JPMBB Commercial Mortgage Securities Trust 2014-C24
05/01/2024 | Press release | Distributed by Public on 05/01/2024 13:37
Asset-Backed Issuer Distribution Report - Form 10-D
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Distribution Date: |
04/17/24 |
JPMBB Commercial Mortgage Securities Trust 2014-C24 |
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Determination Date: |
04/11/24 |
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Next Distribution Date: |
05/17/24 |
|
|
Record Date: |
03/28/24 |
JPMBB Commercial Mortgage Securities Trust |
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Series 2014-C24 |
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Table of Contents |
Contacts |
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Section |
Pages |
Role |
Party and Contact Information |
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Certificate Distribution Detail |
2-3 |
Depositor |
J.P. Morgan Chase Commercial Mortgage Securities Corp. |
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Certificate Factor Detail |
4 |
Brian Baker |
(212) 834-3813 |
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Certificate Interest Reconciliation Detail |
5 |
383 Madison Avenue, 8th Floor | New York, NY 10179 | United States |
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Master Servicer |
Wells Fargo Bank, National Association |
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Exchangeable Certificate Detail |
6 |
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Investor Relations |
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Additional Information |
7 |
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Three Wells Fargo, MAC D1050-084, 401 S. Tryon Street, 8th Floor | Charlotte, NC 28202 | United States |
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Bond / Collateral Reconciliation - Cash Flows |
8 |
Special Servicer |
LNR Partners, LLC |
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Bond / Collateral Reconciliation - Balances |
9 |
LNR CMBS Notices |
(305) 695-5600 |
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Current Mortgage Loan and Property Stratification |
10-14 |
2340 Collins Avenue, Suite 700 | Miami Beach, FL 33139 | United States |
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Mortgage Loan Detail (Part 1) |
15-16 |
Senior Trust Advisor |
Pentalpha Surveillance LLC |
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Mortgage Loan Detail (Part 2) |
17-18 |
Don Simon |
(203) 660-6100 |
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Principal Prepayment Detail |
19 |
PO Box 4839 | Greenwich, CT 06831 | United States |
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Historical Detail |
20 |
Certificate Administrator |
Computershare Trust Company, N.A. as agent for Wells Fargo |
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Bank, N.A. |
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Delinquency Loan Detail |
21 |
Corporate Trust Services (CMBS) |
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Collateral Stratification and Historical Detail |
22 |
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9062 Old Annapolis Road | Columbia, MD 21045 | United States |
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Specially Serviced Loan Detail - Part 1 |
23 |
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Trustee |
Wilmington Trust, National Association |
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Specially Serviced Loan Detail - Part 2 |
24 |
Attention: CMBS Trustee |
(302) 636-4140 |
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Modified Loan Detail |
25 |
1100 North Market Street | Wilmington, DE 19890 | United States |
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Historical Liquidated Loan Detail |
26 |
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Historical Bond / Collateral Loss Reconciliation Detail |
27 |
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Interest Shortfall Detail - Collateral Level |
28 |
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Supplemental Notes |
29 |
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. In addition, certificate holders may register online for email notification when special notices are posted. For information or assistance please call 866-846-4526.
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© 2021 Computershare. All rights reserved. Confidential. |
Page 1 of 29 |
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Certificate Distribution Detail |
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|
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 |
46643GAA8 |
1.538600% |
35,864,000.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00% |
30.00% |
|
A-2 |
46643GAB6 |
2.940300% |
184,014,000.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00% |
30.00% |
|
A-3 |
46643GAC4 |
3.098300% |
41,040,000.00 |
7,375,585.32 |
0.00 |
19,043.15 |
0.00 |
0.00 |
19,043.15 |
7,375,585.32 |
39.92% |
30.00% |
|
A-4A1 |
46643GAD2 |
3.372600% |
190,000,000.00 |
190,000,000.00 |
0.00 |
533,995.00 |
0.00 |
0.00 |
533,995.00 |
190,000,000.00 |
39.92% |
30.00% |
|
A-4A2 |
46643GAQ3 |
3.372600% |
75,000,000.00 |
75,000,000.00 |
0.00 |
210,787.50 |
0.00 |
0.00 |
210,787.50 |
75,000,000.00 |
39.92% |
30.00% |
|
A-5 |
46643GAE0 |
3.638500% |
297,354,000.00 |
297,354,000.00 |
0.00 |
901,602.11 |
0.00 |
0.00 |
901,602.11 |
297,354,000.00 |
39.92% |
30.00% |
|
A-SB |
46643GAF7 |
3.367500% |
66,649,000.00 |
5,408,211.33 |
1,083,891.78 |
15,176.79 |
0.00 |
0.00 |
1,099,068.57 |
4,324,319.55 |
39.92% |
30.00% |
|
A-S |
46643GAJ9 |
3.914200% |
76,279,000.00 |
76,279,000.00 |
0.00 |
248,809.38 |
0.00 |
0.00 |
248,809.38 |
76,279,000.00 |
31.93% |
24.00% |
|
B |
46643GAK6 |
4.115700% |
76,278,000.00 |
76,278,000.00 |
0.00 |
261,614.47 |
0.00 |
0.00 |
261,614.47 |
76,278,000.00 |
23.95% |
18.00% |
|
C |
46643GAL4 |
4.512883% |
47,675,000.00 |
47,675,000.00 |
0.00 |
179,293.08 |
0.00 |
0.00 |
179,293.08 |
47,675,000.00 |
18.96% |
14.25% |
|
D |
46643GAY6 |
4.012883% |
81,046,000.00 |
81,046,000.00 |
0.00 |
271,023.42 |
0.00 |
0.00 |
271,023.42 |
81,046,000.00 |
10.48% |
7.88% |
|
E |
46643GBA7 |
4.000000% |
25,426,000.00 |
25,426,000.00 |
0.00 |
84,753.33 |
0.00 |
0.00 |
84,753.33 |
25,426,000.00 |
7.82% |
5.88% |
|
F |
46643GBC3 |
4.000000% |
14,303,000.00 |
14,303,000.00 |
0.00 |
47,676.67 |
0.00 |
0.00 |
47,676.67 |
14,303,000.00 |
6.32% |
4.75% |
|
