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

December 2, 2021 2:08 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:  333-180779-15

Central Index Key Number of issuing entity:  0001636513

Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22
(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)

38-3968474
38-3968475
38-3968476
38-7135357
(I.R.S. Employer Identification No.)

c/o Computershare Trust Company, N.A., as agent for
Wells Fargo Bank, National Association
9062 Old Annapolis Road
Columbia, MD 21045
(Address of principal executive offices of the issuing entity) (Zip Code)

(410) 884-2000
(Telephone number, including area code)

Not Applicable
(Former name, former address, if changed since last report)



 

Registered/reporting pursuant to (check one)

Title of Class

Section 12(b)

Section 12(g)

Section 15(d)

Name of Exchange (If Section 12(b))

A-1

     

     

  X  

     

A-2

     

     

  X  

     

A-3

     

     

  X  

     

A-4

     

     

  X  

     

A-S

     

     

  X  

     

A-SB

     

     

  X  

     

B

     

     

  X  

     

C

     

     

  X  

     

PST

     

     

  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 November 18, 2021 a distribution was made to holders of the certificates issued by Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22.

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-C22 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

4.28%

3

$5,540,910.88

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-C22 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 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 9. Other Information.

Wells Fargo Bank, N.A., in its capacity as Master Servicer for Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22, affirms the following amounts in the respective accounts:

Collection Account Balance

  Prior Distribution Date

10/18/2021

$347,217.09

  Current Distribution Date

11/18/2021

$434,021.36

 

*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-C22, affirms the following amounts in the respective accounts:

Distribution Account Balance

  Prior Distribution Date

10/18/2021

$2,734.20

  Current Distribution Date

11/18/2021

$2,828.00

 

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-C22, 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-C22

Determination Date:

11/12/21

 

Next Distribution Date:

12/17/21

 

Record Date:

10/29/21

Commercial Mortgage Pass-Through Certificates

 

 

Series 2015-C22

 

           

Table of Contents

 

 

Contacts

 

 

Section

Pages

Role

Party and Contact Information

 

 

Certificate Distribution Detail

2

Depositor

Morgan Stanley Capital I Inc.

 

 

Certificate Factor Detail

3

 

General Information Number

(212) 761-4000

cmbs_notices@morganstanley.com

Certificate Interest Reconciliation Detail

4

 

1585 Broadway, | New York, NY 10036

 

 

 

 

Master Servicer

Wells Fargo Bank, National Association

 

 

Exchangeable Certificate Detail

5

 

 

 

 

 

 

 

Investor Relations

 

REAM_InvestorRelations@wellsfargo.com

Additional Information

6

 

 

 

 

 

 

 

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

 

Bond / Collateral Reconciliation - Cash Flows

7

Special Servicer

Midland Loan Services

 

 

Bond / Collateral Reconciliation - Balances

8

 

askmidlandls.com

(913) 253-9000

 

Current Mortgage Loan and Property Stratification

9-13

 

A Division of PNC Bank, N.A.,10851 Mastin Street, Building 82 | Overland Park, KS 66210

 

Mortgage Loan Detail (Part 1)

14-16

Trust Advisor

Park Bridge Lender Services LLC

 

 

Mortgage Loan Detail (Part 2)

17-19

 

David Rodgers

(212) 230-9025

 

Principal Prepayment Detail

20

 

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

 

 

Historical Detail

21

Certificate Administrator

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

 

 

 

 

 

Bank, N.A.

 

 

Delinquency Loan Detail

22

 

Corporate Trust Services (CMBS)

 

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

Collateral Stratification and Historical Detail

23

 

 

 

trustadministrationgroup@wellsfargo.com

 

 

 

9062 Old Annapolis Road, | Columbia, MD 21045

 

 

Specially Serviced Loan Detail - Part 1

24

 

 

 

 

 

 

Trustee

Wilmington Trust, National Association

 

 

Specially Serviced Loan Detail - Part 2

25

 

General Contact

(302) 636-4140

 

Modified Loan Detail

26

 

1100 North Market St., | Wilmington, DE 19890

 

 

Historical Liquidated Loan Detail

27

 

 

 

 

Historical Bond / Collateral Loss Reconciliation Detail

28

 

 

 

 

Interest Shortfall Detail - Collateral Level

29

 

 

 

 

Supplemental Notes

30

 

 

 

 

 

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 30

 


 

 

                         

 

 

 

 

