Form 10-D Morgan Stanley Bank of For: Nov 18

December 2, 2021 1:25 PM EST

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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:   October 19, 2021 to November 18, 2021

Commission File Number of issuing entity:  333-180779-20

Central Index Key Number of issuing entity:  0001656047

Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27
(Exact name of issuing entity as specified in its charter)

Commission File Number of depositor:  333-180779

Central Index Key Number of depositor:  0001547361

Morgan Stanley Capital I Inc.
(Exact name of depositor as specified in its charter)

Central Index Key Number of sponsor (if applicable):  0001541557

Morgan Stanley Mortgage Capital Holdings LLC
(Exact name of sponsor as specified in its charter)

Central Index Key Number of sponsor (if applicable):  0001102113

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

Central Index Key Number of sponsor (if applicable):  0001548567

CIBC Inc.
(Exact name of sponsor as specified in its charter)

Central Index Key Number of sponsor (if applicable):  0001682532

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

Jane Lam (212) 761-4000
(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)

38-3979833
38-3979834
38-3979835
38-7143623
(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-SB

     

     

  X  

     

A-2

     

     

  X  

     

A-3

     

     

  X  

     

A-4

     

     

  X  

     

X-A

     

     

  X  

     

A-S

     

     

  X  

     

B

     

     

  X  

     

C

     

     

  X  

     

 

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

Part I - DISTRIBUTION INFORMATION

Item 1. Distribution and Pool Performance Information.

On November 18, 2021 a distribution was made to holders of the certificates issued by Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27.

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 Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 in accordance with Item 1100(b) as required by Item 1121(a)(9) of Regulation AB:

Loss Information as reported on November 18, 2021

Number of Delinquencies 30+ days

% of Delinquencies 30+ days by Pool Balance

Number of Loans/REOs with Losses

Average Net Loss

1

1.03%

0

N/A

No assets securitized by Morgan Stanley Mortgage Capital Holdings LLC, Bank of America, National Association, CIBC Inc., and Starwood Mortgage Funding III LLC (each a "Securitizer") and held by Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 were the subject of a demand to repurchase or replace for breach of the representations and warranties during the monthly distribution period from October 19, 2021 to November 18, 2021.

Morgan Stanley Mortgage Capital Holdings LLC filed its most recent Form ABS-15G on November 15, 2021. The CIK number for Morgan Stanley Mortgage Capital Holdings LLC is 0001541557.

Bank of America, National Association filed its most recent Form ABS-15G on November 12, 2021. The CIK number for Bank of America, National Association is 0001102113.

CIBC Inc. filed its most recent Form ABS-15G on February 9, 2021. The CIK number for CIBC Inc. is 0001548567.

Starwood Mortgage Capital LLC, the direct parent of Starwood Mortgage Funding III LLC filed its most recent Form ABS-15G on January 22, 2021. The CIK number for Starwood Mortgage Funding III LLC is 0001682532.

Part II - OTHER INFORMATION

Item 2.  Legal Proceedings.

 

Wells Fargo Bank:  In December 2014, Phoenix Light SF Limited and certain related entities and the National Credit Union Administration (NCUA) filed complaints in the United States District Court for the Southern District of New York against Wells Fargo Bank, alleging claims against Wells Fargo Bank in its capacity as trustee for a number of residential mortgage-backed securities trusts. Complaints raising similar allegations have been filed by Commerzbank AG in the Southern District of New York and by IKB International and IKB Deutsche Industriebank in New York state court. In each case, the plaintiffs allege that Wells Fargo Bank, as trustee, caused losses to investors, and plaintiffs assert causes of action based upon, among other things, the trustee’s alleged failure to notify and enforce repurchase obligations of mortgage loan sellers for purported breaches of representations and warranties, notify investors of alleged events of default, and abide by appropriate standards of care following alleged events of default. Wells Fargo Bank previously settled two class action lawsuits with similar allegations that were filed in November 2014 and December 2016 by institutional investors in the Southern District of New York and New York state court, respectively. In addition, Park Royal I LLC and Park Royal II LLC have filed complaints in New York state court alleging Wells Fargo Bank, N.A., as trustee, failed to take appropriate actions upon learning of defective mortgage loan documentation. In March 2021, the Company entered into an agreement to resolve the case filed by the NCUA.

 

In addition to the foregoing cases, in August 2014 and August 2015 Nomura Credit & Capital Inc. (“Nomura”) and Natixis Real Estate Holdings, LLC (“Natixis”) filed a total of seven third-party complaints against Wells Fargo Bank in New York state court. In the underlying first-party actions, Nomura and Natixis have been sued for alleged breaches of representations and warranties made in connection with residential mortgage-backed securities sponsored by them. In the third-party actions, Nomura and Natixis allege that Wells Fargo Bank, as master servicer, primary servicer or securities administrator, failed to notify Nomura and Natixis of their own breaches, failed to properly oversee the primary servicers, and failed to adhere to accepted servicing practices. Natixis additionally alleges that Wells Fargo Bank failed to perform default oversight duties. Wells Fargo Bank has asserted counterclaims alleging that Nomura and Natixis failed to provide Wells Fargo Bank notice of their representation and warranty breaches.

 

With respect to each of the foregoing litigations, Wells Fargo Bank believes plaintiffs' claims are without merit and intends to contest the claims vigorously, but there can be no assurances as to the outcome of the litigations or the possible impact of the litigations on Wells Fargo Bank or the related RMBS trusts.

Item 6. Significant Obligors of Pool Assets.

The 535-545 Fifth Avenue mortgage loan constitutes a significant obligor within the meaning of Item 1101(k)(2) of Regulation AB and as disclosed in the Prospectus Supplement for Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27. In accordance with Item 1112(b) of Regulation AB, the most recent unaudited net operating income of the significant obligor was $11,705,234.12, a figure for the period of January 1, 2021 through June 30, 2021.

Item 9. Other Information.

