EX-99.1 2 dma21b26_ex991-202301.htm dma21b26_ex991-202301.htm - Generated by SEC Publisher for SEC Filing

 

     

Distribution Date:

01/18/23

Benchmark 2021-B26 Mortgage Trust

Determination Date:

01/11/23

 

Next Distribution Date:

02/17/23

 

Record Date:

12/30/22

Commercial Mortgage Pass-Through Certificates

 

 

Series 2021-B26

 

         

Table of Contents

 

 

Contacts

 

Section

Pages

Role

Party and Contact Information

 

Certificate Distribution Detail

2-3

Depositor

Deutsche Mortgage & Asset Receiving Corporation

 

Certificate Factor Detail

4

 

Lainie Kaye

cmbs.requests@db.com

Certificate Interest Reconciliation Detail

5

 

60 Wall Street | New York, NY 10005 | United States

 

 

 

Master Servicer

KeyBank National Association

 

Additional Information

6

 

 

 

 

 

 

Michael Tilden

michael_a_tilden@keybank.com

Bond / Collateral Reconciliation - Cash Flows

7

 

 

 

 

 

 

11501 Outlook Street, Suite 300 | Overland Park, KS 66211 | United States

 

Bond / Collateral Reconciliation - Balances

8

General Special Servicer

KeyBank National Association

 

Current Mortgage Loan and Property Stratification

9-13

 

Alan Williams

keybank_notices@keybank.com

Mortgage Loan Detail (Part 1)

14-15

 

11501 Outlook Street, Suite 300 | Overland Park, KS 66211 | United States

 

Mortgage Loan Detail (Part 2)

16-17

Special Servicer

Situs Asset Management LLC

 

Principal Prepayment Detail

18

 

Stacey Ciarlanti

SSNotices@situsamc.com

Historical Detail

19

 

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

 

Delinquency Loan Detail

20

Operating Advisor & Asset

Park Bridge Lender Services LLC

 

 

 

Representations Reviewer

 

 

Collateral Stratification and Historical Detail

21

 

BMARK 2021-B26 - Surveillance Manager

cmbs.notices@parkbridgefinancial.com

Specially Serviced Loan Detail - Part 1

22

 

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

 

Specially Serviced Loan Detail - Part 2

23

Certificate Administrator

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

 

 

 

 

Bank, N.A.

 

Modified Loan Detail

24

 

Corporate Trust Services (CMBS)

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

Historical Liquidated Loan Detail

25

 

 

trustadministrationgroup@wellsfargo.com

 

 

 

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

 

Historical Bond / Collateral Loss Reconciliation Detail

26

 

 

 

 

 

Trust Directing Holder

ECMBS LLC

 

Interest Shortfall Detail - Collateral Level

27

 

 

 

 

 

 

-

 

Supplemental Notes

28

 

 

 

 

 

 

Loan-Specific Directing

Prima Mortgage Investment Trust, LLC c/o Prima Capital Advisors

 

 

 

Holder

LLC

 

 

 

 

-

 

 

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.

   

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Page 1 of 28

 


 

 

                         

 

 

 

 