NR* |
46643GBE9 |
4.000000% |
60,387,147.00 |
60,387,147.00 |
0.00 |
18,343.45 |
0.00 |
0.00 |
18,343.45 |
60,387,147.00 |
0.00% |
0.00% |
|
ESK |
46643GAN0 |
9.989200% |
5,000,000.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00% |
0.00% |
|
R |
46643GBG4 |
0.000000% |
1.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00% |
0.00% |
|
Regular SubTotal |
1,276,315,148.00 |
956,531,943.65 |
1,083,891.78 |
2,792,118.35 |
0.00 |
0.00 |
3,876,010.13 |
955,448,051.87 |
||||
|
X-A |
46643GAG5 |
0.958635% |
966,200,000.00 |
651,416,796.65 |
0.00 |
520,392.51 |
0.00 |
0.00 |
520,392.51 |
650,332,904.87 |
||
|
X-B1 |
46643GBJ8 |
0.397183% |
76,278,000.00 |
76,278,000.00 |
0.00 |
25,246.93 |
0.00 |
0.00 |
25,246.93 |
76,278,000.00 |
||
|
X-B2 |
46643GAH3 |
0.500000% |
81,046,000.00 |
81,046,000.00 |
0.00 |
33,769.17 |
0.00 |
0.00 |
33,769.17 |
81,046,000.00 |
||
|
X-C |
46643GAS9 |
0.512883% |
25,426,000.00 |
25,426,000.00 |
0.00 |
10,867.13 |
0.00 |
0.00 |
10,867.13 |
25,426,000.00 |
||
|
X-D |
46643GAU4 |
0.512883% |
14,303,000.00 |
14,303,000.00 |
0.00 |
6,113.14 |
0.00 |
0.00 |
6,113.14 |
14,303,000.00 |
||
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Certificate Distribution Detail continued to next page |
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© 2021 Computershare. All rights reserved. Confidential. |
Page 2 of 29 |
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Certificate Distribution Detail |
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Current |
Original |
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|
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 |
|
|
X-E |
46643GAW0 |
0.512883% |
60,387,147.00 |
60,387,147.00 |
0.00 |
25,809.61 |
0.00 |
0.00 |
25,809.61 |
60,387,147.00 |
|
|
Notional SubTotal |
1,223,640,147.00 |
908,856,943.65 |
0.00 |
622,198.49 |
0.00 |
0.00 |
622,198.49 |
907,773,051.87 |
|||
|
Deal Distribution Total |
1,083,891.78 |
3,414,316.84 |
0.00 |
0.00 |
4,498,208.62 |
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* |
Denotes the Controlling Class (if required) |
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|
(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 |
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dividing the result by (A). |
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(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 |
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the underlying index (if and as applicable), and any other matters provided in the governing documents. |
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© 2021 Computershare. All rights reserved. Confidential. |
Page 3 of 29 |
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Certificate Factor Detail |
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|
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 |
46643GAA8 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
|
A-2 |
46643GAB6 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
|
A-3 |
46643GAC4 |
179.71699123 |
0.00000000 |
0.46401438 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.46401438 |
179.71699123 |
|
A-4A1 |
46643GAD2 |
1,000.00000000 |
0.00000000 |
2.81050000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
2.81050000 |
1,000.00000000 |
|
A-4A2 |
46643GAQ3 |
1,000.00000000 |
0.00000000 |
2.81050000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
2.81050000 |
1,000.00000000 |
|
A-5 |
46643GAE0 |
1,000.00000000 |
0.00000000 |
3.03208334 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
3.03208334 |
1,000.00000000 |
|
A-SB |
46643GAF7 |
81.14467329 |
16.26268631 |
0.22771219 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
16.49039851 |
64.88198698 |
|
A-S |
46643GAJ9 |
1,000.00000000 |
0.00000000 |
3.26183327 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
3.26183327 |
1,000.00000000 |
|
B |
46643GAK6 |
1,000.00000000 |
0.00000000 |
3.42974999 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
3.42974999 |
1,000.00000000 |
|
C |
46643GAL4 |
1,000.00000000 |
0.00000000 |
3.76073582 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
3.76073582 |
1,000.00000000 |
|
D |
46643GAY6 |
1,000.00000000 |
0.00000000 |
3.34406905 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
3.34406905 |
1,000.00000000 |
|
E |
46643GBA7 |
1,000.00000000 |
0.00000000 |
3.33333320 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
3.33333320 |
1,000.00000000 |
|
F |
46643GBC3 |
1,000.00000000 |
0.00000000 |
3.33333357 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
3.33333357 |
1,000.00000000 |
|
NR |
46643GBE9 |
1,000.00000000 |
0.00000000 |
0.30376414 |
3.02956919 |
102.26390907 |
0.00000000 |
0.00000000 |
0.30376414 |
1,000.00000000 |
|
ESK |
46643GAN0 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
|
R |
46643GBG4 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
|
Notional Certificates |
||||||||||
|
X-A |
46643GAG5 |
674.20492305 |
0.00000000 |
0.53859709 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.53859709 |
673.08311413 |
|
X-B1 |
46643GBJ8 |
1,000.00000000 |
0.00000000 |
0.33098574 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.33098574 |
1,000.00000000 |
|
X-B2 |
46643GAH3 |
1,000.00000000 |
0.00000000 |
0.41666671 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.41666671 |
1,000.00000000 |
|
X-C |
46643GAS9 |
1,000.00000000 |
0.00000000 |
0.42740227 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.42740227 |
1,000.00000000 |
|
X-D |
46643GAU4 |
1,000.00000000 |
0.00000000 |
0.42740264 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.42740264 |
1,000.00000000 |
|
X-E |
46643GAW0 |
1,000.00000000 |
0.00000000 |
0.42740237 |
0.00000000 |
0.00000000 |
0.00000000 |
0.00000000 |
0.42740237 |
1,000.00000000 |
|
© 2021 Computershare. All rights reserved. Confidential. |
Page 4 of 29 |
|
Certificate Interest Reconciliation Detail |
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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 |
03/01/24 - 03/30/24 |
30 |
0.00 |
19,043.15 |
0.00 |
19,043.15 |
0.00 |
0.00 |
0.00 |
19,043.15 |
0.00 |
|
|
A-4A1 |
03/01/24 - 03/30/24 |
30 |
0.00 |
533,995.00 |
0.00 |
533,995.00 |
0.00 |
0.00 |
0.00 |
533,995.00 |
0.00 |
|
|
A-4A2 |
03/01/24 - 03/30/24 |
30 |
0.00 |
210,787.50 |
0.00 |
210,787.50 |
0.00 |
0.00 |
0.00 |
210,787.50 |
0.00 |
|
|
A-5 |
03/01/24 - 03/30/24 |
30 |
0.00 |
901,602.11 |
0.00 |
901,602.11 |
0.00 |
0.00 |
0.00 |
901,602.11 |
0.00 |
|
|
A-SB |
03/01/24 - 03/30/24 |
