Form 10-D GS Mortgage Securities For: May 12

May 26, 2022 4:57 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:   April 13, 2022 to May 12, 2022

Commission File Number of issuing entity:  333-171508-03

Central Index Key Number of issuing entity:  0001548266

GS Mortgage Securities Trust 2012-GCJ7
(Exact name of issuing entity as specified in its charter)

Commission File Number of depositor:  333-171508

Central Index Key Number of depositor:  0001004158

GS Mortgage Securities Corporation II
(Exact name of depositor as specified in its charter)

Central Index Key Number of sponsor (if applicable):  0001541001

Citigroup Global Markets Realty Corp.
(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):  0001555524

LoanCore Capital Markets LLC (formerly known as Jefferies LoanCore LLC)
(Exact name of sponsor as specified in its charter)

Central Index Key Number of sponsor (if applicable):  0001682511

Starwood Mortgage Funding I LLC
(Exact name of sponsor as specified in its charter)

Leah Nivison (212) 902-1000
(Name and telephone number, including area code, of the person to contact in connection with this filing)

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

38-3880056
38-3880057
38-3880058
38-3880059
38-3880060
38-3880061
38-7047664
(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-AB

     

     

  X  

     

A-S

     

     

  X  

     

B

     

     

  X  

     

C

     

     

  X  

     

X-A

     

     

  X  

     

 

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

Part I - DISTRIBUTION INFORMATION

Item 1. Distribution and Pool Performance Information.

On May 12, 2022 a distribution was made to holders of the certificates issued by GS Mortgage Securities Trust 2012-GCJ7.

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

The following table presents the loss information for the trust assets for the GS Mortgage Securities Trust 2012-GCJ7 in accordance with Item 1100(b) as required by Item 1121(a)(9) of Regulation AB:

Loss Information as reported on May 12, 2022

Number of Delinquencies 30+ days

% of Delinquencies 30+ days by Pool Balance

Number of Loans/REOs with Losses

Average Net Loss

3

9.91%

5

$13,215,497.87

No assets securitized by GS Mortgage Securities Corporation II (the "Depositor") and held by GS Mortgage Securities Trust 2012-GCJ7 were the subject of a demand to repurchase for breach of the representations and warranties contained in the underlying transaction documents during the distribution period from April 13, 2022 to May 12, 2022.

The Depositor has filed a Form ABS-15G on February 14, 2022. The CIK number of the Depositor is 0001004158. There is no new activity to report at this time.

Citigroup Global Markets Realty Corp. ("CGMRC"), one of the sponsors, has filed a Form ABS-15G on February 11, 2022. The CIK number of CGMRC is 0001541001. There is no new activity to report at this time.

Goldman Sachs Mortgage Company ("GSMC"), one of the sponsors, has filed a Form ABS-15G on May 12, 2022. . The CIK number of GSMC is 0001541502.

LoanCore Capital Markets LLC (formerly known as Jefferies LoanCore LLC) ("LCM"), one of the sponsors, has filed a Form ABS-15G on February 8, 2022. The CIK number of LCM is 0001555524. There is no new activity to report at this time.

Starwood Mortgage Funding I LLC (f/k/a Archetype Mortgage Funding I LLC), one of the sponsors, has filed a Form ABS-15G on January 19, 2022The CIK number of Starwood Mortgage Funding I LLC is 0001682511There is no new activity to report at this time.

Part II - OTHER INFORMATION

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 GS Mortgage Securities Trust 2012-GCJ7, relating to the May 12, 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.

GS Mortgage Securities Corporation II
(Depositor)

 

/s/ Leah Nivison
Leah Nivison, CEO

Date: May 26, 2022

 

 

 

     

Distribution Date:

05/12/22

GS Mortgage Securities Corporation II

Determination Date:

05/06/22

 

Next Distribution Date:a

06/10/22

 

Record Date:

04/29/22

Commercial Mortgage Pass-Through Certificates

 

 

Series 2012-GCJ7

 

           

Table of Contents

 

 

Contacts

 

 

Section

Pages

Role

Party and Contact Information

 

 

Certificate Distribution Detail

2

Depositor

GS Mortgage Securities Corporation II

 

 

Certificate Factor Detail

3

 

Attention: Leah Nivison

(212) 902-1000

[email protected]; [email protected]

