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:  333-180779-16

Central Index Key Number of issuing entity:  0001642727

Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
(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)

38-3971658
38-3971659
38-3971660
38-7135412
(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-SB

     

     

  X  

     

A-3

     

     

  X  

     

A-4

     

     

  X  

     

X-A

     

     

  X  

     

A-S

     

     

  X  

     

B

     

     

  X  

     

PST

     

     

  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-C23.

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-C23 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

4

4.61%

1

$9,412.85

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-C23 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-C23, 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-C23, affirms the following amounts in the respective accounts:

Distribution Account Balance

  Prior Distribution Date

10/18/2021

$2,506.09

  Current Distribution Date

11/18/2021

$2,592.73

 

Interest Reserve Account Balance

  Prior Distribution Date

10/18/2021

$0.00

  Current Distribution Date

11/18/2021

$0.00

 

 

Gain-on-Sale Reserve 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-C23, 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-C23

Determination Date:

11/12/21

 

Next Distribution Date:

12/17/21

 

Record Date:

10/29/21

                                                       Commercial Mortgage Pass-Through Certificates

 

 

                                          Series 2015-C23

 

           

Table of Contents

 

 

 

 

 

Section

Pages

Role

Party and Contact Information

     Contacts

 

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 & Excluded

Wells Fargo Bank, National Association

 

 

Exchangeable Certificate Detail

5

Mortgage Loan Special

 

 

 

Additional Information

6

Servicer

 

 

 

 

 

 

Investor Relations

 

REAM_InvestorRelations@wellsfargo.com

Bond / Collateral Reconciliation - Cash Flows

7

 

 

 

 

 

 

 

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

 

Bond / Collateral Reconciliation - Balances

8

 

 

 

 

 

 

Special Servicer

LNR Partners, LLC

 

 

Current Mortgage Loan and Property Stratification

9-13

 

LNR CMBS Notices

(305) 695-5600

lnr.cmbs.notices@lnrproperty.com

Mortgage Loan Detail (Part 1)

14-16

 

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

 

 

Mortgage Loan Detail (Part 2)

17-19

Trust Advisor

Pentalpha Surveillance LLC

 

 

Principal Prepayment Detail

20

 

Don Simon

(203) 660-6100

 

Historical Detail

21

 

375 North French Road,Suite 100 | Amherst, NY 14228

 

 

Delinquency Loan Detail

22

Certificate Administrator

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

 

 

 

 

 

Bank, N.A.

 

 

Collateral Stratification and Historical Detail

23

 

Corporate Trust Services (CMBS)

 

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

Specially Serviced Loan Detail - Part 1

24

 

 

 

trustadministrationgroup@wellsfargo.com

 

 

 

9062 Old Annapolis Road, | Columbia, MD 21045

 

 

Specially Serviced Loan Detail - Part 2

25

 

 

 

 

 

 

Trustee

Wilmington Trust, National Association

 

 

Modified Loan Detail

26

 

 

 

 

 

 

 

General Contact

(302) 636-4140

 

Historical Liquidated Loan Detail

27

 

1100 North Market St., | Wilmington, DE 19890

 

 

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 special notices. In addition, certificateholders 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 (3)

CUSIP

         (2)

  Original Balance

  Balance

  Distribution

   Distribution

     Penalties

  Realized Losses

    Distribution

Ending Balance

Support¹

Support¹

Regular Certificates

 

 

 

 

 

 

 

 

 

 

 