30 |
0.00 |
15,176.79 |
0.00 |
15,176.79 |
0.00 |
0.00 |
0.00 |
15,176.79 |
0.00 |
|
|
X-A |
03/01/24 - 03/30/24 |
30 |
0.00 |
520,392.51 |
0.00 |
520,392.51 |
0.00 |
0.00 |
0.00 |
520,392.51 |
0.00 |
|
|
X-B1 |
03/01/24 - 03/30/24 |
30 |
0.00 |
25,246.93 |
0.00 |
25,246.93 |
0.00 |
0.00 |
0.00 |
25,246.93 |
0.00 |
|
|
X-B2 |
03/01/24 - 03/30/24 |
30 |
0.00 |
33,769.17 |
0.00 |
33,769.17 |
0.00 |
0.00 |
0.00 |
33,769.17 |
0.00 |
|
|
A-S |
03/01/24 - 03/30/24 |
30 |
0.00 |
248,809.38 |
0.00 |
248,809.38 |
0.00 |
0.00 |
0.00 |
248,809.38 |
0.00 |
|
|
B |
03/01/24 - 03/30/24 |
30 |
0.00 |
261,614.47 |
0.00 |
261,614.47 |
0.00 |
0.00 |
0.00 |
261,614.47 |
0.00 |
|
|
C |
03/01/24 - 03/30/24 |
30 |
0.00 |
179,293.08 |
0.00 |
179,293.08 |
0.00 |
0.00 |
0.00 |
179,293.08 |
0.00 |
|
|
X-C |
03/01/24 - 03/30/24 |
30 |
0.00 |
10,867.13 |
0.00 |
10,867.13 |
0.00 |
0.00 |
0.00 |
10,867.13 |
0.00 |
|
|
X-D |
03/01/24 - 03/30/24 |
30 |
0.00 |
6,113.14 |
0.00 |
6,113.14 |
0.00 |
0.00 |
0.00 |
6,113.14 |
0.00 |
|
|
X-E |
03/01/24 - 03/30/24 |
30 |
0.00 |
25,809.61 |
0.00 |
25,809.61 |
0.00 |
0.00 |
0.00 |
25,809.61 |
0.00 |
|
|
D |
03/01/24 - 03/30/24 |
30 |
0.00 |
271,023.42 |
0.00 |
271,023.42 |
0.00 |
0.00 |
0.00 |
271,023.42 |
0.00 |
|
|
E |
03/01/24 - 03/30/24 |
30 |
0.00 |
84,753.33 |
0.00 |
84,753.33 |
0.00 |
0.00 |
0.00 |
84,753.33 |
0.00 |
|
|
F |
03/01/24 - 03/30/24 |
30 |
0.00 |
47,676.67 |
0.00 |
47,676.67 |
0.00 |
0.00 |
0.00 |
47,676.67 |
0.00 |
|
|
NR |
03/01/24 - 03/30/24 |
30 |
5,992,478.67 |
201,290.49 |
0.00 |
201,290.49 |
182,947.04 |
0.00 |
0.00 |
18,343.45 |
6,175,425.71 |
|
|
ESK |
N/A |
N/A |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
|
Totals |
5,992,478.67 |
3,597,263.88 |
0.00 |
3,597,263.88 |
182,947.04 |
0.00 |
0.00 |
3,414,316.84 |
6,175,425.71 |
|||
|
© 2021 Computershare. All rights reserved. Confidential. |
Page 5 of 29 |
|
Exchangeable Certificate Detail |
|||||||||||
|
Pass-Through |
Prepayment |
||||||||||
|
Class |
CUSIP |
Rate |
Original Balance |
Beginning Balance Principal Distribution Interest Distribution |
Penalties |
Realized Losses |
Total Distribution |
Ending Balance |
|||
|
Regular Interest |
|||||||||||
|
A-S (Cert) |
46643GAJ9 |
3.914200% |
76,279,000.00 |
76,279,000.00 |
0.00 |
248,809.38 |
0.00 |
0.00 |
248,809.38 |
76,279,000.00 |
|
|
A-S (EC) |
NA |
N/A |
0.01 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
|
B (Cert) |
46643GAK6 |
4.115700% |
76,278,000.00 |
76,278,000.00 |
0.00 |
261,614.47 |
0.00 |
0.00 |
261,614.47 |
76,278,000.00 |
|
|
B (EC) |
NA |
N/A |
0.01 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
|
C (Cert) |
46643GAL4 |
4.512883% |
47,675,000.00 |
47,675,000.00 |
0.00 |
179,293.08 |
0.00 |
0.00 |
179,293.08 |
47,675,000.00 |
|
|
C (EC) |
NA |
N/A |
0.01 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
|
Regular Interest Total |
200,232,000.03 |
200,232,000.00 |
0.00 |
689,716.93 |
0.00 |
0.00 |
689,716.93 |
200,232,000.00 |
|||
|
Exchangeable Certificate Details |
|||||||||||
|
EC |
46643GAM2 |
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 |
|||
|
© 2021 Computershare. All rights reserved. Confidential. |
Page 6 of 29 |
|
Additional Information |
||
|
Total Available Distribution Amount (1) |
4,498,208.62 |
|
|
(1) The Available Distribution Amount includes any Prepayment Premiums. |
||
|
© 2021 Computershare. All rights reserved. Confidential. |
Page 7 of 29 |
|
Bond / Collateral Reconciliation - Cash Flows |
|||
|
Total Funds Collected |
Total Funds Distributed |
||
|
Interest |
Fees |
||
|
Interest Paid or Advanced |
3,608,937.86 |
Master Servicing Fee |
6,896.64 |
|
Interest Reductions due to Nonrecoverability Determination |
0.00 |
Certificate Administrator Fee |
2,755.25 |
|
Interest Adjustments |
(92,977.89) |
Trustee Fee |
210.00 |
|
Deferred Interest |
0.00 |
CREFC® Intellectual Property Royalty License Fee |
411.84 |
|
ARD Interest |
0.00 |
Senior Trust Advisor Fee |
1,400.26 |
|
Net Prepayment Interest Excess / (Shortfall) |
0.00 |
||
|
Extension Interest |
0.00 |
||
|
Interest Reserve Withdrawal |
0.00 |
Total Fees |
11,673.98 |
|
Total Interest Collected |
3,515,959.97 |
||
|
Principal |
Expenses/Reimbursements |
||
|
Scheduled Principal |
1,083,891.78 |
Reimbursement for Interest on Advances |
0.00 |
|
Unscheduled Principal Collections |
ASER Amount |
39,225.61 |
|
|
Principal Prepayments |
0.00 |
Special Servicing Fees (Monthly) |
50,743.54 |
|
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 |
1,083,891.78 |
Total Expenses/Reimbursements |
89,969.15 |
|
Interest Reserve Deposit |
0.00 |
||
|
Other |
Payments to Certificateholders and Others |
||
|
Prepayment Penalties / Yield Maintenance |
0.00 |
Interest Distribution |
3,414,316.84 |
|
Gain on Sale / Excess Liquidation Proceeds |
0.00 |
Principal Distribution |
1,083,891.78 |
|
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 |
4,498,208.62 |
|
Total Funds Collected |
4,599,851.75 |
Total Funds Distributed |
4,599,851.75 |
|
© 2021 Computershare. All rights reserved. Confidential. |
Page 8 of 29 |
|
Bond / Collateral Reconciliation - Balances |
|||||
|
Collateral Reconciliation |
Certificate Reconciliation |
||||
|
Total |
Total |
||||
|
Beginning Scheduled Collateral Balance |
956,531,944.20 |
956,531,944.20 |
Beginning Certificate Balance |
956,531,943.65 |
|
|
(-) Scheduled Principal Collections |
1,083,891.78 |
1,083,891.78 |
(-) Principal Distributions |
1,083,891.78 |
|
|
(-) 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 |
955,448,052.42 |
955,448,052.42 |
Certificate Other Adjustments** |
0.00 |
|
|
Beginning Actual Collateral Balance |
958,239,253.99 |
958,239,253.99 |
Ending Certificate Balance |
955,448,051.87 |
|
|
Ending Actual Collateral Balance |
957,370,661.11 |
957,370,661.11 |
|||
|
NRA/WODRA Reconciliation |
Under / Over Collateralization Reconciliation |
||||
|
Non-Recoverable Advances (NRA) from |
Workout Delayed Reimbursement of Advances |
||||
|
Principal |
(WODRA) from Principal |
Beginning UC / (OC) |
(0.55) |
||
|
Beginning Cumulative Advances |
0.00 |
0.00 |
UC / (OC) Change |
0.00 |
|
|
Current Period Advances |
0.00 |
0.00 |
Ending UC / (OC) |
(0.55) |
|
|
Ending Cumulative Advances |
0.00 |
0.00 |
Net WAC Rate |
4.51% |
|
|
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. |
||||
|
© 2021 Computershare. All rights reserved. Confidential. |
Page 9 of 29 |
|
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 |
17 |
134,539,609.53 |
14.08% |
5 |
4.4930 |
NAP |