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

08163EAY1

0.747000%

3,919,000.00

3,458,504.61

52,032.39

2,152.92

0.00

0.00

54,185.31

3,406,472.22

30.02%

30.00%

A-2

08163EAZ8

1.957000%

41,799,000.00

41,799,000.00

0.00

68,167.20

0.00

0.00

68,167.20

41,799,000.00

30.02%

30.00%

A-SB

08163EBB0

2.256000%

5,941,000.00

5,941,000.00

0.00

11,169.08

0.00

0.00

11,169.08

5,941,000.00

30.02%

30.00%

A-3

08163EBA2

2.391000%

145,456,000.00

145,456,000.00

0.00

289,821.08

0.00

0.00

289,821.08

145,456,000.00

30.02%

30.00%

A-4

08163EBC8

2.295000%

143,600,000.00

143,600,000.00

0.00

274,635.00

0.00

0.00

274,635.00

143,600,000.00

30.02%

30.00%

A-5

08163EBD6

2.613000%

313,195,000.00

313,195,000.00

0.00

681,982.11

0.00

0.00

681,982.11

313,195,000.00

30.02%

30.00%

A-M

08163EBF1

2.825000%

84,074,000.00

84,074,000.00

0.00

197,924.21

0.00

0.00

197,924.21

84,074,000.00

21.01%

21.00%

B

08163EBG9

2.576095%

39,702,000.00

39,702,000.00

0.00

85,230.12

0.00

0.00

85,230.12

39,702,000.00

16.76%

16.75%

C

08163EBH7

2.874845%

42,037,000.00

42,037,000.00

0.00

100,708.23

0.00

0.00

100,708.23

42,037,000.00

12.26%

12.25%

D

08163EAH8

2.000000%

29,193,000.00

29,193,000.00

0.00

48,655.00

0.00

0.00

48,655.00

29,193,000.00

9.13%

9.13%

E

08163EBL8

2.000000%

23,353,000.00

23,353,000.00

0.00

38,921.67

0.00

0.00

38,921.67

23,353,000.00

6.63%

6.63%

F

08163EAL9

1.868595%

19,851,000.00

19,851,000.00

0.00

30,911.24

0.00

0.00

30,911.24

19,851,000.00

4.50%

4.50%

G

08163EAN5

1.868595%

9,342,000.00

9,342,000.00

0.00

14,547.02

0.00

0.00

14,547.02

9,342,000.00

3.50%

3.50%

H

08163EBM6

1.868595%

9,342,000.00

9,342,000.00

0.00

14,547.02

0.00

0.00

14,547.02

9,342,000.00

2.50%

2.50%

J*

08163EAQ8

1.868595%

23,353,961.00

23,353,961.00

0.00

36,365.92

0.00

0.00

36,365.92

23,353,961.00

0.00%

0.00%

VRR Interest

08163EAV7

3.368595%

49,166,209.00

49,141,972.40

2,738.55

137,949.52

0.00

0.00

140,688.07

49,139,233.85

0.00%

0.00%

S

08163EAS4

0.000000%

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

R

08163EAU9

0.000000%

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

Regular SubTotal

 

 

983,324,170.00

982,839,438.01

54,770.94

2,033,687.34

0.00

0.00

2,088,458.28

982,784,667.07

 

 

 

 

X-A

08163EBE4

0.885933%

737,984,000.00

737,523,504.61

0.00

544,496.99

0.00

0.00

544,496.99

737,471,472.22

 

 

X-B

08163EBJ3

0.638858%

81,739,000.00

81,739,000.00

0.00

43,516.34

0.00

0.00

43,516.34

81,739,000.00

 

 

X-D

08163EAX3

1.368595%

52,546,000.00

52,546,000.00

0.00

59,928.51

0.00

0.00

59,928.51

52,546,000.00

 

 

 

 

 

 

 

 

 

 

 

 

Certificate Distribution Detail continued to next page

 

 

 

 

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Page 2 of 28

 


 

 

                       

 

 

 

 

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

 

X-F

08163EAB1

1.500000%

19,851,000.00

19,851,000.00

0.00

24,813.75

0.00

0.00

24,813.75

19,851,000.00

 

X-G

08163EAD7

1.500000%

9,342,000.00

9,342,000.00

0.00

11,677.50

0.00

0.00

11,677.50

9,342,000.00

 

X-H

08163EAF2

1.500000%

32,695,961.00

32,695,961.00

0.00

40,869.95

0.00

0.00

40,869.95

32,695,961.00

 

Notional SubTotal

 

934,157,961.00

933,697,465.61

0.00

725,303.04

0.00

0.00

725,303.04

933,645,433.22

 

 

Deal Distribution Total

 

 

 

54,770.94

2,758,990.38

0.00

0.00

2,813,761.32

 

 

 

*

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 3 of 28

 


 

 

                     

 

 

 

 

Certificate Factor Detail

 

 

 

 

 

 

 

 

 

   Cumulative

 

 

 

 

 

 

 

 

 

  Interest Shortfalls

   Interest

 

 

 

 

Class

CUSIP

   Beginning Balance

    Principal Distribution

   Interest Distribution

   / (Paybacks)

  Shortfalls

   Prepayment Penalties

   Losses

   Total Distribution

   Ending Balance

Regular Certificates

 

 

 

 

 

 

 

 

 

A-1

08163EAY1

882.49671090

13.27695586

0.54935443

0.00000000

0.00000000

0.00000000

0.00000000

13.82631028

869.21975504

A-2

08163EAZ8

1,000.00000000

0.00000000

1.63083327

0.00000000

0.00000000

0.00000000

0.00000000

1.63083327

1,000.00000000

A-SB

08163EBB0

1,000.00000000

0.00000000

1.88000000

0.00000000

0.00000000

0.00000000

0.00000000

1.88000000

1,000.00000000

A-3

08163EBA2

1,000.00000000

0.00000000

1.99250000

0.00000000

0.00000000

0.00000000

0.00000000

1.99250000

1,000.00000000

A-4

08163EBC8

1,000.00000000

0.00000000

1.91250000

0.00000000

0.00000000

0.00000000

0.00000000

1.91250000

1,000.00000000

A-5

08163EBD6

1,000.00000000

0.00000000

2.17749999

0.00000000

0.00000000

0.00000000

0.00000000

2.17749999

1,000.00000000

A-M

08163EBF1

1,000.00000000

0.00000000

2.35416669

0.00000000

0.00000000

0.00000000

0.00000000

2.35416669

1,000.00000000

B

08163EBG9

1,000.00000000

0.00000000

2.14674626

0.00000000

0.00000000

0.00000000

0.00000000

2.14674626

1,000.00000000

C

08163EBH7

1,000.00000000

0.00000000

2.39570450

0.00000000

0.00000000

0.00000000

0.00000000

2.39570450

1,000.00000000

D

08163EAH8

1,000.00000000

0.00000000

1.66666667

0.00000000

0.00000000

0.00000000

0.00000000

1.66666667

1,000.00000000

E

08163EBL8

1,000.00000000

0.00000000

1.66666681

0.00000000

0.00000000

0.00000000

0.00000000

1.66666681

1,000.00000000

F

08163EAL9

1,000.00000000

0.00000000

1.55716286

0.00000000

0.00000000

0.00000000

0.00000000

1.55716286

1,000.00000000

G

08163EAN5

1,000.00000000

0.00000000

1.55716335

0.00000000

0.00000000

0.00000000

0.00000000

1.55716335

1,000.00000000

H

08163EBM6

1,000.00000000

0.00000000

1.55716335

0.00000000

0.00000000

0.00000000

0.00000000

1.55716335

1,000.00000000

J

08163EAQ8

1,000.00000000

0.00000000

1.55716283

0.00000000

0.00000000

0.00000000

0.00000000

1.55716283

1,000.00000000

VRR Interest

08163EAV7

999.50704761

0.05569984

2.80577907

0.00000000

0.00000000

0.00000000

0.00000000

2.86147891

999.45134777

S

08163EAS4

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

R

08163EAU9

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

 

