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Form 10-D Wells Fargo Commercial For: May 17

May 27, 2022 5:56 PM EDT

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549

FORM 10-D

ASSET BACKED ISSUER
DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF
THE SECURITIES EXCHANGE ACT OF 1934

For the monthly distribution period from:   April 19, 2022 to May 17, 2022

Commission File Number of issuing entity:  333-195164-09

Central Index Key Number of issuing entity:  0001643550

Wells Fargo Commercial Mortgage Trust 2015-C29
(Exact name of issuing entity as specified in its charter)

Commission File Number of depositor:  333-195164

Central Index Key Number of depositor:  0000850779

Wells Fargo Commercial Mortgage Securities, Inc.
(Exact name of depositor as specified in its charter)

Central Index Key Number of sponsor (if applicable):  0000740906

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

Central Index Key Number of sponsor (if applicable):  0001592182

LMF Commercial, LLC (formerly known as Rialto Mortgage Finance, LLC)
(Exact name of sponsor as specified in its charter)

Central Index Key Number of sponsor (if applicable):  0001624053

Argentic Real Estate Finance LLC (formerly known as Silverpeak Real Estate Finance LLC)
(Exact name of sponsor as specified in its charter)

Central Index Key Number of sponsor (if applicable):  0001617874

Walker & Dunlop Commercial Property Funding I WF, LLC
(Exact name of sponsor as specified in its charter)

Central Index Key Number of sponsor (if applicable):  0001577313

National Cooperative Bank, N.A.
(Exact name of sponsor as specified in its charter)

Anthony J. Sfarra (212) 214-5600
(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)

38-3971602
38-3971603
38-3971604
38-7135387
(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-SB

     

     

  X  

     

A-S

     

     

  X  

     

X-A

     

     

  X  

     

X-B

     

     

  X  

     

B

     

     

  X  

     

C

     

     

  X  

     

PEX

     

     

  X  

     

D

     

     

  X  

     

 

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

Part I - DISTRIBUTION INFORMATION

Item 1. Distribution and Pool Performance Information.

On May 17, 2022 a distribution was made to holders of the certificates issued by Wells Fargo Commercial Mortgage Trust 2015-C29.

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 Wells Fargo Commercial Mortgage Trust 2015-C29 in accordance with Item 1100(b) as required by Item 1121(a)(9) of Regulation AB:

Loss Information as reported on May 17, 2022

Number of Delinquencies 30+ days

% of Delinquencies 30+ days by Pool Balance

Number of Loans/REOs with Losses

Average Net Loss

0

N/A

1

$500,020.34

No assets securitized by Wells Fargo Commercial Mortgage Securities, Inc. (the "Depositor") and held by Wells Fargo Commercial Mortgage Trust 2015-C29 were the subject of a demand to repurchase or replace for breach of the representations and warranties contained in the underlying transaction documents during the monthly distribution period from April 19, 2022 to May 17, 2022.

The Depositor filed its most recent Form ABS-15G in accordance with Rule15Ga-1 under the Securities Exchange Act of 1934 (a "Rule 15Ga-1 Form ABS-15G") on May 10, 2022. The CIK number for the Depositor is 0000850779.

Wells Fargo Bank, National Association ("Wells Fargo"), one of the sponsors, most recently filed a Rule 15Ga-1 Form ABS-15G on February 8, 2022. The Central Index Key number for Wells Fargo is 0000740906.

LMF Commercial, LLC (formerly known as Rialto Mortgage Finance, LLC) ("LMF"), one of the sponsors and mortgage loan sellers, most recently filed a Rule 15Ga-1 Form ABS-15G on February 14, 2022. The CIK number of LMF is 0001592182.

 Argentic Real Estate Finance LLC (formerly known as Silverpeak Real Estate Finance LLC) ("Argentic"), one of the sponsors, most recently filed a Rule 15Ga-1 Form ABS-15G on February 8, 2022. The Central Index Key number for Argentic is 0001624053.

Walker & Dunlop Commercial Property Funding I WF, LLC ("Walker"), one of the sponsors, most recently filed a Rule 15Ga-1 Form ABS-15G on January 18, 2022. The Central Index Key number for Walker is 0001617874.

National Cooperative Bank, N.A. ("NCB "), one of the sponsors, most recently filed a Rule 15Ga-1 Form ABS-15G on February 14, 2022. The Central Index Key number for NCB  is 0001577313.

Part II - OTHER INFORMATION

Item 7. Change in Sponsor Interest in the Securities.

None

Item 9. Other Information.

Computershare Trust Company, N.A., as agent for Wells Fargo Bank, N.A., in its capacity as Certificate Administrator for Wells Fargo Commercial Mortgage Trust 2015-C29, affirms the following amounts in the respective accounts:

Distribution Account Balance

  Prior Distribution Date

04/18/2022

$3,207.65

  Current Distribution Date

05/17/2022

$3,092.39

 

Interest Reserve Account Balance

  Prior Distribution Date

04/18/2022

$0.00

  Current Distribution Date

05/17/2022

$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 Wells Fargo Commercial Mortgage Trust 2015-C29, relating to the May 17, 2022 distribution.

(b) The exhibits required to be filed by the Registrant pursuant to this Form are listed above.

 

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized.

Wells Fargo Commercial Mortgage Securities, Inc.
(Depositor)

 

/s/ Anthony Sfarra
Anthony Sfarra, President

Date: May 27, 2022

 

 

 

     

Distribution Date:

05/17/22

Wells Fargo Commercial Mortgage Trust 2015-C29

Determination Date:

05/11/22

 

Next Distribution Date:

06/17/22

 

Record Date:

04/29/22

Commercial Mortgage Pass-Through Certificates

 

 

Series 2015-C29

 

           

Table of Contents

 

 

Contacts

 

 

Section

Pages

Role

Party and Contact Information

 

 

Certificate Distribution Detail

2

Depositor

Wells Fargo Commercial Mortgage Securities, Inc.

 

 

Certificate Factor Detail

3

 

Anthony Sfarra

(212) 214-5613

[email protected]

Certificate Interest Reconciliation Detail

4

 

375 Park Avenue, 2nd Floor, J0127-023 | New York, NY 10152 | United States

 

 

 

Master Servicer

Wells Fargo Bank, N.A.

 

 

Exchangeable Certificate Detail

5

 

 

 

 

 

 

 

Investor Relations

 

[email protected]

Exchangeable Certificate Factor Detail

6

 

 

 

 

 

 

 

1901 Harrison Street | Oakland, CA 94612 | United States

 

 

Additional Information

7

Master Servicer

National Cooperative Bank, N.A.

 

 

Bond / Collateral Reconciliation - Cash Flows

8

 

Kathleen Luzik

(703) 302-1902

 

Bond / Collateral Reconciliation - Balances

9

 

2011 Crystal Drive, Suite 800 | Arlington, VA 22202 | United States

 

 

Current Mortgage Loan and Property Stratification

10-14

Special Servicer

Midland Loan Services

 

 

Mortgage Loan Detail (Part 1)

15-19

 

Valerie Nichols

(913) 253-9000

 

Mortgage Loan Detail (Part 2)

20-24

 

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

Principal Prepayment Detail

25

Trust Advisor

Trimont Real Estate Advisors, LLC

 

 

 

 

 

Trust Advisor

 

[email protected]

Historical Detail

26

 

 

 

 

 

 

 

3500 Lenox Road, Suite G1 | Atlanta, GA 30326 | United States

 

 

Delinquency Loan Detail

27

 

 

 

 

 

 

Certificate Administrator

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

 

 

Collateral Stratification and Historical Detail

28

 

Bank, N.A.

 

 

Specially Serviced Loan Detail - Part 1

29

 

Corporate Trust Services (CMBS)

 

[email protected];

 

 

 

 

 

[email protected]

Specially Serviced Loan Detail - Part 2

30

 

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

 

 

Modified Loan Detail

31

Trustee

Wilmington Trust, National Association

 

 

Historical Liquidated Loan Detail

32

 

Attention: CMBS Trustee

(302) 636-4140

[email protected]

Historical Bond / Collateral Loss Reconciliation Detail

33

 

1100 North Market Street | Wilmington, DE 19890 | United States

 

 

Interest Shortfall Detail - Collateral Level

34

 

 

 

 

Supplemental Notes

35

 

 

 

 

 

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.

   

© 2021 Computershare. All rights reserved. Confidential.

Page 1 of 35

 


 

 

                         

 

 

 

 

Certificate Distribution Detail

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Current

Original

 

 

Pass-Through

 

 

Principal

Interest

Prepayment

 

 

 

Credit

Credit

Class

CUSIP

Rate (2)

Original Balance                                   Beginning Balance

Distribution

Distribution

Penalties

Realized Losses            Total Distribution          Ending Balance

Support¹        Support¹

 

A-1

94989KAS2

1.477000%

50,145,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-2

94989KAT0

2.552000%

30,508,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-3

94989KAU7

3.368000%

170,000,000.00

127,964,006.54

0.00

359,152.31

0.00

0.00

359,152.31

127,964,006.54

34.80%

30.00%

A-4

94989KAV5

3.637000%

476,065,000.00

476,065,000.00

0.00

1,442,873.67

0.00

0.00

1,442,873.67

476,065,000.00

34.80%

30.00%

A-SB

94989KAW3

3.400000%

97,199,000.00

59,414,769.34

2,678,400.13

168,341.85

0.00

0.00

2,846,741.98

56,736,369.21

34.80%

30.00%

A-S

94989KAX1

4.013000%

88,277,000.00

88,277,000.00

0.00

295,213.00

0.00

0.00

295,213.00

88,277,000.00

26.08%

22.50%

B

94989KBA0

4.194000%

70,621,000.00

70,621,000.00

0.00

246,820.39

0.00

0.00

246,820.39

70,621,000.00

19.12%

16.50%

C

94989KBB8

4.214702%

50,024,000.00

50,024,000.00

0.00

175,696.89

0.00

0.00

175,696.89

50,024,000.00

14.18%

12.25%

D

94989KBC6

4.214702%

58,851,000.00

58,851,000.00

0.00

206,699.54

0.00

0.00

206,699.54

58,851,000.00

8.37%

7.25%

E

94989KAE3

4.214702%

23,541,000.00

23,541,000.00

0.00

82,681.92

0.00

0.00

82,681.92

23,541,000.00

6.05%

5.25%

F

94989KAG8

4.214702%

11,770,000.00

11,770,000.00

0.00

41,339.21

0.00

0.00

41,339.21

11,770,000.00

4.89%

4.25%

G

94989KAJ2

4.214702%

50,024,121.00

49,524,101.33

0.00

188,832.21

0.00

0.00

188,832.21

49,524,101.33

0.00%

0.00%

V1

94989KAL7

0.000000%

1.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

V2

94989KAP8

0.000000%

1.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

R

94989KAQ6

0.000000%

1.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

Regular SubTotal

 

1,177,025,124.00

1,016,051,877.21

2,678,400.13

3,207,650.99

0.00

0.00

5,886,051.12

1,013,373,477.08

 

 

 

 

X-A

94989KAY9

0.598071%

912,194,000.00

751,720,775.88

0.00

374,651.95

0.00

0.00

374,651.95

749,042,375.75

 

 

X-B

94989KAZ6

0.012118%

120,645,000.00

120,645,000.00

0.00

1,218.35

0.00

0.00

1,218.35

120,645,000.00

 

 

Notional SubTotal

 

1,032,839,000.00

872,365,775.88

0.00

375,870.30

0.00

0.00

375,870.30

869,687,375.75

 

 

 

Deal Distribution Total

 

 

 

2,678,400.13

3,583,521.29

0.00

0.00

6,261,921.42

 

 

 

 

*

Denotes the Controlling Class (if required)

 

 

 

 

 

 

 

 

 

 

(1)

Calculated by taking (A) the sum of the ending certificate balance of all classes in a series less (B) the sum of (i) the ending certificate balance of the designated class and (ii) the ending certificate balance of all classes which are not subordinate to the designated class and

 

dividing the result by (A).