Defeased |
17 |
134,539,609.53 |
14.08% |
5 |
4.4930 |
NAP |
|
|
9,999,999 or less |
9 |
40,256,595.27 |
4.21% |
5 |
4.6336 |
1.507682 |
1.35 or less |
8 |
243,092,430.37 |
25.44% |
5 |
4.4956 |
1.071271 |
|
|
10,000,000 to 19,999,999 |
3 |
44,129,027.43 |
4.62% |
5 |
4.4544 |
1.463925 |
1.36 to 1.45 |
1 |
4,715,828.33 |
0.49% |
6 |
4.4800 |
1.399300 |
|
|
20,000,000 to 24,999,999 |
2 |
43,416,413.18 |
4.54% |
6 |
4.6890 |
1.506472 |
1.46 to 1.55 |
3 |
45,321,291.17 |
4.74% |
5 |
4.6932 |
1.507663 |
|
|
25,000,000 to 49,999,999 |
4 |
144,800,877.38 |
15.16% |
6 |
4.5572 |
1.853569 |
1.56 to 1.65 |
3 |
49,840,928.73 |
5.22% |
6 |
4.4454 |
1.594060 |
|
|
50,000,000 or greater |
7 |
548,305,529.63 |
57.39% |
5 |
4.2587 |
2.297027 |
1.66 to 1.80 |
1 |
71,397,666.94 |
7.47% |
6 |
4.5700 |
1.710900 |
|
|
Totals |
42 |
955,448,052.42 |
100.00% |
5 |
4.3813 |
2.030315 |
1.81 to 2.00 |
1 |
2,963,256.59 |
0.31% |
4 |
4.7500 |
1.877500 |
|
|
2.01 or greater |
8 |
403,577,040.76 |
42.24% |
5 |
4.1951 |
2.914089 |
||||||||
|
Totals |
42 |
955,448,052.42 |
100.00% |
5 |
4.3813 |
2.030315 |
||||||||
|
(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 10 of 29 |
|
Current Mortgage Loan and Property Stratification |
|||||||||||||
|
State³ |
|||||||||||||
|
Property Type³ |
|||||||||||||
|
# Of |
Scheduled |
% Of |
Weighted Avg |
||||||||||
|
State |
WAM² |
WAC |
# Of |
Scheduled |
% Of |
Weighted Avg |
|||||||
|
Properties |
Balance |
Agg. Bal. |
DSCR¹ |
Property Type |
WAM² |
WAC |
|||||||
|
Properties |
Balance |
Agg. Bal. |
DSCR¹ |
||||||||||
|
Defeased |
20 |
134,539,609.53 |
14.08% |
5 |
4.4930 |
NAP |
|||||||
|
Defeased |
20 |
134,539,609.53 |
14.08% |
5 |
4.4930 |
NAP |
|||||||
|
California |
1 |
115,000,000.00 |
12.04% |
5 |
3.9655 |
2.553400 |
|||||||
|
Industrial |
1 |
2,963,256.59 |
0.31% |
4 |
4.7500 |
1.877500 |
|||||||
|
Connecticut |
1 |
10,965,128.33 |
1.15% |
5 |
4.3900 |
0.745500 |
|||||||
|
Lodging |
2 |
48,619,750.58 |
5.09% |
6 |
4.4911 |
2.133417 |
|||||||
|
Illinois |
1 |
45,000,000.00 |
4.71% |
6 |
4.9350 |
2.214200 |
|||||||
|
Mixed Use |
2 |
171,907,862.69 |
17.99% |
5 |
4.5260 |
1.022733 |
|||||||
|
Indiana |
1 |
15,531,279.65 |
1.63% |
5 |
4.4480 |
1.264100 |
|||||||
|
Mobile Home Park |
1 |
3,724,845.42 |
0.39% |
6 |
4.8700 |
1.565000 |
|||||||
|
Louisiana |
1 |
17,632,619.45 |
1.85% |
6 |
4.5000 |
2.086700 |
|||||||
|
Multi-Family |
2 |
68,813,746.25 |
7.20% |
6 |
4.3423 |
1.479752 |
|||||||
|
Michigan |
1 |
3,724,845.42 |
0.39% |
6 |
4.8700 |
1.565000 |
|||||||
|
Office |
4 |
165,991,300.64 |
17.37% |
5 |
4.5012 |
2.454945 |
|||||||
|
New York |
5 |
321,268,786.22 |
33.62% |
5 |
4.5207 |
1.779869 |
|||||||
|
Retail |
13 |
336,986,194.08 |
35.27% |
6 |
4.1514 |
2.629531 |
|||||||
|
Ohio |
5 |
35,499,331.41 |
3.72% |
5 |
4.5130 |
1.545946 |
|||||||
|
Totals |
45 |
955,448,052.42 |
100.00% |
5 |
4.3813 |
2.030315 |
|||||||
|
Pennsylvania |
2 |
8,769,433.66 |
0.92% |
5 |
4.5026 |
1.032973 |
|||||||
|
Texas |
6 |
219,758,167.56 |
23.00% |
6 |
4.0975 |
2.637126 |
|||||||
|
Wisconsin |
1 |
5,857,364.55 |
0.61% |
4 |
4.8200 |
1.260200 |
|||||||
|
Totals |
45 |
955,448,052.42 |
100.00% |
5 |
4.3813 |
2.030315 |
|||||||
|
Note: Please refer to footnotes on the next page of the report. |
|||||||||||||
|
© 2021 Computershare. All rights reserved. Confidential. |
Page 11 of 29 |
|
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 |
17 |
134,539,609.53 |
14.08% |
5 |
4.4930 |
NAP |
Defeased |
17 |
134,539,609.53 |
14.08% |
5 |
4.4930 |
NAP |
|
|
4.40000% or less |
6 |
309,778,874.58 |
32.42% |
6 |
4.0149 |
2.592888 |
12 months or less |
0 |
0.00 |
0.00% |
0 |
0.0000 |
0.000000 |
|
|
4.40001% to 4.60000% |
11 |
422,273,110.28 |
44.20% |
5 |
4.5066 |
1.774920 |
13 to 24 months |
0 |
0.00 |
0.00% |
0 |
0.0000 |
0.000000 |
|
|
4.60001% to 4.80000% |
3 |
12,231,833.13 |
1.28% |
5 |
4.7141 |
1.686933 |
25 to 36 months |
0 |
0.00 |
0.00% |
0 |
0.0000 |
0.000000 |
|
|
4.80001% to 5.00000% |
5 |
76,624,624.90 |
8.02% |
6 |
4.9229 |
1.895153 |
37 to 48 months |
0 |
0.00 |
0.00% |
0 |
0.0000 |
0.000000 |
|
|
5.00001% or greater |
0 |
0.00 |
0.00% |
0 |
0.0000 |
0.000000 |
49 months or greater |
25 |
820,908,442.89 |
85.92% |
5 |
4.3630 |
2.093501 |
|
|
Totals |
42 |
955,448,052.42 |
100.00% |
5 |
4.3813 |
2.030315 |
Totals |
42 |
955,448,052.42 |
100.00% |
5 |
4.3813 |
2.030315 |
|
|
(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 12 of 29 |
|
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 |
17 |
134,539,609.53 |
14.08% |
5 |
4.4930 |
NAP |
Defeased |
17 |
134,539,609.53 |
14.08% |
5 |
4.4930 |
NAP |
|
|
60 months or less |
24 |
820,767,514.60 |
85.90% |
5 |
4.3630 |
2.093653 |
Interest Only |
4 |
305,000,000.00 |
31.92% |
5 |
4.0352 |
3.152467 |
|
|
61 months to 120 months |
0 |
0.00 |
0.00% |
0 |
0.0000 |
0.000000 |
299 months or less |
19 |
427,044,408.70 |
44.70% |
6 |
4.5540 |
1.518219 |
|
|
121 months or greater |
0 |
0.00 |
0.00% |
0 |
0.0000 |
0.000000 |
300 to 359 months |
1 |
88,723,105.90 |
9.29% |
4 |
4.5700 |
1.223500 |
|
|
Totals |
41 |
955,307,124.13 |
99.99% |
5 |
4.3813 |
2.030436 |
360 months or greater |
0 |
0.00 |
0.00% |
0 |
0.0000 |
0.000000 |
|
|
Totals |
41 |
955,307,124.13 |
99.99% |
5 |
4.3813 |
2.030436 |
||||||||
|
(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 29 |
|
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 |
17 |
134,539,609.53 |
14.08% |
5 |
4.4930 |
NAP |
120 months or less |
1 |
140,928.29 |
0.01% |
4 |
4.8445 |
1.208900 |
|
|
Underwriter's Information |
2 |
79,401,486.64 |
8.31% |
6 |
4.1367 |
2.824194 |
121 months or greater |
0 |
0.00 |
0.00% |
0 |
0.0000 |
0.000000 |
|
|
12 months or less |
23 |
741,506,956.25 |
77.61% |
5 |
4.3873 |
2.015257 |
Totals |
1 |
140,928.29 |
0.01% |
4 |
4.8445 |
1.208900 |
|
|
13 to 24 months |
0 |
0.00 |
0.00% |
0 |
0.0000 |
0.000000 |
||||||||
|
25 months or greater |
0 |
0.00 |
0.00% |
0 |
0.0000 |
0.000000 |
||||||||
|
Totals |
42 |
955,448,052.42 |
100.00% |
5 |
4.3813 |
2.030315 |
||||||||
|
(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 29 |
|
Mortgage Loan Detail (Part 1) |
|||||||||||||||
|
Interest |
Original |
Adjusted |
Beginning |
Ending |
Paid |
||||||||||
|
Prop |
Accrual |
Gross |
Scheduled |
Scheduled |
Principal Anticipated Maturity |
Maturity |
Scheduled |
Scheduled |
Through |
||||||
|
Pros ID |
Loan ID |
Type |
City |
State |
Type |
Rate |
Interest |
Principal |
Adjustments Repay Date |
Date |
Date |
Balance |
Balance |
Date |
|
|
1 |
302591104 |