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

61690FAH6

1.433000%

55,100,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-2

61690FAJ2

2.739000%

66,500,000.00

33,608,360.79

0.00

76,711.08

0.00

0.00

76,711.08

33,608,360.79

32.27%

30.00%

A-SB

61690FAK9

3.040000%

84,700,000.00

61,217,374.26

1,321,297.76

155,084.01

0.00

0.00

1,476,381.77

59,896,076.50

32.27%

30.00%

A-3

61690FAL7

3.046000%

250,000,000.00

250,000,000.00

0.00

634,583.33

0.00

0.00

634,583.33

250,000,000.00

32.27%

30.00%

A-4

61690FAM5

3.306000%

318,826,000.00

318,826,000.00

0.00

878,365.63

0.00

0.00

878,365.63

318,826,000.00

32.27%

30.00%

A-S

61690FAP8

3.561000%

60,903,000.00

60,903,000.00

0.00

180,729.65

0.00

0.00

180,729.65

60,903,000.00

26.04%

24.50%

B

61690FAQ6

3.883000%

63,671,000.00

63,671,000.00

0.00

206,028.74

0.00

0.00

206,028.74

63,671,000.00

19.53%

18.75%

C

61690FAS2

4.350939%

51,214,000.00

51,214,000.00

0.00

185,690.84

0.00

0.00

185,690.84

51,214,000.00

14.29%

14.13%

D

61690FAB9

4.350939%

62,287,000.00

62,287,000.00

0.00

225,839.14

0.00

0.00

225,839.14

62,287,000.00

7.92%

8.50%

E

61690FAC7

4.350939%

26,299,000.00

26,299,000.00

0.00

95,354.46

0.00

0.00

95,354.46

26,299,000.00

5.23%

6.13%

F

61690FAD5

4.350939%

13,841,000.00

13,841,000.00

0.00

161,503.72

0.00

0.00

161,503.72

13,841,000.00

3.82%

4.88%

G

61690FAE3

4.350939%

17,994,000.00

17,994,000.00

0.00

0.00

0.00

0.00

0.00

17,994,000.00

1.98%

3.25%

H

61690FAT0

4.350939%

35,989,016.00

19,354,888.29

0.00

0.00

0.00

0.00

0.00

19,354,888.29

0.00%

0.00%

V

61690FAF0

0.000000%

1.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

R

61690FAG8

0.000000%

1.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

Regular SubTotal

 

1,107,324,018.00

979,215,623.34

1,321,297.76

2,799,890.60

0.00

0.00

4,121,188.36

977,894,325.58

 

 

 

Notional Certificates

 

 

 

 

 

 

 

 

 

 

 

X-A

61690FAN3

1.161990%

836,029,000.00

724,554,735.05

0.00

701,604.43

0.00

0.00

701,604.43

723,233,437.29

 

 

X-B

61690FAA1

0.467939%

63,671,000.00

63,671,000.00

0.00

24,828.48

0.00

0.00

24,828.48

63,671,000.00

 

 

Notional SubTotal

 

899,700,000.00

788,225,735.05

0.00

726,432.91

0.00

0.00

726,432.91

786,904,437.29

 

 

 

Deal Distribution Total

 

 

 

1,321,297.76

3,526,323.51

0.00

0.00

4,847,621.27

 

 

 

 

*

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 2 of 30

 


 

 

                     

 

 

 

 

Certificate Factor Detail

 

 

 

 

 

 

 

 

 

Cumulative

 

 

 

 

 

 

 

 

 

Interest Shortfalls

Interest

 

 

 

 

Class

CUSIP

Beginning Balance

Principal Distribution

Interest Distribution

/ (Paybacks)

Shortfalls

Prepayment Penalties

Realized Losses

Total Distribution

Ending Balance

Regular Certificates

 

 

 

 

 

 

 

 

 

A-1

61690FAH6

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-2

61690FAJ2

505.38888406

0.00000000

1.15355008

0.00000000

0.00000000

0.00000000

0.00000000

1.15355008

505.38888406

A-SB

61690FAK9

722.75530413

15.59973743

1.83098005

0.00000000

0.00000000

0.00000000

0.00000000

17.43071747

707.15556671

A-3

61690FAL7

1,000.00000000

0.00000000

2.53833332

0.00000000

0.00000000

0.00000000

0.00000000

2.53833332

1,000.00000000

A-4

61690FAM5

1,000.00000000

0.00000000

2.75500000

0.00000000

0.00000000

0.00000000

0.00000000

2.75500000

1,000.00000000

A-S

61690FAP8

1,000.00000000

0.00000000

2.96749996

0.00000000

0.00000000

0.00000000

0.00000000

2.96749996

1,000.00000000

B

61690FAQ6

1,000.00000000

0.00000000

3.23583327

0.00000000

0.00000000

0.00000000

0.00000000

3.23583327

1,000.00000000

C

61690FAS2

1,000.00000000

0.00000000

3.62578279

0.00000000

0.00000000

0.00000000

0.00000000

3.62578279

1,000.00000000

D

61690FAB9

1,000.00000000

0.00000000

3.62578291

0.00000000

0.00000000

0.00000000

0.00000000

3.62578291

1,000.00000000

E

61690FAC7

1,000.00000000

0.00000000

3.62578273

0.00000000

0.00000000

0.00000000

0.00000000

3.62578273

1,000.00000000

F

61690FAD5

1,000.00000000

0.00000000

11.66850083

(8.04271801)