Wells Fargo Bank, N.A., in its capacity as Master Servicer for Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27, affirms the following amounts in the respective accounts:

Collection Account Balance

  Prior Distribution Date

10/18/2021

$0.00

  Current Distribution Date

11/18/2021

$0.00

 

*REO Account Balance

  Prior Distribution Date

10/18/2021

$0.00

  Current Distribution Date

11/18/2021

$0.00

*As provided by Special Servicer

Wells Fargo Bank, N.A., in its capacity as Certificate Administrator for Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27, affirms the following amounts in the respective accounts:

Distribution Account Balance

  Prior Distribution Date

10/18/2021

$2,724.31

  Current Distribution Date

11/18/2021

$2,816.70

 

Interest Reserve Account Balance

  Prior Distribution Date

10/18/2021

$0.00

  Current Distribution Date

11/18/2021

$0.00

 

 

Excess Liquidation Proceeds Account Balance

  Prior Distribution Date

10/18/2021

$0.00

  Current Distribution Date

11/18/2021

$0.00

 

TA Unused Fees Account Balance

  Prior Distribution Date

10/18/2021

$0.00

  Current Distribution Date

11/18/2021

$0.00

 

Item 10. Exhibits.

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

(99.1) Monthly report distributed to holders of the certificates issued by Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27, relating to the November 18, 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.

Morgan Stanley Capital I Inc.
(Depositor)

 

/s/ Jane Lam
Jane Lam, President

Date: November 22, 2021

 

 

 

     

Distribution Date:

11/18/21

Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27

Determination Date:

11/12/21

 

Next Distribution Date:

12/17/21

 

Record Date:

10/29/21

Commercial Mortgage Pass-Through Certificates

 

 

Series 2015-C27

 

           

Table of Contents

 

 

Contacts

 

 

Section

Pages

Role

Party and Contact Information

 

 

Certificate Distribution Detail

2-3

Depositor

Morgan Stanley Capital I Inc.

 

 

Certificate Factor Detail

4

 

General Information Number

(212) 761-4000

cmbs_notices@morganstanley.com

Certificate Interest Reconciliation Detail

5

 

1585 Broadway, | New York, NY 10036

 

 

 

 

Master Servicer

Wells Fargo Bank, N.A.

 

 

Additional Information

6

 

 

 

 

 

 

 

Investor Relations

 

REAM_InvestorRelations@WellsFargo.com

Bond / Collateral Reconciliation - Cash Flows

7

 

 

 

 

 

 

 

1901 Harrison Street, | Oakland, CA 94612

 

 

Bond / Collateral Reconciliation - Balances

8

Special Servicer

CWCapital Asset Management LLC

 

 

Current Mortgage Loan and Property Stratification

9-13

 

Brian Hanson

 

bhanson@cwcapital.com

Mortgage Loan Detail (Part 1)

14-15

 

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

 

 

Mortgage Loan Detail (Part 2)

16-17

Trust Advisor

Situs Holdings, LLC

 

 

Principal Prepayment Detail

18

 

Attn: Stacey Ciarlanti

 

SSNotices@situsamc.com

Historical Detail

19

 

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

 

 

Delinquency Loan Detail

20

Certificate Administrator

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

 

 

 

 

 

Bank, N.A.

 

 

Collateral Stratification and Historical Detail

21

 

Corporate Trust Services (CMBS)

 

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

Specially Serviced Loan Detail - Part 1

22

 

 

 

trustadministrationgroup@wellsfargo.com

 

 

 

9062 Old Annapolis Road, | Columbia, MD 21045

 

 

Specially Serviced Loan Detail - Part 2

23

 

 

 

 

 

 

Trustee

Wilmington Trust, National Association

 

 

Modified Loan Detail

24

 

General Contact

(302) 636-4140

 

Historical Liquidated Loan Detail

25

 

1100 North Market St., | Wilmington, DE 19890

 

 

Historical Bond / Collateral Loss Reconciliation Detail

26

 

 

 

 

Interest Shortfall Detail - Collateral Level

27

 

 

 

 

Supplemental Notes

28

 

 

 

 

 

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

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

   

© Copyright 2021 Computershare. All rights reserved. Confidential.

Page 1 of 28

 


 

 

                         

 

 

 

 

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

61690AAA2

1.980000%

46,400,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-SB

61690AAB0

3.557000%

72,000,000.00

58,460,794.23

1,876,532.47

173,287.54

113,830.73

0.00

2,163,650.74

56,584,261.76

34.57%

30.00%

A-2

61690AAC8

3.434000%

40,000,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-3

61690AAD6

3.473000%

175,000,000.00

169,066,958.41

1,046,472.62

489,307.96

61,531.11

0.00

1,597,311.69

168,020,485.79

34.57%

30.00%

A-4

61690AAE4

3.753000%

242,202,000.00

242,202,000.00

0.00

757,486.76

0.00

0.00

757,486.76

242,202,000.00

34.57%

30.00%

A-S

61690AAG9

4.068000%

57,560,000.00

57,560,000.00

0.00

195,128.40

0.00

0.00

195,128.40

57,560,000.00

26.51%

23.00%

B

61690AAH7

4.655915%

49,338,000.00

49,338,000.00

0.00

191,427.93

0.00

0.00

191,427.93

49,338,000.00

19.59%

17.00%

C

61690AAJ3

4.655915%

34,947,000.00

34,947,000.00

0.00

135,591.87

0.00

0.00

135,591.87

34,947,000.00

14.69%

12.75%

D

61765XAN4

3.237000%

38,031,000.00

38,031,000.00

0.00

102,588.62

0.00

0.00

102,588.62

38,031,000.00

9.36%

8.13%

E

61765XAQ7

3.237000%

8,223,000.00

8,223,000.00

0.00

22,181.54

0.00

0.00

22,181.54

8,223,000.00

8.21%

7.13%

F

61765XAS3

3.237000%

12,334,000.00

12,334,000.00

0.00

33,270.96

0.00

0.00

33,270.96

12,334,000.00

6.48%

5.63%

G

61765XAU8

3.237000%

13,362,000.00

13,362,000.00

0.00

36,044.00

0.00

0.00

36,044.00

13,362,000.00

4.61%

4.00%

H

61765XAW4

3.237000%

9,177,000.00

9,177,000.00

0.00

24,754.96

0.00

0.00

24,754.96

9,177,000.00

3.32%

2.88%

J

61765XAYO

3.237000%

23,715,316.00

23,715,315.97

0.00

46,367.21

0.00

0.00

46,367.21

23,715,315.97

0.00%

0.00%

HMD

61765XBE3

5.043917%

15,000,000.00

13,543,639.48

31,067.13

58,825.07

0.00

0.00

89,892.20

13,512,572.35

0.00%

0.00%

V

61765XBB9

0.000000%

0.01

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

R

61765XBC7

0.000000%

1.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

Regular SubTotal

 