 

 

 

 

 

 

 

 

 

 

 

(2)

Pass-Through Rates with respect to any Class of Certificates on next month’s Payment Date is expected to be the same as the current respective Pass-Through Rate, subject to any modifications on the underlying loans, any change in certificate or pool balance, any change in

 

the underlying index (if and as applicable), and any other matters provided in the governing documents.

 

 

 

 

 

 

 

 

 

 

 

 

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Page 2 of 35

 


 

 

                     

 

 

 

 

Certificate Factor Detail

 

 

 

 

 

 

 

 

 

Cumulative

 

 

 

 

 

 

 

 

 

Interest Shortfalls

Interest

 

 

 

 

Class

CUSIP

Beginning Balance

Principal Distribution

Interest Distribution

/ (Paybacks)

Shortfalls

Prepayment Penalties

Losses

Total Distribution

Ending Balance

Regular Certificates

 

 

 

 

 

 

 

 

 

A-1

94989KAS2

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-2

94989KAT0

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-3

94989KAU7

752.72945024

0.00000000

2.11266065

0.00000000

0.00000000

0.00000000

0.00000000

2.11266065

752.72945024

A-4

94989KAV5

1,000.00000000

0.00000000

3.03083333

0.00000000

0.00000000

0.00000000

0.00000000

3.03083333

1,000.00000000

A-SB

94989KAW3

611.26934783

27.55584039

1.73192986

0.00000000

0.00000000

0.00000000

0.00000000

29.28777024

583.71350744

A-S

94989KAX1

1,000.00000000

0.00000000

3.34416666

0.00000000

0.00000000

0.00000000

0.00000000

3.34416666

1,000.00000000

B

94989KBA0

1,000.00000000

0.00000000

3.49499993

0.00000000

0.00000000

0.00000000

0.00000000

3.49499993

1,000.00000000

C

94989KBB8

1,000.00000000

0.00000000

3.51225192

0.00000000

0.00000000

0.00000000

0.00000000

3.51225192

1,000.00000000

D

94989KBC6

1,000.00000000

0.00000000

3.51225196

0.00000000

0.00000000

0.00000000

0.00000000

3.51225196

1,000.00000000

E

94989KAE3

1,000.00000000

0.00000000

3.51225182

0.00000000

0.00000000

0.00000000

0.00000000

3.51225182

1,000.00000000

F

94989KAG8

1,000.00000000

0.00000000

3.51225234

0.00000000

0.00000000

0.00000000

0.00000000

3.51225234

1,000.00000000

G

94989KAJ2

990.00442866

0.00000000

3.77482315

(0.29767819)

2.61895756

0.00000000

0.00000000

3.77482315

990.00442866

V1

94989KAL7

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

V2

94989KAP8

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

R

94989KAQ6

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

 

Notional Certificates

 

 

 

 

 

 

 

 

 

X-A

94989KAY9

824.07993900

0.00000000

0.41071521

0.00000000

0.00000000

0.00000000

0.00000000

0.41071521

821.14372135

X-B

94989KAZ6

1,000.00000000

0.00000000

0.01009864

0.00000000

0.00000000

0.00000000

0.00000000

0.01009864

1,000.00000000

 

 

 

 

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Page 3 of 35

 


 

 

                         

 

 

 

 

Certificate Interest Reconciliation Detail

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Additional

 

 

 

 

 

 

 

Accrued

Net Aggregate

Distributable

Interest

 

Interest

 

 

 

 

 

Accrual

Prior Interest

Certificate

Prepayment

Certificate

Shortfalls /

Payback of Prior

Distribution

Interest

Cumulative

 

Class

Accrual Period

Days

Shortfalls

Interest

Interest Shortfall

Interest

(Paybacks)

Realized Losses

Amount

Distribution

Interest Shortfalls

 

A-1

N/A

N/A

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

 

A-2

N/A

N/A

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

 

A-3

04/01/22 - 04/30/22

30

0.00

359,152.31

0.00

359,152.31

0.00

0.00

0.00

359,152.31

0.00

 

A-4

04/01/22 - 04/30/22

30

0.00

1,442,873.67

0.00

1,442,873.67

0.00

0.00

0.00

1,442,873.67

0.00

 

A-SB

04/01/22 - 04/30/22

30

0.00

168,341.85

0.00

168,341.85

0.00

0.00

0.00

168,341.85

0.00

 

A-S

04/01/22 - 04/30/22

30

0.00

295,213.00

0.00

295,213.00

0.00

0.00

0.00

295,213.00

0.00

 

B

04/01/22 - 04/30/22

30

0.00

246,820.39

0.00

246,820.39

0.00

0.00

0.00

246,820.39

0.00

 

C

04/01/22 - 04/30/22

30

0.00

175,696.89

0.00

175,696.89

0.00

0.00

0.00

175,696.89

0.00

 

D

04/01/22 - 04/30/22

30

0.00

206,699.54

0.00

206,699.54

0.00

0.00

0.00

206,699.54

0.00

 

E

04/01/22 - 04/30/22

30

0.00

82,681.92

0.00

82,681.92

0.00

0.00

0.00

82,681.92

0.00

 

F

04/01/22 - 04/30/22

30

0.00

41,339.21

0.00

41,339.21

0.00

0.00

0.00

41,339.21

0.00

 

G

04/01/22 - 04/30/22

30

145,902.14

173,941.12

0.00

173,941.12

(14,891.09)

0.00

0.00

188,832.21

131,011.05

 

X-A

04/01/22 - 04/30/22

30

0.00

374,651.95

0.00

374,651.95

0.00

0.00

0.00

374,651.95

0.00

 

X-B

04/01/22 - 04/30/22

30

0.00

1,218.35

0.00

1,218.35

0.00

0.00

0.00

1,218.35

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

 

 

145,902.14

3,568,630.20

0.00

3,568,630.20

(14,891.09)

0.00

0.00

3,583,521.29

131,011.05

 

 

 

 

 

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Page 4 of 35

 


 

 

                         

 

 

 

 

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)

94989KAX1

4.013000%

88,277,000.00

88,277,000.00

0.00

295,213.00

0.00

 

0.00

 

295,213.00

88,277,000.00

A-S (PEX)

NA

N/A

0.01

0.00

0.00

0.00

0.00

 

0.00

 

0.00

0.00

B (Cert)

94989KBA0

4.194000%

70,621,000.00

70,621,000.00

0.00

246,820.39

0.00

 

0.00

 

246,820.39

70,621,000.00

B (PEX)

NA

N/A

0.01

0.00

0.00

0.00

0.00

 

0.00

 

0.00

0.00

C (Cert)

94989KBB8

4.214702%

50,024,000.00

50,024,000.00

0.00

175,696.89

0.00

 

0.00

 

175,696.89

50,024,000.00

C (PEX)

NA

N/A

0.01

0.00

0.00

0.00

0.00

 

0.00

 

0.00

0.00

Regular Interest Total

 

 

208,922,000.03

208,922,000.00

0.00

717,730.28

0.00

 

0.00

 

717,730.28

208,922,000.00

 

Exchangeable Certificate Details

 

 

 

 

 

 

 

 

 

 

 

PEX

94989KBD4

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 35

 


 

 

                     

 

 

 

Exchangeable Certificate Factor Detail

 

 

 

 

 

 

 

 

 

Cumulative

 

 

 

 

 

 

 

 

 

Interest Shortfalls

Interest

 

 

 

 

Class

CUSIP

Beginning Balance

Principal Distribution

Interest Distribution

/ (Paybacks)

Shortfalls

Prepayment Penalties

Losses

Total Distribution

Ending Balance

Regular Certificates

 

 

 

 

 

 

 

 

 

PEX

94989KBD4

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

 

 

 

 

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Page 6 of 35

 


 

 

     

 

Additional Information

 

Total Available Distribution Amount (1)

6,261,921.42

 

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

 

 

 

 

 

 

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Page 7 of 35

 


 

 

       

Bond / Collateral Reconciliation - Cash Flows

 

 

Total Funds Collected

 

Total Funds Distributed

 

Interest

 

Fees

 

Interest Paid or Advanced

3,603,626.45

Master Servicing Fee

29,335.44

Interest Reductions due to Nonrecoverability Determination

0.00

Certificate Administrator Fee

3,092.17

Interest Adjustments

0.00

Trustee Fee

210.00

Deferred Interest

0.00

CREFC® Intellectual Property Royalty License Fee

423.35

ARD Interest

0.00

Operating Advisor Fee

0.00

Net Prepayment Interest Excess / (Shortfall)

0.00

Asset Representations Reviewer Fee

1,935.28

Extension Interest

0.00

 

 

Interest Reserve Withdrawal

0.00

 

 

Total Interest Collected

3,603,626.45

Total Fees

34,996.24

 

Principal

 

Expenses/Reimbursements

 

Scheduled Principal

2,678,400.13

Reimbursement for Interest on Advances

0.00

Unscheduled Principal Collections

 

ASER Amount

0.00

Principal Prepayments

0.00

Special Servicing Fees (Monthly)