4.82675457

0.00000000

0.00000000

11.66850083

1,000.00000000

G

61690FAE3

1,000.00000000

0.00000000

0.00000000

3.62578304

52.88330499

0.00000000

0.00000000

0.00000000

1,000.00000000

H

61690FAT0

537.79987455

0.00000000

0.00000000

1.94994551

64.19699333

0.00000000

0.00000000

0.00000000

537.79987455

V

61690FAF0

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

R

61690FAG8

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

 

Notional Certificates

 

 

 

 

 

 

 

 

 

X-A

61690FAN3

866.66220317

0.00000000

0.83921064

0.00000000

0.00000000

0.00000000

0.00000000

0.83921064

865.08175828

X-B

61690FAA1

1,000.00000000

0.00000000

0.38994958

0.00000000

0.00000000

0.00000000

0.00000000

0.38994958

1,000.00000000

 

 

 

 

© Copyright 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

Page 3 of 30

 


 

 

                         

 

 

 

 

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

10/01/21 - 10/30/21

30

0.00

76,711.08

0.00

76,711.08

0.00

0.00

0.00

76,711.08

0.00

 

A-SB

10/01/21 - 10/30/21

30

0.00

155,084.01

0.00

155,084.01

0.00

0.00

0.00

155,084.01

0.00

 

A-3

10/01/21 - 10/30/21

30

0.00

634,583.33

0.00

634,583.33

0.00

0.00

0.00

634,583.33

0.00

 

A-4

10/01/21 - 10/30/21

30

0.00

878,365.63

0.00

878,365.63

0.00

0.00

0.00

878,365.63

0.00

 

X-A

10/01/21 - 10/30/21

30

0.00

701,604.43

0.00

701,604.43

0.00

0.00

0.00

701,604.43

0.00

 

X-B

10/01/21 - 10/30/21

30

0.00

24,828.48

0.00

24,828.48

0.00

0.00

0.00

24,828.48

0.00

 

A-S

10/01/21 - 10/30/21

30

0.00

180,729.65

0.00

180,729.65

0.00

0.00

0.00

180,729.65

0.00

 

B

10/01/21 - 10/30/21

30

0.00

206,028.74

0.00

206,028.74

0.00

0.00

0.00

206,028.74

0.00

 

C

10/01/21 - 10/30/21

30

0.00

185,690.84

0.00

185,690.84

0.00

0.00

0.00

185,690.84

0.00

 

D

10/01/21 - 10/30/21

30

0.00

225,839.14

0.00

225,839.14

0.00

0.00

0.00

225,839.14

0.00

 

E

10/01/21 - 10/30/21

30

0.00

95,354.46

0.00

95,354.46

0.00

0.00

0.00

95,354.46

0.00

 

F

10/01/21 - 10/30/21

30

178,126.37

50,184.46

0.00

50,184.46

(111,319.26)

0.00

0.00

161,503.72

66,807.11

 

G

10/01/21 - 10/30/21

30

886,339.85

65,242.34

0.00

65,242.34

65,242.34

0.00

0.00

0.00

951,582.19

 

H

10/01/21 - 10/30/21

30

2,240,210.00

70,176.62

0.00

70,176.62

70,176.62

0.00

0.00

0.00

2,310,386.62

 

V

N/A

N/A

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

 

R

N/A

N/A

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

 

Totals

 

 

3,304,676.22

3,550,423.21

0.00

3,550,423.21

24,099.70

0.00

0.00

3,526,323.51

3,328,775.92

 

 

 

 

 

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Exchangeable Certificate Detail

 

 

 

 

 

 

 

 

Pass-Through

Maximum Initial

 

 

 

Prepayment

 

 

 

 

 

Class

CUSIP

Rate

Balance

Beginning Balance                                      Principal Distribution      Interest Distribution

Penalties

 

Losses

 

Total Distribution

Ending Balance

Regular Interest

 

 

 

 

 

 

 

 

 

 

 

 

A-S (Cert)