RT |
Grapevine |
TX |
Actual/360 |
3.833% |
189,771.88 |
0.00 |
0.00 |
N/A |
10/01/24 |
-- |
57,500,000.00 |
57,500,000.00 |
04/01/24 |
|
1A |
302591114 |
RT |
Grapevine |
TX |
Actual/360 |
3.833% |
189,771.88 |
0.00 |
0.00 |
N/A |
10/01/24 |
-- |
57,500,000.00 |
57,500,000.00 |
04/01/24 |
|
2 |
302660002 |
RT |
Victorville |
CA |
Actual/360 |
3.966% |
392,694.65 |
0.00 |
0.00 |
N/A |
09/01/24 |
-- |
115,000,000.00 |
115,000,000.00 |
04/01/24 |
|
3 |
883100293 |
MU |
New York |
NY |
Actual/360 |
4.570% |
349,583.37 |
110,107.68 |
0.00 |
N/A |
08/11/24 |
-- |
88,833,213.58 |
88,723,105.90 |
04/11/24 |
|
4 |
302660004 |
MU |
New York |
NY |
Actual/360 |
4.479% |
321,363.71 |
133,539.68 |
0.00 |
N/A |
10/01/24 |
-- |
83,318,296.47 |
83,184,756.79 |
08/01/23 |
|
5 |
302660005 |
OF |
Bronx |
NY |
Actual/360 |
4.570% |
281,480.28 |
129,756.41 |
0.00 |
N/A |
10/01/24 |
-- |
71,527,423.35 |
71,397,666.94 |
04/01/24 |
|
6 |
302591001 |
OF |
New York |
NY |
Actual/360 |
4.452% |
287,557.29 |
0.00 |
0.00 |
N/A |
08/01/24 |
-- |
75,000,000.00 |
75,000,000.00 |
04/01/24 |
|
7 |
883100301 |
RT |
North Riverside |
IL |
Actual/360 |
4.935% |
191,231.25 |
0.00 |
0.00 |
N/A |
10/06/24 |
-- |
45,000,000.00 |
45,000,000.00 |
04/06/24 |
|
7A |
302660055 |
Actual/360 |
4.935% |
94.30 |
0.00 |
0.00 |
N/A |
10/06/24 |
-- |
21,901,486.64 |
21,901,486.64 |
09/06/24 |
|||
|
8 |
302660008 |
MF |
San Antonio |
TX |
Actual/360 |
4.360% |
145,732.44 |
63,595.94 |
0.00 |
N/A |
10/01/24 |
-- |
38,815,980.70 |
38,752,384.76 |
04/01/24 |
|
10 |
302660010 |
LO |
Houston |
TX |
Actual/360 |
4.486% |
119,922.24 |
57,126.59 |
0.00 |
N/A |
10/01/24 |
-- |
31,044,257.72 |
30,987,131.13 |
03/01/23 |
|
12 |
302660012 |
MF |
San Antonio |
TX |
Actual/360 |
4.319% |
112,000.19 |
49,701.40 |
0.00 |
N/A |
10/01/24 |
-- |
30,111,062.89 |
30,061,361.49 |
04/01/24 |
|
13 |
302511112 |
LO |
Various |
Various |
Actual/360 |
4.130% |
98,093.56 |
47,388.52 |
0.00 |
N/A |
09/01/24 |
06/01/24 |
27,582,350.35 |
27,534,961.83 |
04/01/24 |
|
16 |
883100305 |
RT |
Cincinnati |
OH |
Actual/360 |
4.439% |
82,384.71 |
40,230.73 |
0.00 |
N/A |
09/06/24 |
-- |
21,555,157.27 |
21,514,926.54 |
04/06/24 |
|
17 |
302660017 |
LO |
New Orleans |
LA |
Actual/360 |
4.500% |
68,566.86 |
62,053.77 |
0.00 |
10/01/24 |
11/01/44 |
-- |
17,694,673.22 |
17,632,619.45 |
04/01/24 |
|
20 |
302660020 |
OF |
Pittsburgh |
PA |
Actual/360 |
4.615% |
65,608.80 |
31,964.03 |
0.00 |
N/A |
10/01/24 |
07/01/24 |
16,509,397.24 |
16,477,433.21 |
04/01/24 |
|
21 |
302660021 |
MF |
Providence |
RI |
Actual/360 |
4.470% |
58,346.59 |
35,060.71 |
0.00 |
N/A |
09/01/24 |
-- |
15,158,238.23 |
15,123,177.52 |
04/01/24 |
|
22 |
883100307 |
RT |
Fort Wayne |
IN |
Actual/360 |
4.448% |
59,591.77 |
27,027.48 |
0.00 |
N/A |
09/06/24 |
-- |
15,558,307.13 |
15,531,279.65 |
04/06/24 |
|
24 |
302660024 |
MF |
Pensacola |
FL |
Actual/360 |
4.680% |
47,410.85 |
22,536.20 |
0.00 |
N/A |
10/01/24 |
-- |
11,764,478.56 |
11,741,942.36 |
04/01/24 |
|
26 |
883100289 |
OF |
Meriden |
CT |
Actual/360 |
4.390% |
41,519.28 |
18,001.00 |
0.00 |
N/A |
09/06/24 |
-- |
10,983,129.33 |
10,965,128.33 |
02/06/24 |
|
27 |
883100300 |
OF |
Philadelphia |
PA |
Actual/360 |
4.497% |
33,479.66 |
17,171.05 |
0.00 |
N/A |
09/06/24 |
-- |
8,645,676.42 |
8,628,505.37 |
04/06/24 |
|
28 |
883100291 |
RT |
Ocala |
FL |
Actual/360 |
4.447% |
31,835.15 |
13,483.54 |
0.00 |
N/A |
06/06/24 |
-- |
8,313,437.25 |
8,299,953.71 |
04/06/24 |
|
29 |
302660029 |
RT |
East Liverpool |
OH |
Actual/360 |
4.680% |
29,741.96 |
16,439.24 |
0.00 |
N/A |
10/01/24 |
-- |
7,380,137.79 |
7,363,698.55 |
04/01/24 |
|
30 |
302660030 |
MH |
Various |
IN |
Actual/360 |
4.660% |
27,026.20 |
15,047.06 |
0.00 |
N/A |
10/01/24 |
-- |
6,735,034.88 |
6,719,987.82 |
04/01/24 |
|
31 |
302660031 |
IN |
Wauwatosa |
WI |
Actual/360 |
4.580% |
26,332.38 |
15,095.05 |
0.00 |
N/A |
10/01/24 |
-- |
6,676,755.39 |
6,661,660.34 |
04/01/24 |
|
33 |
302660033 |
MF |
Houston |
TX |
Actual/360 |
4.550% |
23,391.43 |
13,813.79 |
0.00 |
N/A |
07/01/24 |
-- |
5,970,161.88 |
5,956,348.09 |
04/01/24 |
|
34 |
302660034 |
RT |
Mount Pleasant |
WI |
Actual/360 |
4.820% |
24,365.16 |
12,971.96 |
0.00 |
N/A |
08/01/24 |
-- |
5,870,336.51 |
5,857,364.55 |
04/01/24 |
|
35 |
302660035 |
IN |
Charlotte |
NC |
Actual/360 |
4.660% |
24,034.66 |
11,585.65 |
0.00 |
N/A |
06/01/24 |
-- |
5,989,530.85 |
5,977,945.20 |
04/01/24 |
|
© 2021 Computershare. All rights reserved. Confidential. |
Page 15 of 29 |
|
Mortgage Loan Detail (Part 1) |
|||||||||||||||
|
Interest |
Original |
Adjusted |
Beginning |
Ending |
Paid |
||||||||||
|
Prop |
Accrual |
Gross |
Scheduled |
Scheduled |
Principal Anticipated Maturity |
Maturity |
Scheduled |
Scheduled |
Through |
||||||
|
Pros ID |
Loan ID |
Type |
City |
State |
Type |
Rate |
Interest |
Principal |
Adjustments Repay Date |
Date |
Date |
Balance |
Balance |
Date |
|
|
37 |
302660037 |
IN |
Raleigh |
NC |
Actual/360 |
4.490% |
20,288.25 |
12,101.59 |
0.00 |
N/A |
09/01/24 |
-- |
5,247,337.86 |
5,235,236.27 |
04/01/24 |
|
38 |
302660038 |
RT |
Wichita Falls |
TX |
Actual/360 |
4.720% |
20,863.90 |
11,366.22 |
0.00 |
N/A |
10/01/24 |
-- |
5,133,271.88 |
5,121,905.66 |
04/01/24 |
|
39 |
302660039 |
RT |
Garland |
TX |
Actual/360 |
4.415% |
18,890.41 |
11,509.42 |
0.00 |
10/01/24 |
01/01/29 |
-- |
4,968,799.60 |
4,957,290.18 |
04/01/24 |
|
40 |
883100303 |
SS |
Johnson City |
TN |
Actual/360 |
4.590% |
21,545.06 |
9,177.75 |
0.00 |
N/A |
10/06/24 |
07/06/24 |
5,450,995.05 |
5,441,817.30 |
04/06/24 |
|
41 |
302660041 |
RT |
Alliance |
OH |
Actual/360 |
4.480% |
18,228.69 |
9,351.26 |
0.00 |
N/A |
10/01/24 |
-- |
4,725,179.59 |
4,715,828.33 |
04/01/24 |
|
43 |
302660043 |
MH |
Port Huron |
MI |
Actual/360 |
4.870% |
15,673.40 |
12,601.61 |
0.00 |
N/A |
10/01/24 |
-- |
3,737,447.03 |
3,724,845.42 |
04/01/24 |
|
44 |
302660044 |
SS |
Sun City |
CA |
Actual/360 |
4.650% |
13,829.45 |
7,827.30 |
0.00 |
N/A |
06/01/24 |
-- |
3,453,765.99 |
3,445,938.69 |
04/01/24 |
|
46 |
302660046 |
RT |
Harrodsburg |
KY |
Actual/360 |
4.550% |
12,069.89 |
7,042.38 |
0.00 |
N/A |
09/01/24 |
-- |
3,080,582.55 |
3,073,540.17 |
04/01/24 |
|
47 |
302660047 |
MF |
Simpsonville |
SC |
Actual/360 |
4.610% |
11,834.47 |
6,796.22 |
0.00 |
N/A |
08/01/24 |
-- |
2,981,183.92 |
2,974,387.70 |
04/01/24 |
|
48 |
302660048 |
IN |
Cheektowaga |
NY |
Actual/360 |
4.750% |
12,147.67 |
6,631.63 |
0.00 |
N/A |
08/01/24 |
-- |
2,969,888.22 |
2,963,256.59 |
10/01/23 |
|
50 |