Certificate Interest Reconciliation Detail

4

 

200 West Street | New York, NY 10282 | United States

 

 

 

 

Master Servicer

Wells Fargo Bank, National Association

 

 

Additional Information

5

 

 

 

 

 

 

 

Investor Relations

 

[email protected]

Bond / Collateral Reconciliation - Cash Flows

6

 

 

 

 

 

 

 

Three Wells Fargo, MAC D1050-084, 401 S. Tryon Street, 8th Floor | Charlotte, NC 28202 | United States

Certificate Ratings Detail

7

Special Servicer

CWCapital Asset Management LLC

 

 

Bond / Collateral Reconciliation - Balances

8

 

Brian Hanson

 

[email protected]

Current Mortgage Loan and Property Stratification

9-13

 

900 19th Street, NW, 8th Floor | Washington, DC 20006 | United States

 

Mortgage Loan Detail (Part 1)

14

Operating Advisor

Situs Holdings, LLC

 

 

Mortgage Loan Detail (Part 2)

15

 

Attn: Stacey Ciarlanti

 

[email protected]

Principal Prepayment Detail

16

 

2 Embarcadero Center, 8th Floor | San Francisco, CA 94111 | United States

 

Historical Detail

17

Certificate Administrator

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

 

 

 

 

 

Bank, N.A.

 

 

Delinquency Loan Detail

18

 

Corporate Trust Services (CMBS)

 

[email protected];

Collateral Stratification and Historical Detail

19

 

 

 

[email protected]

 

 

 

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

 

 

Specially Serviced Loan Detail - Part 1

20

 

 

 

 

 

 

Trustee

Deutsche Bank Trust Company Americas

 

 

Specially Serviced Loan Detail - Part 2

21

 

Karlene Benvenuto

 

[email protected]

Modified Loan Detail

22

 

1761 East St. Andrew Place | Santa Ana, CA 92705 | United States

 

 

Historical Liquidated Loan Detail

23

Rating Agency

DBRS, Inc.

 

 

Historical Bond / Collateral Loss Reconciliation Detail

24

 

DBRS, Inc.

 

 

Interest Shortfall Detail - Collateral Level

25

 

22 W. Washington St. | Chicago, IL 60602 | United States

 

 

Supplemental Notes

26

Rating Agency

Moody's Investors Service, Inc.

 

 

 

 

 

General Contact

(212) 553-1653

 

 

 

 

7 World Trade Center | New York, NY 10007 | United States

 

 

 

 

Rating Agency

Morningstar Credit Ratings, LLC

 

 

 

 

 

general

(646) 560-4556

 

 

 

Controlling Class

Representative

4 World Trade Center , 48th Floor | New York , NY 10007 | United States

 

Iris Crest 2, L.L.C.

 

 

 

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.

 

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Certificate Distribution Detail

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Current

Original

 

 

Pass-Through

 

 

Principal

Interest

Prepayment

 

 

 

Credit

Credit

Class

CUSIP

Rate (2)

Original Balance                                     Beginning Balance

Distribution

Distribution

Penalties

Realized Losses                          Total Distribution           Ending Balance

Support¹            Support¹

 

A-1

36192KAQ0

1.144000%

88,050,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-2

36192KAR8

2.318000%

243,624,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-3

36192KAS6

3.206000%

48,140,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-4

36192KAT4

3.377000%

673,926,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-AB

36192KAU1

2.935000%

82,519,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-S

36192KAV9

4.085000%

172,468,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

19.38%

B

36192KAX5

4.740000%

93,336,000.00

48,389,069.14

48,389,069.14

191,136.82

0.00

0.00

48,580,205.96

0.00

0.00%

13.63%

C

36192KAY3

5.341969%

54,784,000.00

54,784,000.00

44,580,454.86

243,878.69

0.00

0.00

44,824,333.55

10,203,545.14

90.77%

10.25%

D

36192KAC1

5.341969%

64,929,000.00

64,929,000.00

0.00

289,040.59

0.00

0.00

289,040.59

64,929,000.00

32.01%

6.25%

E

36192KAE7

5.000000%

26,377,000.00

26,377,000.00

0.00

38,695.74

0.00

0.00

38,695.74

26,377,000.00

8.14%

4.63%

F*

36192KAHO

5.000000%

26,378,000.00

8,998,567.90

0.00

0.00

0.00

874.80

0.00

8,997,693.10

0.00%

3.00%

G

36192KAK3

5.000000%

48,697,182.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

R

36192KAL1

0.000000%

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

S

36192KAP2

0.000000%

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

Regular SubTotal

 