61690FAP8

3.561000%

60,903,000.00

60,903,000.00

0.00

180,729.65

0.00

 

0.00

 

180,729.65

60,903,000.00

A-S (PST)

NA

N/A

0.01

0.00

0.00

0.00

0.00

 

0.00

 

0.00

0.00

B (Cert)

61690FAQ6

3.883000%

63,671,000.00

63,671,000.00

0.00

206,028.74

0.00

 

0.00

 

206,028.74

63,671,000.00

B (PST)

NA

N/A

0.01

0.00

0.00

0.00

0.00

 

0.00

 

0.00

0.00

C (Cert)

61690FAS2

4.350939%

51,214,000.00

51,214,000.00

0.00

185,690.84

0.00

 

0.00

 

185,690.84

51,214,000.00

C (PST)

NA

N/A

0.01

0.00

0.00

0.00

0.00

 

0.00

 

0.00

0.00

Regular Interest Total

 

 

175,788,000.03

175,788,000.00

0.00

572,449.23

0.00

 

0.00

 

572,449.23

175,788,000.00

 

Exchangeable Certificate Details

 

 

 

 

 

 

 

 

 

 

 

PST

61690FAR4

N/A

0.01

0.00

0.00

0.00

0.00

 

0.00

 

0.00

0.00

Exchangeable Certificates Total

 

0.01

0.00

0.00

0.00

0.00

 

0.00

 

0.00

0.00

 

 

 

 

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Page 5 of 30

 


 

 

     

 

Additional Information

 

Total Available Distribution Amount (1)

4,847,621.27

 

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

 

 

 

 

 

 

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Page 6 of 30

 


 

 

       

Bond / Collateral Reconciliation - Cash Flows

 

 

Total Funds Collected

 

Total Funds Distributed

 

Interest

 

Fees

 

Interest Paid or Advanced

3,569,283.61

Master Servicing Fee

13,386.07

Interest Reductions due to Nonrecoverability Determination

0.00

Certificate Administrator Fee

2,825.57

Interest Adjustments

0.00

Trustee Fee

210.00

Deferred Interest

0.00

CREFC® Intellectual Property Royalty License Fee

421.61

ARD Interest

0.00

Operating Advisor Fee

0.00

Net Prepayment Interest Excess / (Shortfall)

0.00

Asset Representations Reviewer Fee

2,017.09

Extension Interest

0.00

 

 

Interest Reserve Withdrawal

0.00

 

 

Total Interest Collected

3,569,283.61

Total Fees

18,860.34

 

Principal

 

Expenses/Reimbursements

 

Scheduled Principal

1,321,297.76

Reimbursement for Interest on Advances

75.84

Unscheduled Principal Collections

 

ASER Amount

42,468.61

Principal Prepayments

0.00

Special Servicing Fees (Monthly)

(18,444.75)

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)

0.00

Excess of Prior Principal Amounts Paid

0.00

Legal Fees

0.00

Curtailments

0.00

Rating Agency Expenses

0.00

Principal Adjustments

0.00

Taxes Imposed on Trust Fund

0.00

 

 

Non-Recoverable Advances

0.00

 

 

Workout Delayed Reimbursement Amounts

0.00

 

 

Other Expenses

0.00

Total Principal Collected

1,321,297.76

Total Expenses/Reimbursements

24,099.70

 

 

 

Interest Reserve Deposit

0.00

 

Other

 

Payments to Certificateholders and Others

 

Prepayment Penalties / Yield Maintenance

0.00

Interest Distribution

3,526,323.51

Gain on Sale / Excess Liquidation Proceeds

0.00

Principal Distribution

1,321,297.76

Borrower Option Extension Fees

0.00

Prepayment Penalties / Yield Maintenance

0.00

 

 

Borrower Option Extension Fees

0.00

Total Other Collected

0.00

Total Payments to Certificateholders and Others

4,847,621.27

Total Funds Collected

4,890,581.37

Total Funds Distributed

4,890,581.31

 

 

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Page 7 of 30

 


 

 

           

 

 

Bond / Collateral Reconciliation - Balances

 

 

 

 

Collateral Reconciliation

 

Certificate Reconciliation

 

 

 

 

       Total

 

            Total

Beginning Scheduled Collateral Balance

979,215,623.34

979,215,623.34

Beginning Certificate Balance

979,215,623.34

(-) Scheduled Principal Collections

1,321,297.76

1,321,297.76

(-) Principal Distributions

1,321,297.76

(-) 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

977,894,325.58

977,894,325.58

Certificate Other Adjustments**

0.00

Beginning Actual Collateral Balance

980,556,511.90

980,556,511.90

Ending Certificate Balance

977,894,325.58

Ending Actual Collateral Balance

979,229,210.84

979,229,210.84

 