Notional Certificates

 

 

 

 

 

 

 

 

 

X-A

08163EBE4

999.37600898

0.00000000

0.73781680

0.00000000

0.00000000

0.00000000

0.00000000

0.73781680

999.30550286

X-B

08163EBJ3

1,000.00000000

0.00000000

0.53238160

0.00000000

0.00000000

0.00000000

0.00000000

0.53238160

1,000.00000000

X-D

08163EAX3

1,000.00000000

0.00000000

1.14049614

0.00000000

0.00000000

0.00000000

0.00000000

1.14049614

1,000.00000000

X-F

08163EAB1

1,000.00000000

0.00000000

1.25000000

0.00000000

0.00000000

0.00000000

0.00000000

1.25000000

1,000.00000000

X-G

08163EAD7

1,000.00000000

0.00000000

1.25000000

0.00000000

0.00000000

0.00000000

0.00000000

1.25000000

1,000.00000000

X-H

08163EAF2

1,000.00000000

0.00000000

1.24999996

0.00000000

0.00000000

0.00000000

0.00000000

1.24999996

1,000.00000000

 

 

 

 

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Page 4 of 28

 


 

 

                         

 

 

 

 

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

12/01/22 - 12/30/22

30

0.00

2,152.92

0.00

2,152.92

0.00

0.00

0.00

2,152.92

0.00

 

A-2

12/01/22 - 12/30/22

30

0.00

68,167.20

0.00

68,167.20

0.00

0.00

0.00

68,167.20

0.00

 

A-SB

12/01/22 - 12/30/22

30

0.00

11,169.08

0.00

11,169.08

0.00

0.00

0.00

11,169.08

0.00

 

A-3

12/01/22 - 12/30/22

30

0.00

289,821.08

0.00

289,821.08

0.00

0.00

0.00

289,821.08

0.00

 

A-4

12/01/22 - 12/30/22

30

0.00

274,635.00

0.00

274,635.00

0.00

0.00

0.00

274,635.00

0.00

 

A-5

12/01/22 - 12/30/22

30

0.00

681,982.11

0.00

681,982.11

0.00

0.00

0.00

681,982.11

0.00

 

X-A

12/01/22 - 12/30/22

30

0.00

544,496.99

0.00

544,496.99

0.00

0.00

0.00

544,496.99

0.00

 

X-B

12/01/22 - 12/30/22

30

0.00

43,516.34

0.00

43,516.34

0.00

0.00

0.00

43,516.34

0.00

 

X-D

12/01/22 - 12/30/22

30

0.00

59,928.51

0.00

59,928.51

0.00

0.00

0.00

59,928.51

0.00

 

X-F

12/01/22 - 12/30/22

30

0.00

24,813.75

0.00

24,813.75

0.00

0.00

0.00

24,813.75

0.00

 

X-G

12/01/22 - 12/30/22

30

0.00

11,677.50

0.00

11,677.50

0.00

0.00

0.00

11,677.50

0.00

 

X-H

12/01/22 - 12/30/22

30

0.00

40,869.95

0.00

40,869.95

0.00

0.00

0.00

40,869.95

0.00

 

A-M

12/01/22 - 12/30/22

30

0.00

197,924.21

0.00

197,924.21

0.00

0.00

0.00

197,924.21

0.00

 

B

12/01/22 - 12/30/22

30

0.00

85,230.12

0.00

85,230.12

0.00

0.00

0.00

85,230.12

0.00

 

C

12/01/22 - 12/30/22

30

0.00

100,708.23

0.00

100,708.23

0.00

0.00

0.00

100,708.23

0.00

 

D

12/01/22 - 12/30/22

30

0.00

48,655.00

0.00

48,655.00

0.00

0.00

0.00

48,655.00

0.00

 

E

12/01/22 - 12/30/22

30

0.00

38,921.67

0.00

38,921.67

0.00

0.00

0.00

38,921.67

0.00

 

F

12/01/22 - 12/30/22

30

0.00

30,911.24

0.00

30,911.24

0.00

0.00

0.00

30,911.24

0.00

 

G

12/01/22 - 12/30/22

30

0.00

14,547.02

0.00

14,547.02

0.00

0.00

0.00

14,547.02

0.00

 

H

12/01/22 - 12/30/22

30

0.00

14,547.02

0.00

14,547.02

0.00

0.00

0.00

14,547.02

0.00

 

J

12/01/22 - 12/30/22

30

0.00

36,365.92

0.00

36,365.92

0.00

0.00

0.00

36,365.92

0.00

 