(14,891.09)

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

2,678,400.13

Total Expenses/Reimbursements

(14,891.09)

 

 

 

Interest Reserve Deposit

0.00

 

Other

 

Payments to Certificateholders and Others

 

Prepayment Penalties / Yield Maintenance

0.00

Interest Distribution

3,583,521.29

Gain on Sale / Excess Liquidation Proceeds

0.00

Principal Distribution

2,678,400.13

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

6,261,921.42

Total Funds Collected

6,282,026.58

Total Funds Distributed

6,282,026.57

 

 

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Page 8 of 35

 


 

 

           

 

 

Bond / Collateral Reconciliation - Balances

 

 

 

 

Collateral Reconciliation

 

Certificate Reconciliation

 

 

 

 

Total

 

Total

Beginning Scheduled Collateral Balance

1,016,051,877.21

1,016,051,877.21

Beginning Certificate Balance

1,016,051,877.21

(-) Scheduled Principal Collections

2,678,400.13

2,678,400.13

(-) Principal Distributions

2,678,400.13

(-) 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

1,013,373,477.08

1,013,373,477.08

Certificate Other Adjustments**

0.00

Beginning Actual Collateral Balance

1,016,321,014.23

1,016,321,014.23

Ending Certificate Balance

1,013,373,477.08

Ending Actual Collateral Balance

1,013,411,911.23

1,013,411,911.23

 

 

 

 

 

 

 

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

4.21%

 

 

 

 

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 9 of 35

 


 

 

                             

 

 

 

 

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

20

189,021,659.25

18.65%

35

4.3152

NAP

Defeased

20

189,021,659.25

18.65%

35

4.3152

NAP

 

1,000,000 or less

6

5,144,236.10

0.51%

35

3.8825

1.053877

1.20 or less

21

131,381,844.67

12.96%

36

4.2486

0.644077

1,000,001 to 2,000,000

18

27,825,567.60

2.75%

36

4.0794

1.871276

1.21 to 1.30

5

42,911,391.43

4.23%

37

4.2989

1.292176

2,000,001 to 3,000,000

14

37,114,726.27

3.66%

37

4.1068

2.328227

1.31 to 1.40

5

148,173,226.52

14.62%

37

4.1639

1.359823

3,000,001 to 4,000,000

10

33,959,089.27

3.35%

36

4.1863

1.454808

1.41 to 1.50

5

25,418,610.80

2.51%

36

4.2916

1.431823

4,000,001 to 5,000,000

7

32,972,982.31

3.25%

36

4.1056

2.301616

1.51 to 1.60

7

50,975,691.38

5.03%

37

4.2036

1.555971

5,000,001 to 6,000,000

4

21,615,057.61

2.13%

36

4.6896

3.269893

1.61 to 1.70

8

63,233,449.80

6.24%

35

4.1369

1.641202

6,000,001 to 7,000,000

6

38,630,919.74

3.81%

36

4.2485

1.995435

1.71 to 1.80

5

39,415,749.82

3.89%

36

4.1125

1.735549

7,000,001 to 8,000,000

4

29,976,006.57

2.96%

36

4.2603

1.542315

1.81 to 1.90

6

29,007,213.84

2.86%

37

4.3864

1.844173

8,000,001 to 9,000,000

6

50,620,379.07

5.00%

36

4.2129

1.607631

1.91 to 2.00

5

53,613,160.86

5.29%

36

4.4531

1.961638

9,000,001 to 10,000,000

1

9,652,139.94

0.95%

37

4.1300

1.818700

2.01 to 2.25

6

23,947,007.93

2.36%

36

4.1409

2.124855

10,000,001 to 15,000,000

7

84,995,467.03

8.39%

36

4.3728

1.511637

2.26 to 2.50

11

89,514,775.80

8.83%

36

4.3019

2.365634

15,000,001 to 20,000,000

5

83,188,034.70

8.21%

36

4.3868

2.148270

2.51 to 3.00

5

50,725,309.16

5.01%

36

4.1804

2.844299

20,000,001 to 30,000,000

7

165,152,409.80

16.30%

36

4.2234

1.554396

3.01 to 3.50

2

6,261,372.08

0.62%

37

4.0234

3.237129

30,000,001 to 50,000,000

3

110,346,296.14

10.89%

36

4.1891

2.371166

3.51 to 4.00

1

12,854,465.09

1.27%

35

4.3100

3.572600

 

50,000,001 or greater

1

93,158,505.68

9.19%

37

4.2000

1.370700

4.01 or greater

7

56,918,548.65

5.62%

37

4.3534

4.464968

 

Totals

119

1,013,373,477.08

100.00%

36

4.2561

1.812985

Totals

119

1,013,373,477.08

100.00%

36

4.2561

1.812985

(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.

 

 

 

 

 

 

 

 

 

 

 

 

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Page 10 of 35

 


 

 

                           

 

 

 

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

20

189,021,659.25

18.65%

35

4.3152

NAP

Washington

2

6,661,071.26

0.66%

36

4.1846

2.037663

Arizona

2

35,854,465.09

3.54%

35

4.1945

3.080455

West Virginia

1

1,906,637.72

0.19%

35

4.7300

1.715800

California

9

43,861,926.46

4.33%

36

4.1646

2.299365

Wisconsin

3

47,200,537.45

4.66%

34

4.1368

1.350401

Colorado

1

15,500,000.00

1.53%

36

4.3300

1.981100

Totals

137

1,013,373,477.08

100.00%

36

4.2561

1.812985

Connecticut

1

3,006,432.41

0.30%

36

4.6800

1.851500

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Property Type³

 

 

 

Florida

19

98,839,729.20

9.75%

36

4.4004

2.446582

 

 

 

 

 

 

 

Georgia

7

21,330,860.98

2.10%

36

4.3533

2.404879

 

# Of

Scheduled

% Of

 

 

Weighted Avg

 

 

 

 

 

 

 

Property Type

 

 

 

WAM²

WAC

 

Illinois

3

8,989,031.91

0.89%

36

4.6603

2.485002

 

Properties

Balance

Agg. Bal.

 

 

DSCR¹

Indiana

2

6,055,112.05

0.60%

36

4.5472

1.925912

Defeased

20

189,021,659.25

18.65%

35

4.3152

NAP

Kentucky

1

6,607,250.00

0.65%

37

4.3000

4.122100

Industrial

9

23,357,926.03

2.30%

37

4.3586

2.496683

Louisiana

2

19,168,081.47

1.89%

36

4.1815

1.542388

Lodging

6

43,051,347.11

4.25%

36

4.4425

1.289361

Maryland

2

17,982,075.16

1.77%

37

4.2728

1.495248

Mixed Use

2

25,241,833.03

2.49%

36

4.2343

2.492395

Massachusetts

2

44,146,034.74

4.36%

37

4.1645

1.412866

Mobile Home Park

1

2,745,456.79

0.27%

36

4.3100

2.302000

Michigan

2

13,455,890.32

1.33%

36

4.5208

1.515897

Multi-Family

35

168,573,636.09

16.63%

36

4.1674

1.831019

Missouri

2

5,274,917.60

0.52%

37

4.0907

1.379290

Office

9

242,493,162.25

23.93%

36

4.2201

1.411951

Nevada

1

6,370,000.00

0.63%

37

4.3000

4.122100

Other

2

20,679,960.80

2.04%

35

4.2354

0.300949

New Hampshire

1

10,692,216.90

1.06%

36

4.5100

1.290700

Retail

37

233,948,609.30

23.09%

36

4.2617

1.816448

New York

26

158,655,409.48

15.66%

37

4.0576

1.413197

Self Storage

16

64,259,886.43

6.34%

37

4.2812

3.891794

North Carolina

1

18,057,193.82

1.78%

36

4.3800

2.396400

Totals

137

1,013,373,477.08

100.00%

36

4.2561

1.812985

Ohio

7

41,573,763.03

4.10%

36

4.1663

1.689514

 

 

 

 

 

 

 

South Carolina

1

14,097,011.64

1.39%

37

4.3000

0.289300

 

 

 

 

 

 

 

Tennessee

1

4,975,000.00

0.49%

37

4.1200

3.270000

 

 

 

 

 

 

 

Texas

12

105,919,569.22

10.45%

37

4.3182

1.918395

 

 

 

 

 

 

 

Utah

1

6,597,907.15

0.65%

35

4.4900

2.464800

 

 

 

 

 

 

 

Virginia

5

61,573,692.78

6.08%

36

4.2603

1.116990

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 11 of 35

 


 

 

                             

 

 

 

 

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

20

189,021,659.25

18.65%

35

4.3152

NAP

Defeased

20

189,021,659.25

18.65%

35

4.3152

NAP

 

3.500% or less

4

14,514,070.89

1.43%

36

3.4430

1.714093

12 months or less

0

0.00

0.00%

0

0.0000

0.000000

 

3.501% to 3.750%

8

14,759,917.08

1.46%

37

3.6352

1.501541

13 months to 24 months

0

0.00

0.00%

0

0.0000

0.000000

 

3.751% or 4.000%

13

38,782,454.11

3.83%

36

3.8727

1.639916

25 months to 36 months

0

0.00

0.00%

0

0.0000

0.000000

 

4.001% to 4.250%

31

391,659,955.75

38.65%

36

4.1610

1.598165

37 months to 48 months

0

0.00

0.00%

0

0.0000

0.000000

 

4.251% to 4.500%

28

278,494,300.80

27.48%

36

4.3475

2.208874

49 months or greater

99

824,351,817.83

81.35%

36

4.2426

1.838261

 

4.501% to 4.750%

13

75,583,489.58

7.46%

36

4.6311

1.541752

Totals

119

1,013,373,477.08

100.00%

36

4.2561

1.812985

 

4.751% to 5.000%

1

4,935,129.62

0.49%

36

4.8900

1.838900

 

 

 

 

 

 

 

 

5.001% to 5.251%

1

5,622,500.00

0.55%

37

5.1450

6.764100

 

 

 

 

 

 

 

 

5.251% or greater

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

Totals

119

1,013,373,477.08

100.00%

36

4.2561

1.812985

 

 

 

 

 

 

 

(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.

