Form 10-D GS Mortgage Securities For: Sep 13

September 27, 2021 3:02 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:   August 13, 2021 to September 13, 2021

Commission File Number of issuing entity:  333-171508-05

Central Index Key Number of issuing entity:  0001566053

GS Mortgage Securities Trust 2013-GC10
(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):  0001576832

MC-Five Mile Commercial Mortgage Finance 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)

38-3900534
38-3900535
(I.R.S. Employer Identification No.)

c/o Wells Fargo Bank, N.A.
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-AB

     

     

  X  

     

A-S

     

     

  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 September 13, 2021 a distribution was made to holders of the certificates issued by GS Mortgage Securities Trust 2013-GC10.

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 2013-GC10 in accordance with Item 1100(b) as required by Item 1121(a)(9) of Regulation AB:

Loss Information as reported on September 13, 2021

Number of Delinquencies 30+ days

% of Delinquencies 30+ days by Pool Balance

Number of Loans/REOs with Losses

Average Net Loss

2

15.88%

0

N/A

No assets securitized by GS Mortgage Securities Corporation II (the "Depositor") and held by GS Mortgage Securities Trust 2013-GC10 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 August 13, 2021 to September 13, 2021.

The Depositor has filed a Form ABS-15G on February 25, 2021. 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 9, 2021. 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 August 13, 2021. The CIK number of GSMC is 0001541502. There is no new activity to report at this time.

MC-Five Mile Commercial Mortgage Finance LLC ("MC-Five Mile"), one of the sponsors, has filed a Form ABS-15G on February 16, 2021. The CIK number of MC-Five Mile is 0001576832. 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 22, 2021. The CIK number of Starwood Mortgage Funding I LLC is 0001682511. There is no new activity to report at this time.

Part II - OTHER INFORMATION

Item 6. Significant Obligors of Pool Assets.

The Empire Hotel & Retail loan constitutes a significant obligor within the meaning of Item 1101(k)(2) of Regulation AB and as disclosed in the Prospectus Supplement for GS Mortgage Securities Trust 2013-GC10. In accordance with Item 1112(b) of Regulation AB, the most recent unaudited net operating income of the significant obligor was -$6,239,796.02, a year-to-date figure for the period of January 1, 2021 through June 30, 2021.

The National Harbor loan constitutes a significant obligor within the meaning of Item 1101(k)(2) of Regulation AB and as disclosed in the Prospectus Supplement for GS Mortgage Securities Trust 2013-GC10. In accordance with Item 1112(b) of Regulation AB, the most recent unaudited net operating income of the significant obligor was $4,991,445.98, a year-to-date figure for the period of January 1, 2021 through June 30, 2021.

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 2013-GC10, relating to the September 13, 2021 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: September 27, 2021

 

 

 

     

Distribution Date:

09/13/21

       GS Mortgage Securities Corporation II

Determination Date:

09/07/21

 

Next Distribution Date:

10/13/21

 

Record Date:

08/31/21

GS Mortgage Securities Trust 2013-GC10

 

 

                                                                        Series 2013-GC10

 

           

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

 

Leah Nivison

(212) 902-1000

 

Certificate Interest Reconciliation Detail

4

 

200 West Street, | New York, NY 10282

 

 

 

 

Master Servicer

Wells Fargo Bank, N.A.

 

 

Additional Information

5

 

 

 

 

 

 

 

Investor Relations

 

REAM_InvestorRelations@WellsFargo.com

Bond / Collateral Reconciliation - Cash Flows

6

 

 

 

 

 

 

 

1901 Harrison Street, | Oakland, CA 94612

 

 

Bond / Collateral Reconciliation - Balances

7

Special Servicer

LNR Partners, LLC

 

 

Current Mortgage Loan and Property Stratification

8-12

 

LNR CMBS Notices

(305) 695-5600

lnr.cmbs.notices@lnrproperty.com

Mortgage Loan Detail (Part 1)

13-14

 

1601 Washington Avenue,Suite 700 | Miami Beach, FL 33139

 

 

Mortgage Loan Detail (Part 2)

15-16

Operating Advisor

Trimont Real Estate Advisors, LLC

 

 

Principal Prepayment Detail

17

 

Trust Advisor

 

Trustadvisor@trimontrea.com

Historical Detail

18

 

3500 Lenox Road,Suite G1 | Atlanta, GA 30326

 

 

Delinquency Loan Detail

19

Certificate Administrator

Wells Fargo Bank, N.A.