837,289,317.01

729,960,708.09

2,954,072.22

2,266,262.82

175,361.84

0.00

5,395,696.88

727,006,635.87

 

 

 

Notional Certificates

 

 

 

 

 

 

 

 

 

 

 

X-A

61690AAF1

1.028087%

575,602,000.00

469,729,752.64

0.00

402,435.76

120,944.95

0.00

523,380.71

466,806,747.55

 

 

X-B

61765XAA2

0.587915%

57,560,000.00

57,560,000.00

0.00

28,200.30

0.00

0.00

28,200.30

57,560,000.00

 

 

X-D

61765XAC8

1.418915%

38,031,000.00

38,031,000.00

0.00

44,968.95

0.00

0.00

44,968.95

38,031,000.00

 

 

X-E

61765XAE4

1.418915%

8,223,000.00

8,223,000.00

0.00

9,723.11

0.00

0.00

9,723.11

8,223,000.00

 

 

X-F

61765XAG9

1.418915%

12,334,000.00

12,334,000.00

0.00

14,584.08

0.00

0.00

14,584.08

12,334,000.00

 

 

 

 

 

 

 

 

 

 

 

 

Certificate Distribution Detail continued to next page

 

 

 

 

© Copyright 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

Page 2 of 28

 


 

 

                         

 

 

 

 

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

Notional Certificates

 

 

 

 

 

 

 

 

 

 

 

X-GH

61765XAJ3

1.418915%

22,539,000.00

22,539,000.00

0.00

26,650.76

0.00

0.00

26,650.76

22,539,000.00

 

X-J

61765XAL8

1.418915%

23,715,316.00

23,715,315.97

0.00

28,041.67

0.00

0.00

28,041.67

23,715,315.97

 

Notional SubTotal

 

738,004,316.00

632,132,068.61

0.00

554,604.63

120,944.95

0.00

675,549.58

629,209,063.52

 

 

Deal Distribution Total

 

 

 

2,954,072.22

2,820,867.45

296,306.79

0.00

6,071,246.46

 

 

 

 

*

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 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

Page 3 of 28

 


 

 

                     

 

 

 

 

Certificate Factor Detail

 

 

 

 

 

 

 

 

 

Cumulative

 

 

 

 

 

 

 

 

 

Interest Shortfalls

Interest

 

 

 

 

Class

CUSIP

   Beginning Balance

Principal Distribution

Interest Distribution

/ (Paybacks)

Shortfalls

Prepayment Penalties

   Losses

Total Distribution

Ending Balance

Regular Certificates

 

 

 

 

 

 

 

 

 

A-1

61690AAA2

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-SB

61690AAB0

811.95547542

26.06295097

2.40677139

0.00000000

0.00000000

1.58098236

0.00000000

30.05070472

785.89252444

A-2

61690AAC8

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-3

61690AAD6

966.09690520

5.97984354

2.79604549

0.00000000

0.00000000

0.35160634

0.00000000

9.12749537

960.11706166

A-4

61690AAE4

1,000.00000000

0.00000000

3.12750002

0.00000000

0.00000000

0.00000000

0.00000000

3.12750002

1,000.00000000

A-S

61690AAG9

1,000.00000000

0.00000000

3.39000000

0.00000000

0.00000000

0.00000000

0.00000000

3.39000000

1,000.00000000

B

61690AAH7

1,000.00000000

0.00000000

3.87992886

0.00000000

0.00000000

0.00000000

0.00000000

3.87992886

1,000.00000000

C

61690AAJ3

1,000.00000000

0.00000000

3.87992875

0.00000000

0.00000000

0.00000000

0.00000000

3.87992875

1,000.00000000

D

61765XAN4

1,000.00000000

0.00000000

2.69749993

0.00000000

0.00000000

0.00000000

0.00000000

2.69749993

1,000.00000000

E

61765XAQ7

1,000.00000000

0.00000000

2.69749970

0.00000000

0.00000000

0.00000000

0.00000000

2.69749970

1,000.00000000

F

61765XAS3

1,000.00000000

0.00000000

2.69749959

0.00000000

0.00000000

0.00000000

0.00000000

2.69749959

1,000.00000000

G

61765XAU8

1,000.00000000

0.00000000

2.69750037

0.00000000

0.00000000

0.00000000

0.00000000

2.69750037

1,000.00000000

H

61765XAW4

1,000.00000000

0.00000000

2.69750027

0.00000000

0.00000000

0.00000000

0.00000000

2.69750027

1,000.00000000

J

61765XAYO

999.99999873

0.00000000

1.95515885

0.74234136

7.58761005

0.00000000

0.00000000

1.95515885

999.99999873

HMD

61765XBE3

902.90929867

2.07114200

3.92167133

0.00000000

0.00000000

0.00000000

0.00000000

5.99281333

900.83815667

V

61765XBB9

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

R

61765XBC7

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

 

Notional Certificates

 

 

 

 

 

 

 

 

 