A-1

61690QAA7

1.685000%

45,800,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-2

61690QAB5

2.982000%

122,100,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-SB

61690QAC3

3.398000%

67,600,000.00

48,610,177.36

1,176,182.08

137,647.82

0.00

0.00

1,313,829.90

47,433,995.28

36.64%

30.00%

A-3

61690QAD1

3.451000%

230,000,000.00

223,729,426.38

0.00

643,408.54

0.00

0.00

643,408.54

223,729,426.38

36.64%

30.00%

A-4

61690QAE9

3.719000%

285,394,000.00

285,394,000.00

0.00

884,483.57

0.00

0.00

884,483.57

285,394,000.00

36.64%

30.00%

A-S

61690QAG4

4.004000%

75,089,000.00

75,089,000.00

0.00

250,546.96

0.00

0.00

250,546.96

75,089,000.00

28.09%

23.00%

B

61690QAH2

4.281745%

60,340,000.00

60,340,000.00

0.00

215,300.40

0.00

0.00

215,300.40

60,340,000.00

21.22%

17.38%

C

61690QAK5

4.281745%

46,931,000.00

46,931,000.00

0.00

167,455.47

0.00

0.00

167,455.47

46,931,000.00

15.88%

13.00%

D

61690QAS8

4.281745%

56,317,000.00

56,317,000.00

0.00

200,945.86

0.00

0.00

200,945.86

56,317,000.00

9.46%

7.75%

E

61690QAU3

4.281745%

24,136,000.00

24,136,000.00

0.00

86,120.16

0.00

0.00

86,120.16

24,136,000.00

6.72%

5.50%

F

61690QAW9

3.000000%

10,727,000.00

10,727,000.00

0.00

26,817.50

0.00

0.00

26,817.50

10,727,000.00

5.49%

4.50%

G

61690QAY5

3.000000%

16,091,000.00

16,091,000.00

0.00

40,227.50

0.00

0.00

40,227.50

16,091,000.00

3.66%

3.00%

H

61690QBA6

3.000000%

32,181,368.00

32,171,955.45

0.00

90,114.87

0.00

0.00

90,114.87

32,171,955.45

0.00%

0.00%

V

61690QBD0

0.000000%

0.01

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

R

61690QBE8

0.000000%

1.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

Regular SubTotal

 

1,072,706,369.01

879,536,559.19

1,176,182.08

2,743,068.65

0.00

0.00

3,919,250.73

878,360,377.11

 

 

 

Notional Certificates

 

 

 

 

 

 

 

 

 

 

 

X-A

61690QAF6

0.698228%

750,894,000.00

557,733,603.74

0.00

324,520.90

0.00

0.00

324,520.90

556,557,421.66

 

 

X-B

61690QAL3

0.277745%

75,089,000.00

75,089,000.00

0.00

17,379.65

0.00

0.00

17,379.65

75,089,000.00

 

 

X-FG

61690QAN9

1.281745%

26,818,000.00

26,818,000.00

0.00

28,644.86

0.00

0.00

28,644.86

26,818,000.00

 

 

X-H

61690QAQ2

1.281745%

32,181,368.00

32,171,955.45

0.00

34,363.53

0.00

0.00

34,363.53

32,171,955.45

 

 

Notional SubTotal

 

884,982,368.00

691,812,559.19

0.00

404,908.94

0.00

0.00

404,908.94

690,636,377.11

 

 

 

Deal Distribution Total

 

 

 

1,176,182.08

3,147,977.59

0.00

0.00

4,324,159.67

 

 

 

 

(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.

 

 

 

 

 

 

 

 

(3)

Class A-S, Class B, Class C all represent the "Regular Interest" of these respective classes. For details on how the balances and payments of these "Regular Interests" are split between their respective certificates and the Exchangeable Class PST, please refer to page 5.

 

 

 

 

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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

61690QAA7

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-2

61690QAB5

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-SB

61690QAC3

719.08546391

17.39914320

2.03621036

0.00000000

0.00000000

0.00000000

0.00000000

19.43535355

701.68632071

A-3

61690QAD1

972.73663643

0.00000000

2.79742843

0.00000000

0.00000000

0.00000000

0.00000000

2.79742843

972.73663643

A-4

61690QAE9

1,000.00000000

0.00000000

3.09916666

0.00000000

0.00000000

0.00000000

0.00000000

3.09916666

1,000.00000000

A-S

61690QAG4

1,000.00000000

0.00000000

3.33666662

0.00000000

0.00000000

0.00000000

0.00000000

3.33666662

1,000.00000000

B

61690QAH2

1,000.00000000

0.00000000

3.56812065

0.00000000

0.00000000

0.00000000

0.00000000

3.56812065

1,000.00000000

C

61690QAK5

1,000.00000000

0.00000000

3.56812065

0.00000000

0.00000000

0.00000000

0.00000000

3.56812065

1,000.00000000

D

61690QAS8

1,000.00000000

0.00000000

3.56812082

0.00000000

0.00000000

0.00000000

0.00000000

3.56812082

1,000.00000000

E

61690QAU3

1,000.00000000

0.00000000

3.56812065

0.00000000

0.00000000

0.00000000

0.00000000

3.56812065

1,000.00000000

F

61690QAW9

1,000.00000000

0.00000000

2.50000000

0.00000000

0.00000000

0.00000000

0.00000000

2.50000000

1,000.00000000

G

61690QAY5

1,000.00000000

0.00000000

2.50000000

0.00000000

0.00000000

0.00000000

0.00000000

2.50000000

1,000.00000000

H

61690QBA6

999.70751554

0.00000000

2.80021875

(0.30094992)