 

 

 

 

 

 

                   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

4.35%

 

 

 

 

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

9

81,918,804.00

8.38%

37

4.2273

NAP

Defeased

9

81,918,804.00

8.38%

37

4.2273

NAP

 

10,000,000 or less

41

225,864,633.23

23.10%

40

4.2977

1.671990

1.30 or less

13

293,281,500.79

29.99%

32

4.3884

0.306526

10,000,001 to 20,000,000

11

145,992,071.98

14.93%

40

4.3740

1.880349

1.31 to 1.40

5

113,151,192.61

11.57%

40

4.2811

1.337873

20,000,001 to 30,000,000

4

104,380,570.74

10.67%

39

3.9836

1.919649

1.41 to 1.50

10

93,912,045.53

9.60%

41

4.3186

1.444941

30,000,001 to 40,000,000

2

64,153,089.56

6.56%

40

4.0035

1.427439

1.51 to 1.60

3

59,083,203.59

6.04%

39

4.3136

1.549924

40,000,001 to 50,000,000

1

41,836,831.79

4.28%

(20)

4.7180

0.681900

1.61 to 1.70

5

122,022,345.48

12.48%

40

3.9926

1.616181

50,000,001 to 70,000,000

1

58,748,324.28

6.01%

41

4.8900

(0.167900)

1.71 to 1.80

6

43,098,755.11

4.41%

39

4.1915

1.778837

70,000,001 to 80,000,000

2

155,000,000.00

15.85%

41

4.0733

0.408123

1.81 to 1.90

2

13,718,117.48

1.40%

41

4.3139

1.862390

 

80,000,000 or greater

1

100,000,000.00

10.23%

40

3.9500

1.612000

1.91 to 2.10

4

23,423,553.63

2.40%

41

4.3308

2.004329

 

Totals

72

977,894,325.58

100.00%

37

4.2328

1.347428

2.11 to 2.20

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

2.21 to 2.30

1

4,810,904.71

0.49%

40

4.0100

2.282700

 

 

 

 

 

 

 

 

2.31 to 2.40

3

18,273,597.54

1.87%

40

4.1126

2.334987

 

 

 

 

 

 

 

 

2.41 to 2.50

5

38,805,826.79

3.97%

40

4.2167

2.536050

 

 

 

 

 

 

 

 

2.51 to 4.10

5

68,894,478.32

7.05%

38

3.7765

2.947034

 

 

 

 

 

 

 

 

4.11 or greater

1

3,500,000.00

0.36%

39

4.1000

4.916700

 

 

 

 

 

 

 

 

Totals

72

977,894,325.58

100.00%

37

4.2328

1.347428

(1)

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

 

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

 

 

 

 

(2)

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

 

 

 

 

 

(3)

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

 

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

 

loan structure. The "State" and "Property" stratification tables do not include the balance of the subordinate note (sometimes called the B-piece or a "hope note") of a loan that has been modified into a split-loan structure. Rather, the scheduled balance for each state or property only reflects the

 

balance of the senior note (sometimes called the A-piece) of a loan that has been modified into a split-loan structure.

 

 

 

 

 

 

 

 

(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

16

81,918,804.00

8.38%

37

4.2273

NAP

Totals

86

977,894,325.58

100.00%

37

4.2328

1.347428

Arizona

1

9,361,975.83

0.96%

40

4.2800

1.403300

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Property Type³

 

 

 

Arkansas

3

28,076,832.67

2.87%

40

4.2545

1.779853

 

 

 

 

 

 

 

California

13

124,996,040.68

12.78%

40

4.2317

2.113467

 

# Of

Scheduled

% Of

 

 

Weighted Avg

 

 

 

 

 

 

 

Property Type

 

 

 

WAM²

WAC

 

Connecticut

1

33,170,753.78

3.39%

40

3.9600

1.271400

 

Properties

Balance

Agg. Bal.