 

 

 

 

 

 

 

 

 

 

 

 

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Page 12 of 35

 


 

 

                             

 

 

 

 

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

20

189,021,659.25

18.65%

35

4.3152

NAP

Defeased

20

189,021,659.25

18.65%

35

4.3152

NAP

 

60 months or less

99

824,351,817.83

81.35%

36

4.2426

1.838261

Interest Only

2

116,158,505.68

11.46%

37

4.1861

1.654778

 

61 to 84 months

0

0.00

0.00%

0

0.0000

0.000000

180 months or less

12

85,517,500.00

8.44%

37

4.2885

3.570108

 

85 months or greater

0

0.00

0.00%

0

0.0000

0.000000

181 to 300 months

82

609,491,858.03

60.14%

36

4.2591

1.638227

 

Totals

119

1,013,373,477.08

100.00%

36

4.2561

1.812985

301 to 360 months

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

361 or greater

3

13,183,954.12

1.30%

37

3.6785

1.468810

 

 

 

 

 

 

 

 

Totals

119

1,013,373,477.08

100.00%

36

4.2561

1.812985

(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.

 

 

 

 

 

 

 

 

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

 

 

Page 13 of 35

 


 

 

                             

 

 

 

 

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

20

189,021,659.25

18.65%

35

4.3152

NAP

60 months or less

0

0.00

0.00%

0

0.0000

0.000000

Underwriter's Information

0

0.00

0.00%

0

0.0000

0.000000

61 months or greater

0

0.00

0.00%

0

0.0000

0.000000

 

12 months or less

74

745,882,162.86

73.60%

36

4.2849

1.870853

Totals

0

0.00

0.00%

0

0.0000

0.000000

 

13 to 24 months

24

76,933,122.84

7.59%

36

3.8479

1.506663

 

 

 

 

 

 

 

 

25 months or greater

1

1,536,532.13

0.15%

36

3.4700

2.620000

 

 

 

 

 

 

 

 

Totals

119

1,013,373,477.08

100.00%

36

4.2561

1.812985

 

 

 

 

 

 

 

(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.

 

 

 

 

 

 

 

 

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

 

 

Page 14 of 35

 


 

 

                                 

 

 

 

 

 

 

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

Loan Group

(1)

City

State                Accrual Type       Gross Rate

Interest

Principal

Adjustments           Repay Date          Date

Date

Balance

Balance

Date

1

310928144

1

OF

Bronx

NY

Actual/360

4.200%

326,623.15

162,394.02

0.00

N/A

06/11/25

--

93,320,899.70

93,158,505.68

05/11/22

2

303950002

1

OF

Milwaukee

WI

Actual/360

4.125%

124,520.40

68,854.84

0.00

N/A

03/01/25

--

36,224,116.24

36,155,261.40

05/01/22

3

310927160

1

OF

Canton

MA

Actual/360

4.140%

127,663.04

57,745.53

0.00

N/A

06/11/25

--

37,003,780.27

36,946,034.74

05/11/22

4

310928099

1

SS

Various

Various

Actual/360

4.300%

133,461.25

0.00

0.00

N/A

06/11/25

--

37,245,000.00

37,245,000.00

05/11/22

5

310928566

1

RT

Waikoloa

HI

Actual/360

4.130%

120,458.33

0.00

0.00

N/A

06/11/25

--

35,000,000.00

35,000,000.00

05/11/22

6

300571316

1

MF

Houston

TX

Actual/360

4.300%

99,781.97

42,493.57

0.00

N/A

05/06/25

--

27,846,130.85

27,803,637.28

05/06/22

7

310928756

1

OF

Aventura

FL

Actual/360

4.390%

86,593.25

48,452.75

0.00

N/A

06/11/25

--

23,670,137.54

23,621,684.79

05/11/22

8

310927397

1

RT

Woodbridge

VA

Actual/360

4.130%

78,571.20

48,725.62

0.00

N/A

05/11/25

--

22,829,404.38

22,780,678.76

05/11/22

9

301741064

1

RT

North Olmsted

OH

Actual/360

4.100%

84,281.97

38,933.61

0.00

N/A

05/06/25

--

24,667,892.28

24,628,958.67

05/06/22

10

310926302

1

OF

Frisco

TX

Actual/360

4.200%

79,765.12

44,934.26

0.00

N/A

06/11/25

--

22,790,035.17

22,745,100.91

05/11/22

11

600924370

1

Various     Sterling

VA

Actual/360

4.310%

74,112.29

62,163.52

0.00

N/A

05/11/25

--

20,634,512.91

20,572,349.39

05/11/22

12

301741034

1

MF

Fort Myers

FL

Actual/360

4.330%

78,721.99

40,470.31

0.00

N/A

02/06/25

--

21,816,716.54

21,776,246.23

05/06/22

13

600928235

1

RT

Phoenix

AZ

Actual/360

4.130%

79,158.33

0.00

0.00

N/A

04/11/25

--

23,000,000.00

23,000,000.00

05/11/22

14

300571319

1

OF

Plymouth

MN

Actual/360

4.475%

80,449.96

31,957.25

0.00

N/A

05/06/25

11/06/24

21,573,172.55

21,541,215.30

05/06/22

15

300571311

1

MF

Leland

NC

Actual/360

4.380%

66,014.26

28,905.98

0.00

N/A

05/06/25

--

18,086,099.80

18,057,193.82

05/06/22

16

303950016

1

RT

New Orleans

LA

Actual/360

4.160%

57,053.03

34,979.18

0.00

N/A

05/01/25

--

16,457,603.86

16,422,624.68

05/01/22

17

303950017

1

MU

Norfolk

VA

Actual/360

4.377%

61,405.15

28,487.43

0.00

N/A

05/31/25

--

16,834,859.09

16,806,371.66

05/01/22

18

301741067

1

MF

Irving

TX

Actual/360

4.685%

64,138.86

26,465.05

0.00

N/A

06/06/25

--

16,428,309.59

16,401,844.54

05/06/22

19

470094790

1

MF

Annapolis

MD

Actual/360

4.700%

57,049.92

28,525.32

0.00

N/A

06/01/25

--

14,565,936.04

14,537,410.72

05/01/22

20

600929040

1

LO

Rock Hill

SC

Actual/360

4.300%

50,645.02

36,481.64

0.00

N/A

06/11/25

--

14,133,493.28

14,097,011.64

05/11/22

21

300571318

1

RT

Louisville

CO

Actual/360

4.330%

55,929.17

0.00

0.00

N/A

05/06/25

--

15,500,000.00

15,500,000.00

05/06/22

22

301741056

1

MF

Murrysville

PA

Actual/360

4.270%

47,587.17

26,379.55

0.00

N/A

04/06/25

--

13,373,444.58

13,347,065.03

05/06/22

23

600928916

1

IN

Frederick

MD

Actual/360

4.230%

45,413.92

26,974.62

0.00

N/A

06/11/25

--

12,883,381.50

12,856,406.88

05/11/22

24

300571291

1

RT

Maricopa

AZ

Actual/360

4.310%

46,248.86

22,248.32

0.00

N/A

04/06/25

--

12,876,713.41

12,854,465.09

05/06/22

25

310925860

1

RT

Sandy Springs

GA

Actual/360

4.200%

41,510.71

22,061.52

0.00

N/A

05/11/25

--

11,860,203.37

11,838,141.85

05/11/22

26

301741068

1

MF

Getzville

NY

Actual/360

4.675%

41,245.25

30,471.43

0.00

N/A

06/06/25

--

10,587,015.74

10,556,544.31

05/06/22

27

300571317

1

RT

Doral

FL

Actual/360

4.460%

45,041.09

17,997.83

0.00

N/A

05/06/25

--

12,118,678.19

12,100,680.36

05/06/22

28

301741071

1

MF

Webster

TX

Actual/360

4.260%

41,308.59

17,794.47

0.00

N/A

06/06/25

--

11,636,221.72

11,618,427.25

05/06/22

 

 

 

 

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Page 15 of 35

 


 

 

                                 

 

 

 

 

 

 

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

Loan Group

(1)