VRR Interest

12/01/22 - 12/30/22

30

0.00

137,949.52

0.00

137,949.52

0.00

0.00

0.00

137,949.52

0.00

 

Totals

 

 

0.00

2,758,990.38

0.00

2,758,990.38

0.00

0.00

0.00

2,758,990.38

0.00

 

 

 

 

 

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Page 5 of 28

 


 

 

       

 

Additional Information

 

 

 

Gain-on-Sale Proceeds Reserve Account Summary

 

Total Available Distribution Amount (1)

2,813,761.32

Beginning Reserve Account Balance

0.00

Non-VRR Aggregate Available Funds

2,673,073.24

Deposit Amount

0.00

VRR Aggregate Available Funds

140,688.07

Withdrawal Amount

0.00

 

 

Ending Reserve Account Balance

0.00

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

 

 

 

 

 

 

 

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Page 6 of 28

 


 

 

       

Bond / Collateral Reconciliation - Cash Flows

 

 

Total Funds Collected

 

Total Funds Distributed

 

Interest

 

Fees

 

Interest Paid or Advanced

2,866,210.66

Master Servicing Fee

6,926.00

Interest Reductions due to Nonrecoverability Determination

0.00

Certificate Administrator Fee

6,415.21

Interest Adjustments

0.00

Trustee Fee

0.00

Deferred Interest

0.00

CREFC® Intellectual Property Royalty License Fee

423.17

ARD Interest

0.00

Operating Advisor Fee

1,489.55

Net Prepayment Interest Excess / (Shortfall)

0.00

Asset Representations Reviewer Fee

0.00

Extension Interest

0.00

 

 

Interest Reserve Withdrawal

0.00

 

 

Total Interest Collected

2,866,210.66

Total Fees

15,253.93

 

Principal

 

Expenses/Reimbursements

 

Scheduled Principal

54,770.94

Reimbursement for Interest on Advances

0.00

Unscheduled Principal Collections

 

ASER Amount

0.00

Principal Prepayments

0.00

Special Servicing Fees (Monthly)

0.00

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

54,770.94

Total Expenses/Reimbursements

0.00

 

 

 

Interest Reserve Deposit

91,966.35

 

 

Gain on Sale Proceeds Reserve Account Deposit

0.00

 

Other

 

Payments to Certificateholders and Others

 

Prepayment Penalties / Yield Maintenance

0.00

Interest Distribution

2,758,990.38

Borrower Option Extension Fees

0.00

Principal Distribution

54,770.94

Gain on Sale Proceeds

0.00

Prepayment Penalties / Yield Maintenance

0.00

Net SWAP Counterparty Payments Received

0.00

Borrower Option Extension Fees

0.00

 

 

Net SWAP Counterparty Payments Paid

0.00

Total Other Collected

0.00

Total Payments to Certificateholders and Others

2,813,761.32

Total Funds Collected

2,920,981.60

Total Funds Distributed

2,920,981.60

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Page 7 of 28

 


 

 

           

 

 

Bond / Collateral Reconciliation - Balances

 

 

 

 

Collateral Reconciliation

 

Certificate Reconciliation

 

 

 

 

       Total

 

         Total

Beginning Scheduled Collateral Balance

982,839,438.89

982,839,438.89

Beginning Certificate Balance

982,839,438.01

(-) Scheduled Principal Collections

54,770.94

54,770.94

(-) Principal Distributions

54,770.94

(-) 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

982,784,667.95

982,784,667.95

Certificate Other Adjustments**

0.00

Beginning Actual Collateral Balance

982,839,438.89

982,839,438.89

Ending Certificate Balance

982,784,667.07

Ending Actual Collateral Balance

982,784,667.95

982,784,667.95

 

 

 

 

 

 

 

NRA/WODRA Reconciliation

 

Under / Over Collateralization Reconciliation

 

 

 

Non-Recoverable Advances (NRA) from

Workout Delayed Reimbursement of Advances

 

 

 

 

Principal

(WODRA) from Principal

Beginning UC / (OC)

(0.88)

Beginning Cumulative Advances

0.00

0.00

UC / (OC) Change

0.00

Current Period Advances

0.00

0.00

Ending UC / (OC)

(0.88)

Ending Cumulative Advances

0.00

0.00

Net WAC Rate

3.37%

 

 

 

 

UC / (OC) Interest

0.00

(1)

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

 

 

 

(2)

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

 

 

 

**

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

 

 

 

 

 

 

 

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Page 8 of 28

 


 

 

                             

 

 

 

 

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

 

7,499,999 or less

8

45,067,818.95

4.59%

100

3.9105

2.361125

1.49 or less

6

107,839,418.95

10.97%

91

3.1433

1.347314

7,500,000 to 14,999,999

11

134,855,000.00

13.72%

99

3.6715

2.232970

1.50 to 1.74

3

48,400,000.00

4.92%

72

4.1397

1.573636

15,000,000 to 24,999,999

10

199,249,520.00

20.27%

83

3.3888

2.442341

1.75 to 2.49

17

563,981,829.00

57.39%

85

3.2962

2.242376

25,000,000 to 49,999,999

10

355,612,329.00

36.18%

93

3.4822

2.589470

2.50 to 3.49

13

203,983,420.00

20.76%

100

3.5827

2.866896

 