 

 

DSCR¹

Florida

2

16,941,944.32

1.73%

39

4.0721

1.782835

Defeased

16

81,918,804.00

8.38%

37

4.2273

NAP

Illinois

9

143,977,147.60

14.72%

40

4.1317

1.497855

Industrial

3

41,516,589.40

4.25%

40

4.0103

1.410670

Indiana

1

2,268,810.91

0.23%

40

4.6800

1.464900

Lodging

9

223,024,649.20

22.81%

29

4.5027

0.182134

Louisiana

1

4,162,933.66

0.43%

40

4.3000

1.870400

Mixed Use

3

42,922,062.69

4.39%

39

4.5888

1.585416

Maryland

1

9,555,183.82

0.98%

41

4.3200

1.858900

Multi-Family

9

79,487,935.00

8.13%

39

4.1248

1.748751

Michigan

3

18,413,575.01

1.88%

40

4.5890

1.397907

Office

7

81,800,866.70

8.37%

38

3.9508

2.320957

Missouri

1

6,226,298.96

0.64%

41

4.2000

0.640000

Other

1

100,000,000.00

10.23%

40

3.9500

1.612000

Nebraska

1

8,472,119.31

0.87%

41

4.2000

1.462500

Retail

37

323,723,418.59

33.10%

41

4.2162

1.583842

Nevada

3

7,193,940.21

0.74%

41

4.4892

2.534167

Self Storage

1

3,500,000.00

0.36%

39

4.1000

4.916700

New Jersey

2

18,827,918.14

1.93%

40

4.2964

1.792447

Totals

86

977,894,325.58

100.00%

37

4.2328

1.347428

New York

4

165,944,597.10

16.97%

40

4.0665

0.470944

 

 

 

 

 

 

 

North Carolina

3

35,900,059.27

3.67%

39

4.5675

1.167503

 

 

 

 

 

 

 

Ohio

5

16,428,016.65

1.68%

40

4.4053

1.577284

 

 

 

 

 

 

 

Oklahoma

1

14,866,151.86

1.52%

36

4.7400

1.387900

 

 

 

 

 

 

 

Pennsylvania

3

29,568,823.98

3.02%

41

4.1444

1.506486

 

 

 

 

 

 

 

Texas

7

126,968,463.30

12.98%

21

4.7066

0.533309

 

 

 

 

 

 

 

Utah

1

5,325,763.12

0.54%

40

4.2600

1.677700

 

 

 

 

 

 

 

Virginia

1

30,982,335.78

3.17%

39

4.0500

1.594500

 

 

 

 

 

 

 

Washington

2

8,345,835.62

0.85%

41

4.2100

1.964200

 

 

 

 

 

 

 

Washington, DC

1

30,000,000.00

3.07%

36

3.1663

3.178300

 

 

 

 

 

 

 

 

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

9

81,918,804.00

8.38%

37

4.2273

NAP

Defeased

9

81,918,804.00

8.38%

37

4.2273

NAP

 

3.500% or less

1

30,000,000.00

3.07%

36

3.1663

3.178300

12 months or less

0

0.00

0.00%

0

0.0000

0.000000

 

3.501% to 4.000%

7

173,043,286.49

17.70%

40

3.9563

1.621299

13 to 24 months

0

0.00

0.00%

0

0.0000

0.000000

 

4.001% to 4.500%

43

499,541,507.86

51.08%

40

4.1887

1.345813

25 to 36 months

0

0.00

0.00%

0

0.0000

0.000000

 

4.501% to 5.000%

11

188,280,543.51

19.25%

26

4.7513

0.706276

37 to 48 months

0

0.00

0.00%

0

0.0000

0.000000

 

5.001% or greater

1

5,110,183.72

0.52%

41

5.1500

1.185900

49 months or greater

63

895,975,521.58

91.62%

37

4.2333

1.325072

 

Totals

72

977,894,325.58

100.00%

37

4.2328

1.347428

Totals

72

977,894,325.58

100.00%

37

4.2328

1.347428

(1)

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

 

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

 

 

 

 

(2)

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

 

 

 

 

 

(3)

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

 

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

 

loan structure. The "State" and "Property" stratification tables do not include the balance of the subordinate note (sometimes called the B-piece or a "hope note") of a loan that has been modified into a split-loan structure. Rather, the scheduled balance for each state or property only reflects the

 

balance of the senior note (sometimes called the A-piece) of a loan that has been modified into a split-loan structure.

 

 

 

 

 

 

 

 

(4)

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 11 of 30

 


 

 

                             

 

 

 

 

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

9

81,918,804.00

8.38%

37

4.2273

NAP

Defeased

9

81,918,804.00

8.38%

37

4.2273

NAP

 

60 months or less

63

895,975,521.58

91.62%

37

4.2333

1.325072

Interest Only

6

299,500,000.00

30.63%

40

3.9447

1.228069

61 months to 84 months

0

0.00

0.00%

0

0.0000

0.000000

230 months or less

13

92,981,267.33

9.51%

40

4.3078

1.490323

 

85 months or greater

0

0.00

0.00%

0

0.0000

0.000000

231 months to 300 months

44

503,494,254.25

51.49%

35

4.3913

1.352256

 