 

 

 

 

 

Corporate Trust Services (CMBS)

 

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

Collateral Stratification and Historical Detail

20

 

 

 

trustadministrationgroup@wellsfargo.com

Specially Serviced Loan Detail - Part 1

21

 

9062 Old Annapolis Road, | Columbia, MD 21045

 

 

Specially Serviced Loan Detail - Part 2

22

Trustee

U.S. Bank National Association

 

 

Modified Loan Detail

23

 

General Contact

(312) 332-7457

 

Historical Liquidated Loan Detail

24

 

190 South LaSalle Street, 7th Floor, | Chicago, IL 60603

 

 

 

 

Controlling Class

LNR Securities Holdings, LLC

 

 

Historical Bond / Collateral Loss Reconciliation Detail

25

Representative

 

 

 

Interest Shortfall Detail - Collateral Level

26

 

-

 

 

Supplemental Notes

27

 

, | ,

 

 

 

This report is compiled by Wells Fargo Bank, N.A. from information provided by third parties. Wells Fargo Bank, 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.

   

© Copyright 2021, Wells Fargo Bank, N.A. All rights reserved. Confidential

Page 1 of 27

 


 

 

                         

 

 

 

 

Certificate Distribution Detail

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Current

Original

 

 

Pass-Through Rate

 

Beginning

Principal

Interest

Prepayment

 

Total

 

Credit

Credit

Class

  CUSIP

(2)

Original Balance

Balance

Distribution

Distribution

Penalties

Realized Losses

Distribution

Ending Balance

Support¹

Support¹

Regular   Certificates

 

 

 

 

 

 

 

 

 

 

 

A-1

36192CAA3

0.696000%

53,438,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-2

36192CAB1

1.840000%

35,275,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-3

36192CAC9

2.613000%

21,000,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-4

36192CAD7

2.681000%

110,000,000.00

71,586,928.76

0.00

159,937.13

0.00

0.00

159,937.13

71,586,928.76

39.57%

30.00%

A-5

36192CAE5

2.943000%

300,475,000.00

300,475,000.00

0.00

736,914.94

0.00

0.00

736,914.94

300,475,000.00

39.57%

30.00%

A-AB

36192CAF2

2.564000%

81,379,000.00

22,949,745.39

1,362,306.21

49,035.96

0.00

0.00

1,411,342.17

21,587,439.18

39.57%

30.00%

A-S

36192CAH8

3.279000%

54,785,000.00

54,785,000.00

0.00

149,700.01

0.00

0.00

149,700.01

54,785,000.00

31.17%

23.63%

B

36192CAL9

3.682000%

63,380,000.00

63,380,000.00

0.00

194,470.97

0.00

0.00

194,470.97

63,380,000.00

21.44%

16.25%

C

36192CAN5

4.285000%

39,746,000.00

39,746,000.00

0.00

141,926.34

0.00

0.00

141,926.34

39,746,000.00

15.34%

11.63%

D

36192CAQ8

4.548080%

34,376,000.00

34,376,000.00

0.00

130,287.34

0.00

0.00

130,287.34

34,376,000.00

10.06%

7.63%

E

36192CAS4

4.548080%

22,558,000.00

22,558,000.00

0.00

85,496.33

0.00

0.00

85,496.33

22,558,000.00

6.60%

5.00%

F*

36192CAU9

4.548080%

16,114,000.00

16,114,000.00

0.00

37,912.51

0.00

0.00

37,912.51

16,114,000.00

4.12%

3.13%

G

36192CAW5

4.548080%

26,855,941.00

26,855,940.97

0.00

0.00

0.00

0.00

0.00

26,855,940.97

0.00%

0.00%

R

36192CAY1

0.000000%

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

Regular SubTotal

 

859,381,941.00

652,826,615.12

1,362,306.21

1,685,681.53

0.00

0.00

3,047,987.74

651,464,308.91

 

 

 

Notional Certificates

 

 

 

 

 

 

 

 

 

 

 

X-A

36192CAG0

1.625191%

656,352,000.00

449,796,674.15

0.00

609,171.44

0.00

0.00

609,171.44

448,434,367.94

 

 

X-B

36192CAJ4

0.633677%

103,126,000.00

103,126,000.00

0.00

54,457.13

0.00

0.00

54,457.13

103,126,000.00

 

 

Notional SubTotal

 

759,478,000.00

552,922,674.15

0.00

663,628.57

0.00

0.00

663,628.57

551,560,367.94

 

 

 

Deal Distribution Total

 

 

 

1,362,306.21

2,349,310.10

0.00

0.00

3,711,616.31

 

 

 

 

*

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.