50,000,000 or greater

3

248,000,000.00

25.23%

81

2.9976

2.168629

3.50 and greater

3

58,580,000.00

5.96%

95

3.3996

4.812639

 

Totals

42

982,784,667.95

100.00%

89

3.3866

2.394055

Totals

42

982,784,667.95

100.00%

89

3.3866

2.394055

(1)

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

 

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

 

 

 

 

(2)

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

 

 

 

 

 

(3)

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

 

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

 

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

 

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

 

 

 

 

 

 

 

 

(4)

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 9 of 28

 


 

 

                           

 

 

 

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

Alabama

4

7,568,395.03

0.77%

69

3.3363

2.393052

Totals

127

982,784,667.95

100.00%

89

3.3866

2.394055

Arizona

1

6,597,150.00

0.67%

100

3.8800

2.670000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Property Type³

 

 

 

Arkansas

3

2,172,212.40

0.22%

64

3.3300

2.400000

 

 

 

 

 

 

 

California

6

180,800,278.00

18.40%

95

3.3029

2.037051

 

# Of

Scheduled

% Of

 

 

Weighted Avg

 

 

 

 

 

 

 

Property Type

 

 

 

WAM²

WAC

 

Connecticut

1

25,000,000.00

2.54%

100

3.3300

2.360000

 

Properties

Balance

Agg. Bal.

 

 

DSCR¹

Florida

6

69,138,406.82

7.03%

100

3.5493

2.447262

Industrial

47

260,380,730.04

26.49%

82

3.2466

2.267948

Georgia

24

60,770,164.95

6.18%

84

3.1571

2.775691

Lodging

1

20,000,000.00

2.04%

86

3.1390

4.770000

Illinois

1

3,214,011.17

0.33%

100

3.3750

2.350000

Mixed Use

1

16,000,000.00

1.63%

100

3.3910

2.920000

Kentucky

11

13,378,853.62

1.36%

64

3.3300

2.400000

Multi-Family

12

86,500,000.00

8.80%

85

3.8864

1.770416

Louisiana

2

3,142,894.82

0.32%

100

3.3750

2.350000

Office

18

412,893,231.15

42.01%

91

3.2920

2.171643

Michigan

1

10,694,051.00

1.09%

64

3.7720

2.160000

Other

1

13,200,000.00

1.34%

99

4.2300

1.650000

Mississippi

3

2,443,738.94

0.25%

64

3.3300

2.400000

Retail

38

112,502,306.80

11.45%

93

3.4336

3.214890

New Mexico

2

7,000,000.00

0.71%

100

3.8000

2.750000

Self Storage

9

61,308,400.00

6.24%

100

3.7250

3.122090

New York

19

244,050,000.00

24.83%

89

3.6796

2.389789

Totals

127

982,784,667.95

100.00%

89

3.3866

2.394055

North Carolina

1

6,800,000.00

0.69%

100

3.6600

3.250000

 

 

 

 

 

 

 

Ohio

4

14,891,136.72

1.52%

70

3.6279

2.233640

 

 

 

 

 

 

 

Oklahoma

1

2,369,905.00

0.24%

100

3.3750

2.350000

 

 

 

 

 

 

 

Oregon

1

10,000,000.00

1.02%

100

3.5600

2.580000

 

 

 

 

 

 

 

Pennsylvania

6

57,250,162.69

5.83%

93

3.6921

2.604488

 

 

 

 

 

 

 

South Carolina

1

1,029,558.73

0.10%

100

3.3750

2.350000

 

 

 

 

 

 

 

Tennessee

12

55,437,377.78

5.64%

83

3.1064

3.398117

 

 

 

 

 

 

 

Texas

5

14,097,179.07

1.43%

100

3.8112

1.970648

 

 

 

 

 

 

 

Virginia

10

86,470,000.66

8.80%

79

2.9739

2.282792

 

 

 

 

 

 

 

Washington

1

93,000,000.00

9.46%

87

3.0048

2.240000

 

 

 

 

 

 

 

West Virginia

1

5,469,190.59

0.56%

63

2.4838

2.300000

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 10 of 28

 


 

 

                             

 

 

 

 

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

 

3.4990% or less

16

504,626,119.00

51.35%

86

3.0437

2.447238

12 months or less

0

0.00

0.00%

0

0.0000

0.000000

 

3.5000% to 4.2499%

25

472,319,130.00

48.06%

92

3.7411

2.349400

13 months to 24 months

41

962,784,667.95

97.96%

89

3.3918

2.344699

 

4.2500% or greater

1

5,839,418.95

0.59%

100

4.3530

1.410000

25 months to 36 months

1

20,000,000.00

2.04%

86

3.1390

4.770000

 

Totals

42

982,784,667.95

100.00%

89

3.3866

2.394055

37 months to 48 months

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

49 months or greater

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

Totals

42

982,784,667.95

100.00%

89

3.3866

2.394055

(1)

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

 

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

 

 

 

 

(2)

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

 

 

 

 

 

(3)

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

 

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

 

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

 

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

 

 

 

 

 

 

 

 

(4)

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 11 of 28

 


 

 

                             

 

 

 

 

Current Mortgage Loan and Property Stratification

 

 

 

 

 

 

 

 

 

Anticipated Remaining Term (ARD and Balloon Loans)

 

 

 

Remaining Amortization Term (ARD and Balloon Loans)

 

 

 

Anticipated

# Of

Scheduled

% Of

 

 

Weighted Avg

Remaining

# Of

Scheduled

% Of

 

 

Weighted Avg

 

 

 

 

 

WAM²

WAC

 

 

 

 

 

WAM²

WAC

 

 

Remaining Term

Loans

Balance

Agg. Bal.