X-A

61690AAF1

816.06692235

0.00000000

0.69915629

0.00000000

0.00000000

0.21011906

0.00000000

0.90927535

810.98875186

X-B

61765XAA2

1,000.00000000

0.00000000

0.48992877

0.00000000

0.00000000

0.00000000

0.00000000

0.48992877

1,000.00000000

X-D

61765XAC8

1,000.00000000

0.00000000

1.18242881

0.00000000

0.00000000

0.00000000

0.00000000

1.18242881

1,000.00000000

X-E

61765XAE4

1,000.00000000

0.00000000

1.18242855

0.00000000

0.00000000

0.00000000

0.00000000

1.18242855

1,000.00000000

X-F

61765XAG9

1,000.00000000

0.00000000

1.18242906

0.00000000

0.00000000

0.00000000

0.00000000

1.18242906

1,000.00000000

X-GH

61765XAJ3

1,000.00000000

0.00000000

1.18242868

0.00000000

0.00000000

0.00000000

0.00000000

1.18242868

1,000.00000000

X-J

61765XAL8

999.99999873

0.00000000

1.18242869

0.00000000

0.00000000

0.00000000

0.00000000

1.18242869

999.99999873

 

 

 

 

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Certificate Interest Reconciliation Detail

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Additional

 

 

 

 

 

 

 

Accrued

Net Aggregate

Distributable

Interest

 

Interest

 

 

 

 

 

Accrual

Prior Interest

Certificate

Prepayment

Certificate

Shortfalls /

Payback of Prior

Distribution

Interest

Cumulative

 

Class

Accrual Period

Days

Shortfalls

Interest

Interest Shortfall

Interest

(Paybacks)

Realized Losses

Amount

Distribution

Interest Shortfalls

 

A-1

N/A

N/A

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

 

A-SB

10/01/21 - 10/30/21

30

0.00

173,287.54

0.00

173,287.54

0.00

0.00

0.00

173,287.54

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

10/01/21 - 10/30/21

30

0.00

489,307.96

0.00

489,307.96

0.00

0.00

0.00

489,307.96

0.00

 

A-4

10/01/21 - 10/30/21

30

0.00

757,486.76

0.00

757,486.76

0.00

0.00

0.00

757,486.76

0.00

 

A-S

10/01/21 - 10/30/21

30

0.00

195,128.40

0.00

195,128.40

0.00

0.00

0.00

195,128.40

0.00

 

X-A

10/01/21 - 10/30/21

30

0.00

402,435.76

0.00

402,435.76

0.00

0.00

0.00

402,435.76

0.00

 

X-B

10/01/21 - 10/30/21

30

0.00

28,200.30

0.00

28,200.30

0.00

0.00

0.00

28,200.30

0.00

 

X-D

10/01/21 - 10/30/21

30

0.00

44,968.95

0.00

44,968.95

0.00

0.00

0.00

44,968.95

0.00

 

X-E

10/01/21 - 10/30/21

30

0.00

9,723.11

0.00

9,723.11

0.00

0.00

0.00

9,723.11

0.00

 

X-F

10/01/21 - 10/30/21

30

0.00

14,584.08

0.00

14,584.08

0.00

0.00

0.00

14,584.08

0.00

 

X-GH

10/01/21 - 10/30/21

30

0.00

26,650.76

0.00

26,650.76

0.00

0.00

0.00

26,650.76

0.00

 

X-J

10/01/21 - 10/30/21

30

0.00

28,041.67

0.00

28,041.67

0.00

0.00

0.00

28,041.67

0.00

 

B

10/01/21 - 10/30/21

30

0.00

191,427.93

0.00

191,427.93

0.00

0.00

0.00

191,427.93

0.00

 

C

10/01/21 - 10/30/21

30

0.00

135,591.87

0.00

135,591.87

0.00

0.00

0.00

135,591.87

0.00

 

D

10/01/21 - 10/30/21

30

0.00

102,588.62

0.00

102,588.62

0.00

0.00

0.00

102,588.62

0.00

 

E

10/01/21 - 10/30/21

30

0.00

22,181.54

0.00

22,181.54

0.00

0.00

0.00

22,181.54

0.00

 

F

10/01/21 - 10/30/21

30

0.00

33,270.96

0.00

33,270.96

0.00

0.00

0.00

33,270.96

0.00

 

G

10/01/21 - 10/30/21

30

0.00

36,044.00

0.00

36,044.00

0.00

0.00

0.00

36,044.00

0.00

 

H

10/01/21 - 10/30/21

30

0.00

24,754.96

0.00

24,754.96

0.00

0.00

0.00

24,754.96

0.00

 

J

10/01/21 - 10/30/21

30

162,337.71

63,972.06

0.00

63,972.06

17,604.86

0.00

0.00

46,367.21

179,942.57

 

HMD

10/01/21 - 10/31/21

31

0.00

58,825.07

0.00

58,825.07

0.00

0.00

0.00

58,825.07

0.00

 

Totals

 

 

162,337.71

2,838,472.30

0.00

2,838,472.30

17,604.86

0.00

0.00

2,820,867.45

179,942.57

 

 

 

 

 

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Page 5 of 28

 


 

 

     

 

Additional Information

 

Total Available Distribution Amount (1)

6,071,246.46

 

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

 

 

 

 

 

 

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Page 6 of 28

 


 

 

       

Bond / Collateral Reconciliation - Cash Flows

 

 

Total Funds Collected

 

Total Funds Distributed

 

Interest

 

Fees

 

Interest Paid or Advanced

2,851,368.92

Master Servicing Fee

8,937.69

Interest Reductions due to Nonrecoverability Determination

0.00

Certificate Administration Fee

2,812.88

Interest Adjustments

0.00

Trustee Fee

210.00

Deferred Interest

0.00

CREFC® Intellectual Property Royalty License Fee

314.29

ARD Interest

0.00

Operating Advisor Fee

14.58

Net Prepayment Interest Excess / (Shortfall)

0.00

Trust Advisor Fee

607.16

Extension Interest

0.00

 

 

Interest Reserve Withdrawal

0.00

 

 

Total Interest Collected

2,851,368.92

Total Fees

12,896.61

 

Principal

 

Expenses/Reimbursements

 

Scheduled Principal

1,223,702.96

Reimbursement for Interest on Advances

0.00

Unscheduled Principal Collections

 

ASER Amount

11,690.89

Principal Prepayments

1,730,369.26

Special Servicing Fees (Monthly)