Totals

72

977,894,325.58

100.00%

37

4.2328

1.347428

301 months to 350 months

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

351 months or greater

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

Totals

72

977,894,325.58

100.00%

37

4.2328

1.347428

(1)

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

 

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

 

 

 

 

(2)

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

 

 

 

 

 

(3)

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

 

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

 

loan structure. The "State" and "Property" stratification tables do not include the balance of the subordinate note (sometimes called the B-piece or a "hope note") of a loan that has been modified into a split-loan structure. Rather, the scheduled balance for each state or property only reflects the

 

balance of the senior note (sometimes called the A-piece) of a loan that has been modified into a split-loan structure.

 

 

 

 

 

 

 

 

(4)

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 12 of 30

 


 

 

                         

 

 

 

 

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

9

81,918,804.00

8.38%

37

4.2273

NAP

 

 

 

None

 

Underwriter's Information

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

12 months or less

59

759,024,961.13

77.62%

40

4.2150

1.352326

 

 

 

 

 

 

13 to 24 months

4

136,950,560.45

14.00%

22

4.3349

1.174022

 

 

 

 

 

 

25 to 36 months

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

37 to 48 months

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

49 months or greater

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

Totals

72

977,894,325.58

100.00%

37

4.2328

1.347428

 

 

 

 

 

(1)

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

 

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

 

(2)

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

 

 

 

(3)

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

 

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

 

loan structure. The "State" and "Property" stratification tables do not include the balance of the subordinate note (sometimes called the B-piece or a "hope note") of a loan that has been modified into a split-loan structure. Rather, the scheduled balance for each state or property only reflects the

 

balance of the senior note (sometimes called the A-piece) of a loan that has been modified into a split-loan structure.

 

 

 

 

 

 

(4)

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

 

 

 

 

 

 

 

 

 

 

 

 

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Page 13 of 30

 


 

 

                                 

 

 

 

 

 

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

1443417

98

Chicago

IL

Actual/360

3.950%

340,138.89

0.00

0.00

03/05/25

03/05/45

--

100,000,000.00

100,000,000.00

11/05/21

 

2

1442224

RT

Port Chester

NY

Actual/360

4.130%

284,511.11

0.00

0.00

N/A

04/01/25

--

80,000,000.00

80,000,000.00

07/01/21

 

3

453000246

LO

New York

NY

Actual/360

4.013%

259,166.66

0.00

0.00

N/A

03/01/25

--

75,000,000.00

75,000,000.00

11/01/21

 

4

303591004

LO

Irving

TX

Actual/360

4.890%

247,806.98

101,541.49

0.00

N/A

04/01/25

--

58,849,865.77

58,748,324.28

11/01/21

 

5

300801214

LO

Houston

TX

Actual/360

4.718%

170,235.25

64,938.17

0.00

N/A

03/01/20

--

41,901,769.96

41,836,831.79

03/01/20

 

6

1443248

IN

Cheshire

CT

Actual/360

3.960%

113,630.84

152,074.02

0.00

N/A

03/01/25

--

33,322,827.80

33,170,753.78

11/01/21

 

7

300801191

MF

Petersburg

VA

Actual/360

4.050%

108,247.93

56,495.78

0.00

N/A

02/01/25

--

31,038,831.56

30,982,335.78

11/01/21

 

8

303591008

OF

Washington

DC

Actual/360

3.166%

81,796.94

0.00

0.00

N/A

11/04/24

--

30,000,000.00

30,000,000.00

11/04/21

 

9

303591009

RT

Philadelphia

PA

Actual/360

4.140%

88,353.42

48,563.68

0.00

N/A

04/01/25

--

24,783,566.64

24,735,002.96

11/01/21

 

10

303591010

MU

Charlotte

NC

Actual/360

4.650%

101,498.76

40,301.36

0.00

N/A

01/01/25

--

25,348,284.31

25,307,982.95

11/01/21

 

11

300801234

RT

Port Hueneme

CA

Actual/360

4.139%

86,865.50

34,500.37

0.00

N/A

04/01/25

--

24,372,085.20

24,337,584.83

11/01/21

 

12

695100469

RT

Little Rock

AR

Actual/360

4.370%

75,267.88

32,888.29

0.00

N/A

04/06/25

--

20,001,798.41

19,968,910.12

11/06/21

 

13

303591013

LO

Alsip

IL

Actual/360

4.570%

57,361.03

26,929.72

0.00

N/A

02/01/25

--

14,576,105.77

14,549,176.05

11/01/21

 