1,623,228,182.00

203,477,637.04

92,969,524.00

762,751.84

0.00

874.80

93,732,275.84

110,507,238.24

 

 

 

 

X-A

36192KAW7

5.341969%

1,308,727,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

 

 

X-B

36192KAA5

0.202607%

314,501,182.00

203,477,637.04

0.00

34,355.06

0.00

0.00

34,355.06

110,507,238.24

 

 

Notional SubTotal

 

1,623,228,182.00

203,477,637.04

0.00

34,355.06

0.00

0.00

34,355.06

110,507,238.24

 

 

 

Deal Distribution Total

 

 

 

92,969,524.00

797,106.90

0.00

874.80

93,766,630.90

 

 

 

 

*

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 26

 


 

 

                     

 

 

 

 

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

36192KAQ0

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-2

36192KAR8

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-3

36192KAS6

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-4

36192KAT4

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-AB

36192KAU1

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-S

36192KAV9

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

B

36192KAX5

518.43949966

518.43949966

2.04783599

0.00000000

0.00000000

0.00000000

0.00000000

520.48733565

0.00000000

C

36192KAY3

1,000.00000000

813.74954111

4.45164081

0.00000000

0.00000000

0.00000000

0.00000000

818.20118191

186.25045889

D

36192KAC1

1,000.00000000

0.00000000

4.45164087

0.00000000

0.00000000

0.00000000

0.00000000

4.45164087

1,000.00000000

E

36192KAE7

1,000.00000000

0.00000000

1.46702582

2.69964098

2.69964098

0.00000000

0.00000000

1.46702582

1,000.00000000

F

36192KAHO

341.13912730

0.00000000

0.00000000

1.42141292

63.15351922

0.00000000

0.03316400

0.00000000

341.10596330

G

36192KAK3

0.00000000

0.00000000

0.00000000

0.00000000

93.10220004

0.00000000

0.00000000

0.00000000

0.00000000

R

36192KAL1

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

S

36192KAP2

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

 

Notional Certificates

 

 

 

 

 

 

 

 

 

X-A

36192KAW7

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

X-B

36192KAA5

646.98528554

0.00000000

0.10923666

0.00000000

0.00000000

0.00000000

0.00000000

0.10923666

351.37304584

 

 

 

 

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Page 3 of 26

 


 

 

                         

 

 

 

 

Certificate Interest Reconciliation Detail

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Additional

 

 

 

 

 

 

 

Accrued

Net Aggregate

Distributable

Interest

 

Interest

 

 

 

 

 

Accrual

Prior Interest

Certificate

Prepayment

Certificate

Shortfalls /

Payback of Prior

Distribution

Interest

Cumulative

 

Class

Accrual Period

Days

Shortfalls

Interest

Interest Shortfall

Interest

(Paybacks)

Realized Losses

Amount

Distribution

Interest Shortfalls

 

A-1

N/A

N/A

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

 

A-2

N/A

N/A

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

 

A-3

N/A

N/A

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

 

A-4

N/A

N/A

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

 

A-AB

N/A

N/A

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

 

X-A

N/A

N/A

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

 

X-B

04/01/22 - 04/30/22

30

0.00

34,355.06

0.00

34,355.06

0.00

0.00

0.00

34,355.06

0.00

 

A-S

N/A

N/A

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

 

B

04/01/22 - 04/30/22

30

0.00

191,136.82

0.00

191,136.82

0.00

0.00

0.00

191,136.82

0.00

 

C

04/01/22 - 04/30/22

30

0.00

243,878.69

0.00

243,878.69

0.00

0.00

0.00

243,878.69

0.00

 

D

04/01/22 - 04/30/22

30

0.00

289,040.59

0.00

289,040.59

0.00

0.00

0.00

289,040.59

0.00

 

E

04/01/22 - 04/30/22

30

0.00

109,904.17

0.00

109,904.17

71,208.43

0.00

0.00

38,695.74

71,208.43

 