2.62431230

0.00000000

0.00000000

2.80021875

999.70751554

V

61690QBD0

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

R

61690QBE8

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

 

Notional Certificates

 

 

 

 

 

 

 

 

 

X-A

61690QAF6

742.75943574

0.00000000

0.43217938

0.00000000

0.00000000

0.00000000

0.00000000

0.43217938

741.19306009

X-B

61690QAL3

1,000.00000000

0.00000000

0.23145401

0.00000000

0.00000000

0.00000000

0.00000000

0.23145401

1,000.00000000

X-FG

61690QAN9

1,000.00000000

0.00000000

1.06812067

0.00000000

0.00000000

0.00000000

0.00000000

1.06812067

1,000.00000000

X-H

61690QAQ2

999.70751554

0.00000000

1.06780824

0.00000000

0.00000000

0.00000000

0.00000000

1.06780824

999.70751554

 

 

 

 

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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

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

137,647.82

0.00

137,647.82

0.00

0.00

0.00

137,647.82

0.00

 

A-3

10/01/21 - 10/30/21

30

0.00

643,408.54

0.00

643,408.54

0.00

0.00

0.00

643,408.54

0.00

 

A-4

10/01/21 - 10/30/21

30

0.00

884,483.57

0.00

884,483.57

0.00

0.00

0.00

884,483.57

0.00

 

X-A

10/01/21 - 10/30/21

30

0.00

324,520.90

0.00

324,520.90

0.00

0.00

0.00

324,520.90

0.00

 

X-B

10/01/21 - 10/30/21

30

0.00

17,379.65

0.00

17,379.65

0.00

0.00

0.00

17,379.65

0.00

 

X-FG

10/01/21 - 10/30/21

30

0.00

28,644.86

0.00

28,644.86

0.00

0.00

0.00

28,644.86

0.00

 

X-H

10/01/21 - 10/30/21

30

0.00

34,363.53

0.00

34,363.53

0.00

0.00

0.00

34,363.53

0.00

 

A-S

10/01/21 - 10/30/21

30

0.00

250,546.96

0.00

250,546.96

0.00

0.00

0.00

250,546.96

0.00

 

B

10/01/21 - 10/30/21

30

0.00

215,300.40

0.00

215,300.40

0.00

0.00

0.00

215,300.40

0.00

 

C

10/01/21 - 10/30/21

30

0.00

167,455.47

0.00

167,455.47

0.00

0.00

0.00

167,455.47

0.00

 

D

10/01/21 - 10/30/21

30

0.00

200,945.86

0.00

200,945.86

0.00

0.00

0.00

200,945.86

0.00

 

E

10/01/21 - 10/30/21

30

0.00

86,120.16

0.00

86,120.16

0.00

0.00

0.00

86,120.16

0.00

 

F

10/01/21 - 10/30/21

30

0.00

26,817.50

0.00

26,817.50

0.00

0.00

0.00

26,817.50

0.00

 

G

10/01/21 - 10/30/21

30

0.00

40,227.50

0.00

40,227.50

0.00

0.00

0.00

40,227.50

0.00

 

H

10/01/21 - 10/30/21

30

94,138.94

80,429.89

0.00

80,429.89

(9,684.98)

0.00

0.00

90,114.87

84,453.96

 

Totals

 

 

94,138.94

3,138,292.61

0.00

3,138,292.61

(9,684.98)

0.00

0.00

3,147,977.59

84,453.96

 

 

 

 

 

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Page 4 of 30

 


 
 

 

                         

 

 

 

 

Exchangeable Certificate Detail

 

 

 

 

 

 

 

 

  Pass-Through

 

 

 

 

 Prepayment

 

 

 

 

 

Class

CUSIP

Rate

Original Balance

Beginning Balance                                                   Principal Distribution                Interest Distribution

  Penalties

 

  Losses

 

Total Distribution

Ending Balance

Regular Interest

 

 

 

 

 

 

 

 

 

 

 

 

A-S (Cert)

61690QAG4

4.004000%

75,089,000.00

75,089,000.00

0.00

250,546.96

0.00

 

0.00

 

250,546.96

75,089,000.00

A-S (PST)