 

 

 

 

 

 

 

 

 

 

 

 

© Copyright 2021, Wells Fargo Bank, N.A. All rights reserved. Confidential

 

 

 

 

 

 

 

Page 2 of 27

 


 

 

                     

 

 

 

 

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

36192CAA3

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-2

36192CAB1

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-3

36192CAC9

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-4

36192CAD7

650.79026145

0.00000000

1.45397391

0.00000000

0.00000000

0.00000000

0.00000000

1.45397391

650.79026145

A-5

36192CAE5

1,000.00000000

0.00000000

2.45250001

0.00000000

0.00000000

0.00000000

0.00000000

2.45250001

1,000.00000000

A-AB

36192CAF2

282.01065865

16.74026727

0.60256282

0.00000000

0.00000000

0.00000000

0.00000000

17.34283009

265.27039138

A-S

36192CAH8

1,000.00000000

0.00000000

2.73249995

0.00000000

0.00000000

0.00000000

0.00000000

2.73249995

1,000.00000000

B

36192CAL9

1,000.00000000

0.00000000

3.06833339

0.00000000

0.00000000

0.00000000

0.00000000

3.06833339

1,000.00000000

C

36192CAN5

1,000.00000000

0.00000000

3.57083329

0.00000000

0.00000000

0.00000000

0.00000000

3.57083329

1,000.00000000

D

36192CAQ8

1,000.00000000

0.00000000

3.79006691

0.00000000

0.00000000

0.00000000

0.00000000

3.79006691

1,000.00000000

E

36192CAS4

1,000.00000000

0.00000000

3.79006694

0.00000000

0.00000000

0.00000000

0.00000000

3.79006694

1,000.00000000

F

36192CAU9

1,000.00000000

0.00000000

2.35276840

1.43729862

1.43729862

0.00000000

0.00000000

2.35276840

1,000.00000000

G

36192CAW5

999.99999888

0.00000000

0.00000000

3.79006679

10.51290513

0.00000000

0.00000000

0.00000000

999.99999888

R

36192CAY1

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

 

Notional Certificates

 

 

 

 

 

 

 

 

 

X-A

36192CAG0

685.29794097

0.00000000

0.92811699

0.00000000

0.00000000

0.00000000

0.00000000

0.92811699

683.22236839

X-B

36192CAJ4

1,000.00000000

0.00000000

0.52806402

0.00000000

0.00000000

0.00000000

0.00000000

0.52806402

1,000.00000000

 

 

 

 

© Copyright 2021, Wells Fargo Bank, N.A. All rights reserved. Confidential

 

 

 

 

 

Page 3 of 27

 


 

 

                         

 

 

 

 

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

08/01/21 - 08/30/21

30

0.00

159,937.13

0.00

159,937.13

0.00

0.00

0.00

159,937.13

0.00

 

A-5

08/01/21 - 08/30/21

30

0.00

736,914.94

0.00

736,914.94

0.00

0.00

0.00

736,914.94

0.00

 

A-AB

08/01/21 - 08/30/21

30

0.00

49,035.96

0.00

49,035.96

0.00

0.00

0.00

49,035.96

0.00

 

X-A

08/01/21 - 08/30/21

30

0.00

609,171.44

0.00

609,171.44

0.00

0.00

0.00

609,171.44

0.00

 

X-B

08/01/21 - 08/30/21

30

0.00

54,457.13

0.00

54,457.13

0.00

0.00

0.00

54,457.13

0.00

 

A-S

08/01/21 - 08/30/21

30

0.00

149,700.01

0.00

149,700.01

0.00

0.00

0.00

149,700.01

0.00

 

B

08/01/21 - 08/30/21

30

0.00

194,470.97

0.00

194,470.97

0.00

0.00

0.00

194,470.97

0.00

 

C

08/01/21 - 08/30/21

30

0.00

141,926.34

0.00

141,926.34

0.00

0.00

0.00

141,926.34

0.00

 

D

08/01/21 - 08/30/21

30

0.00

130,287.34

0.00

130,287.34

0.00

0.00

0.00

130,287.34

0.00

 

E

08/01/21 - 08/30/21

30

0.00

85,496.33

0.00

85,496.33

0.00

0.00

0.00

85,496.33

0.00

 

F

08/01/21 - 08/30/21

30

0.00

61,073.14

0.00

61,073.14

23,160.63

0.00

0.00

37,912.51

23,160.63

 

G

08/01/21 - 08/30/21

30

179,866.44

101,785.81

0.00

101,785.81

101,785.81

0.00

0.00

0.00

282,333.96

 

Totals

 

 

179,866.44

2,474,256.54

0.00

2,474,256.54

124,946.44

0.00

0.00

2,349,310.10

305,494.59

 

 