 

 

DSCR¹

Amortization Term

Loans

Balance

Agg. Bal.

 

 

DSCR¹

 

82 months or less

5

200,510,545.12

20.40%

58

3.1126

2.226675

Interest Only

35

887,715,770.88

90.33%

89

3.3513

2.384822

83 months to 105 months

37

782,274,122.83

79.60%

97

3.4568

2.436957

332 months or less

0

0.00

0.00%

0

0.0000

0.000000

 

106 months or more

0

0.00

0.00%

0

0.0000

0.000000

333 months or more

7

95,068,897.07

9.67%

89

3.7160

2.480270

 

Totals

42

982,784,667.95

100.00%

89

3.3866

2.394055

Totals

42

982,784,667.95

100.00%

89

3.3866

2.394055

(1)

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

 

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

 

 

 

 

(2)

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

 

 

 

 

 

(3)

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

 

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

 

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

 

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

 

 

 

 

 

 

 

 

(4)

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 12 of 28

 


 

 

                         

 

 

 

 

Current Mortgage Loan and Property Stratification

 

 

 

 

 

 

 

 

Age of Most Recent NOI

 

 

 

 

Remaining Stated Term (Fully Amortizing Loans)

 

 

Age of Most

# Of

Scheduled

% Of

 

 

Weighted Avg

Age of Most

# Of

Scheduled

% Of

Weighted Avg

 

 

 

 

 

WAM²

WAC

 

 

 

 

WAM²

WAC

 

Recent NOI

Loans

Balance

Agg. Bal.

 

 

DSCR¹

Recent NOI

Loans

Balance

Agg. Bal.

DSCR¹

 

12 months or less

42

982,784,667.95

100.00%

89

3.3866

2.394055

 

 

 

   None

 

 

13 months 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

982,784,667.95

100.00%

89

3.3866

2.394055

 

 

 

 

 

(1)

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

 

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

 

(2)

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

 

 

 

(3)

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

 

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

 

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

 

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

 

 

 

 

 

 

(4)

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

 

 

 

 

 

 

 

 

 

 

 

 

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Page 13 of 28

 


 

 

                                 

 

 

 

 

 

 

Mortgage Loan Detail (Part 1)

 

 

 

 

 

 

 

 

 

 

Prop

 

 

 

 

 

 

 

 

Original        Adjusted

Beginning

Ending

Paid

 

 

 

Type

 

 

Interest

 

  Scheduled

     Scheduled

     Principal

Anticipated    Maturity        Maturity

Scheduled

Scheduled

Through

Pros ID

Loan ID

Loan Group

(1)