NA

N/A

0.01

0.00

0.00

0.00

0.00

 

0.00

 

0.00

0.00

B (Cert)

61690QAH2

4.281745%

60,340,000.00

60,340,000.00

0.00

215,300.40

0.00

 

0.00

 

215,300.40

60,340,000.00

B (PST)

NA

N/A

0.01

0.00

0.00

0.00

0.00

 

0.00

 

0.00

0.00

C (Cert)

61690QAK5

4.281745%

46,931,000.00

46,931,000.00

0.00

167,455.47

0.00

 

0.00

 

167,455.47

46,931,000.00

C (PST)

NA

N/A

0.01

0.00

0.00

0.00

0.00

 

0.00

 

0.00

0.00

Regular Interest Total

 

 

182,360,000.03

182,360,000.00

0.00

633,302.83

0.00

 

0.00

 

633,302.83

182,360,000.00

 

Exchangeable Certificate Details

 

 

 

 

 

 

 

 

 

 

 

PST

61690QAJ8

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)

4,324,159.67

 

(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

3,153,038.02

Master Servicing Fee

10,746.52

Interest Reductions due to Nonrecoverability Determination

0.00

Certificate Administrator Fee

2,592.30

Interest Adjustments

0.00

Trustee Fee

210.00

Deferred Interest

0.00

CREFC® Intellectual Property Royalty License Fee

378.69

ARD Interest

0.00

Trust Advisor Fee

817.87

Net Prepayment Interest Excess / (Shortfall)

0.00

 

 

Extension Interest

0.00

 

 

Interest Reserve Withdrawal

0.00

 

 

Total Interest Collected

3,153,038.02

Total Fees

14,745.38

 

Principal

 

Expenses/Reimbursements

 

Scheduled Principal

1,176,182.08

Reimbursement for Interest on Advances

0.00

Unscheduled Principal Collections

 

ASER Amount

3,259.46

Principal Prepayments

0.00

Special Servicing Fees (Monthly)

(12,944.44)

Collection of Principal after Maturity Date

0.00

Special Servicing Fees (Liquidation)

0.00

Recoveries From Liquidations and Insurance Proceeds

0.00

Special Servicing Fees (Work Out)

0.00

Excess of Prior Principal Amounts Paid

0.00

Legal Fees

0.00

Curtailments

0.00

Rating Agency Expenses

0.00

Negative Amortization

0.00

Taxes Imposed on Trust Fund

0.00

Principal Adjustments

0.00

Non-Recoverable Advances

0.00

 

 

Workout Delayed Reimbursement Amounts

0.00

 

 

Other Expenses

0.00

Total Principal Collected

1,176,182.08

Total Expenses/Reimbursements

(9,684.98)

 

 

 

Interest Reserve Deposit

0.00

 

Other

 

Payments to Certificateholders and Others

 

Prepayment Penalties / Yield Maintenance

0.00

Interest Distribution

3,147,977.59

Excess Liquidation Proceeds

0.00

Principal Distribution

1,176,182.08

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

4,324,159.67

Total Funds Collected

4,329,220.10

Total Funds Distributed

4,329,220.07

 

 

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Page 7 of 30

 


 
 

 

           

 

 

Bond / Collateral Reconciliation - Balances

 

 

 

 

Collateral Reconciliation

 

Certificate Reconciliation

 

 

 

 

    Total

 

          Total

Beginning Scheduled Collateral Balance

879,536,559.19

879,536,559.19

Beginning Certificate Balance

879,536,559.19

(-) Scheduled Principal Collections

1,176,182.08

1,176,182.08

(-) Principal Distributions

1,176,182.08

(-) 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

878,360,377.11

878,360,377.11

Certificate Other Adjustments**

0.00

Beginning Actual Collateral Balance

879,794,789.66

879,794,789.66

Ending Certificate Balance

878,360,377.11

Ending Actual Collateral Balance

878,666,658.54

878,666,658.54

 

 

 

 

 

 

 

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

4.28%

 

 

 

 

UC / (OC) Interest

0.00

(1)

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

 

 

 

(2)

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

 

 

 

**

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

 

 

 

 

 

 

 

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Page 8 of 30

 


 
 

 

                             

 

 

 

 

Current Mortgage Loan and Property Stratification

 

 

 

 

 

 

 

 

 

 

Scheduled Balance

 

 

 

 

 

Debt Service Coverage Ratio¹

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

      Scheduled

 # Of

Scheduled

% Of

WAM²

WAC

Weighted Avg

Debt Service Coverage

# Of

 Scheduled

% Of

WAM²

WAC

Weighted Avg

 

Balance

Loans

Balance

Agg. Bal.