 

 

 

© Copyright 2021, Wells Fargo Bank, N.A. All rights reserved. Confidential

 

 

 

 

 

 

Page 4 of 27

 


 

 

     

Additional Information

 

Total Available Distribution Amount (1)

3,711,616.31

 

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

 

 

 

 

 

 

© Copyright 2021, Wells Fargo Bank, N.A. All rights reserved. Confidential

 

Page 5 of 27

 


 

 

       

Bond / Collateral Reconciliation - Cash Flows

 

 

Total Funds Collected

 

Total Funds Distributed

 

Interest

 

Fees

 

Interest Paid or Advanced

2,492,780.29

Master Servicing Fee

15,212.69

Interest Reductions due to Nonrecoverability Determination

0.00

Certificate Administration Fee

2,158.68

Interest Adjustments

0.00

Trustee Fee

258.59

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

893.83

Extension Interest

0.00

 

 

Interest Reserve Withdrawal

0.00

 

 

Total Interest Collected

2,492,780.29

Total Fees

18,523.79

 

Principal

 

Expenses/Reimbursements

 

Scheduled Principal

1,362,306.21

Reimbursement for Interest on Advances

0.00

Unscheduled Principal Collections

 

ASER Amount

102,431.55

Principal Prepayments

0.00

Special Servicing Fees (Monthly)

22,301.75

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)

213.14

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

1,362,306.21

Total Expenses/Reimbursements

124,946.44

 

 

 

Interest Reserve Deposit

0.00

 

Other

 

Payments to Certificateholders and Others

 

Prepayment Penalties / Yield Maintenance

0.00

Interest Distribution

2,349,310.10

Gain on Sale / Excess Liquidation Proceeds

0.00

Principal Distribution

1,362,306.21

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

3,711,616.31

Total Funds Collected

3,855,086.50

Total Funds Distributed

3,855,086.54

 

© Copyright 2021, Wells Fargo Bank, N.A. All rights reserved. Confidential

 

 

Page 6 of 27

 


 

 

           

 

 

Bond / Collateral Reconciliation - Balances

 

 

 

 

Collateral Reconciliation

 

Certificate Reconciliation

 

 

 

 

Total

 

Total

Beginning Scheduled Collateral Balance

652,826,615.12

652,826,615.12

Beginning Certificate Balance

652,826,615.12

(-) Scheduled Principal Collections

1,362,306.21

1,362,306.21

(-) Principal Distributions

1,362,306.21

(-) 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

651,464,308.91

651,464,308.91

Certificate Other Adjustments**

0.00

Beginning Actual Collateral Balance

653,805,254.32

653,805,254.32

Ending Certificate Balance

651,464,308.91

Ending Actual Collateral Balance

652,626,643.07

652,626,643.07

 

 

 

 

 

 

 

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

4.55

 

 

 

 

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.

 

 

 

 

 

 

 

© Copyright 2021, Wells Fargo Bank, N.A. All rights reserved. Confidential

 

 

Page 7 of 27

 


 

 

                             

 

 

 

 

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

19

133,060,464.36

20.42%

14

4.6395

NAP

Defeased

19

133,060,464.36

20.42%

14

4.6395

NAP

 

3,000,000 or less

5

11,966,480.51

1.84%

15

4.8407

3.073603

1.39 or less

12

250,162,598.11

38.40%

15

4.4398

0.774576

3,000,001 to 5,000,000

9

36,723,434.93

5.64%

16

4.7196

1.731806

1.40-1.49

0

0.00

0.00%

0

0.0000

0.000000

5,000,001 to 10,000,000

10

79,288,019.44

12.17%

16

4.4439

1.982463

1.50-1.59

3

68,665,475.02

10.54%

16

4.6100

1.557528

10,000,001 to 15,000,000

3

37,500,822.01

5.76%

15

4.5526

1.126340

1.60-1.69

1

4,278,383.01

0.66%

16

4.5500

1.667000

15,000,001 to 20,000,000

0

0.00

0.00%

0

0.0000

0.000000

1.70-1.79

3

77,862,856.95

11.95%

16

4.1603

1.793092

20,000,001 to 25,000,000

2

45,030,015.85

6.91%

16

4.7729

0.392853

1.80-1.89

3

13,018,073.75

2.00%

15

4.3387

1.835812

25,000,001 to 30,000,000

2

53,249,477.35

8.17%

16

3.9617

3.036486

1.90-1.99

2

6,575,405.52

1.01%

16

4.7641

1.961267

30,000,001 to 70,000,000

3

163,493,628.03

25.10%

16

4.3606

1.106673

2.00 or greater

11

97,841,052.19

15.02%

16

4.2210

2.965646

 