2,724.87

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)

3,189.10

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

2,954,072.22

Total Expenses/Reimbursements

17,604.86

 

 

 

Interest Reserve Deposit

0.00

 

Other

 

Payments to Certificateholders and Others

 

Prepayment Penalties / Yield Maintenance

296,306.79

Interest Distribution

2,820,867.45

Gain on Sale / Excess Liquidation Proceeds

0.00

Principal Distribution

2,954,072.22

Borrower Option Extension Fees

0.00

Prepayment Penalties / Yield Maintenance

296,306.79

Net SWAP Counterparty Payments Received

0.00

Borrower Option Extension Fees

0.00

 

 

Net SWAP Counterparty Payments Paid

0.00

Total Other Collected

296,306.79

Total Payments to Certificateholders and Others

6,071,246.46

Total Funds Collected

6,101,747.93

Total Funds Distributed

6,101,747.93

 

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Page 7 of 28

 


 

 

           

 

 

Bond / Collateral Reconciliation - Balances

 

 

 

 

Collateral Reconciliation

 

Certificate Reconciliation

 

 

 

 

Total

 

Total

Beginning Scheduled Collateral Balance

716,417,068.81

716,417,068.81

Beginning Certificate Balance

729,960,708.09

(-) Scheduled Principal Collections

1,192,635.83

1,192,635.83

(-) Principal Distributions

2,954,072.22

(-) Unscheduled Principal Collections

1,730,369.26

1,730,369.26

(-) 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

713,494,063.72

713,494,063.72

Certificate Other Adjustments**

0.00

Beginning Actual Collateral Balance

717,162,002.80

717,162,002.80

Ending Certificate Balance

727,006,635.87

Ending Actual Collateral Balance

714,341,448.86

714,341,448.86

 

 

 

 

 

 

 

NRA/WODRA Reconciliation

 

Under / Over Collateralization Reconciliation

 

 

 

           Non-Recoverable Advances (NRA) from

Workout Delayed Reimbursement of Advances

 

 

 

 

                   Principal

(WODRA) from Principal

Beginning UC / (OC)

(0.20)

Beginning Cumulative Advances

0.00

0.00

UC / (OC) Change

0.00

Current Period Advances

0.00

0.00

Ending UC / (OC)

(0.20)

Ending Cumulative Advances

0.00

0.00

Net WAC Rate

0.00%

 

 

 

 

UC / (OC) Interest

0.00

(1)

Current Period NRA and WODRA displayed will represent the portion applied as Realized Losses to the bonds.

 

 

 

(2)

Other Adjustments value will represent miscellaneous items that may impact the Scheduled Balance of the collateral.

 

 

 

**

A negative value for Certificate Other Adjustments represents the payback of prior Principal Shortfalls, if any.

 

 

 

 

 

 

 

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Current Mortgage Loan and Property Stratification

 

 

 

 

 

 

 

 

 

 

Scheduled Balance

 

 

 

 

 

Debt Service Coverage Ratio¹

 

 

 

 

Scheduled

# Of

Scheduled

% Of

 

 

Weighted Avg

Debt Service Coverage

# Of

Scheduled

% Of

 

 

Weighted Avg

 

 

 

 

 

WAM²

WAC

 

 

 

 

 

WAM²

WAC

 

 

Balance

Loans

Balance

Agg. Bal.

 

 

DSCR¹

Ratio

Loans

Balance

Agg. Bal.

 

 

DSCR¹

 

Defeased

6

22,130,709.13

3.10%

48

4.7225

NAP

Defeased

6

22,130,709.13

3.10%

48

4.7225

NAP

 

5,000,000 or less

13

42,947,922.57

6.02%

47

4.7188

2.100809

1.40 or less

16

315,853,583.22

44.27%

46

4.6216

0.792479

5,000,001 to 10,000,000

14

94,060,570.27

13.18%

47

4.5845

1.411361

1.41 to 1.50

4

46,214,876.66

6.48%

48

4.6003

1.444059

10,000,001 to 15,000,000

5

60,477,106.33

8.48%

47

4.3757

2.105421

1.51 to 1.60

4

37,636,705.29

5.27%

46

4.4477

1.547717

15,000,001 to 25,000,000

6

114,178,502.53

16.00%

71

4.6528

1.532183

1.61 to 1.70

4

58,418,917.16

8.19%

43

4.1038

1.673167

25,000,001 to 50,000,000

8

273,518,743.90

38.34%

42

4.2998

1.669205

1.71 to 1.80

1

15,221,794.97

2.13%

47

4.6200

1.791200

50,000,001 to 75,000,000

2

106,180,508.99

14.88%

47

4.8723

0.123727

1.81 to 1.90

4

33,203,161.68

4.65%

46

4.5275

1.866139

 

75,000,001 or greater

0

0.00

0.00%

0

0.0000

0.000000

1.91 to 2.00

3

65,192,571.61

9.14%

46

4.3187

1.939832

 

Totals

54

713,494,063.72

100.00%

49

4.5238

1.448035

2.01 to 2.50

6

82,361,042.60

11.54%

68

4.6732

2.311693

 

 

 

 

 

 

 

 

2.51 to 3.00

1

10,900,000.00

1.53%

48

4.0500

2.623051

 

 

 

 

 

 

 

 

3.01 or greater

5

26,360,701.40

3.69%

48

4.2660

3.309211

 

 

 

 

 

 

 

 

Totals

54

713,494,063.72

100.00%

49

4.5238

1.448035

(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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Current Mortgage Loan and Property Stratification

 

 

 

 

 

 

 

 

 

 

 

State³

 

 

 

 

 

State³

 

 

 

 

# Of

Scheduled

% Of

 

 

Weighted Avg

 

# Of

Scheduled

% Of

 

 

Weighted Avg

State

 

 

 

WAM²

WAC

 

State

 

 

 

WAM²

WAC

 

 

Properties

Balance

Agg. Bal.

 

 

DSCR¹

 

Properties

Balance

Agg. Bal.