 

 

DSCR¹

Ratio

Loans

Balance

Agg. Bal.

 

 

DSCR¹

 

Defeased

8

40,774,362.18

4.64%

42

4.3559

NAP

Defeased

8

40,774,362.18

4.64%

42

4.3559

NAP

 

10,000,000 or less

34

173,187,888.46

19.72%

42

4.2557

1.923669

1.30 or less

17

375,663,206.72

42.77%

42

4.1195

0.877620

10,000,001 to 20,000,000

12

168,366,471.55

19.17%

42

4.2113

1.559626

1.31 to 1.40

4

78,241,524.02

8.91%

43

4.1747

1.332578

20,000,001 to 30,000,000

6

139,587,291.71

15.89%

41

4.0540

0.930697

1.41 to 1.50

6

56,995,240.29

6.49%

42

4.0729

1.441013

30,000,001 to 40,000,000

6

213,840,745.40

24.35%

42

4.0480

1.147253

1.51 to 1.60

4

36,713,455.71

4.18%

43

4.3480

1.559914

40,000,001 to 50,000,000

2

87,644,930.18

9.98%

43

4.3270

1.484193

1.61 to 1.70

4

69,860,083.23

7.95%

43

4.2249

1.655930

50,000,001 to 60,000,000

1

54,958,687.63

6.26%

43

4.0430

1.210000

1.71 to 1.80

3

10,632,239.95

1.21%

43

4.3365

1.760208

60,000,001 to 70,000,000

0

0.00

0.00%

0

0.0000

0.000000

1.81 to 1.90

6

105,993,688.04

12.07%

43

4.1497

1.865245

 

70,000,001 or greater

0

0.00

0.00%

0

0.0000

0.000000

1.91 to 2.00

1

7,629,396.32

0.87%

43

4.2100

1.910000

 

Totals

69

878,360,377.11

100.00%

42

4.1630

1.406690

2.01 to 2.10

3

16,793,213.37

1.91%

41

4.3420

2.042238

 

 

 

 

 

 

 

 

2.11 to 2.40

4

21,753,740.27

2.48%

42

4.2927

2.255295

 

 

 

 

 

 

 

 

2.41 to 2.50

1

3,681,097.92

0.42%

42

4.1680

2.440000

 

 

 

 

 

 

 

 

2.51 to 2.60

1

3,825,683.08

0.44%

42

4.7070

2.560000

 

 

 

 

 

 

 

 

2.61 to 2.70

3

22,908,071.55

2.61%

42

3.9982

2.648728

 

 

 

 

 

 

 

 

2.71 to 3.10

2

16,882,840.23

1.92%

42

4.0395

2.817417

 

 

 

 

 

 

 

 

3.11 to 3.20

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

3.21 to 5.20

2

10,012,534.23

1.14%

41

4.0349

3.711987

 

 

 

 

 

 

 

 

5.21 or greater

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

Totals

69

878,360,377.11

100.00%

42

4.1630

1.406690

(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 9 of 30

 


 
 

 

                           

 

 

 

Current Mortgage Loan and Property Stratification

 

 

 

 

 

 

 

 

 

 

 

State³

 

 

 

 

 

State³

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

State

# Of

 Scheduled

% Of

WAM²

WAC

Weighted Avg

State

# Of

 Scheduled

% Of

WAM²

WAC

Weighted Avg

 

Properties

Balance

Agg. Bal.

 

 

DSCR¹

 

Properties

Balance

Agg. Bal.

 

 

DSCR¹

Defeased

9

40,774,362.18

4.64%

42

4.3559

NAP

Totals

76

878,360,377.11

100.00%

42

4.1630

1.406690

Alabama

1

3,202,512.77

0.36%

42

4.0900

1.400000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Property Type³

 

 

 

Arizona

4

33,263,213.63

3.79%

42

4.2203

2.299671

 

 

 

 

 

 

 

California

7

26,287,558.63

2.99%

42

4.3768

2.118764

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Property Type

# Of

     Scheduled

% Of

WAM²

WAC

Weighted Avg

Colorado

1

4,641,162.76

0.53%

43

4.2400

1.660000

 

Properties

Balance

Agg. Bal.