F

04/01/22 - 04/30/22

30

1,621,612.78

37,494.03

0.00

37,494.03

37,494.03

0.00

0.00

0.00

1,665,863.53

 

G

N/A

N/A

4,533,814.78

0.00

0.00

0.00

0.00

0.00

0.00

0.00

4,533,814.78

 

Totals

 

 

6,155,427.56

905,809.36

0.00

905,809.36

108,702.46

0.00

0.00

797,106.90

6,270,886.74

 

 

 

 

 

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Page 4 of 26

 


 

 

     

 

Additional Information

 

Total Available Distribution Amount (1)

93,766,630.90

 

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

 

 

 

 

 

 

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Page 5 of 26

 


 

 

       

Bond / Collateral Reconciliation - Cash Flows

 

 

Total Funds Collected

 

Total Funds Distributed

 

Interest

 

Fees

 

Interest Paid or Advanced

919,029.32

Master Servicing Fee

12,617.98

Interest Reductions due to Nonrecoverability Determination

0.00

Certificate Administration Fee

361.17

Interest Adjustments

0.00

Trustee Fee

28.83

Deferred Interest

0.00

CREFC® Intellectual Property Royalty License Fee

0.00

ARD Interest

0.00

Operating Advisor Fee

0.00

Net Prepayment Interest Excess / (Shortfall)

0.00

Trust Advisor Fee

211.96

Extension Interest

0.00

 

 

Interest Reserve Withdrawal

0.00

 

 

Total Interest Collected

919,029.32

Total Fees

13,219.94

 

Principal

 

Expenses/Reimbursements

 

Scheduled Principal

92,883,249.90

Reimbursement for Interest on Advances

0.00

Unscheduled Principal Collections

 

ASER Amount

0.00

Principal Prepayments

0.00

Special Servicing Fees (Monthly)

21,938.10

Collection of Principal after Maturity Date

0.00

Special Servicing Fees (Liquidation)

0.00

Recoveries From Liquidations and Insurance Proceeds

(874.80)

Special Servicing Fees (Work Out)

175.07

Excess of Prior Principal Amounts Paid

0.00

Legal Fees

0.00

Curtailments

87,148.90

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

86,589.29

Total Principal Collected

92,969,524.00

Total Expenses/Reimbursements

108,702.46

 

 

 

Interest Reserve Deposit

0.00

 

Other

 

Payments to Certificateholders and Others

 

Prepayment Penalties / Yield Maintenance

0.00

Interest Distribution

797,106.90

Gain on Sale / Excess Liquidation Proceeds

0.00

Principal Distribution

92,969,524.00

Borrower Option Extension Fees

0.00

Prepayment Penalties / Yield Maintenance

0.00

 

 

Borrower Option Extension Fees

0.00

Total Other Collected

0.00

Total Payments to Certificateholders and Others

93,766,630.90

Total Funds Collected

93,888,553.32

Total Funds Distributed

93,888,553.30

 

 

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Page 6 of 26

 


 

 

                       

 

 

 

 

 

 

Certificate Ratings Detail

 

 

 

 

 

 

 

DBRS, Inc.

 

Moody's Investors Service, Inc

Morningstar Credit Ratings, LLC

 

 

 

 

 

Date Last

 

 

Date Last

 

 

Date Last

Class

CUSIP

Original

Current¹

 

Original

Current¹

 

Original

Current¹

 

 

 

 

 

 

Changed

 

 

Changed

 

 

Changed

 

A1

36192KAQ0

AAA

Discontinued

05/01/22

Aaa

N/A

05/01/22

AAA

WE

01/04/18

 

A2

36192KAR8

AAA

Discontinued

05/01/22

Aaa

N/A

05/01/22

AAA

WE

06/08/17

 

A3

36192KAS6

AAA

Discontinued

05/01/22

Aaa

N/A

05/01/22

AAA

WE

08/03/17

 

A4

36192KAT4

AAA

AAA

05/01/22

Aaa

WR

05/01/22

AAA

WO

01/07/20

 

AAB

36192KAU1

AAA

Discontinued

05/01/22

Aaa

N/A

05/01/22

AAA

WO

01/07/20

 