302660050 |
MH |
Kalamazoo |
MI |
Actual/360 |
4.890% |
10,514.50 |
5,389.07 |
0.00 |
N/A |
07/01/24 |
-- |
2,497,012.02 |
2,491,622.95 |
04/01/24 |
|
51 |
302660051 |
RT |
Pittsburgh |
PA |
Actual/360 |
4.845% |
716.71 |
30,875.41 |
0.00 |
N/A |
08/01/24 |
-- |
171,803.70 |
140,928.29 |
04/01/24 |
|
52 |
302660052 |
SS |
Trotwood |
OH |
Actual/360 |
4.380% |
8,550.61 |
5,312.74 |
0.00 |
N/A |
09/01/24 |
-- |
2,267,063.45 |
2,261,750.71 |
04/01/24 |
|
53 |
883100290 |
RT |
Columbus |
OH |
Actual/360 |
4.790% |
7,874.46 |
4,211.70 |
0.00 |
N/A |
09/06/24 |
-- |
1,909,089.69 |
1,904,877.99 |
04/06/24 |
|
Totals |
3,515,959.97 |
1,083,891.78 |
0.00 |
956,531,944.20 |
955,448,052.42 |
||||||||||
|
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 16 of 29 |
|
Mortgage Loan Detail (Part 2) |
|||||||||||||
|
Most Recent Most Recent Appraisal |
Cumulative |
Current |
|||||||||||
|
Most Recent |
Most Recent |
NOI Start |
NOI End |
Reduction |
Appraisal |
Cumulative |
Current P&I |
Cumulative P&I |
Servicer |
NRA/WODRA |
|||
|
Pros ID |
Fiscal NOI |
NOI |
Date |
Date |
Date |
Reduction Amount |
ASER |
Advances |
Advances |
Advances |
from Principal |
Defease Status |
|
|
1 |
40,366,361.30 |
29,590,353.41 |
01/01/23 |
09/30/23 |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
1A |
0.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
2 |
12,336,985.58 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
3 |
25,480,520.50 |
13,863,274.72 |
01/01/23 |
06/30/23 |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
4 |
4,414,537.00 |
0.00 |
-- |
-- |
11/13/23 |
3,339,332.10 |
160,135.37 |
441,262.90 |
3,573,303.91 |
0.00 |
0.00 |
||
|
5 |
8,440,017.00 |
6,384,604.00 |
01/01/23 |
09/30/23 |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
6 |
17,617,116.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
7 |
7,473,726.33 |
4,029,601.99 |
01/01/23 |
09/30/23 |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
7A |
0.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
8 |
4,079,668.64 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
10 |
0.00 |
5,244,883.66 |
01/01/23 |
06/30/23 |
04/11/24 |
6,831,419.48 |
1,577,371.12 |
150,400.14 |
1,946,596.97 |
0.00 |
0.00 |
||
|
12 |
2,665,083.14 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
13 |
0.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
Full Defeasance |
|
|
16 |
2,394,896.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
17 |
3,624,972.23 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
20 |
0.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
Full Defeasance |
|
|
21 |
0.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
Full Defeasance |
|
|
22 |
1,415,701.57 |
1,115,412.92 |
01/01/23 |
09/30/23 |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
24 |
0.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
Full Defeasance |
|
|
26 |
749,262.06 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
59,134.41 |
118,399.30 |
0.00 |
0.00 |
||
|
27 |
753,446.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
28 |
0.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
Full Defeasance |
|
|
29 |
1,015,580.00 |
733,328.00 |
01/01/23 |
09/30/23 |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
30 |
0.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
Full Defeasance |
|
|
31 |
0.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
Full Defeasance |
|
|
33 |
0.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
Full Defeasance |
|
|
34 |
693,697.23 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
35 |
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 17 of 29 |
|
Mortgage Loan Detail (Part 2) |
|||||||||||||
|
Most Recent Most Recent Appraisal |
Cumulative |
Current |
|||||||||||
|
Most Recent |
Most Recent |
NOI Start |
NOI End |
Reduction |
Appraisal |
Cumulative |
Current P&I |
Cumulative P&I |
Servicer |
NRA/WODRA |
|||
|
Pros ID |
Fiscal NOI |
NOI |
Date |
Date |
Date |
Reduction Amount |
ASER |
Advances |
Advances |
Advances |
from Principal |
Defease Status |
|
|
37 |
0.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
Full Defeasance |
|
|
38 |
0.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
Full Defeasance |
|
|
39 |
834,352.43 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
40 |
0.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
Full Defeasance |
|
|
41 |
566,657.00 |
426,292.00 |
01/01/23 |
09/30/23 |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
43 |
539,022.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
44 |
0.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
Full Defeasance |
|
|
46 |
0.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
Full Defeasance |
|
|
47 |
0.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
Full Defeasance |
|
|
48 |
423,120.00 |
0.00 |
-- |
-- |
02/12/24 |
0.00 |
19,193.48 |
18,732.50 |
112,486.00 |
0.00 |
0.00 |
||
|
50 |
0.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
Full Defeasance |
|
|
51 |
461,084.58 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
52 |
0.00 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
Full Defeasance |
|
|
53 |
267,649.38 |
0.00 |
-- |
-- |
-- |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
||
|
Totals |
136,613,455.97 |
61,387,750.70 |
10,170,751.58 |
1,756,699.97 |
669,529.94 |
5,750,786.18 |
0.00 |
0.00 |
|||||
|
© 2021 Computershare. All rights reserved. Confidential. |
Page 18 of 29 |
|
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. |
|||||
|
© 2021 Computershare. All rights reserved. Confidential. |
Page 19 of 29 |
|
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 |
|||||||||||||||||||||
|
04/17/24 |
1 |
10,965,128.33 |
0 |
0.00 |
3 |
117,135,144.51 |
0 |
0.00 |
1 |
30,987,131.13 |
0 |
0.00 |
0 |
0.00 |
0 |
0.00 |
4.381329% |
4.310424% |
5 |
||
|
03/15/24 |
0 |
0.00 |
0 |
0.00 |
3 |
117,332,442.41 |
0 |
0.00 |
1 |
31,044,257.72 |
0 |
0.00 |
0 |
0.00 |
0 |
0.00 |
4.381479% |
4.313422% |
6 |
||
|
02/16/24 |
0 |
0.00 |
0 |
0.00 |
3 |
117,558,177.63 |
0 |
0.00 |
1 |
31,108,887.67 |
0 |
0.00 |
0 |
0.00 |
0 |
0.00 |
4.381647% |
4.313563% |
7 |
||
|
01/18/24 |
0 |
0.00 |
0 |
0.00 |
3 |
117,753,846.19 |
0 |
0.00 |
1 |
31,165,545.73 |
0 |
0.00 |
0 |
0.00 |
0 |
0.00 |
4.381795% |
4.313691% |
8 |
||
|
12/15/23 |
0 |
0.00 |
0 |
0.00 |
3 |
117,948,761.08 |
0 |
0.00 |
1 |
31,221,985.76 |
0 |
0.00 |
0 |
0.00 |
0 |
0.00 |
4.381942% |
4.313817% |
9 |
||
|
11/17/23 |
0 |
0.00 |
0 |
0.00 |
3 |
118,157,598.32 |
0 |
0.00 |
1 |