 

 

DSCR¹

Defeased

6

22,130,709.13

3.10%

48

4.7225

NAP

New Jersey

3

6,234,373.98

0.87%

53

4.4311

1.916045

Alabama

3

577,838.86

0.08%

166

4.8650

2.067200

New York

11

133,087,826.40

18.65%

39

4.0787

1.806630

Arizona

1

513,347.92

0.07%

166

4.8650

2.067200

North Carolina

6

18,095,613.83

2.54%

52

4.7098

1.352540

Arkansas

5

9,431,538.04

1.32%

54

4.6463

1.367079

Ohio

10

12,564,997.11

1.76%

55

4.5516

2.037070

California

15

105,869,450.37

14.84%

49

4.7128

0.387762

Oklahoma

1

608,794.51

0.09%

166

4.8650

2.067200

Colorado

2

6,156,094.52

0.86%

56

4.6821

0.727982

Oregon

2

420,480.96

0.06%

166

4.8650

2.067200

Connecticut

4

582,998.13

0.08%

166

4.8650

2.067200

Pennsylvania

10

3,324,724.42

0.47%

113

5.0503

1.568575

Delaware

1

3,144,230.77

0.44%

47

4.4100

1.908700

Rhode Island

1

90,287.33

0.01%

166

4.8650

2.067200

Florida

6

72,400,858.76

10.15%

48

4.8616

1.313006

South Carolina

2

296,658.34

0.04%

166

4.8650

2.067200

Georgia

5

32,103,746.81

4.50%

47

4.4122

1.827267

Tennessee

4

539,660.22

0.08%

166

4.8650

2.067200

Idaho

1

128,981.89

0.02%

166

4.8650

2.067200

Texas

19

134,209,926.96

18.81%

49

4.6820

1.440679

Illinois

3

715,075.59

0.10%

166

4.8650

2.067200

Utah

1

69,650.22

0.01%

166

4.8650

2.067200

Indiana

6

16,583,161.66

2.32%

50

4.4180

1.777235

Virginia

4

22,096,658.34

3.10%

50

4.0609

2.958546

Iowa

2

26,766,254.05

3.75%

49

4.5551

1.116756

Washington

2

162,517.18

0.02%

166

4.8650

2.067200

Kansas

1

3,868,886.00

0.54%

46

4.7300

1.944000

Wisconsin

3

10,135,978.60

1.42%

51

4.8021

1.343964

Kentucky

3

655,014.24

0.09%

99

5.0991

1.437385

Totals

166

713,494,063.72

100.00%

49

4.5238

1.448035

Louisiana

4

39,397,706.48

5.52%

47

4.2638

1.934177

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Property Type³

 

 

 

Maine

1

118,663.33

0.02%

166

4.8650

2.067200

 

 

 

 

 

 

 

Maryland

1

7,145,979.02

1.00%

47

4.4100

1.908700

 

# Of

Scheduled

% Of

 

 

Weighted Avg

 

 

 

 

 

 

 

Property Type

 

 

 

WAM²

WAC

 

Massachusetts

2

317,295.45

0.04%

166

4.8650

2.067200

 

Properties

Balance

Agg. Bal.

 

 

DSCR¹

Michigan

7

10,882,840.40

1.53%

57

4.6286

1.784817

Defeased

6

22,130,709.13

3.10%

48

4.7225

NAP

Minnesota

1

3,915,996.50

0.55%

47

4.4100

1.908700

Industrial

2

21,800,000.00

3.06%

48

4.0500

2.970675

Mississippi

1

82,548.41

0.01%

166

4.8650

2.067200

Lodging

6

129,868,638.21

18.20%

47

4.8653

0.209929

Missouri

4

7,844,850.16

1.10%

54

4.7403

0.120665

Mixed Use

5

134,492,571.08

18.85%

36

4.0800

1.796652

New Hampshire

2

221,848.85

0.03%

166

4.8650

2.067200

Multi-Family

11

143,374,301.37

20.09%

47

4.5308

1.517965

 

 

 

 

 

 

 

Office

4

65,003,132.35

9.11%

47

4.7214

1.333280

 

 

 

 

 

 

 

Retail

24

161,613,751.02

22.65%

47

4.5356

1.698828

 

 

 

 

 

 

 

Self Storage

108

35,210,960.56

4.94%

121

4.6798

2.340990

 

 

 

 

 

 

 

Totals

166

713,494,063.72

100.00%

49

4.5238

1.448035

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Current Mortgage Loan and Property Stratification

 

 

 

 

 

 

 

 

 

 

Note Rate

 

 

 

 

 

Seasoning

 

 

 

 

 

# Of

Scheduled

% Of

 

 

Weighted Avg

 

# Of

Scheduled

% Of

 

 

Weighted Avg

 

Note Rate

 

 

 

WAM²

WAC

 

Seasoning

 

 

 

WAM²

WAC

 

 

 

Loans

Balance

Agg. Bal.

 

 

DSCR¹

 

Loans

Balance

Agg. Bal.

 

 

DSCR¹

 

Defeased

6

22,130,709.13

3.10%

48

4.7225

NAP

Defeased

6

22,130,709.13

3.10%

48

4.7225

NAP

 

4.000% or less

3

90,000,000.00

12.61%

40

3.8600

1.505037

12 months or less

0

0.00

0.00%

0

0.0000

0.000000

 

4.001% to 4.500%

11

142,860,193.46

20.02%

46

4.2736

2.121589

13 months to 24 months

0

0.00

0.00%

0

0.0000

0.000000

 

4.501% to 5.000%

32

451,852,547.44

63.33%

51

4.7150

1.204762

25 months to 36 months

0

0.00

0.00%

0

0.0000

0.000000

 

5.001% or greater

2

6,650,613.69

0.93%

47

5.2240

1.808667

37 months to 48 months

0

0.00

0.00%

0

0.0000

0.000000

 

Totals

54

713,494,063.72

100.00%

49

4.5238

1.448035

49 months or greater

48

691,363,354.59

96.90%

49

4.5174

1.439109

 

 

 

 

 

 

 

 

Totals

54

713,494,063.72

100.00%

49

4.5238

1.448035

(1)

Debt Service Coverage Ratios are updated periodically as new NOI figures become available from borrowers on an asset level. In all cases the most current DSCR provided by the Servicer is used. To the extent that no DSCR is provided by the Servicer, information from the offering document

 

is used. The debt service coverage ratio information was provided to the Certificate Administrator by the Master Servicer and the Certificate Administrator has not independently confirmed the accuracy of such information.

