

State³

 

 

 

 

# Of

Scheduled

% Of

 

 

Weighted Avg

 

# Of

Scheduled

% Of

 

 

Weighted Avg

State

 

 

 

WAM²

WAC

 

State

 

 

 

WAM²

WAC

 

 

Properties

Balance

Agg. Bal.

 

 

DSCR¹

 

Properties

Balance

Agg. Bal.

 

 

DSCR¹

Alabama

3

5,090,000.00

0.44%

105

3.8300

1.538349

Texas

5

80,496,640.99

6.95%

105

4.3332

1.822767

Arkansas

2

1,806,948.71

0.16%

104

3.1510

2.807188

Virginia

1

7,650,000.00

0.66%

105

4.0940

2.540000

California

3

58,600,000.00

5.06%

105

3.7719

1.948089

Washington

2

47,380,000.00

4.09%

70

3.5634

1.905070

Colorado

1

18,390,000.00

1.59%

105

3.8700

1.578302

West Virginia

1

1,008,225.00

0.09%

104

3.1510

2.807188

Connecticut

1

9,292,349.64

0.80%

105

3.8700

1.970000

Wisconsin

4

15,001,481.48

1.30%

105

3.7160

2.560000

Florida

8

200,149,999.99

17.29%

90

3.5794

2.282167

Totals

71

1,157,728,633.72

100.00%

96

3.5507

2.282149

Georgia

2

56,644,444.44

4.89%

95

3.5876

2.753311

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Property Type³

 

 

 

Idaho

1

30,995,000.00

2.68%

104

3.4990

5.320000

 

 

 

 

 

 

 

Illinois

1

16,044,444.44

1.39%

105

3.7160

2.560000

 

# Of

Scheduled

% Of

 

 

Weighted Avg

 

 

 

 

 

 

 

Property Type

 

 

 

WAM²

WAC

 

Kentucky

2

4,888,255.82

0.42%

105

3.6184

2.602707

 

Properties

Balance

Agg. Bal.

 

 

DSCR¹

Louisiana

1

942,755.85

0.08%

104

3.1510

2.807188

Industrial

15

152,739,999.99

13.19%

105

3.7294

2.436991

Michigan

4

37,852,777.12

3.27%

105

4.0408

3.641796

Lodging

4

121,149,643.21

10.46%

92

3.5211

0.282033

Minnesota

4

7,569,128.04

0.65%

105

3.5054

2.652150

Mixed Use

11

188,573,599.63

16.29%

87

3.6025

1.779317

Mississippi

1

1,126,069.49

0.10%

104

3.1510

2.807188

Multi-Family

3

44,550,000.00

3.85%

105

3.8373

2.338526

Nevada

2

79,985,667.01

6.91%

93

3.5580

(0.840000)

Office

13

500,180,190.99

43.20%

95

3.4369

2.693523

New Jersey

1

6,163,976.20

0.53%

77

5.2120

3.270000

Retail

20

125,360,000.00

10.83%

98

3.6129

3.155085

New York

9

263,668,474.36

22.77%

92

3.1350

3.085878

Self Storage

5

25,175,200.00

2.17%

105

3.6631

2.114522

North Carolina

2

10,091,296.30

0.87%

105

3.5396

2.779387

Totals

71

1,157,728,633.72

100.00%

96

3.5507

2.282149

North Dakota

1

896,927.44

0.08%

104

3.1510

2.807188

 

 

 

 

 

 

 

Ohio

1

16,950,000.00

1.46%

91

4.0380

1.940000

 

 

 

 

 

 

 

Oklahoma

1

779,082.96

0.07%

104

3.1510

2.807188

 

 

 

 

 

 

 

Oregon

2

71,500,000.00

6.18%

103

3.3364

1.258462

 

 

 

 

 

 

 

Pennsylvania

1

5,742,222.22

0.50%

105

3.7160

2.560000

 

 

 

 

 

 

 

South Dakota

1

867,466.32

0.07%

104

3.1510

2.807188

 

 

 

 

 

 

 

Tennessee

3

100,155,000.00

8.65%

101

3.4215

2.351723

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 10 of 28

 


 

                             

 

 

 

 

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

 

2.99999% or less

1

80,000,000.00

6.91%

67

2.5916

4.910000

12 months or less

0

0.00

0.00%

0

0.0000

0.000000

 

3.00000% to 3.49999%

13

410,000,000.00

35.41%

99

3.2741

2.365402

13 months to 24 months

37

949,328,990.52

82.00%

97

3.5567

2.508325

 

3.50000% to 3.99999%

22

472,374,466.64

40.80%

102

3.6618

1.793917

25 months to 36 months

8

202,235,667.00

17.47%

93

3.4718

1.190334

 

4.00000% to 4.49999%

9

189,190,190.88

16.34%

88

4.2239

2.177375

37 months to 48 months

1

6,163,976.20

0.53%

77

5.2120

3.270000

 

4.50000% or greater

1

6,163,976.20

0.53%

77

5.2120

3.270000

49 months or greater

0

0.00

0.00%

0

0.0000

0.000000

 

Totals

46

1,157,728,633.72

100.00%

96

3.5507

2.282149

Totals

46

1,157,728,633.72

100.00%

96

3.5507

2.282149

(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.