70,000,001 or greater

1

91,151,966.43

13.99%

15

4.1500

1.254000

Totals

54

651,464,308.91

100.00%

15

4.4342

1.507785

 

Totals

54

651,464,308.91

100.00%

15

4.4342

1.507785

 

 

 

 

 

 

 

(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.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

© Copyright 2021, Wells Fargo Bank, N.A. All rights reserved. Confidential

 

 

 

 

 

 

 

Page 8 of 27

 


 

 

                           

 

 

 

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

39

133,060,464.36

20.42%

14

4.6395

NAP

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Defeased

39

133,060,464.36

20.42%

14

4.6395

NAP

Arizona

1

2,310,397.64

0.35%

15

4.6100

3.106300

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Lodging

2

26,130,037.93

4.01%

16

5.1203

(0.067750)

California

5

78,478,971.66

12.05%

16

4.1155

2.080680

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Mixed Use

6

200,842,536.07

30.83%

16

4.3842

0.984645

Florida

1

5,843,068.72

0.90%

15

4.3910

2.324400

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Mobile Home Park

6

9,357,912.59

1.44%

15

4.8901

3.366223

Georgia

3

11,017,438.11

1.69%

16

4.8627

2.540027

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Multi-Family

8

26,039,935.31

4.00%

16

4.7259

1.865451

Illinois

11

24,882,875.69

3.82%

16

4.8638

1.243806

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Office

6

59,351,354.08

9.11%

15

4.4709

1.621923

Maryland

1

91,151,966.43

13.99%

15

4.1500

1.254000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Retail

18

193,067,866.85

29.64%

16

4.1829

2.036603

Massachusetts

1

28,000,000.00

4.30%

16

3.8370

3.933100

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Self Storage

1

3,614,201.73

0.55%

16

4.2400

2.460000

Missouri

1

23,178,360.93

3.56%

16

4.3400

1.147300

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Totals

86

651,464,308.91

100.00%

15

4.4342

1.507785

Nevada

1

7,284,590.99

1.12%

16

4.4230

1.183700

 

 

 

 

 

 

 

 

New York

6

122,251,402.16

18.77%

16

4.5638

0.864233

 

 

 

 

 

 

 

 

North Carolina

1

8,704,987.21

1.34%

17

5.0000

1.780300

 

 

 

 

 

 

 

 

Ohio

6

18,182,950.01

2.79%

16

4.5616

2.120052

 

 

 

 

 

 

 

 

Pennsylvania

1

13,146,672.08

2.02%

15

4.2850

1.071000

 

 

 

 

 

 

 

 

Texas

5

45,239,929.99

6.94%

16

4.3044

1.789593

 

 

 

 

 

 

 

 

Virginia

1

6,950,002.73

1.07%

15

4.1000

1.846500

 

 

 

 

 

 

 

 

Washington

2

31,780,230.21

4.88%

16

4.8783

0.132763

 

 

 

 

 

 

 

 

Totals

86

651,464,308.91

100.00%

15

4.4342

1.507785

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

© Copyright 2021, Wells Fargo Bank, N.A. All rights reserved. Confidential

 

 

 

 

 

 

 

Page 9 of 27

 


 

 

                       

 

 

 

 

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

19

133,060,464.36

20.42%

14

4.6395

NAP

 

None

 

 

 

4.000% or less

2

88,052,672.03

13.52%

16

3.9482

2.475852

 

 

 

 

 

4.001% to 4.250%

5

136,894,223.53

21.01%

15

4.1370

1.466203

 

 

 

 

 

4.251% to 4.500%

9

91,238,895.19

14.01%

16

4.3671

1.657411

 

 

 

 

 

4.501% to 4.750%

10

139,422,424.71

21.40%

16

4.6003

0.987856

 

 

 

 

 

4.751% to 5.000%

6

34,462,192.12

5.29%

16

4.9239

1.593559

 

 

 

 

 

5.001% or greater

3

28,333,436.97

4.35%

16

5.2203

0.417702

 

 

 

 

 

Totals

54

651,464,308.91

100.00%

15

4.4342

1.507785

 

 

 

 

(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.