XA

36192KAW7

AAA

AAA

05/01/22

Aaa

WR

05/01/22

AAA

WO

01/07/20

 

XB

36192KAA5

AAA

Discontinued

05/01/22

Ba3

Caa1

05/01/22

AAA

WO

01/07/20

 

AS

36192KAV9

AAA

AAA

05/01/22

Aaa

WR

05/01/22

AAA

WO

01/07/20

 

B

36192KAX5

AA

AA (high)

05/01/22

Aa3

Aa3

05/01/22

AA+

WO

01/07/20

 

C

36192KAY3

A (low)

A

05/01/22

A3

Baa1

05/01/22

A+

WO

01/07/20

 

D

36192KAC1

BBB (low)

BB

05/01/22

Baa3

B1

05/01/22

BBB+

WO

01/07/20

 

E

36192KAE7

BB

CCC

05/01/22

Ba2

Caa2

05/01/22

BBB-

WO

01/07/20

 

F

36192KAHO

B

C

05/01/22

B2

C

05/01/22

B+

WO

01/07/20

 

G

36192KAK3

NR

N/A

05/01/22

NR

N/A

05/01/22

NR

NR

 

NR

- Designates that the class was not rated by the above agency at the time of original issuance.

 

 

 

 

 

 

N/A

- Data not available this period.

 

 

 

 

 

 

 

 

X

- Designates that the above rating agency did not rate any classes in this transaction at the time of original issuance.

 

 

 

 

 

(1)

For any class not rated at the time of original issuance by any particular rating agency, no request has been made subsequent to issuance to obtain rating information, if any, from such rating agency. The current ratings were obtained directly from the applicable rating agency within 30

 

days of the payment date listed above. The ratings may have changed since they were obtained. Because the ratings may have changed, you may want to obtain current ratings directly from the rating agencies.

 

 

 

 

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Page 7 of 26

 


 

 

           

 

 

Bond / Collateral Reconciliation - Balances

 

 

 

 

Collateral Reconciliation

 

Certificate Reconciliation

 

 

 

 

Total

 

Total

Beginning Scheduled Collateral Balance

203,477,637.04

203,477,637.04

Beginning Certificate Balance

203,477,637.04

(-) Scheduled Principal Collections

92,883,249.90

92,883,249.90

(-) Principal Distributions

92,969,524.00

(-) Unscheduled Principal Collections

87,148.90

87,148.90

(-) Realized Losses

874.80

(-) Principal Adjustments (Cash)

0.00

0.00

Realized Loss and Realized Loss Adjustments on Collateral

874.80

(-) Principal Adjustments (Non-Cash)

0.00

0.00

Current Period NRA¹

0.00

(-) Realized Losses from Collateral

874.80

874.80

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

110,507,238.24

110,507,238.24

Certificate Other Adjustments**

0.00

Beginning Actual Collateral Balance

204,287,926.94

204,287,926.94

Ending Certificate Balance

110,507,238.24

Ending Actual Collateral Balance

110,983,706.42

110,983,706.42

 

 

 

 

 

 

 

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

5.34%

 

 

 

 

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 26

 


 

 

                             

 

 

 

 

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

 

4,999,999 or less

4

13,465,426.92

12.19%

(1)

6.2782

1.167020

1.29 or less

3

82,272,206.94

74.45%

(3)

5.2948

1.004674

5,000,000 to 9,999,999

0

0.00

0.00%

0

0.0000

0.000000

1.30-1.39

0

0.00

0.00%

0

0.0000

0.000000

10,000,000 to 14,999,999

0

0.00

0.00%

0

0.0000

0.000000

1.40-1.49

0

0.00

0.00%

0

0.0000

0.000000

15,000,000 to 19,999,999

0

0.00

0.00%

0

0.0000

0.000000

1.50-1.59

0

0.00

0.00%

0

0.0000

0.000000

20,000,000 to 29,999,999

1

20,726,153.66

18.76%

(10)

5.6500

1.788900

1.60-1.69

1

4,067,308.35

3.68%

(1)

6.3995

1.683400

30,000,000 to 49,999,999

0

0.00

0.00%

0

0.0000

0.000000

1.70-1.79

1

20,726,153.66

18.76%

(10)