31,282,091.70 |
0 |
0.00 |
0 |
0.00 |
1 |
23,541,763.34 |
4.382098% |
4.337180% |
10 |
||
|
10/17/23 |
0 |
0.00 |
0 |
0.00 |
3 |
118,350,958.11 |
0 |
0.00 |
1 |
31,338,083.26 |
0 |
0.00 |
0 |
0.00 |
0 |
0.00 |
4.395353% |
4.351054% |
12 |
||
|
09/15/23 |
0 |
0.00 |
0 |
0.00 |
3 |
118,558,296.01 |
0 |
0.00 |
1 |
31,397,756.81 |
0 |
0.00 |
0 |
0.00 |
0 |
0.00 |
4.395516% |
4.351198% |
13 |
||
|
08/17/23 |
0 |
0.00 |
2 |
87,296,809.18 |
1 |
31,453,303.28 |
0 |
0.00 |
1 |
31,453,303.28 |
0 |
0.00 |
0 |
0.00 |
0 |
0.00 |
4.395668% |
4.351334% |
14 |
||
|
07/17/23 |
0 |
0.00 |
0 |
0.00 |
3 |
118,941,190.08 |
0 |
0.00 |
1 |
31,508,636.00 |
0 |
0.00 |
0 |
0.00 |
0 |
0.00 |
4.395820% |
4.351468% |
15 |
||
|
06/16/23 |
0 |
0.00 |
0 |
0.00 |
3 |
119,146,327.67 |
0 |
0.00 |
1 |
31,567,674.34 |
0 |
0.00 |
0 |
0.00 |
0 |
0.00 |
4.395980% |
4.351610% |
16 |
||
|
05/17/23 |
0 |
0.00 |
2 |
87,713,312.27 |
1 |
31,622,566.95 |
0 |
0.00 |
1 |
31,622,566.95 |
0 |
0.00 |
0 |
0.00 |
0 |
0.00 |
4.396130% |
4.351743% |
17 |
||
|
Note: Foreclosure and REO Totals are included in the delinquencies aging categories. |
|||||||||||||||||||||
|
© 2021 Computershare. All rights reserved. Confidential. |
Page 20 of 29 |
|
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 |
||
|
4 |
302660004 |
08/01/23 |
7 |
6 |
441,262.90 |
3,573,303.91 |
598,304.52 |
84,279,703.19 |
08/12/20 |
2 |
|||||
|
10 |
302660010 |
03/01/23 |
12 |
6 |
150,400.14 |
1,946,596.97 |
0.00 |
31,735,636.80 |
05/18/20 |
7 |
08/31/21 |
09/14/22 |
|||
|
26 |
883100289 |
02/06/24 |
1 |
1 |
59,134.41 |
118,399.30 |
0.00 |
11,003,736.12 |
03/22/24 |
13 |
|||||
|
48 |
302660048 |
10/01/23 |
5 |
6 |
18,732.50 |
112,486.00 |
533,220.67 |
3,003,805.42 |
11/27/20 |
2 |
|||||
|
Totals |
669,529.94 |
5,750,786.18 |
1,131,525.19 |
130,022,881.53 |
|||||||||||
|
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 |
||||||||||||||
|
© 2021 Computershare. All rights reserved. Confidential. |
Page 21 of 29 |
|
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 |
932,858,143 |
804,757,870 |
97,113,142 |
30,987,131 |
||||
|
7 - 12 Months |
0 |
0 |
0 |
0 |
||||
|
13 - 24 Months |
0 |
0 |
0 |
0 |
||||
|
25 - 36 Months |
0 |
0 |
0 |
0 |
||||
|
37 - 48 Months |
0 |
0 |
0 |
0 |
||||
|
49 - 60 Months |
4,957,290 |
4,957,290 |
0 |
0 |
||||
|
> 60 Months |
17,632,619 |
17,632,619 |
0 |
0 |
||||
|
Historical Delinquency Information |
||||||||
|
Total |
Current |
30-59 Days |
60-89 Days |
90+ Days |
REO/Foreclosure |
|||
|
Apr-24 |
955,448,052 |
827,347,780 |
10,965,128 |
0 |
86,148,013 |
30,987,131 |
||
|
Mar-24 |
956,531,944 |
839,199,502 |
0 |
0 |
86,288,185 |
31,044,258 |
||
|
Feb-24 |
957,757,500 |
840,199,322 |
0 |
0 |
86,449,290 |
31,108,888 |
||
|
Jan-24 |
958,832,451 |
841,078,605 |
0 |
0 |
86,588,300 |
31,165,546 |
||
|
Dec-23 |
959,903,240 |
841,954,479 |
0 |
0 |
86,726,775 |
31,221,986 |
||
|
Nov-23 |
961,043,224 |
842,885,625 |
0 |
0 |
86,875,507 |
31,282,092 |
||
|
Oct-23 |
985,696,182 |
867,345,224 |
0 |
0 |
87,012,875 |
31,338,083 |
||
|
Sep-23 |
986,879,896 |
868,321,600 |
0 |
0 |
118,558,296 |
0 |
||
|
Aug-23 |
987,982,171 |
869,232,058 |
0 |
87,296,809 |
31,453,303 |
0 |
||
|
Jul-23 |
989,080,160 |
870,138,970 |
0 |
0 |
87,432,554 |
31,508,636 |
||
|
Jun-23 |
990,251,143 |
871,104,815 |
0 |
0 |
87,578,653 |
31,567,674 |
||
|
May-23 |
991,340,313 |
872,004,433 |
0 |
87,713,312 |
0 |
31,622,567 |
||
|
(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 22 of 29 |
|
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 |
|
3 |
883100293 |
88,723,105.90 |
88,723,105.90 |
555,000,000.00 |
07/16/14 |
13,613,563.72 |
1.22350 |
06/30/23 |
08/11/24 |
305 |
|
4 |
302660004 |
83,184,756.79 |
84,279,703.19 |
93,300,000.00 |
06/14/23 |
4,414,537.00 |
0.80860 |
12/31/23 |
10/01/24 |
245 |
|
10 |
302660010 |
30,987,131.13 |
31,735,636.80 |
69,800,000.00 |
02/06/24 |
5,244,883.66 |
2.16000 |
06/30/23 |
10/01/24 |
245 |
|
26 |
883100289 |
10,965,128.33 |
11,003,736.12 |
17,000,000.00 |
07/24/14 |
532,504.06 |
0.74550 |
12/31/23 |
09/06/24 |
245 |
|
48 |
302660048 |
2,963,256.59 |
3,003,805.42 |
7,900,000.00 |
08/02/23 |
423,120.00 |
1.87750 |
12/31/23 |
08/01/24 |
243 |
|
Totals |
216,823,378.74 |
218,745,987.43 |
743,000,000.00 |
24,228,608.44 |
||||||
|
© 2021 Computershare. All rights reserved. Confidential. |
Page 23 of 29 |
|
Specially Serviced Loan Detail - Part 2 |
||||||||||
|
Servicing |
||||||||||
|
Property |
Transfer |
Resolution |
||||||||
|
Pros ID |
Loan ID |
Type¹ |
State |
Date |
Strategy Code² |
Special Servicing Comments |
||||
|
3 |
883100293 |
MU |
NY |
11/30/23 |
1 |
|||||
|
The loan transferred to Special Servicing effective 11/30/2023 for imminent maturity default. The loan collateral is a collection of mixed-use, commercial condo units totaling 536,888 SF located on Manhattan's Upper West Side in New York, NY. |
||||||||||
|
The assets are situated at five (5) different addresses containing approximately 276,00 SF of retail space (55%), approximately 110,000 SF of commercial/school space (23%), and three parking garages with 417 spaces within approximately |
||||||||||
|
108,00 SF (22%). Most recent inspection reports the portfolio to be in good condition. Since loan origination a number of tenants have vacated the property (Michael's, Petco, Modell's, Duane Reade, Ann Taylor and Verizon), but those |
||||||||||
|
spaces have been since been re-tenanted. Strategy is to dual track a loan modification while monitoring the loan. |
||||||||||
|
4 |
302660004 |
MU |
NY |
08/12/20 |
2 |
|||||
|
Loan transferred on 8/12/20 for Delinquent Payments. Notice of Default was delivered on 7/20/20. Subject is a 19-story, 175,972 NRSF, Class A office building with ground floor retail located in the Plaza District of Midtown Manhattan. YE2022 |
||||||||||
|
NOI was $6,679,432 and occupancy was ~79% as of 12/31/22. Legal counsel has been retained to file for foreclosure and/or receivership, if necessary. Loan was accelerated on 12/1/20. Foreclosure complaint was filed on 12/15/21. The |
||||||||||
|
motion for summary judgment was filed on 8/26/22, and the Court granted summary judgment on 4/5/23. The judgment of foreclosure of sale was entered in December 2023 and the foreclosure sale has been scheduled for May 2024. Lender |
||||||||||
|
will dual track the foreclosure process while discussing workout alternatives with Borrower. |
||||||||||
|
10 |
302660010 |
LO |
TX |
05/18/20 |
7 |
|||||
|