 

 

 

 

 

 

 

 

 

 

 

© Copyright 2021, Wells Fargo Bank, N.A. All rights reserved. Confidential

 

 

 

 

Page 10 of 27

 


 

 

                             

 

 

 

 

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

19

133,060,464.36

20.42%

14

4.6395

NAP

Defeased

19

133,060,464.36

20.42%

14

4.6395

NAP

 

60 months or less

35

518,403,844.55

79.58%

16

4.3816

1.493859

Interest Only

1

28,000,000.00

4.30%

16

3.8370

3.933100

 

61 months or greater

0

0.00

0.00%

0

0.0000

0.000000

300 months or less

34

490,403,844.55

75.28%

16

4.4127

1.354589

 

Totals

54

651,464,308.91

100.00%

15

4.4342

1.507785

301 months or greater

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

Totals

54

651,464,308.91

100.00%

15

4.4342

1.507785

(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.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

© Copyright 2021, Wells Fargo Bank, N.A. All rights reserved. Confidential

 

 

 

 

 

 

 

Page 11 of 27

 


 

 

                         

 

 

 

 

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

19

133,060,464.36

20.42%

14

4.6395

NAP

 

 

 

None

 

Underwriter's Information

1

60,340,557.65

9.26%

16

4.5700

1.558718

 

 

 

 

 

 

12 months or less

34

458,063,286.90

70.31%

16

4.3567

1.485315

 

 

 

 

 

 

13 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

54

651,464,308.91

100.00%

15

4.4342

1.507785

 

 

 

 

 

(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.

 

 

 

 

 

 

 

 

 

 

 

 

© Copyright 2021, Wells Fargo Bank, N.A. All rights reserved. Confidential

 

 

 

 

 

Page 12 of 27

 


 

 

                                 

 

 

 

 

 

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

 

1A

304101051

MU

New York

NY

Actual/360

4.57025%

237,810.98

89,986.38

0.00

N/A

01/06/23

--

60,430,544.03

60,340,557.65

02/06/21

 

1B

304101050

MU

New York

NY

Actual/360

4.57025%

169,864.98

64,275.99

0.00

N/A

01/06/23

--

43,164,674.34

43,100,398.35

02/06/21

 

2

300010002

MU

National Harbor

MD

Actual/360

4.15025%

326,485.81

208,227.85

0.00

N/A

12/06/22

--

91,360,194.28

91,151,966.43

09/06/21

 

3

300010003

RT

Vacaville

CA

Actual/360

4.00025%

207,239.16

113,536.18

0.00

N/A

01/06/23

--

60,166,208.21

60,052,672.03

09/06/21

 

4

300010004

MU

Portland

OR

Actual/360

4.58325%

116,443.36

62,626.75

0.00

N/A

01/06/23

--

29,505,682.31

29,443,055.56

09/06/21

 

5

300010005

RT

Boston

MA

Actual/360

3.83725%

92,514.33

0.00

0.00

N/A

01/06/23

--

28,000,000.00

28,000,000.00

09/06/21

 

6

695100097

RT

Osage Beach

MO

Actual/360

4.34025%

86,813.90

51,165.49

0.00

N/A

01/01/23

--

23,229,526.42

23,178,360.93

09/01/21

 

7

300010007

LO

Seattle

WA

Actual/360

5.23225%

98,745.24

65,755.98

0.00

N/A

01/06/23

--

21,917,410.90

21,851,654.92

09/06/21

 

8

304101047

RT

Round Rock

TX

Actual/360

4.10025%

89,290.05

41,173.51

0.00

N/A

01/06/23

--

25,290,650.86

25,249,477.35

09/06/21

 

12

300010012

SS

Various

SC

Actual/360

4.61025%

67,838.86

31,537.66

0.00

N/A

09/06/22

--

17,089,068.63

17,057,530.97

09/06/21

 

13

695100083

OF

Peoria

IL

Actual/360

4.87025%

54,543.96

40,667.80

0.00

N/A

01/01/23

--

13,006,442.77

12,965,774.97

09/01/21

 

14

623100002

RT

Pompano Beach

FL

Actual/360

4.45025%

51,058.77

29,032.51

0.00

N/A

09/06/22

--

13,324,507.59

13,295,475.08

09/06/21

 

15

300010015

OF

Canonsburg

PA

Actual/360

4.28525%

48,618.00

29,432.59

0.00

N/A

12/06/22

--

13,176,104.67

13,146,672.08

08/06/21

 

16

300010016

OF

Castle Hills

TX

Actual/360

4.50025%

44,218.76

22,917.04

0.00

N/A

12/06/22

--

11,411,292.00

11,388,374.96

09/06/21

 

17

300010017

MF

Ann Arbor

MI

Actual/360

4.54025%

40,033.79

22,008.48

0.00

N/A

12/06/22

--

10,240,275.78

10,218,267.30

09/06/21

 

18

300010018

OF

Spokane

WA

Actual/360

4.10025%

35,134.06

22,849.74

0.00

N/A

12/06/22

--

9,951,425.03

9,928,575.29

09/06/21

 