 

 

 

 

(2)

Anticipated Remaining Term and WAM are each calculated based upon the term from the current month to the earlier of the Anticipated Repayment Date, if applicable, and the Maturity Date.

 

 

 

 

 

(3)

Data in this table was calculated by allocating pro-rata the current loan information to the properties based upon the Cut Off Date Balance of each property as disclosed in the offering document. The Scheduled Balance Totals reflect the aggregate balances of all pooled loans as reported in the

 

CREFC Loan Periodic Update File. To the extent that the Scheduled Balance Total figure for the "State" and "Property" stratification tables is not equal to the sum of the scheduled balance figures for each state or property, the difference is explained by loans that have been modified into a split

 

loan structure. The "State" and "Property" stratification tables do not include the balance of the subordinate note (sometimes called the B-piece or a "hope note") of a loan that has been modified into a split-loan structure.

 

 

 

 

(4)

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 11 of 28

 


 

 

                             

 

 

 

 

Current Mortgage Loan and Property Stratification

 

 

 

 

 

 

 

 

 

Anticipated Remaining Term (ARD and Balloon Loans)

 

 

 

Remaining Amortization Term (ARD and Balloon Loans)

 

 

 

Anticipated

# Of

Scheduled

% Of

 

 

Weighted Avg

Remaining

# Of

Scheduled

% Of

 

 

Weighted Avg

 

 

 

 

 

WAM²

WAC

 

 

 

 

 

WAM²

WAC

 

 

Remaining Term

Loans

Balance

Agg. Bal.

 

 

DSCR¹

Amortization Term

Loans

Balance

Agg. Bal.

 

 

DSCR¹

 

Defeased

6

22,130,709.13

3.10%

48

4.7225

NAP

Defeased

6

22,130,709.13

3.10%

48

4.7225

NAP

 

120 months or less

47

669,451,911.37

93.83%

45

4.5060

1.418551

Interest Only

12

204,510,721.67

28.66%

40

4.1707

2.022306

 

121 months or greater

0

0.00

0.00%

0

0.0000

0.000000

240 months or less

7

65,663,821.09

9.20%

46

4.4779

1.645995

 

Totals

53

691,582,620.50

96.93%

45

4.5130

1.428418

241 months to 300 months

28

399,277,368.61

55.96%

47

4.6824

1.071902

 

 

 

 

 

 

 

 

301 months or greater

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

Totals

53

691,582,620.50

96.93%

45

4.5130

1.428418

(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 28

 


 

 

                             

 

 

 

 

Current Mortgage Loan and Property Stratification

 

 

 

 

 

 

 

 

 

 

Age of Most Recent NOI

 

 

 

 

Remaining Stated Term (Fully Amortizing Loans)

 

 

 

Age of Most

# Of

Scheduled

% Of

 

 

Weighted Avg

Age of Most

# Of

Scheduled

% Of

 

 

Weighted Avg

 

 

 

 

 

WAM²

WAC

 

 

 

 

 

WAM²

WAC

 

 

Recent NOI

Loans

Balance

Agg. Bal.

 

 

DSCR¹

Recent NOI

Loans

Balance

Agg. Bal.

 

 

DSCR¹

 

Defeased

6

22,130,709.13

3.10%

48

4.7225

NAP

120 months or less

0

0.00

0.00%

0

0.0000

0.000000

Underwriter's Information

3

60,900,000.00

8.54%

41

3.8940

1.592325

121 months to 240 months

1

21,911,443.22

3.07%

166

4.8650

2.067200

 

12 months or less

41

563,994,174.33

79.05%

50

4.5441

1.418355

241 months or greater

0

0.00

0.00%

0

0.0000

0.000000

 

13 months to 24 months

4

66,469,180.26

9.32%

47

4.8622

1.474827

Totals

1

21,911,443.22

3.07%

166

4.8650

2.067200

 

25 months or greater

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

Totals

54

713,494,063.72

100.00%

49

4.5238

1.448035

 

 

 

 

 

 

 

(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 28

 


 

 

                                 

 

 

 

 

 

Mortgage Loan Detail (Part 1)

 

 

 

 

 

 

 

 

 

Prop

 

 

 

 

 

 

 

 

Original            Adjusted

Beginning

Ending

Paid

 

 

 

Type

 

 

Interest

 

Scheduled

Scheduled

Principal

Anticipated   Maturity             Maturity

Scheduled

Scheduled

Through

 

Pros ID

Loan ID

(1)

City

State            Accrual Type        Gross Rate

Interest

Principal

Adjustments            Repay Date        Date

Date

Balance

Balance

Date

 

1

453000238

MU

New York

NY

Actual/360

3.860%

132,955.56

0.00

0.00

N/A

03/06/25

--

40,000,000.00

40,000,000.00

11/06/21

 

1A

453000294

MU

New York

NY

Actual/360

3.860%

132,955.56

0.00

0.00

N/A

03/06/25

--

40,000,000.00

40,000,000.00

11/06/21

 

1B

453000295

MU

New York

NY

Actual/360

3.860%

33,238.89

0.00

0.00

N/A

03/06/25

--

10,000,000.00

10,000,000.00

11/06/21

 

2

300801372

LO

Hollywood

FL

Actual/360

4.913%

229,179.81

89,730.49

0.00

N/A

10/01/25

--

54,171,442.92

54,081,712.43

04/01/21

 

3

1544454

LO

San Jose

CA

Actual/360

4.830%

216,945.82

62,088.70

0.00

N/A

09/01/25

--

52,160,885.26

52,098,796.56

11/01/21

 