City

State         Accrual Type          Gross Rate

Interest

Principal

Adjustments            Repay Date            Date

Date

Balance

Balance

Date

31

303950031

1

Various     Various

Various

Actual/360

5.145%

24,106.47

0.00

0.00

N/A

06/01/25

--

5,622,500.00

5,622,500.00

05/01/22

32

300571300

1

RT

Epping

NH

Actual/360

4.510%

40,251.93

17,831.59

0.00

N/A

05/06/25

--

10,710,048.49

10,692,216.90

05/06/22

33

610929561

1

MF

El Paso

TX

Actual/360

4.130%

33,290.13

20,538.24

0.00

N/A

06/11/25

--

9,672,678.18

9,652,139.94

05/11/22

34

300571315

1

MF

Clinton Township

MI

Actual/360

4.690%

34,866.66

17,589.76

0.00

N/A

05/06/25

--

8,921,107.58

8,903,517.82

05/06/22

35

410928269

1

OF

Clearwater

FL

Actual/360

4.340%

31,293.64

17,931.44

0.00

N/A

05/11/25

--

8,652,620.53

8,634,689.09

05/11/22

36

300571329

1

MF

Houston

TX

Actual/360

4.420%

30,697.17

16,987.42

0.00

N/A

12/06/24

--

8,334,071.96

8,317,084.54

05/06/22

37

310928231

1

LO

Tallahassee

FL

Actual/360

4.390%

28,744.05

23,468.65

0.00

N/A

05/11/25

--

7,857,142.78

7,833,674.13

05/11/22

38

610929589

1

MF

El Paso

TX

Actual/360

4.180%

28,703.13

17,374.36

0.00

N/A

06/11/25

--

8,240,131.90

8,222,757.54

05/11/22

39

303950039

1

MF

Naples

FL

Actual/360

3.985%

27,108.66

17,687.13

0.00

N/A

06/01/25

03/01/25

8,163,210.57

8,145,523.44

05/01/22

40

310924992

1

RT

Riverside

CA

Actual/360

3.950%

26,679.42

17,737.27

0.00

N/A

05/11/25

--

8,105,139.36

8,087,402.09

05/11/22

41

303950041

1

98

Milwaukee

WI

Actual/360

4.125%

28,711.47

15,876.31

0.00

N/A

03/01/25

--

8,352,427.47

8,336,551.16

05/01/22

42

301741059

1

MF

Lubbock

TX

Actual/360

4.135%

30,625.56

14,015.68

0.00

N/A

04/06/25

--

8,887,707.50

8,873,691.82

05/06/22

43

870928419

1

MU

Merced

CA

Actual/360

3.950%

27,817.31

15,365.58

0.00

N/A

05/11/25

--

8,450,826.95

8,435,461.37

05/11/22

44

300571321

1

OF

Fort Lauderdale

FL

Actual/360

4.490%

29,534.07

16,014.15

0.00

N/A

05/06/25

--

7,893,291.76

7,877,277.61

05/06/22

45

301741062

1

LO

Saint George

UT

Actual/360

4.490%

24,747.73

16,185.42

0.00

N/A

04/06/25

--

6,614,092.57

6,597,907.15

05/06/22

46

600926451

1

IN

Various

OH

Actual/360

4.100%

21,659.85

19,409.95

0.00

N/A

06/11/25

--

6,339,469.50

6,320,059.55

05/11/22

47

470094740

1

MF

Woodside

NY

Actual/360

3.830%

22,577.05

8,693.06

0.00

N/A

06/01/25

--

7,073,747.89

7,065,054.83

05/01/22

49

610929009

1

MF

El Paso

TX

Actual/360

4.230%

23,153.40

13,752.48

0.00

N/A

06/11/25

--

6,568,341.48

6,554,589.00

05/11/22

50

610929591

1

MF

El Paso

TX

Actual/360

4.180%

22,761.93

13,778.08

0.00

N/A

06/11/25

--

6,534,524.93

6,520,746.85

05/11/22

51

410928749

1

SS

Oxnard

CA

Actual/360

4.300%

23,276.88

13,467.32

0.00

N/A

06/11/25

--

6,495,872.69

6,482,405.37

05/11/22

52

410928955

1

RT

Lynn

MA

Actual/360

4.290%

25,740.00

0.00

0.00

N/A

06/11/25

--

7,200,000.00

7,200,000.00

05/11/22

53

310927981

1

RT

Gilbert

AZ

Actual/360

4.050%

21,601.62

12,178.04

0.00

N/A

05/11/25

--

6,400,480.85

6,388,302.81

05/11/22

55

300571320

1

MF

Houston

TX

Actual/360

4.440%

23,382.08

11,333.65

0.00

N/A

02/06/25

--

6,319,480.81

6,308,147.16

05/06/22

56

300571314

1

LO

Palm Beach Gardens

FL

Actual/360

4.600%

22,005.52

14,942.74

0.00

N/A

05/06/25

--

5,740,570.58

5,725,627.84

05/06/22

57

300571295

1

RT

Alamo

CA

Actual/360

4.180%

21,476.30

10,233.99

0.00

N/A

04/06/25

--

6,165,445.81

6,155,211.82

05/06/22

58

303950058

1

MF

Jacksonville

FL

Actual/360

4.218%

20,916.20

10,325.66

0.00

N/A

03/01/25

--

5,950,555.04

5,940,229.38

05/01/22

59

600929189

1

OF

Nottingham

MD

Actual/360

4.380%

18,764.45

15,276.23

0.00

N/A

06/11/25

--

5,140,944.51

5,125,668.28

04/11/22

60

300571305

1

LO

Plainfield

IN

Actual/360

4.600%

19,761.57

13,929.85

0.00

N/A

05/06/25

--

5,155,191.34

5,141,261.49

05/06/22

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

 

 

Page 16 of 35

 


 

 

                                 

 

 

 

 

 

 

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

Loan Group

(1)

City

State    Accrual Type       Gross Rate

Interest

Principal

Adjustments          Repay Date           Date

Date

Balance

Balance

Date

61

479061000

1

RT

San Antonio

TX

Actual/360

4.410%

20,218.47

9,862.64

0.00

N/A

06/01/25

--

5,501,625.20

5,491,762.56

05/01/22

62

410928987

1

RT

Duncanville

TX

Actual/360

4.430%

19,478.71

10,873.96

0.00

N/A

06/11/25

03/11/25

5,276,398.94

5,265,524.98

05/11/22

63

410928719

1

SS

Roseville

CA

Actual/360

4.290%

16,930.96

9,883.97

0.00

N/A

05/11/25

--

4,735,932.62

4,726,048.65

05/11/22

64

310927052

1

RT

Collinsville

IL

Actual/360

4.890%

20,144.35

8,270.03

0.00

N/A

05/11/25

--

4,943,399.65

4,935,129.62

05/11/22

65

410929327

1

MH

Michigan City

IN

Actual/360

4.310%

17,049.35

9,209.97

0.00

N/A

03/11/25

--

4,746,918.97

4,737,709.00

05/11/22

66

470945460

1

MF

North Baldwin

NY

Actual/360

3.470%

14,001.49

6,434.98

0.00

N/A

05/01/25

--

4,842,014.41

4,835,579.43

05/01/22

67

300571298

1

RT

Richmond Heights

OH

Actual/360

4.240%

16,571.36

8,192.91

0.00

N/A

04/06/25

--

4,690,006.87

4,681,813.96

05/06/22

68

410928943

1

RT

Grandville

MI

Actual/360

4.190%

15,925.03

8,496.65

0.00

N/A

05/11/25

--

4,560,869.15

4,552,372.50

05/11/22

69

470945970

1

MF

White Plains

NY

Actual/360

3.460%

12,332.15

10,008.59

0.00

N/A

05/01/25

--

4,277,046.74

4,267,038.15

05/01/22

70

610928393

1

SS

Nashville

TN

Actual/360

4.120%

17,080.83

0.00

0.00

N/A

06/11/25

--

4,975,000.00

4,975,000.00

05/11/22

72

300571306

1

SS

Seabrook

NH

Actual/360

4.580%

16,368.53

8,590.22

0.00

N/A

02/06/25

--

4,288,696.57

4,280,106.35

05/06/22

73

470094280

1

MF

Scarsdale

NY

Actual/360

3.380%

10,940.24

9,187.73

0.00

N/A

05/01/25

--

3,884,108.91

3,874,921.18

05/01/22

74

300571301

1

LO

Houston

TX

Actual/360

4.550%

13,861.82

0.00

0.00

N/A

05/06/25

--

3,655,864.86

3,655,864.86

04/06/22

76

410928370

1

RT

Yakima

WA

Actual/360

4.040%

13,022.33

6,166.64

0.00

N/A

05/11/25

--

3,868,019.00

3,861,852.36

05/11/22

77

470945060

1

MF

Yonkers

NY

Actual/360

3.800%

10,928.27

7,710.02

0.00

N/A

05/01/25

--

3,451,031.24

3,443,321.22

05/01/22

78

300571283

1

RT

Hartwick

NY

Actual/360

4.280%

12,183.95

9,281.11

0.00

N/A

04/06/25

--

3,416,061.98

3,406,780.87

05/06/22

79

479059900

1

RT

Jacksonville

FL

Actual/360

4.530%

12,447.64

6,810.64

0.00

N/A

01/01/25

--

3,297,387.05

3,290,576.41

04/10/22

80

301741055

1

RT

Gallipolis

OH

Actual/360

4.500%

12,023.65

8,820.07

0.00

N/A

04/06/25

--

3,206,307.70

3,197,487.63

05/06/22

81

470945310

1

MF

Elmhurst

NY

Actual/360

3.570%

9,334.97

7,198.12

0.00

N/A

06/01/25

--

3,137,805.72

3,130,607.60

05/01/22

82

300571308

1

SS

East Haven

CT

Actual/360

4.680%

11,748.28

5,948.04

0.00

N/A

05/06/25

--

3,012,380.45

3,006,432.41

04/06/22

83

600927603

1

RT

Milwaukee

WI

Actual/360

4.330%

9,803.45

8,167.43

0.00

05/11/25

05/11/40

--

2,716,892.32

2,708,724.89

05/11/22

84

301741069

1

RT

Wenatchee

WA

Actual/360

4.384%

10,247.47

5,746.65

0.00

06/06/25

06/06/45

--

2,804,965.55

2,799,218.90

05/06/22

85

300571312

1

RT

Vista

CA

Actual/360

4.730%

12,201.96

4,389.75

0.00

N/A

05/06/25

--

3,095,634.48

3,091,244.73

05/06/22

86

610928347

1

RT

Ramona

CA

Actual/360

4.290%

9,959.24

5,783.72

0.00

N/A

06/11/25

--

2,785,802.51

2,780,018.79

05/11/22

88

410928570

1

MH

Baton Rouge

LA

Actual/360

4.310%

9,881.33

5,725.62

0.00

N/A

05/11/25

--

2,751,182.41

2,745,456.79

05/11/22

90

610928369

1

SS

Deltona

FL

Actual/360

4.120%

10,300.00

0.00

0.00

N/A

06/11/25

--

3,000,000.00

3,000,000.00

05/11/22

91

410927026

1

RT

Lakewood

OH

Actual/360

4.400%

10,084.73

4,938.10

0.00

N/A

06/11/25

--

2,750,381.32

2,745,443.22

05/11/22

92

410927147

1

MF

Hacienda Heights

CA

Actual/360

4.140%

9,003.45

5,562.20

0.00

N/A

05/11/25

--

2,609,695.84

2,604,133.64

04/11/22

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

 

 

 

Page 17 of 35

 


 

 

                                 

 

 

 

 

 

 

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

Loan Group

(1)