20

623100005

RT

West Palm Beach

FL

Actual/360

4.68025%

37,550.29

19,367.71

0.00

N/A

11/06/22

--

9,317,689.45

9,298,321.74

09/06/21

 

21

623100004

MF

Cullowhee

NC

Actual/360

5.00025%

37,594.81

26,710.09

0.00

N/A

02/06/23

--

8,731,697.30

8,704,987.21

09/06/21

 

22

695100098

MF

North Olmsted

OH

Actual/360

4.30025%

33,436.23

20,009.89

0.00

N/A

01/01/23

--

9,030,040.62

9,010,030.73

09/01/21

 

23

304101054

Various Various

IL

Actual/360

4.72525%

33,525.01

26,186.43

0.00

N/A

01/06/23

--

8,239,633.43

8,213,447.00

09/06/21

 

25

300010025

MH

Various

Various

Actual/360

5.25025%

35,082.66

23,403.92

0.00

N/A

12/06/22

--

7,760,218.85

7,736,814.93

09/06/21

 

26

300010026

RT

Hewlett

NY

Actual/360

4.41525%

34,665.46

13,991.47

0.00

N/A

01/06/23

--

9,119,189.18

9,105,197.71

09/06/21

 

27

695100094

OF

Fremont

CA

Actual/360

4.27025%

28,258.94

17,107.31

0.00

N/A

01/01/23

--

7,685,442.12

7,668,334.81

09/01/21

 

28

695100085

RT

Las Vegas

NV

Actual/360

4.42325%

27,805.26

15,879.22

0.00

N/A

01/01/23

--

7,300,470.21

7,284,590.99

09/01/21

 

29

300010029

RT

Staunton

VA

Actual/360

4.10025%

24,593.84

15,994.82

0.00

N/A

12/06/22

--

6,965,997.55

6,950,002.73

09/06/21

 

30

623100003

MH

Various

Various

Actual/360

4.75025%

26,969.26

13,719.23

0.00

N/A

12/06/22

--

6,593,503.48

6,579,784.25

09/06/21

 

31

300010031

MF

Louisville

KY

Actual/360

4.02525%

13,169.10

42,401.50

0.00

N/A

01/06/23

--

3,799,540.77

3,757,139.27

09/06/21

 

32

695100082

RT

Orlando

FL

Actual/360

4.39125%

22,142.13

12,873.93

0.00

N/A

12/01/22

--

5,855,942.65

5,843,068.72

09/01/21

 

 

 

 

 

© Copyright 2021, Wells Fargo Bank, N.A. All rights reserved. Confidential

 

 

 

 

 

 

 

 

 

Page 13 of 27

 


 

 

                                 

 

 

 

 

 

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

 

34

695100092

RT

Conifer

CO

Actual/360

4.49325%

18,837.18

15,877.52

0.00

N/A

01/01/23

--

4,868,780.60

4,852,903.08

09/01/21

 

35

695100099

MF

Parma

OH

Actual/360

4.30025%

17,646.90

10,560.77

0.00

N/A

01/01/23

--

4,765,855.29

4,755,294.52

09/01/21

 

36

695100076

MF

Chicago

IL

Actual/360

4.94025%

20,561.18

9,828.98

0.00

N/A

11/01/22

--

4,833,501.38

4,823,672.40

09/01/21

 

37

695100086

RT

Arlington

TX

Actual/360

4.49025%

17,879.03

9,955.99

0.00

N/A

01/01/23

--

4,624,220.25

4,614,264.26

09/01/21

 

38

695100090

LO

Horseheads

NY

Actual/360

4.55025%

16,817.44

13,909.65

0.00

N/A

01/01/23

--

4,292,292.66

4,278,383.01

09/01/21

 

39

300010039

MF

Fredonia

NY

Actual/360

4.70025%

18,742.35

9,653.07

0.00

N/A

01/01/23

--

4,630,916.72

4,621,263.65

09/01/21

 

40

695100091

RT

Conyers

GA

Actual/360

4.67025%

18,352.02

9,557.13

0.00

N/A

01/01/23

--

4,563,602.51

4,554,045.38

09/01/21

 

41

695100093

LO

Nashville

TN

Actual/360

4.56325%

15,952.12

13,137.43

0.00

N/A

09/01/22

--

4,059,839.66

4,046,702.23

09/01/21

 

42

300010042

OF

San Diego

CA

Actual/360

4.97925%

18,273.74

8,503.21

0.00

N/A

01/06/23

--

4,262,125.18

4,253,621.97

09/06/21

 