5.6500

1.788900

50,000,000 to 69,999,999

0

0.00

0.00%

0

0.0000

0.000000

1.80-1.89

0

0.00

0.00%

0

0.0000

0.000000

70,000,000 to 99,999,999

1

76,315,657.66

69.06%

(3)

5.2300

1.060800

1.90 or greater

1

3,441,569.29

3.11%

(1)

6.3995

2.082300

 

100,000,000 or greater

0

0.00

0.00%

0

0.0000

0.000000

Totals

6

110,507,238.24

100.00%

(4)

5.4365

1.210302

 

Totals

6

110,507,238.24

100.00%

(4)

5.4365

1.210302

 

 

 

 

 

 

 

(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 26

 


 

 

                           

 

 

 

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

Alaska

3

10,950,446.93

9.91%

(1)

6.3995

1.477009

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Lodging

3

10,950,446.93

9.91%

(1)

6.3995

1.477009

Georgia

1

2,973,481.17

2.69%

(10)

5.6500

1.788900

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Retail

8

99,556,791.31

90.09%

(4)

5.3306

1.180966

Illinois

1

3,280,634.00

2.97%

(10)

5.6500

1.788900

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Totals

11

110,507,238.24

100.00%

(4)

5.4365

1.210302

Massachusetts

1

4,197,736.58

3.80%

(10)

5.6500

1.788900

 

 

 

 

 

 

 

New Mexico

1

3,026,252.37

2.74%

(10)

5.6500

1.788900

 

 

 

 

 

 

 

New York

1

2,514,979.99

2.28%

(2)

5.7500

(0.182700)

 

 

 

 

 

 

 

Pennsylvania

1

3,506,885.55

3.17%

(10)

5.6500

1.788900

 

 

 

 

 

 

 

Washington

2

80,056,821.65

72.44%

(3)

5.2496

1.094825

 

 

 

 

 

 

 

Totals

11

110,507,238.24

100.00%

(4)

5.4365

1.210302

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 10 of 26

 


 

 

                             

 

 

 

 

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

 

5.249% or less

1

76,315,657.66

69.06%

(3)

5.2300

1.060800

12 months or less

0

0.00

0.00%

0

0.0000

0.000000

 

5.250% to 5.499%

0

0.00

0.00%

0

0.0000

0.000000

13 to 24 months

0

0.00

0.00%

0

0.0000

0.000000

 

5.500% to 5.749%

1

20,726,153.66

18.76%

(10)

5.6500

1.788900

25 to 36 months

0

0.00

0.00%

0

0.0000

0.000000

 

5.750% to 5.999%

1

2,514,979.99

2.28%

(2)

5.7500

(0.182700)

37 to 48 months

0

0.00

0.00%

0

0.0000

0.000000

 

6.000% to 6.249%

0

0.00

0.00%

0

0.0000

0.000000

49 months or greater

6

110,507,238.24

100.00%

(4)

5.4365

1.210302

 

6.250% to 6.499%

3

10,950,446.93

9.91%

(1)

6.3995

1.477009

Totals

6

110,507,238.24

100.00%

(4)

5.4365

1.210302

 

6.500% or greater

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

Totals

6

110,507,238.24

100.00%

(4)

5.4365

1.210302

 

 

 

 

 

 

 

(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 26

 


 

 

                             

 

 

 

 

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

6

110,507,238.24

100.00%

(4)

5.4365

1.210302

Interest Only

1

20,726,153.66

18.76%

(10)

5.6500

1.788900

 

61 months or greater

0

0.00

0.00%

0

0.0000

0.000000

300 months or less

5

89,781,084.58

81.24%

(3)

5.3872

1.076731

 

Totals

6

110,507,238.24

100.00%

(4)

5.4365

1.210302

301 months or greater

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

Totals

6

110,507,238.24

100.00%

(4)

5.4365

1.210302

(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 12 of 26

 


 

 

                         

 

 

 

 

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

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

None

 

 

12 months or less

4

104,550,688.96

94.61%

(4)

5.3973

1.262985

 

 

 

 

 

 

13 to 24 months

1

2,514,979.99

2.28%

(2)

5.7500

(0.182700)

 

 

 

 

 

 

25 months or greater

1

3,441,569.29

3.11%

(1)

6.3995

0.627800

 

 

 

 

 

 