  City

State             Accrual Type       Gross Rate

  Interest

    Principal

    Adjustments           Repay Date       Date

Date

Balance

Balance

Date

2

10225378

1

IN

Various

Various

Actual/360

2.484%

203,188.64

0.00

0.00

N/A

04/09/28

--

95,000,000.00

95,000,000.00

01/09/23

3

10225379

1

OF

Seattle

WA

Actual/360

3.005%

240,637.04

0.00

0.00

04/06/30

05/06/33

--

93,000,000.00

93,000,000.00

01/06/22

4

10225380

1

IN

Hopewell Junction

NY

Actual/360

3.800%

196,333.33

0.00

0.00

N/A

05/06/31

--

60,000,000.00

60,000,000.00

01/06/23

5

10225381

1

Various     Various

Various

Actual/360

3.375%

123,384.96

0.00

0.00

N/A

05/01/31

--

42,455,040.88

42,455,040.88

01/01/23

6

10225382

1

IN

Various

Various

Actual/360

3.530%

128,722.34

0.00

0.00

N/A

05/06/31

--

42,346,743.00

42,346,743.00

01/06/23

7

10225383

1

SS

Various

Various

Actual/360

3.660%

129,218.33

0.00

0.00

N/A

05/06/31

--

41,000,000.00

41,000,000.00

01/06/23

8

10225384

1

OF

Sacramento

CA

Actual/360

3.820%

128,617.28

0.00

0.00

N/A

05/06/31

--

39,100,000.00

39,100,000.00

01/06/23

9

10225385

1

OF

Falls Church

VA

Actual/360

3.623%

116,056.77

0.00

0.00

N/A

05/06/31

--

37,200,000.00

37,200,000.00

01/06/23

10

10224615

1

IN

Various

Various

Actual/360

3.772%

103,580.53

0.00

0.00

N/A

05/06/28

--

31,889,467.00

31,889,467.00

01/06/23

A-1-C3

10224322

1

OF

Burlingame

CA

Actual/360

3.017%

103,912.00

0.00

0.00

07/06/30

01/06/33

--

40,000,000.00

40,000,000.00

01/06/23

11

10225386

1

Various     Various

Various

Actual/360

3.330%

85,072.67

46,810.05

0.00

N/A

05/06/28

--

29,667,888.17

29,621,078.12

01/06/23

12

10225387

1

RT

Nanuet

NY

Actual/360

3.278%

76,213.50

0.00

0.00

N/A

05/01/31

--

27,000,000.00

27,000,000.00

01/01/23

13

10225388

1

OF

New Haven

CT

Actual/360

3.330%

71,687.50

0.00

0.00

N/A

05/01/31

--

25,000,000.00

25,000,000.00

01/01/23

14

10225389

1

OF

Yonkers

NY

Actual/360

3.500%

72,484.03

0.00

0.00

N/A

05/06/31

--

24,050,000.00

24,050,000.00

01/06/23

15

10225390

1

OF

Brooklyn

NY

Actual/360

3.510%

66,495.00

0.00

0.00

N/A

05/06/26

--

22,000,000.00

22,000,000.00

01/06/23

16

10225391

1

MF

New York

NY

Actual/360

4.182%

79,225.67

0.00

0.00

N/A

05/01/26

--

22,000,000.00

22,000,000.00

01/01/23

17

10225392

1

LO

Nashville

TN

Actual/360

3.139%

54,060.56

0.00

0.00

N/A

03/06/30

--

20,000,000.00

20,000,000.00

01/06/23

18

10225393

1

OF

Palm Beach Gardens

FL

Actual/360

3.126%

48,453.00

0.00

0.00

N/A

06/01/31

--

18,000,000.00

18,000,000.00

01/01/23

19

10225394

1

MU

Carlsbad

CA

Actual/360

3.391%

46,720.44

0.00

0.00

N/A

05/01/31

--

16,000,000.00

16,000,000.00

01/01/23

20

10225395

1

OF

San Diego

CA

Actual/360

3.432%

46,620.38

0.00

0.00

N/A

06/01/31

--

15,775,000.00

15,775,000.00

01/01/23

A-2-C2

10224327

1

 

 

 

Actual/360

3.017%

62,347.20

0.00

0.00

07/06/30

01/06/33

--

24,000,000.00

24,000,000.00

01/06/23

21

10224698

1

IN

Various

Various

Actual/360

3.605%

47,882.42

0.00

0.00

N/A

05/06/31

--

15,424,520.00

15,424,520.00

01/06/23

22

10225396

1

RT

Miami

FL

Actual/360

3.478%

42,752.83

0.00

0.00

N/A

05/06/31

--

14,275,000.00

14,275,000.00

01/06/23

23

10225397

1

MF

Brooklyn

NY

Actual/360

3.600%

43,710.00

0.00

0.00

N/A

05/06/31

--

14,100,000.00

14,100,000.00

01/06/23

24

10225398

1

MF

Sunnyside

NY

Actual/360

3.700%

43,012.50

0.00

0.00

N/A

05/06/31

--

13,500,000.00

13,500,000.00

01/06/23

25

10225399

1

MF

Various

NY

Actual/360

3.979%

45,227.97

0.00

0.00

N/A

05/06/31

--

13,200,000.00

13,200,000.00

01/06/23

26

10225400

1

98

Kissimmee

FL

Actual/360

4.230%

48,081.00

0.00

0.00

N/A

04/06/31

--

13,200,000.00

13,200,000.00

01/06/23

27

10225401

1

OF

Brooklyn

NY

Actual/360

3.210%

34,552.08

0.00

0.00

N/A

03/06/31

--

12,500,000.00

12,500,000.00

01/06/23

 

 

 

 

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Page 14 of 28

 


 

 

                                   

 

 

 

 

 

 

 

Mortgage Loan Detail (Part 1)

 

 

 

 

 

 

 

 

 

 

Prop

 

 

 

 

 

 

 

 

 

Original         Adjusted

Beginning

Ending

Paid

 

 

 

Type

 

 

 

      Interest

 

    Scheduled

     Scheduled

      Principal

Anticipated    Maturity         Maturity

Scheduled

Scheduled

Through

Pros ID

Loan ID

Loan Group

(1)

 City

 

State      Accrual Type        Gross Rate

   Interest

    Principal

     Adjustments          Repay Date       Date

Date

Balance

Balance

Date

28

10225402

1

OF

New York

NY

Actual/360

3.650%

37,716.67

0.00

0.00

N/A

05/06/31

--

12,000,000.00

12,000,000.00

01/06/23

29

10224474

1

RT

Philadelphia

PA

Actual/360

4.133%

41,212.90

0.00

0.00

05/06/31

07/31/33

--

11,580,000.00

11,580,000.00

01/06/23

30

10225403

1

MF

Sunnyside

NY

Actual/360

3.700%

33,454.17

0.00

0.00

N/A

05/06/31

--

10,500,000.00

10,500,000.00

01/06/23

A-3-C2

10224333

1

 

 

 

 

Actual/360

3.017%

57,151.60

0.00

0.00

07/06/30

01/06/33

--

22,000,000.00

22,000,000.00

01/06/23

31

10225404

1

IN

Bend

 