43

695100087

MF

Niles

OH

Actual/360

4.42025%

15,967.80

9,129.35

0.00

N/A

01/01/23

--

4,195,306.13

4,186,176.78

09/01/21

 

44

300010044

SS

Various

Various

Actual/360

4.85025%

16,345.19

12,449.01

0.00

N/A

08/06/22

--

3,913,713.25

3,901,264.24

09/06/21

 

45

300010045

RT

Houston

TX

Actual/360

4.57525%

15,292.45

12,544.42

0.00

N/A

01/06/23

--

3,881,744.23

3,869,199.81

09/06/21

 

46

695100079

RT

Concord

NC

Actual/360

4.93025%

16,914.87

8,115.06

0.00

N/A

11/01/22

--

3,984,396.20

3,976,281.14

09/01/21

 

47

695100095

RT

Stone Mountain

GA

Actual/360

4.83025%

15,359.00

7,542.89

0.00

N/A

01/01/23

--

3,692,807.29

3,685,264.40

09/01/21

 

48

304101048

SS

San Jose

CA

Actual/360

4.24025%

13,225.42

8,099.37

0.00

N/A

01/06/23

--

3,622,301.10

3,614,201.73

09/06/21

 

49

695100101

MF

Chicago

IL

Actual/360

5.15025%

16,456.42

7,159.21

0.00

N/A

02/01/23

--

3,710,812.93

3,703,653.72

09/01/21

 

51

695100096

RT

Eaton

OH

Actual/360

4.93525%

14,472.29

6,841.96

0.00

N/A

01/01/23

--

3,405,578.77

3,398,736.81

09/01/21

 

52

695100088

RT

Hemet

CA

Actual/360

4.68025%

11,684.59

9,261.06

0.00

N/A

01/01/23

--

2,899,402.18

2,890,141.12

09/01/21

 

53

623100001

MH

Grovetown

GA

Actual/360

5.22225%

12,516.64

5,373.66

0.00

N/A

12/06/22

--

2,783,501.99

2,778,128.33

09/06/21

 

54

300010054

MU

Dallas

TX

Actual/360

4.72525%

10,331.69

5,272.56

0.00

N/A

01/06/23

--

2,539,279.22

2,534,006.66

09/06/21

 

55

300010055

MF

Taylor

MI

Actual/360

4.78025%

9,031.61

6,980.03

0.00

N/A

09/06/22

--

2,194,210.04

2,187,230.01

09/06/21

 

56

695100080

RT

Scottsdale

AZ

Actual/360

4.61025%

9,191.18

4,922.98

0.00

N/A

12/01/22

--

2,315,320.62

2,310,397.64

09/01/21

 

57

300010057

MH

Saint Cloud

FL

Actual/360

4.90025%

8,934.95

4,333.22

0.00

N/A

11/06/22

--

2,117,565.39

2,113,232.17

09/06/21

 

59

300010059

MH

Knoxville

TN

Actual/360

5.10025%

8,434.86

3,781.51

0.00

N/A

12/06/22

--

1,920,652.01

1,916,870.50

09/06/21

 

60

300010060

MH

Rantoul

IL

Actual/360

5.59025%

7,840.29

3,742.29

0.00

N/A

11/06/22

--

1,628,774.92

1,625,032.63

09/06/21

 

61

300010061

RT

Coppell

TX

Actual/360

5.00025%

6,272.08

2,934.41

0.00

N/A

11/06/22

--

1,456,741.17

1,453,806.76

09/06/21

 

Totals

 

 

 

 

 

 

2,492,780.29

1,362,306.21

0.00

 

 

 

652,826,615.12

651,464,308.91

 

 

 

 

 

 

© Copyright 2021, Wells Fargo Bank, N.A. All rights reserved. Confidential

 

 

 

 

 

 

 

 

 

Page 14 of 27

 


 

 

                           

 

 

 

 

 

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

 

1A

0.00

0.00

--

--

09/07/21

15,250,354.23

59,751.74

266,698.37

2,287,431.75

0.00

0.00

 

 

1B

(3,927,933.68)

(5,028,810.67)

04/01/20

03/31/21

09/07/21

10,893,110.17

42,679.81

190,498.84

1,633,879.82

0.00

0.00

 

 

2

8,798,371.03

4,991,445.98

01/01/21

06/30/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

3

7,267,508.18

1,811,433.13

01/01/21

03/31/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

4

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

5

4,238,381.08

2,160,007.60

01/01/21

06/30/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

6

2,387,687.31

1,027,624.85

01/01/21

06/30/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

7

(636,405.97)

(692,433.58)

07/01/20

06/30/21

--

0.00