 

 

DSCR¹

Connecticut

1

15,150,320.91

1.72%

43

4.2400

1.660000

Defeased

9

40,774,362.18

4.64%

42

4.3559

NAP

Florida

7

94,843,758.87

10.80%

42

4.0879

1.533294

Industrial

1

10,134,164.58

1.15%

41

4.3700

2.020000

Georgia

1

41,644,930.18

4.74%

43

4.4230

1.290000

Lodging

8

144,235,162.01

16.42%

42

4.2427

0.562403

Indiana

3

59,710,239.88

6.80%

43

4.1078

1.694400

Mixed Use

5

120,330,843.15

13.70%

43

4.0757

1.406217

Iowa

1

13,175,928.06

1.50%

43

4.2400

1.660000

Mobile Home Park

4

26,080,090.66

2.97%

42

4.1229

2.661374

Kansas

2

14,512,674.86

1.65%

43

4.2291

1.726793

Multi-Family

10

139,425,081.51

15.87%

41

4.2373

1.356346

Louisiana

2

24,274,459.57

2.76%

43

4.2456

1.303559

Office

6

66,853,884.00

7.61%

42

4.0756

1.556678

Massachusetts

2

23,223,058.06

2.64%

42

4.2702

1.218816

Other

1

66,000,000.00

7.51%

42

3.7075

1.280000

Michigan

3

15,546,339.31

1.77%

42

4.2668

1.606401

Retail

29

252,551,141.47

28.75%

43

4.2183

1.615616

Missouri

1

2,386,547.93

0.27%

43

4.5520

1.470000

Self Storage

3

11,975,647.55

1.36%

42

4.3029

2.791465

Montana

1

12,327,977.23

1.40%

43

4.2400

1.660000

Totals

76

878,360,377.11

100.00%

42

4.1630

1.406690

Nevada

3

38,384,593.91

4.37%

42

4.2369

1.761776

 

 

 

 

 

 

 

New York

6

187,842,371.29

21.39%

42

3.9880

0.735968

 

 

 

 

 

 

 

North Carolina

2

13,815,262.50

1.57%

41

4.3162

2.131910

 

 

 

 

 

 

 

Pennsylvania

2

8,343,294.33

0.95%

43

4.3060

1.556002

 

 

 

 

 

 

 

Texas

9

78,015,393.54

8.88%

40

4.2375

1.250759

 

 

 

 

 

 

 

Utah

1

10,924,122.95

1.24%

43

3.9180

2.630000

 

 

 

 

 

 

 

Vermont

1

34,221,516.66

3.90%

43

4.2000

1.320000

 

 

 

 

 

 

 

Virginia

4

71,082,763.80

8.09%

43

4.0898

1.308209

 

 

 

 

 

 

 

Washington

2

10,766,013.30

1.23%

42

4.2083

1.938593

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 10 of 30

 


 
 

 

                             

 

 

 

 

Current Mortgage Loan and Property Stratification

 

 

 

 

 

 

 

 

 

 

Note Rate

 

 

 

 

 

Seasoning

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Note Rate

# Of

Scheduled

% Of

WAM²

WAC

Weighted Avg

Seasoning

# Of

    Scheduled

% Of

WAM²

WAC

Weighted Avg

 

 

Loans

Balance

Agg. Bal.

 

 

DSCR¹

 

Loans

     Balance

Agg. Bal.

 

 

DSCR¹

 

Defeased

8

40,774,362.18

4.64%

42

4.3559

NAP

Defeased

8

40,774,362.18

4.64%

42

4.3559

NAP

 

4.000% or less

8

135,485,930.02

15.42%

42

3.8076

1.735812

12 months or less

0

0.00

0.00%

0

0.0000

0.000000

 

4.001% to 4.500%

47

668,497,862.23

76.11%

42

4.2002

1.320704

13 to 24 months

0

0.00

0.00%

0

0.0000

0.000000

 

4.501% or greater

6

33,602,222.68

3.83%

43

4.6220

1.473245

25 to 36 months

0

0.00

0.00%

0

0.0000

0.000000

 

Totals

69

878,360,377.11

100.00%

42

4.1630

1.406690

37 to 48 months

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

49 months or greater

61

837,586,014.93

95.36%

42

4.1536

1.393970

 

 

 

 

 

 

 

 

Totals

69

878,360,377.11

100.00%

42

4.1630

1.406690

(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

WAM²

WAC

Weighted Avg

      Remaining

# Of

   Scheduled

% Of

WAM²

WAC

Weighted Avg

 

Remaining Term

Loans

         Balance

Agg. Bal.