The Loan transferred for Imminent Monetary Default at the Borrower's request as a result of the COVID-19 pandemic. Borrower filed BK11. Borrower agreed to transfer title back to the Lender and a Deed in Lieu was completed. The property |
||||||||||
|
transferred to REO on 9/14/22. TTM RevPAR index 108.5% per February 2024 STR. |
||||||||||
|
26 |
883100289 |
OF |
CT |
03/22/24 |
13 |
|||||
|
The Loan transferred into Special Servicing on 3/22/24 due to Imminent Default as the Borrower proposed a loan transfer to the Special Servicer to collaborate with the Lender to return the property through a foreclosure process as the Borrower |
||||||||||
|
can no longer fund shortages for debt service or opex. The Loan is secured by a property known as Meriden Executive Park consisting of two office buildings and located at 530 and 538 Preston Avenue within the City of Meriden, in central |
||||||||||
|
Connecticut. 530 Preston Avenue was built in 1986, renovated in 2008, and consists of three stories totaling 78,466 SF. 538 Preston Avenue was built in 1989, renovated in 2008, and consists of three stories totaling 74,287 SF. YE 2023 |
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|
DSCR reflects 0.73x at 51.80% occupancy compared to YE 2022 DSCR of 1.12x at 15.29% occupancy. USI Insurance lease expired on 2/29/2024. While they are still occupying the space, they will be vacating within 60 days as they have |
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|
signed a new lease on another property. The Lender will establish and continue discussions with the Borrower while reserving all rights under the Loan Documents. |
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|
48 |
302660048 |
IN |
NY |
11/27/20 |
2 |
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|
The Loan was transferred to SS on 12/1/20 for 60+ days delinquent. Property is a 118K SF warehouse industrial center with five tenants. NOD was sent on 12/2/20. Legal counsel was retained to file for foreclosure and receivership. On 11/22/21 |
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|
a Foreclosure Complaint was filed with an Application for Appointment of a rent receiver. On 1/11/22, the motion for the appointment of a receiver was granted. In response, Borrower filed for BK on 1/29/22 which was dismissed on 3/2022. A |
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|
hearing for the MSJwas held on 10/2022. A hearing was held on 1/18/23 and the Judge did not make a ruling at the time but the MSJ was finally entered on 3/30/23. Lender was ordered to submit a settlement offer to the Borrower which was |
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|
subsequently rejected. Borrower also requested additional discovery items which were provided. A discovery dispute still exists and a deposition was scheduled for 4/16/2023. The next status hearing is scheduled for 5/7/2024. |
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|
1 Property Type Codes |
2 Resolution Strategy Code |
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|
HC - Health Care |
MU - Mixed Use |
WH - Warehouse |
1 - Modification |
6 - DPO |
10 - Deed in Lieu of Foreclosures |
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|
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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|
© 2021 Computershare. All rights reserved. Confidential. |
Page 24 of 29 |
|
Modified Loan Detail |
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|
Pre-Modification |
Post-Modification |
Modification |
Modification |
||||||
|
Modification |
Modification Booking |
Closing |
Effective |
||||||
|
Balance |
Rate |
Balance |
Rate |
||||||
|
Pros ID |
Loan Number |
Code¹ |
Date |
Date |
Date |
||||
|
7 |
883100301 |
0.00 |
4.93500% |
0.00 |
4.93500% |
9 |
05/19/21 |
05/06/21 |
06/11/21 |
|
7A |
302660055 |
0.00 |
4.93500% |
0.00 |
4.93500% |
9 |
05/19/21 |
05/06/21 |
07/16/21 |
|
11 |
883100309 |
0.00 |
4.97000% |
0.00 |
4.97000% |
10 |
08/14/20 |
07/01/20 |
11/12/20 |
|
11A |
883100310 |
0.00 |
4.97000% |
0.00 |
4.97000% |
10 |
08/14/20 |
07/01/20 |
11/12/20 |
|
13 |
302511112 |
29,584,989.95 |
4.13000% |
29,584,989.95 |
4.13000% |
10 |
06/11/20 |
05/01/20 |
08/11/20 |
|
Totals |
29,584,989.95 |
29,584,989.95 |
|||||||
|
1 Modification Codes |
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|
1 - Maturity Date Extension |
5 - Temporary Rate Reduction |
8 - Other |
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|
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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|
© 2021 Computershare. All rights reserved. Confidential. |
Page 25 of 29 |
|
Historical Liquidated Loan Detail |
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|
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 |
|
No liquidated loans this period |
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|
Note: Fees, Advances and Expenses also include outstanding P & I advances and unpaid fees (servicing, trustee, etc.). |
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|
© 2021 Computershare. All rights reserved. Confidential. |
Page 26 of 29 |
|
Historical Bond / Collateral Loss Reconciliation Detail |
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|
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 |
|
No realized losses this period |
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|
© 2021 Computershare. All rights reserved. Confidential. |
Page 27 of 29 |
|
Interest Shortfall Detail - Collateral Level |
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|
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) |
|
3 |
0.00 |
0.00 |
19,123.82 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
4 |
0.00 |
0.00 |
17,936.58 |
0.00 |
0.00 |
12,865.63 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
7A |
92,977.89 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
10 |
0.00 |
0.00 |
6,683.14 |
0.00 |
0.00 |
26,359.98 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
26 |
0.00 |
0.00 |
3,500.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
48 |
0.00 |
0.00 |
3,500.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
Total |
92,977.89 |
0.00 |
50,743.54 |
0.00 |
0.00 |
39,225.61 |
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 |
182,947.04 |
||||||||||
|
© 2021 Computershare. All rights reserved. Confidential. |
Page 28 of 29 |
|
Supplemental Notes |
||
|
None |
||
|
© 2021 Computershare. All rights reserved. Confidential. |
Page 29 of 29 |