4

1544803

SS

Various

Various

Actual/360

4.865%

93,600.21

431,212.02

0.00

N/A

09/01/35

--

22,342,655.24

21,911,443.22

11/01/21

 

5

305081005

OF

Richardson

TX

Actual/360

4.790%

163,717.86

52,457.33

0.00

N/A

10/01/25

--

39,691,851.41

39,639,394.08

11/01/21

 

6

453000198

MU

New York

NY

Actual/360

4.510%

155,344.44

0.00

0.00

N/A

01/07/24

--

40,000,000.00

40,000,000.00

11/07/21

 

7

1544889

RT

Hammond

LA

Actual/360

4.200%

124,089.83

78,703.40

0.00

N/A

08/01/25

--

34,310,553.34

34,231,849.94

11/01/21

 

9

1545593

RT

Various

Various

Actual/360

4.410%

102,881.25

0.00

0.00

N/A

10/01/25

--

27,091,835.67

27,091,835.67

11/01/21

 

10

300801402

MF

Ames

IA

Actual/360

4.553%

104,363.38

33,293.23

0.00

N/A

11/01/25

--

26,618,972.63

26,585,679.40

11/01/21

 

11

305081011

MF

Augusta

GA

Actual/360

4.340%

97,184.83

34,579.27

0.00

N/A

08/01/25

--

26,004,564.08

25,969,984.81

11/01/21

 

12

300801383

RT

Fairfield

CA

Actual/360

4.721%

84,276.81

30,673.25

0.00

N/A

11/01/25

--

20,730,745.01

20,700,071.76

11/01/21

 

13

300801401

IN

Manassas

VA

Actual/360

4.050%

38,013.75

0.00

0.00

N/A

11/01/25

--

10,900,000.00

10,900,000.00

11/01/21

 

13A

304101476

IN

Manassas

VA

Actual/360

4.050%

38,013.75

0.00

0.00

N/A

11/01/25

--

10,900,000.00

10,900,000.00

11/01/21

 

14

300801390

RT

Houston

TX

Actual/360

4.568%

80,629.06

29,178.69

0.00

N/A

11/01/25

--

20,497,755.03

20,468,576.34

11/01/21

 

15

300801393

MF

San Antonio

TX

Actual/360

4.522%

77,541.02

25,073.63

0.00

N/A

11/01/25

--

19,913,232.13

19,888,158.50

11/01/21

 

16

300801405

OF

Beverly Hills

CA

Actual/360

4.576%

63,080.13

19,922.65

0.00

N/A

11/01/25

--

16,008,380.39

15,988,457.74

11/01/21

 

17

300801375

MF

Houston

TX

Actual/360

4.620%

60,632.50

18,884.29

0.00

N/A

10/01/25

--

15,240,679.26

15,221,794.97

11/01/21

 

18

1544460

MF

San Antonio

TX

Actual/360

4.620%

54,289.03

17,006.31

0.00

N/A

09/01/25

--

13,646,174.19

13,629,167.88

11/01/21

 

19

305081019

MF

Greenwood

IN

Actual/360

4.270%

48,041.05

17,542.77

0.00

N/A

09/01/25

--

13,065,481.22

13,047,938.45

11/01/21

 

20

1544751

RT

Plant City

FL

Actual/360

4.805%

49,651.67

0.00

0.00

N/A

09/01/25

--

12,000,000.00

12,000,000.00

11/01/21

 

21

1544928

MF

Pleasant Prairie

WI

Actual/360

4.800%

40,618.04

13,422.49

0.00

N/A

10/01/25

--

9,826,946.36

9,813,523.87

11/01/21

 

23

695100594

MF

Garfield Heights

OH

Actual/360

4.618%

32,187.26

14,047.60

0.00

N/A

11/06/25

--

8,094,143.47

8,080,095.87

11/06/21

 

24

695100591

OF

Auburn Hills

MI

Actual/360

4.700%

28,117.84

27,866.32

0.00

N/A

11/06/25

--

6,947,440.96

6,919,574.64

11/06/21

 

25

695100589

LO

Kansas City

MO

Actual/360

4.734%

30,496.07

12,720.65

0.00

N/A

11/06/25

--

7,480,943.69

7,468,223.04

07/06/20

 

26

1545434

RT

Durham

NC

Actual/360

4.740%

31,912.99

10,875.20

0.00

N/A

09/01/25

--

7,818,618.27

7,807,743.07

11/01/21

 

28

695100593

MF

Broadview Heights

OH

Actual/360

4.550%

27,494.96

10,729.58

0.00

N/A

11/06/25

--

7,017,501.02

7,006,771.44

11/06/21

 

 

 

 

 

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Page 14 of 28

 


 

 

                                 

 

 

 

 

 

Mortgage Loan Detail (Part 1)

 

 

 

 

 

 

 

 

 

Prop

 

 

 

 

 

 

 

 

Original         Adjusted

Beginning

Ending

Paid

 

 

 

Type

 

 

Interest

 

Scheduled

Scheduled

Principal

Anticipated     Maturity         Maturity

Scheduled

Scheduled

Through

 

Pros ID

Loan ID

(1)

City

State               Accrual Type         Gross Rate

Interest

Principal

Adjustments             Repay Date          Date

Date

Balance

Balance

Date

 

29

300801392

LO

Morrisville

NC

Actual/360

4.699%

25,430.94

15,973.78

0.00

N/A

11/01/25

--

6,284,891.86

6,268,918.08

11/01/21

 

30

305081030

RT

Sugar Land

TX

Actual/360

4.680%

23,586.10

10,047.26

0.00

N/A

11/01/25

--

5,852,630.42

5,842,583.16

11/01/21

 

31

300801376

SS

Plantation

FL

Actual/360

4.493%

22,090.68

10,184.00

0.00

N/A

10/01/25

--

5,709,701.34

5,699,517.34

11/01/21

 

32

695100595

MF

Dunwoody

GA

Actual/360

4.707%

23,186.52

9,773.70

0.00

N/A