 

 

DSCR¹

Amortization Term

Loans

     Balance

Agg. Bal.

 

 

DSCR¹

 

Defeased

8

40,774,362.18

4.64%

42

4.3559

NAP

Defeased

8

40,774,362.18

4.64%

42

4.3559

NAP

 

60 months or less

61

837,586,014.93

95.36%

42

4.1536

1.393970

Interest Only

8

222,883,750.00

25.37%

42

3.9884

1.275988

61 months to 108 months

0

0.00

0.00%

0

0.0000

0.000000

230 months or less

4

31,598,949.68

3.60%

42

4.3575

1.548737

109 months to 114 months

0

0.00

0.00%

0

0.0000

0.000000

231 months to 300 months

49

583,103,315.25

66.39%

42

4.2057

1.430680

 

115 months or greater

0

0.00

0.00%

0

0.0000

0.000000

301 months to 350 months

0

0.00

0.00%

0

0.0000

0.000000

 

Totals

69

878,360,377.11

100.00%

42

4.1630

1.406690

351 months or greater

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

Totals

69

878,360,377.11

100.00%

42

4.1630

1.406690

(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

WAM²

WAC

Weighted Avg

Age of Most

# Of

 Scheduled

        % Of                  WAM²

WAC        Weighted Avg

 

Recent NOI

Loans

    Balance

Agg. Bal.

 

 

DSCR¹

Recent NOI

Loans

Balance

Agg. Bal.

    DSCR¹

 

Defeased

8

40,774,362.18

4.64%

42

4.3559

NAP

 

 

 

None

 

Underwriter's Information

2

63,708,750.00

7.25%

43

3.9892

1.610504

 

 

 

 

 

 

12 months or less

57

763,243,741.62

86.89%

42

4.1664

1.358313

 

 

 

 

 

 

13 to 24 months

1

3,825,683.08

0.44%

42

4.7070

2.560000

 

 

 

 

 

 

25 to 36 months

1

6,807,840.23

0.78%

41

3.9500

2.710000

 

 

 

 

 

 

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

69

878,360,377.11

100.00%

42

4.1630

1.406690

 

 

 

 

 

(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

453000262

RT

Various

Various

Actual/360

4.240%

167,951.11

0.00

0.00

N/A

06/01/25

--

46,000,000.00

46,000,000.00

11/01/21

 

1A

453000261

 

 

 

Actual/360

4.240%

123,074.39

0.00

0.00

N/A

06/01/25

--

33,708,750.00

33,708,750.00

11/01/21

 

2

453000267

98

New York

NY

Actual/360

3.708%

114,932.50

0.00

0.00

05/05/25

05/05/45

--

36,000,000.00

36,000,000.00

11/05/21

 

2A

453000268

 

 

 

Actual/360

3.708%

95,777.08

0.00

0.00

05/05/25

05/05/45

--

30,000,000.00

30,000,000.00

11/05/21

 

3

300801277

MU

Fairfax

VA

Actual/360

4.043%

191,647.32

89,092.79

0.00

N/A

06/01/25

--

55,047,780.42

54,958,687.63

11/01/21

 

5

300801275

LO

Atlanta

GA

Actual/360

4.423%

158,906.43

77,090.18

0.00

N/A

06/01/25

--

41,722,020.36

41,644,930.18

11/01/21

 

6

1443414

MF

Bloomington

IN

Actual/360

4.120%

140,333.00

63,097.90

0.00

N/A

06/01/25

--

39,555,182.67

39,492,084.77

11/01/21

 

7

453000255

LO

New York

NY

Actual/360

4.013%

138,222.22

0.00

0.00

N/A

03/01/25

--

40,000,000.00

40,000,000.00

11/01/21

 

8

303901008

RT

Rutland

VT

Actual/360

4.200%

123,939.29

47,412.33

0.00

N/A

06/01/25

--

34,268,928.99

34,221,516.66

11/01/21

 

9

303901009

MU

Celebration

FL

Actual/360

4.020%

105,507.96

60,555.50

0.00

N/A

05/01/25

--

30,478,949.47

30,418,393.97

11/01/21

 