City

State   Accrual Type       Gross Rate

Interest

Principal

Adjustments           Repay Date          Date

Date

Balance

Balance

Date

93

470090740

1

MF

New York

NY

Actual/360

3.770%

8,125.46

5,802.08

0.00

N/A

05/01/25

--

2,586,352.58

2,580,550.50

05/01/22

94

410927906

1

RT

Warrensburg

MO

Actual/360

4.100%

9,632.67

6,075.19

0.00

N/A

06/11/25

--

2,819,318.33

2,813,243.14

05/11/22

95

470094880

1

MF

New York

NY

Actual/360

3.550%

8,579.17

0.00

0.00

N/A

06/01/25

--

2,900,000.00

2,900,000.00

05/01/22

96

410927765

1

RT

Florissant

MO

Actual/360

4.080%

8,387.72

5,302.18

0.00

N/A

05/11/25

--

2,466,976.64

2,461,674.46

05/11/22

98

300571322

1

SS

Folcroft

PA

Actual/360

4.580%

9,408.95

4,911.64

0.00

N/A

03/06/25

--

2,465,227.94

2,460,316.30

05/06/22

99

610928394

1

SS

Palm Bay

FL

Actual/360

4.120%

9,355.83

0.00

0.00

N/A

06/11/25

--

2,725,000.00

2,725,000.00

05/11/22

100

479060300

1

MF

Raytown

MO

Actual/360

4.680%

9,327.80

4,837.02

0.00

N/A

01/01/25

--

2,391,743.06

2,386,906.04

04/01/22

101

470094180

1

MF

New York

NY

Actual/360

3.700%

6,648.04

4,859.03

0.00

N/A

06/01/25

--

2,156,120.97

2,151,261.94

05/01/22

103

410928585

1

SS

Wichita

KS

Actual/360

3.880%

4,763.73

12,844.80

0.00

N/A

02/11/25

--

1,473,318.52

1,460,473.72

05/11/22

104

470093470

1

MF

Bronx

NY

Actual/360

3.880%

6,245.58

4,341.19

0.00

N/A

02/01/25

--

1,931,623.54

1,927,282.35

05/01/22

105

301741054

1

RT

Moundsville

WV

Actual/360

4.730%

7,535.53

5,124.00

0.00

N/A

04/06/25

--

1,911,761.72

1,906,637.72

05/06/22

106

610928363

1

SS

Deltona

FL

Actual/360

4.120%

7,210.00

0.00

0.00

N/A

06/11/25

--

2,100,000.00

2,100,000.00

05/11/22

107

610929592

1

MF

El Paso

TX

Actual/360

4.180%

6,153.93

3,725.04

0.00

N/A

06/11/25

--

1,766,677.77

1,762,952.73

05/11/22

108

470945850

1

MF

Long Beach

NY

Actual/360

3.730%

6,216.67

0.00

0.00

N/A

06/01/25

--

2,000,000.00

2,000,000.00

05/01/22

109

479061300

1

RT

Warner Robins

GA

Actual/360

4.570%

6,831.02

3,386.04

0.00

N/A

04/01/25

--

1,793,704.30

1,790,318.26

05/01/22

110

410929069

1

RT

Melbourne

FL

Actual/360

4.390%

6,572.69

3,230.65

0.00

N/A

06/11/25

--

1,796,633.85

1,793,403.20

05/11/22

111

479060900

1

RT

San Antonio

TX

Actual/360

4.460%

6,225.56

3,230.28

0.00

N/A

03/01/25

--

1,675,038.13

1,671,807.85

05/01/22

112

470945030

1

MF

Hartsdale

NY

Actual/360

3.770%

4,885.53

3,470.99

0.00

N/A

06/01/25

--

1,555,074.29

1,551,603.30

05/01/22

113

470945800

1

MF

Great Neck

NY

Actual/360

3.470%

4,453.55

3,599.14

0.00

N/A

05/01/25

--

1,540,131.27

1,536,532.13

05/01/22

114

479060700

1

RT

Cumming

GA

Actual/360

4.270%

5,383.38

2,999.51

0.00

N/A

03/01/25

--

1,512,893.86

1,509,894.35

05/01/22

115

410928373

1

RT

Newport News

VA

Actual/360

4.250%

5,019.49

2,974.53

0.00

N/A

05/11/25

--

1,417,267.50

1,414,292.97

05/11/22

116

470093830

1

MF

White Plains

NY

Actual/360

3.760%

4,369.26

3,165.59

0.00

N/A

03/01/25

--

1,394,446.21

1,391,280.62

05/01/22

118

410928300

1

RT

Orland Park

IL

Actual/360

4.530%

5,375.25

2,506.03

0.00

N/A

06/11/25

--

1,423,908.32

1,421,402.29

05/11/22

119

790928211

1

RT

Victorville

CA

Actual/360

4.130%

5,162.50

0.00

0.00

N/A

04/11/25

--

1,500,000.00

1,500,000.00

05/11/22

120

470093850

1

MF

New York

NY

Actual/360

3.650%

3,921.66

2,940.23

0.00

N/A

05/01/25

--

1,289,312.31

1,286,372.08

05/01/22

122

470945240

1

MF

Yonkers

NY

Actual/360

3.630%

3,887.02

1,646.14

0.00

N/A

06/01/25

--

1,284,966.00

1,283,319.86

05/01/22

124

600927189

1

IN

El Cajon

CA

Actual/360

4.450%

4,256.64

2,342.08

0.00

N/A

02/11/25

--

1,147,858.70

1,145,516.62

05/11/22

125

470093930

1

MF

Freeport

NY

Actual/360

3.840%

3,377.74

2,358.17

0.00

N/A

04/01/25

--

1,055,543.59

1,053,185.42

05/01/22

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

 

 

 

Page 18 of 35

 


 

 

                                   

 

 

 

 

 

 

 

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

Loan Group

(1)

City

 

State    Accrual Type         Gross Rate

Interest

Principal

Adjustments               Repay Date

Date

Date

Balance

Balance

Date

126

470093030

1

MF

New York

NY

Actual/360

3.680%

3,151.43

2,358.40

0.00

N/A

03/01/25

--

1,027,640.87

1,025,282.47

05/01/22

127

410925778

1

RT

DeLand

 

FL

Actual/360

4.160%

3,406.08

982,523.09

0.00

N/A

05/11/22

--

982,523.09

0.00

05/11/22

128

470093770

1

MF

New York

NY

Actual/360

3.700%

3,038.10

2,255.15

0.00

N/A

03/01/25

--

985,328.28

983,073.13

05/01/22

129

470094350

1

MF

New York

NY

Actual/360

3.820%

3,015.77

2,122.29

0.00

N/A

04/01/25

--

947,363.36

945,241.07

05/01/22

130

410928479

1

RT

Indianapolis

IN

Actual/360

4.250%

3,243.36

1,922.01

0.00

N/A

05/11/25

--

915,772.57

913,850.56

05/11/22

131

470945750

1

MF

Bronx

 

NY

Actual/360

3.800%

2,737.78

1,921.79

0.00

N/A

06/01/25

--

864,562.81

862,641.02

05/01/22

132

470945890

1

MF

New York

NY

Actual/360

3.760%

2,165.05

1,544.42

0.00

N/A

06/01/25

--

690,974.74

689,430.32

05/01/22

133

470093650

1

MF

New York

NY

Actual/360

3.960%

2,475.00

0.00

0.00

N/A

02/01/25

--

750,000.00

750,000.00

05/01/22

Totals

 

 

 

 

 

 

 

 

3,603,626.45

2,678,400.13

0.00

 

 

 

1,016,051,877.21

1,013,373,477.08

 

1 Property Type Codes

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

HC - Health Care

MU - Mixed Use

 

WH - Warehouse

 

MF - Multi-Family

 

 

 

 

 

 

 

 

 

SS - Self Storage

LO - Lodging

 

RT - Retail

 

 

SF - Single Family Rental

 

 

 

 

 

 

 

 

98 - Other

IN - Industrial

 

OF - Office

 

 

MH - Mobile Home Park

 

 

 

 

 

 

 

 

SE - Securities

CH - Cooperative Housing

ZZ - Missing Information/Undefined

 

 

 

 

 

 

 

 

 

 

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

 

 

 

Page 19 of 35

 


 

 

                           

 

 

 

 

 

Mortgage Loan Detail (Part 2)

 

 

 

 

 

 

 

 

 

Most Recent        Most Recent         Appraisal

 

 

 

 

Cumulative

Current

 

 

 

Most Recent

Most Recent

NOI Start

NOI End

Reduction

Appraisal

Cumulative

Current P&I

Cumulative P&I

Servicer

NRA/WODRA

 

Pros ID

Loan Group

Fiscal NOI

NOI

Date

Date

Date

Reduction Amount

ASER

Advances

Advances

Advances

from Principal

Defease Status

1

1

8,948,474.11

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

2

1

2,315,480.15

1,028,681.18

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

3

1

3,288,834.60

848,073.26

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

4

1

6,825,780.05

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

5

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

6

1

4,250,289.37

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

7

1

0.00

546,492.64

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

8

1

1,197,561.94

185,116.48

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

9

1

2,435,063.19

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

10

1

2,558,316.75

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

11

1

919,520.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

12

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

13

1

2,928,044.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

14

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

15

1

2,801,650.40

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

16

1

1,622,399.20

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

17

1

0.00

878,013.33

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

18

1

2,109,726.14

560,694.23

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

19

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

20

1

642,460.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

21

1

1,480,118.60

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

22

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

23

1

1,747,757.00

1,051,231.16

01/01/21

09/30/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

24

1

1,400,895.32

758,752.91

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

25

1

1,111,702.89

629,868.17

01/01/21

09/30/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

26

1

1,005,784.45

738,860.91

01/01/21

09/30/21

--

0.00

0.00

0.00

0.00

18,254.34

0.00

 

27

1

1,493,608.33

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

28

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

 

Page 20 of 35

 


 

 

                           

 

 

 

 

 

Mortgage Loan Detail (Part 2)

 

 

 

 

 

 

 

 

 

Most Recent          Most Recent            Appraisal

 

 

 

 

Cumulative

Current

 

 

 

Most Recent

Most Recent

NOI Start

NOI End

Reduction

Appraisal

Cumulative

Current P&I

Cumulative P&I

Servicer

NRA/WODRA

 

Pros ID

Loan Group

Fiscal NOI

NOI

Date

Date

Date

Reduction Amount

ASER

Advances

Advances

Advances

from Principal

Defease Status

31

1

1,755,889.59

535,651.37

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

32

1

2,950,814.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

33

1

1,129,725.80

310,834.00

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

34

1

722,500.60

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

35

1

1,523,231.60

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

36

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

37

1

1,155,866.56

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

38

1

1,178,053.26

344,861.23

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

39

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

40

1

1,321,961.40

302,417.62

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

41

1

(226,428.05)

30,750.62

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

42

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

43

1

934,652.25

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

44

1

617,963.57

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

45

1

759,792.93

1,338,342.31

10/01/20

09/30/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

46

1

1,068,266.25

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

47

1

495,165.00

649,688.00

01/01/20

12/31/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

49

1

824,990.80

186,823.75

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

50

1

729,443.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

51

1

1,299,205.85

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

52

1

576,499.77

144,125.19

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

53

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

55

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

56

1

520,082.00

573,993.48

01/01/21

06/30/21

--

0.00

5,883.96

0.00

0.00

0.00

0.00

 

57

1

590,116.56

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

58

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

59

1

784,740.43

0.00

--

--

--

0.00

0.00

33,783.63

33,783.63

0.00

0.00

 

60

1

851,140.32

923,798.80

04/01/21

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

 

Page 21 of 35

 


 

 

                           

 

 

 

 

 

Mortgage Loan Detail (Part 2)

 

 

 

 

 

 

 

 

 

Most Recent           Most Recent        Appraisal

 

 

 

 

Cumulative

Current

 

 

 

Most Recent

Most Recent

NOI Start

NOI End

Reduction

Appraisal

Cumulative

Current P&I

Cumulative P&I

Servicer

NRA/WODRA

 