Totals

6

110,507,238.24

100.00%

(4)

5.4365

1.210302

 

 

 

 

 

(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 13 of 26

 


 

 

                                 

 

 

 

 

 

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

 

3

484100003

RT

Bellingham

WA

Actual/360

5.230%

333,425.12

187,236.88

0.00

N/A

02/06/22

--

76,502,894.54

76,315,657.66

04/06/22

 

4A

204841041

 

 

 

Actual/360

5.330%

11,885.78

2,675,973.32

0.00

N/A

05/06/22

--

2,675,973.32

0.00

05/06/22

 

5

484100005

IN

Leetsdale

PA

Actual/360

5.245%

225,104.14

51,496,514.24

0.00

N/A

05/06/22

--

51,496,514.24

0.00

05/06/22

 

21

484100021

RT

Various

Various

Actual/360

5.650%

97,995.97

87,148.90

0.00

07/05/21

07/05/26

--

20,813,302.56

20,726,153.66

05/06/22

 

37

484100037

LO

Anchorage

AK

Actual/360

6.399%

21,760.08

13,024.84

0.00

N/A

04/06/22

--

4,080,333.19

4,067,308.35

03/06/22

 

38

484100038

LO

Anchorage

AK

Actual/360

6.399%

18,412.38

11,021.01

0.00

N/A

04/06/22

--

3,452,590.30

3,441,569.29

03/06/22

 

39

484100039

LO

Anchorage

AK

Actual/360

6.399%

18,412.38

11,021.01

0.00

N/A

04/06/22

--

3,452,590.30

3,441,569.29

12/06/20

 

43

695100039

SS

Brooklyn

NY

Actual/360

5.400%

46,947.26

10,432,724.88

0.00

N/A

05/01/22

--

10,432,724.88

0.00

05/01/22

 

44

484100044

MF

Avon Lake

OH

Actual/360

5.320%

41,727.18

9,412,145.88

0.00

N/A

05/06/22

--

9,412,145.88

0.00

05/06/22

 

47

406100037

MU

Atlanta

GA

Actual/360

5.830%

47,244.07

9,724,336.96

0.00

N/A

05/06/22

--

9,724,336.96

0.00

05/06/22

 

48

484100048

LO

Grand Rapids

MI

Actual/360

5.928%

44,037.99

8,913,820.66

0.00

N/A

05/06/22

--

8,913,820.66

0.00

05/06/22

 

76

484100076

RT

New York

NY

Actual/360

5.750%

12,076.97

5,430.22

0.00

N/A

03/06/22

--

2,520,410.21

2,514,979.99

04/06/21

 

Totals

 

 

 

 

 

 

919,029.32

92,970,398.80

0.00

 

 

 

203,477,637.04

110,507,238.24

 

 

 

 

 

 

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Page 14 of 26

 


 

 

                           

 

 

 

 

 

Mortgage Loan Detail (Part 2)

 

 

 

 

 

 

 

 

 

Most Recent              Most Recent         Appraisal

 

 

 

 

Cumulative

Current

 

 

 

Most Recent

Most Recent

NOI Start

NOI End

Reduction

Appraisal

Cumulative

Current P&I

Cumulative P&I

Servicer

NRA/WODRA

 

 

Pros ID

Fiscal NOI

NOI

Date

Date

Date

Reduction Amount

ASER

Advances

Advances

Advances

from Principal

Defease Status

 

3

9,517,807.30

5,325,117.23

01/01/21

09/30/21

--

0.00

0.00

516,199.33

516,199.33

0.00

0.00

 

 

4A

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

5

6,858,364.59

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

21

2,230,029.70

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

37

702,694.00

0.00

--

--

02/07/22

0.00

24,943.59

34,534.83

44,141.54

0.00

0.00

 

 

38

735,503.33

0.00

--

--

02/07/22

0.00

0.00

29,221.78

58,456.64

0.00

0.00

 

 

39

386,448.00

298,486.00

04/01/19

03/31/20

02/07/22

0.00

0.00

29,221.78

496,819.42

0.00

0.00

 

 

43

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

44

1,227,181.38

936,352.28

01/01/21

09/30/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

47

1,388,733.67

1,053,515.50

01/01/21

09/30/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

48

(346,641.11)

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

76

(38,385.00)