14

300801113

OF

Oklahoma City

OK

Actual/360

4.740%

60,768.26

21,947.59

0.00

N/A

11/01/24

--

14,888,099.45

14,866,151.86

11/01/21

 

15

300801238

LO

Visalia

CA

Actual/360

4.464%

50,013.69

24,154.94

0.00

N/A

04/01/25

--

13,010,845.85

12,986,690.91

11/01/21

 

16

1443449

MF

Jacksonville

FL

Actual/360

4.000%

49,072.41

20,964.41

0.00

N/A

02/01/25

--

14,246,828.62

14,225,864.21

11/01/21

 

17

695100467

MH

Mesa

AZ

Actual/360

4.351%

51,482.86

21,206.26

0.00

N/A

01/06/25

--

13,740,875.05

13,719,668.79

11/06/21

 

19

303591019

RT

Various

IL

Actual/360

4.720%

48,458.34

31,685.10

0.00

N/A

04/01/25

--

11,922,500.59

11,890,815.49

11/01/21

 

20

1443269

MF

Modesto

CA

Actual/360

3.940%

46,260.72

20,094.06

0.00

N/A

04/01/25

--

13,635,058.71

13,614,964.65

11/01/21

 

21

695100450

OF

Mount Laurel

NJ

Actual/360

4.400%

46,798.19

23,308.34

0.00

N/A

03/06/25

--

12,351,429.07

12,328,120.73

10/06/21

 

22

695100462

RT

Salinas

CA

Actual/360

4.300%

48,342.32

17,970.45

0.00

N/A

03/06/25

--

13,055,691.32

13,037,720.87

11/06/21

 

24

695100451

SS

Various

TN

Actual/360

4.245%

45,610.06

17,369.95

0.00

N/A

03/06/24

--

12,477,390.03

12,460,020.08

11/06/21

 

25

300801203

IN

Various

Various

Actual/360

4.150%

39,116.23

22,426.20

0.00

N/A

03/01/25

--

10,945,855.47

10,923,429.27

11/01/21

 

26

303591026

RT

Clifton Park

NY

Actual/360

3.970%

21,864.69

11,433.43

0.00

N/A

02/01/25

--

6,395,781.66

6,384,348.23

11/01/21

 

27

303591027

RT

Clifton Park

NY

Actual/360

3.970%

15,617.64

8,166.73

0.00

N/A

02/01/25

--

4,568,415.60

4,560,248.87

10/01/21

 

28

303591028

RT

Cathedral City

CA

Actual/360

4.060%

36,237.43

20,578.64

0.00

N/A

04/01/25

--

10,365,066.88

10,344,488.24

11/01/21

 

29

300801228

MF

Indianapolis

IN

Actual/360

4.500%

42,095.76

17,439.76

0.00

N/A

04/01/25

--

10,863,421.35

10,845,981.59

11/01/21

 

30

300801205

RT

Phoenix

AZ

Actual/360

4.280%

34,601.87

26,532.80

0.00

N/A

03/01/25

--

9,388,508.63

9,361,975.83

11/01/21

 

 

 

 

 

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Page 14 of 30

 


 

 

                                 

 

 

 

 

 

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

 

31

300801224

MF

Houston

TX

Actual/360

4.200%

39,093.71

15,187.20

0.00

N/A

03/01/25

--

10,809,320.70

10,794,133.50

11/01/21

 

32

300801226

RT

Santa Ana

CA

Actual/360

4.156%

39,366.56

0.00

0.00

N/A

03/01/25

--

11,000,000.00

11,000,000.00

11/01/21

 

33

303591033

OF

Laurel

MD

Actual/360

4.320%

35,613.02

18,208.03

0.00

N/A

04/01/25

--

9,573,391.85

9,555,183.82

11/01/21

 

34

300801193

RT

Fullerton

CA

Actual/360

4.420%

35,859.01

17,848.89

0.00

N/A

02/01/25

--

9,421,430.13

9,403,581.24

11/01/21

 

35

303591035

MU

Southfield

MI

Actual/360

4.750%

36,245.91

23,616.41

0.00

N/A

03/01/25

--

8,861,477.77

8,837,861.36

11/01/21

 

36

300801209

MU

Westminster

CA

Actual/360

4.250%

32,180.79

17,013.20

0.00

N/A

03/01/25

--

8,793,231.58

8,776,218.38

11/01/21

 

38

303591038

RT

Westminster

CA

Actual/360

4.120%

30,386.61

16,838.42

0.00

N/A

04/01/25

--

8,564,970.85

8,548,132.43

11/01/21

 

39

303591039

IN

Various

WA

Actual/360

4.210%

30,314.69