10

300801266

LO

New York

NY

Actual/360

4.340%

107,433.81

54,163.67

0.00

N/A

05/01/25

--

28,746,967.90

28,692,804.23

11/01/21

 

12

303901012

MF

Lafayette

LA

Actual/360

4.280%

73,390.82

37,691.18

0.00

N/A

06/01/25

--

19,913,095.08

19,875,403.90

11/01/21

 

13

300801265

MF

Columbus

IN

Actual/360

4.084%

71,225.40

34,874.15

0.00

N/A

05/01/25

--

20,253,029.26

20,218,155.11

11/01/21

 

14

300801281

RT

Las Vegas

NV

Actual/360

4.284%

71,833.09

36,832.04

0.00

N/A

06/01/25

--

19,472,239.15

19,435,407.11

11/01/21

 

15

303901015

RT

Sunrise

FL

Actual/360

4.170%

71,979.87

29,859.10

0.00

N/A

05/01/25

--

20,045,449.88

20,015,590.78

11/01/21

 

16

300801125

MF

Midland

TX

Actual/360

4.260%

74,061.35

28,630.22

0.00

N/A

11/01/24

--

20,189,371.81

20,160,741.59

09/01/21

 

17

300801251

OF

New York

NY

Actual/360

3.815%

67,345.35

0.00

0.00

N/A

04/01/25

--

20,500,000.00

20,500,000.00

11/01/21

 

18

300801279

OF

Austin

TX

Actual/360

4.206%

57,291.77

69,016.47

0.00

N/A

06/01/25

--

15,818,443.40

15,749,426.93

11/01/21

 

19

303901019

MU

Miami

FL

Actual/360

3.990%

65,325.01

31,234.88

0.00

N/A

05/01/25

--

19,012,858.36

18,981,623.48

11/01/21

 

20

300801276

OF

Scottsdale

AZ

Actual/360

4.286%

58,149.11

29,791.74

0.00

N/A

06/01/25

--

15,755,482.39

15,725,690.65

11/01/21

 

21

695100487

RT

Las Vegas

NV

Actual/360

4.300%

45,813.19

23,468.81

0.00

N/A

05/06/25

--

12,372,655.61

12,349,186.80

11/06/21

 

23

300801278

LO

North Dartmouth

MA

Actual/360

4.027%

44,533.72

18,499.15

0.00

N/A

05/01/25

--

12,842,456.59

12,823,957.44

11/01/21

 

24

300801123

MF

Midland

TX

Actual/360

4.260%

43,690.87

16,889.77

0.00

N/A

11/01/24

--

11,910,276.86

11,893,387.09

09/01/21

 

25

695100499

MF

Chicopee

MA

Actual/360

4.570%

40,997.22

18,772.58

0.00

N/A

06/06/25

--

10,417,873.20

10,399,100.62

11/06/21

 

26

300801272

RT

Park City

UT

Actual/360

3.918%

36,910.26

16,032.14

0.00

N/A

06/01/25

--

10,940,155.09

10,924,122.95

11/01/21

 

27

300801239

IN

Durham

NC

Actual/360

4.370%

38,198.23

16,690.71

0.00

N/A

04/01/25

--

10,150,855.29

10,134,164.58

11/01/21

 

28

695100478

MH

Apache Junction

AZ

Actual/360

4.100%

35,570.35

0.00

0.00

N/A

05/06/25

--

10,075,000.00

10,075,000.00

11/06/21

 

29

303901029

MF

Virginia Beach

VA

Actual/360

4.350%

33,489.85

15,793.52

0.00

N/A

04/01/25

--

8,940,561.89

8,924,768.37

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

 

30

695100488

MU

Yonkers

NY

Actual/360

4.567%

32,897.97

22,506.61

0.00

N/A

05/06/25

--

8,365,248.36

8,342,741.75

11/06/21

 

31

303901031

MF

Virginia Beach

VA

Actual/360

4.350%

30,783.61

14,517.26

0.00

N/A

04/01/25

--

8,218,092.61

8,203,575.35

11/01/21

 

32

303901032

MU

Delray Beach

FL

Actual/360

4.210%

27,711.75

14,638.74

0.00

N/A

06/01/25

--

7,644,035.06

7,629,396.32

11/01/21

 

33

303901033

MF

Wichita

KS

Actual/360

4.520%

30,516.91

13,287.25

0.00

N/A

06/01/25

03/01/25

7,840,484.92

7,827,197.67

11/01/21

 

34

303901034

MF

Richmond