0.00

--

--

--

0.00

48,945.20

179,725.71

179,725.71

3,921.39

0.00

 

 

Totals

22,661,735.86

7,613,471.01

 

 

 

0.00

73,888.79

788,903.42

1,295,342.64

3,921.39

0.00

 

 

 

 

 

 

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Page 15 of 26

 


 

 

           

 

 

Principal Prepayment Detail

 

 

 

 

 

Unscheduled Principal

Prepayment Penalties

Pros ID

Loan Number

Amount

Prepayment / Liquidation Code

Prepayment Premium Amount

Yield Maintenance Amount

21

484100021

87,148.90

Partial Liquidation (Curtailment)

0.00

0.00

Totals

 

87,148.90

 

0.00

0.00

Note: Principal Prepayment Amount listed here may include Principal Adjustment Amounts on the loan in addition to the Unscheduled Principal Amount.

 

 

 

 

 

 

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Page 16 of 26

 


 

 

                                       

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

05/12/22

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

1

87,148.90

0

0.00

5.436496%

5.164614%

(4)

04/12/22

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

1

812,188.69

0

0.00

5.419933%

5.234478%

(1)

03/11/22

0

0.00

0

0.00

3

11,018,446.35

0

0.00

0

0.00

0

0.00

1

9,808.75

7

57,244,193.85

5.410884%

5.234394%

0

02/11/22

0

0.00

0

0.00

3

11,057,062.75

0

0.00

0

0.00

0

0.00

0

0.00

7

155,213,114.03

5.384365%

5.297702%

1

01/12/22

0

0.00

0

0.00

3

11,089,603.18

0

0.00

0

0.00

0

0.00

0

0.00

5

28,481,702.44

5.478420%

5.394977%

3

12/10/21

0

0.00

2

7,626,490.23

1

3,495,475.04

0

0.00

0

0.00

0

0.00

0

0.00

5

35,508,606.59

5.500198%

5.417404%

4

11/15/21

0

0.00

0

0.00

3

11,156,122.29

0

0.00

0

0.00

0

0.00

0

0.00

1

6,251,494.01

5.619434%

5.523182%

4

10/13/21

0

0.00

0

0.00

3

11,188,119.84

0

0.00

0

0.00

0

0.00

0

0.00

2

13,322,370.52

5.612363%

5.516365%

5

09/13/21

0

0.00

0

0.00

5

45,354,478.00

0

0.00

0

0.00

0

0.00

0

0.00

1

9,782,954.55

5.622447%

5.525702%

6

08/12/21

0

0.00

0

0.00

5

45,438,414.35

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

5.631888%

5.535528%

7

07/12/21

0

0.00

0

0.00

5

45,521,858.99

0

0.00

0

0.00

1

2,566,524.26

0

0.00

0

0.00

5.631737%

5.535378%

8

06/11/21

0

0.00

0

0.00

5

45,613,573.64

0

0.00

0

0.00

0

0.00

0

0.00

3

170,792,136.85

5.631589%

5.535229%

9

Note: Foreclosure and REO Totals are included in the delinquencies aging categories.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 17 of 26

 


 

 

                               

 

 

 

 

 

 

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

3

484100003

04/06/22

0

5

 

516,199.33

516,199.33

0.00

76,502,894.55

02/22/22

13

 

 

 

 

37

484100037

03/06/22

1

5

 

34,534.83

44,141.54

12,214.57

4,092,565.29

06/29/20

11

 

 

 

 

38

484100038

03/06/22

1

5

 

29,221.78

58,456.64

6,152.47

3,462,940.53

06/29/20

11

 

 

 

 

39

484100039

12/06/20

16

5

 

29,221.78

496,819.42

3,138.97

3,617,556.46

06/29/20

11

 

 

 

 

Totals

 

 

 

 

 

609,177.71

1,115,616.93

21,506.01

87,675,956.83

 

 

 

 

 

 

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 18 of 26

 


 

 

                 

 

 

 

 

Collateral Stratification and Historical Detail

 

Maturity Dates and Loan Status¹

 

 

 

 

 

 

 

 

 

Total

Performing

Non-Performing

            REO/Foreclosure

 

 

Past Maturity

 

89,781,085

2,514,980

      87,266,105

0

 

0 - 6 Months