Pros ID

Loan Group

Fiscal NOI

NOI

Date

Date

Date

Reduction Amount

ASER

Advances

Advances

Advances

from Principal

Defease Status

61

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

62

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

63

1

1,393,595.45

346,799.25

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

64

1

579,002.28

180,437.41

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

65

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

66

1

349,015.00

312,266.00

01/01/20

12/31/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

67

1

492,437.96

0.00

--

--

--

0.00

0.00

0.00

0.00

22,929.18

0.00

 

68

1

771,341.45

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

69

1

327,279.00

361,320.00

01/01/20

12/31/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

70

1

691,637.50

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

72

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

73

1

600,691.00

557,340.00

01/01/20

12/31/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

74

1

0.00

(50,876.04)

07/01/20

06/30/21

04/11/22

0.00

50,216.68

20,506.11

20,506.11

0.00

0.00

 

76

1

538,738.08

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

77

1

286,331.00

269,091.00

01/01/20

12/31/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

78

1

0.00

109,689.15

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

79

1

445,946.00

255,564.00

01/01/21

06/30/21

--

0.00

0.00

19,258.28

19,258.28

0.00

0.00

 

80

1

477,806.06

338,027.84

01/01/21

09/30/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

81

1

176,126.00

176,126.00

01/01/20

12/31/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

82

1

367,064.82

99,558.99

01/01/22

03/31/22

--

0.00

0.00

17,646.11

17,646.11

0.00

0.00

 

83

1

272,751.83

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

84

1

348,509.36

295,336.87

01/01/21

09/30/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

85

1

298,803.48

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

86

1

350,179.61

239,253.65

01/01/21

09/30/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

88

1

0.00

109,534.58

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

90

1

561,130.50

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

91

1

209,822.13

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

92

1

403,684.72

0.00

--

--

--

0.00

0.00

14,522.16

14,522.16

0.00

0.00

 

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

 

Page 22 of 35

 


 

 

                           

 

 

 

 

 

Mortgage Loan Detail (Part 2)

 

 

 

 

 

 

 

 

 

Most Recent           Most Recent         Appraisal

 

 

 

 

Cumulative

Current

 

 

 

Most Recent

Most Recent

NOI Start

NOI End

Reduction

Appraisal

Cumulative

Current P&I

Cumulative P&I

Servicer

NRA/WODRA

 

Pros ID

Loan Group

Fiscal NOI

NOI

Date

Date

Date

Reduction Amount

ASER

Advances

Advances

Advances

from Principal

Defease Status

93

1

378,186.00

362,120.00

04/01/20

03/31/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

94

1

296,933.67

222,699.51

01/01/21

09/30/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

95

1

288,578.00

282,761.00

01/01/21

12/31/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

96

1

275,087.70

171,427.39

08/01/20

04/30/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

98

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

99

1

519,398.84

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

100

1

0.00

0.00

--

--

--

0.00

0.00

14,164.82

14,164.82

0.00

0.00

Full Defeasance

101

1

167,661.00

137,592.00

01/01/20

12/31/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

103

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

104

1

110,215.00

74,401.00

01/01/20

12/31/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

105

1

278,270.45

232,104.63

01/01/21

09/30/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

106

1

433,808.67

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

107

1

338,038.12

54,881.90

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

108

1

129,502.00

88,725.00

01/01/20

12/31/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

109

1

201,044.00

237,792.00

01/01/21

09/30/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

110

1

192,998.36

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

111

1

184,220.00

194,138.00

01/01/21

09/30/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

112

1

103,102.00

165,826.00

01/01/20

12/31/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

113

1

200,311.00

252,958.00

04/01/19

03/31/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

114

1

161,471.00

257,177.00

01/01/21

12/31/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

115

1

187,561.19

149,621.02

01/01/21

09/30/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

116

1

75,568.00

145,854.00

01/01/20

12/31/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

118

1

200,050.29

46,041.07

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

119

1

301,830.03

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

120

1

153,246.00

256,358.00

01/01/20

12/31/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

122

1

43,745.00

51,705.00

12/31/19

12/30/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

124

1

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

125

1

96,552.00

84,118.00

01/01/20

12/31/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

 

Page 23 of 35

 


 

 

                           

 

 

 

 

 

Mortgage Loan Detail (Part 2)

 

 

 

 

 

 

 

 

 

Most Recent         Most Recent         Appraisal

 

 

 

 

Cumulative

Current

 

 

 

Most Recent

Most Recent

NOI Start

NOI End

Reduction

Appraisal

Cumulative

Current P&I

Cumulative P&I

Servicer

NRA/WODRA

 

Pros ID

Loan Group

Fiscal NOI

NOI

Date

Date

Date

Reduction Amount

ASER

Advances

Advances

Advances

from Principal

Defease Status

126

1

76,189.00

75,939.00

01/01/20

12/31/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

127

1

94,681.00

6,004.00

01/01/20

03/31/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

128

1

(16,059.00)

54,510.00

12/31/19

12/30/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

129

1

76,391.00

85,348.00

01/01/20

12/31/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

130

1

137,502.44

78,845.69

01/01/21

09/30/21

--

0.00

0.00

0.00

0.00

0.00

0.00

 

131

1

(2,797.00)

(1,485.00)

01/01/20

12/31/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

132

1

30,822.00

76,517.00

01/01/20

12/31/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

133

1

45,459.00

31,554.00

01/01/20

12/31/20

--

0.00

0.00

0.00

0.00

0.00

0.00

 

Totals

 

88,348,599.97

20,042,072.55

 

 

 

0.00

56,100.64

119,881.11

119,881.11

41,183.52

0.00

 

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

 

Page 24 of 35

 


 

 

           

 

 

 

Principal Prepayment Detail

 

 

 

 

 

Unscheduled Principal

Prepayment Penalties

Pros ID

Loan Number

Amount

Prepayment / Liquidation Code

Prepayment Premium Amount

Yield Maintenance Amount

 

 

 

No principal prepayments this period

 

 

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

 

 

 

 

 

 

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Page 25 of 35

 


 

 

                                       

 

 

 

 

 

 

 

 

Historical Detail

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Delinquencies¹

 

 

 

 

 

Prepayments

 

Rate and Maturities

 

 

30-59 Days

 

60-89 Days

 

90 Days or More

 

Foreclosure

 

REO

 

Modifications

 

Curtailments

 

Payoff

Next Weighted Avg.

 

Distribution

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

#

Balance

#

Balance

#

Balance

#

Balance

#

Balance

#

Balance

#

Amount

#

Amount

Coupon

Remit

WAM¹

Date

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

05/17/22

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

1

3,655,864.86

0

0.00

0

0.00

4.256121%

4.213876%

36

04/18/22

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

4.256034%

4.213804%

37

03/17/22

0

0.00

0

0.00

1

3,614,098.48

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

4.256027%

4.213805%

38

02/17/22

0

0.00

0

0.00

1

3,625,514.65

1

0.00

0

0.00

0

0.00

0

0.00

1

6,417,633.85

4.256039%

4.212400%

39

01/18/22

0

0.00

0

0.00

2

10,564,669.11

1

6,929,152.16

0

0.00

0

0.00

0

0.00

0

0.00

4.257960%

4.212746%

40

12/17/21

0

0.00

0

0.00

4

19,551,193.15

1

6,940,605.36

0

0.00

0

0.00

0

0.00

1

2,692,805.63

4.257967%

4.212749%

41

11/18/21

0

0.00

0

0.00

4

19,595,615.15

1

6,952,887.38

0

0.00

0

0.00

0

0.00

0

0.00

4.256336%

4.211007%

42

10/18/21

0

0.00

0

0.00

4

19,637,481.89

1

6,964,248.15

0

0.00

0

0.00

0

0.00

0

0.00

4.256342%

4.211009%

43

09/17/21

0

0.00

0

0.00

4

19,681,588.20

1

6,976,441.06

0

0.00

0

0.00

0

0.00

2

13,022,715.24

4.256350%

4.211012%

44

08/17/21

1

5,006,353.98

0

0.00

4

19,723,129.98

1

6,987,710.11

0

0.00

0

0.00

0

0.00

0

0.00

4.256627%

4.211442%

45

07/16/21

1

1,008,670.31

0

0.00

4

19,764,514.75

1

6,998,935.27

0

0.00

0

0.00

0

0.00

4

11,407,715.49

4.256632%

4.208866%

46

06/17/21

0

0.00

0

0.00

4

19,808,156.36

1

7,010,997.44

0

0.00

0

0.00

0

0.00

0

0.00

4.254772%

4.206951%

47

(1) Foreclosure and REO Totals are included in the delinquencies aging categories.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

 

 

 

 

Page 26 of 35

 


 

 

                                 

 

 

 

 

 

 

Delinquency Loan Detail

 

 

 

 

 

 

 

 

 

Paid

 

Mortgage

 

 

Outstanding

 

Servicing

Resolution

 

 

 

 

 

 

Through

Months

Loan

 

Current P&I

Outstanding P&I

Servicer

Actual Principal

Transfer

Strategy

Bankruptcy

Foreclosure

 

Pros ID

Loan ID

Date

Delinquent

Status¹

Advances

Advances

Advances

Balance

Date

Code²

 

Date

Date

REO Date

59

600929189

04/11/22

0

A

 

33,783.63

33,783.63

0.00

 

5,140,944.51

 

 

 

 

 

 

74

300571301

04/06/22

0

B

 

20,506.11

20,506.11

8,153.50

3,655,864.86

07/30/20

1

 

 

 

 

79

479059900

04/10/22

0

A

 

19,258.28

19,258.28

0.00

 

3,297,387.05

 

 

 

 

 

 

82

300571308

04/06/22

0

B

 

17,646.11

17,646.11

0.00

 

3,012,380.46

 

 

 

 

 

 

92

410927147

04/11/22

0

A

 

14,522.16

14,522.16

0.00

 

2,609,695.84

 

 

 

 

 

 

100

479060300

04/01/22

0

A

 

14,164.82

14,164.82

0.00

 

2,391,743.06

 

 

 

 

 

 

Totals

 

 

 

 

 

119,881.11

119,881.11

8,153.50

20,108,015.78

 

 

 

 

 

 

1 Mortgage Loan Status

 

 

 

 

 

 

 

2 Resolution Strategy Code

 

 

 

 

 

 

A - Payment Not Received But Still in Grace Period 0 - Current

 

4 - Performing Matured Balloon

 

 

1 - Modification

 

6 - DPO

 

 