 

 

 

 

(4)

Note: There are no Hyper-Amortization Loans included in the Mortgage Pool.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 11 of 28

 


 

                             

 

 

 

 

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

2

77,000,000.00

6.65%

44

3.6736

1.891299

Interest Only

31

883,726,917.00

76.33%

93

3.4255

2.265741

61 months to 84 months

2

86,163,976.20

7.44%

68

2.7790

4.792678

332 months or less

1

6,163,976.20

0.53%

77

5.2120

3.270000

85 months to 119 months

42

994,564,657.52

85.91%

102

3.6080

2.094910

333 months or more

14

267,837,740.52

23.13%

104

3.9253

2.313552

 

120 months or more

0

0.00

0.00%

0

0.0000

0.000000

Totals

46

1,157,728,633.72

100.00%

96

3.5507

2.282149

 

Totals

46

1,157,728,633.72

100.00%

96

3.5507

2.282149

 

 

 

 

 

 

 

(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.

 

 

 

 

(4)

Note: There are no Hyper-Amortization Loans included in the Mortgage Pool.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

 

 

Page 12 of 28

 


 

                         

 

 

 

 

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

Underwriter's Information

8

258,060,190.88

22.29%

93

3.5271

2.985436

 

 

 

None

 

 

12 months or less

38

899,668,442.84

77.71%

97

3.5574

2.080419

 

 

 

 

 

 

13 months to 24 months

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

25 months or greater

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

Totals

46

1,157,728,633.72

100.00%

96

3.5507

2.282149

 

 

 

 

 

(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.

 

(4)

Note: There are no Hyper-Amortization Loans included in the Mortgage Pool.

 

 

 

 

 

 

 

 

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

Page 13 of 28

 


 

                                 

 

 

 

 

 

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

 

1A2

30506918

OF

New York

NY

Actual/360

2.592%

178,531.76

0.00

0.00

01/01/28

03/01/32

--

80,000,000.00

80,000,000.00

06/01/22

 

2A-13-9

30319471

LO

Las Vegas

NV

Actual/360

3.558%

122,509.42

0.00

0.00

03/05/30

03/05/32

--

39,985,667.00

39,985,667.00

06/05/22

 

2A-15-9

30319472

 

 

 

Actual/360

3.558%

122,553.33

0.00

0.00

03/05/30

03/05/32

--

40,000,000.00

40,000,000.00

06/05/22

 

3A2

30506790

OF

West Palm Beach

FL

Actual/360

3.340%

143,806.63

0.00

0.00

N/A

02/06/31

--

50,000,000.00

50,000,000.00

06/06/22

 

3A4

30506792

 

 

 

Actual/360

3.340%

71,903.32

0.00

0.00

N/A

02/06/31

--

25,000,000.00

25,000,000.00

06/06/22

 

4A1

30506862

OF

Brooklyn

NY

Actual/360

3.210%

207,312.50

0.00

0.00

N/A

03/06/31

--

75,000,000.00

75,000,000.00

06/06/22

 

5A2

30506821

MU

Portland

OR

Actual/360

3.299%

127,851.91

0.00

0.00

N/A

01/01/31

--

45,000,000.00

45,000,000.00

06/01/22

 

5A3

30506822

 

 

 

Actual/360

3.299%

59,664.22

0.00

0.00

N/A

01/01/31

--

21,000,000.00

21,000,000.00

06/01/22

 

6A1

30506851

OF

Houston

TX

Actual/360

4.460%

147,046.23

49,635.20

0.00

N/A

03/06/31

--

38,287,749.79

38,238,114.59

06/06/22

 

6A3

30506852

 

 

 

Actual/360

4.460%

98,030.82

33,090.14

0.00

N/A

03/06/31

--

25,525,166.43

25,492,076.29

06/06/22

 

7A1

30530117

IN

Various

Various

Actual/360

3.716%

191,993.33

0.00

0.00

N/A

03/06/31

--

60,000,000.00

60,000,000.00

06/06/22

 

8A1

30506845

MU

Boca Raton

FL

Actual/360

4.020%

173,083.33

0.00

0.00

N/A

03/06/26

--

50,000,000.00

50,000,000.00

06/06/22

 

9

30506878

IN

Chattanooga

TN

Actual/360

3.610%

153,876.25

0.00

0.00

N/A

03/06/31

--

49,500,000.00

49,500,000.00

06/06/22

 

10A1

30506865

OF

New York

NY

Actual/360

3.371%

130,626.25

0.00

0.00

N/A

03/07/31

--

45,000,000.00

45,000,000.00

06/07/22

 

11

30530062

RT

Dawsonville

GA

Actual/360

3.550%

133,894.17

0.00

0.00

N/A

02/06/30

--

43,800,000.00

43,800,000.00

06/06/22

 

12

30506880

OF

Beverly Hills

CA

Actual/360

3.784%

138,483.89

0.00

0.00

N/A

03/06/31

--

42,500,000.00

42,500,000.00

06/06/22

 

13A2

30506524

LO

Nashville

TN