10 - Deed in Lieu of Foreclosures

B - Late Payment But Less Than 30 days

1 - 30-59 Days Delinquent

5 - Non Performing Matured Balloon

 

2 - Foreclosure

 

7 - REO

 

 

11- Full Payoff

 

Delinquent

 

 

 

 

 

 

 

 

3 - Bankruptcy

 

8 - Resolved

 

 

12 - Reps and Warranties

 

 

 

2 - 60-89 Days Delinquent

6 - 121+ Days Delinquent

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

4 - Extension

 

9 - Pending Return to Master Servicer

13 -

TBD

 

 

 

 

3 - 90-120 Days Delinquent

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

5 - Note Sale

 

98 - Other

 

 

 

 

 

 

 

 

 

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Page 27 of 35

 


 

 

                 

 

 

 

 

Collateral Stratification and Historical Detail

 

Maturity Dates and Loan Status¹

 

 

 

 

 

 

 

 

 

      Total

Performing

Non-Performing

              REO/Foreclosure

 

 

Past Maturity

 

0

0

0

 

 

0

 

0 - 6 Months

 

0

0

0

 

 

0

 

7 - 12 Months

 

0

0

0

 

 

0

 

13 - 24 Months

0

0

0

 

 

0

 

25 - 36 Months

564,138,551

564,138,551

0

 

 

0

 

37 - 48 Months

443,726,983

443,726,983

0

 

 

0

 

49 - 60 Months

0

0

0

 

 

0

 

> 60 Months

 

5,507,944

5,507,944

0

 

 

0

 

 

 

 

 

Historical Delinquency Information

 

 

 

 

 

 

 

 

Total

Current

30-59 Days

60-89 Days

90+ Days

REO/Foreclosure

 

 

May-22

1,013,373,477

1,013,373,477

0

0

 

0

0

 

Apr-22

1,016,051,877

1,016,051,877

0

0

 

0

0

 

Mar-22

1,017,600,346

1,013,986,247

0

0

3,614,098

0

 

Feb-22

1,019,504,741

1,015,879,227

0

0

3,625,515

0

 

Jan-22

1,028,021,400

1,017,456,731

0

0

3,635,517

6,929,152

 

Dec-21

1,029,614,557

1,010,063,364

0

0

12,610,588

6,940,605

 

Nov-21

1,034,005,430

1,014,409,815

0

0

12,642,728

6,952,887

 

Oct-21

1,035,592,264

1,015,954,782

0

0

12,673,234

6,964,248

 

Sep-21

1,037,278,709

1,017,597,121

0

0

12,705,147

6,976,441

 

Aug-21

1,051,893,537

1,027,164,053

5,006,354

0

12,735,420

6,987,710

 

Jul-21

1,053,479,830

1,032,706,645

1,008,670

0

19,764,515

0

 

Jun-21

1,066,596,054

1,046,787,898

0

0

19,808,156

0

 

(1) Maturity dates used in this chart are based on the dates provided by the Master Servicer in the Loan Periodic File.

 

 

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

Page 28 of 35

 


 

 

                     

 

 

 

Specially Serviced Loan Detail - Part 1

 

 

 

 

 

 

Ending Scheduled

 

 

 

Net Operating

 

 

 

Remaining

Pros ID

Loan ID

Balance

Actual Balance

Appraisal Value

Appraisal Date

Income

DSCR

DSCR Date

Maturity Date

Amort Term

74

300571301

3,655,864.86

3,655,864.86

5,200,000.00

10/18/21

(89,762.08)

(0.30850)

06/30/21

05/06/25

215

Totals

 

3,655,864.86

3,655,864.86

5,200,000.00

 

(89,762.08)

 

 

 

 

 

 

 

 

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Page 29 of 35

 


 

 

                 

 

 

 

 

 

Specially Serviced Loan Detail - Part 2

 

 

 

 

 

 

Servicing

 

 

 

 

 

 

Property

 

Transfer

Resolution

 

 

 

Pros ID

Loan ID

Type¹

State

Date

Strategy Code²

 

Special Servicing Comments

 

74

300571301

LO

TX

07/30/20

1

 

 

 

 

5/52022 - Loan transferred to Special Servicing 7/30/2020 for payment default. Borrower is next due for the 4/6/2020 payment. PNL has been signed by Borrower and Demand Letter has been sent. Sponsor has engaged Restructuring Inc. to

 

handle all negotiations. Consultant and Sponsor have sent multiple modification proposals, however, Midland and Borrower are very far from agreeing on any terms. Midland and the borrower have come to terms in principle regarding a loan

 

modification. The modification closed in March 2022. The loan will be returned to Master Servicing upon receipt of three, on-time payments which is projected to be in June 2022.

 

 

1 Property Type Codes

 

 

 

 

2 Resolution Strategy Code

 

 

HC - Health Care

 

MU - Mixed Use

 

WH - Warehouse

1 - Modification

6 - DPO

10 - Deed in Lieu of Foreclosures

MF - Multi-Family

 

SS - Self Storage

 

LO - Lodging

2 - Foreclosure

7 - REO

11- Full Payoff

RT - Retail

 

SF - Single Family Rental

98 - Other

3 - Bankruptcy

8 - Resolved

12 - Reps and Warranties

IN - Industrial

 

OF - Office

 

MH - Mobile Home Park

4 - Extension

9 - Pending Return to Master Servicer

13 - TBD

SE - Securities

 

CH - Cooperative Housing

ZZ - Missing Information/Undefined

5 - Note Sale

98 - Other

 

 

 

 

 

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Page 30 of 35

 


 

 

                     

 

 

 

 

 

Modified Loan Detail

 

 

 

 

 

 

             Pre-Modification

Post-Modification

 

 

 

Modification

Modification

 

 

Loan

 

 

 

 

Modification

Modification Booking

Closing

Effective

 

 

 

Balance

Rate

Balance

Rate

 

 

 

 

Pros ID

Loan Number

Group

 

 

 

 

Code¹

Date

Date

Date

56

300571314

1

6,048,709.61

4.60000%

6,048,709.61

4.60000%

10

04/06/20

04/06/20

07/13/20

56

300571314

1

0.00

4.60000%

0.00

4.60000%

10

07/13/20

04/06/20

04/06/20

60

300571305

1

5,417,648.93

4.60000%

5,417,648.93

4.60000%

10

07/03/20

07/06/20

09/11/20

60

300571305

1

0.00

4.60000%

0.00

4.60000%

10

09/11/20

07/06/20

07/03/20

74

300571301

1

0.00

4.55000%

0.00

4.55000%

8

04/20/22

03/04/22

--

Totals

 

 

11,466,358.54

 

11,466,358.54

 

 

 

 

 

1 Modification Codes

 

 

 

 

 

 

 

 

 

 

1 - Maturity Date Extension

5 - Temporary Rate Reduction

 

8 - Other

 

 

 

 

 

 

2 - Amortization Change

6 - Capitalization on Interest

 

9 - Combination

 

 

 

 

 

 

3 - Principal Write-Off

7 - Capitalization on Taxes

 

10 - Forbearance

 

 

 

 

 

 

Note: Please refer to Servicer Reports for modification comments.

 

 

 

 

 

 

 

 

 

 

 

 

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Page 31 of 35

 


 

 

                         

 

 

 

 

Historical Liquidated Loan Detail

 

 

 

 

 

 

 

Loan

 

Gross Sales

 

 

 

 

Current

 

Loss to Loan

Percent of

 

 

Beginning

Most Recent

Proceeds or

Fees,

Net Proceeds

Net Proceeds

 

Period

Cumulative

with

Original

 

Loan

Scheduled

Appraised

Other

Advances,

Received on

Available for

Realized Loss

Adjustment to

Adjustment to

Cumulative

Loan

Pros ID¹

Number                 Dist.Date

Balance

Value or BPO

Proceeds

and Expenses

Liquidation

Distribution

to Loan

Loan

Loan

Adjustment

Balance

48

301741070             02/17/22

6,929,152.16

6,800,000.00

7,180,338.75

751,206.90

7,180,338.75

6,429,131.85

500,020.34

0.00

0.00

500,020.34

6.59%

Current Period Totals

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

 

Cumulative Totals

6,929,152.16

6,800,000.00

7,180,338.75

751,206.90

7,180,338.75

6,429,131.85

500,020.34

0.00

0.00

500,020.34

 

 

Note: Fees, Advances and Expenses also include outstanding P & I advances and unpaid fees (servicing, trustee, etc.).

 

 

 

 

 

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

 

Page 32 of 35

 


 

 

                       

 

 

 

 

Historical Bond / Collateral Loss Reconciliation Detail

 

 

 

 

 

 

Certificate

Reimb of Prior

 

 

 

 

 

 

 

 

 

 

Interest Paid

Realized Losses

 

Loss Covered by

 

 

 

 

Total Loss

 

 

 

from Collateral

from Collateral

Aggregate

Credit

Loss Applied to

Loss Applied to

Non-Cash

Realized Losses

Applied to

 

Loan

Distribution

Principal

Interest

Realized Loss to

Support/Deal

Certificate

Certificate

Principal

from

Certificate

Pros ID

Number

Date

Collections

Collections

Loan

Structure

Interest Payment

Balance

Adjustment

NRA/WODRA

Balance

48

301741070

02/17/22

0.00

0.00

500,020.34

0.00

0.00

500,020.34

0.00

0.00

500,020.34

Current Period Totals

 

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

Cumulative Totals

 

0.00

0.00

500,020.34

0.00

0.00

500,020.34

0.00

0.00

500,020.34

 

 

 

 

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Page 33 of 35

 


 

 

                         

 

 

 

Interest Shortfall Detail - Collateral Level

 

 

 

 

 

 

 

 

Special Servicing Fees

 

 

 

 

 

 

 

Modified

 

 

Deferred

 

 

 

 

 

Non-

 

Reimbursement of

Other

Interest

 

Interest

Interest

 

 

 

 

 

Recoverable

Interest on

Advances from

Shortfalls /

Reduction /

Pros ID

Adjustments

Collected

Monthly

Liquidation

Work Out

ASER

PPIS / (PPIE)

Interest

Advances

Interest

(Refunds)

(Excess)

74

0.00

0.00

(14,891.09)

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

Total

0.00

0.00

(14,891.09)

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

Note: Interest Adjustments listed for each loan do not include amounts that were used to adjust the Weighted Average Net Rate of the mortgage loans.

 

 

Collateral Shortfall Total

(14,891.09)

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

 

Page 34 of 35

 


 

 

     

 

 

                                                                                 Supplemental Notes

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

                        None

 

   

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