OR

Actual/360

3.560%

30,655.56

0.00

0.00

N/A

05/06/31

--

10,000,000.00

10,000,000.00

01/06/23

32

10225405

1

MF

Amherst

 

NY

Actual/360

3.909%

24,235.80

0.00

0.00

N/A

05/06/31

--

7,200,000.00

7,200,000.00

01/06/23

33

10225406

1

SS

Various

 

NM

Actual/360

3.800%

22,905.56

0.00

0.00

N/A

05/06/31

--

7,000,000.00

7,000,000.00

01/06/23

34

10225407

1

SS

Lake Havasu City

AZ

Actual/360

3.880%

22,041.81

0.00

0.00

N/A

05/06/31

--

6,597,150.00

6,597,150.00

01/06/23

35

10225408

1

MF

Brooklyn

NY

Actual/360

3.990%

20,615.00

0.00

0.00

N/A

05/06/31

--

6,000,000.00

6,000,000.00

01/06/23

36

10225409

1

OF

Sugar Land

TX

Actual/360

4.353%

21,918.42

7,960.89

0.00

N/A

05/06/31

--

5,847,379.84

5,839,418.95

01/06/23

37

10225410

1

IN

Lebanon

TN

Actual/360

3.570%

17,584.23

0.00

0.00

N/A

05/06/31

--

5,720,000.00

5,720,000.00

01/06/23

38

10225411

1

SS

Saint Marys

GA

Actual/360

3.900%

16,344.17

0.00

0.00

N/A

04/06/31

--

4,866,750.00

4,866,750.00

01/06/23

39

10225412

1

SS

Bethlehem

PA

Actual/360

3.870%

6,146.80

0.00

0.00

N/A

05/06/31

--

1,844,500.00

1,844,500.00

01/06/23

A-3-C4

10224335

1

 

 

 

 

Actual/360

3.017%

25,978.00

0.00

0.00

07/06/30

01/06/33

--

10,000,000.00

10,000,000.00

01/06/23

Totals

 

 

 

 

 

 

 

 

2,866,210.66

54,770.94

0.00

 

 

 

982,839,438.89

982,784,667.95

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 15 of 28

 


 

 

                           

 

 

 

 

 

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

2

1

0.00

23,019,332.20

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

3

1

24,695,894.00

13,442,681.00

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

4

1

6,719,228.70

3,385,324.78

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

5

1

0.00

2,596,602.01

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

6

1

0.00

2,898,571.78

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

7

1

0.00

3,826,330.90

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

8

1

0.00

3,323,626.87

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

9

1

5,816,752.81

1,783,895.26

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

A-1-C3

1

(966,156.94)

20,573,284.95

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

10

1

0.00

2,044,462.66

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

11

1

0.00

2,359,838.77

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

12

1

4,325,611.21

2,555,922.12

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

13

1

2,194,290.96

1,711,145.00

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

14

1

0.00

1,668,845.03

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

15

1

0.00

516,829.38

07/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

16

1

1,591,590.00

1,432,767.85

07/01/21

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

17

1

17,113,929.00

24,303,705.00

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

18

1

1,857,063.00

845,891.00

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

19

1

1,567,393.00

1,259,066.00

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

20

1

1,122,808.00

1,252,896.00

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

A-2-C2

1

(966,156.94)

12,951,169.08

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

21

1

1,307,599.02

838,718.21

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

22

1

1,598,986.43

952,072.85

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

23

1

1,133,944.48

849,749.92

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

24

1

1,041,916.56

838,992.60

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

25

1

0.00

213,930.27

07/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

26

1

0.00

698,461.00

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

27

1

9,363,916.31

4,641,936.27

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

 

 

 

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Page 16 of 28

 


 

 

                           

 

 

 

 

 

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

28

1

1,165,178.69

316,252.60

07/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

29

1

0.00

1,786,800.00

07/01/21

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

A-3-C2

1

0.00

12,951,169.08

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

30

1

739,387.74

551,028.35

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

31

1

1,009,142.78

742,950.33

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

32

1

600,244.66

462,022.40

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

33

1

0.00

569,251.23

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

34

1

0.00

706,096.60

10/01/21

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

35

1

473,318.99

111,642.07

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

36

1

539,115.32

263,312.27

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

37

1

714,572.50

579,584.60

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

38

1

410,183.31

674,448.25

10/01/21

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

39

1

128,796.44

175,399.23

10/01/21

09/30/22

--

0.00

0.00

0.00

0.00

1,143.39

0.00

 

A-3-C4

1

0.00

12,951,169.08

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

Totals

 

85,298,550.03

169,627,174.85

 

 

 

0.00

0.00

0.00

0.00

1,143.39

0.00

 

 

 

 

 

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Page 17 of 28

 


 

 

           

 

 

 

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 18 of 28

 


 

 

                                           

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

01/18/23

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

3.386614%

3.368590%

89

12/16/22

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

3.386619%

3.368595%

90

11/18/22

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

3.386625%

3.368601%

91

10/17/22

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

3.386630%

3.368607%

92

09/16/22

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

3.386635%

3.368613%

93

08/17/22

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

3.386640%

3.368618%

94

07/15/22

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

3.386643%

3.368621%

95

06/17/22

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

3.386648%

3.368627%

96

05/17/22

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

3.386656%

3.368635%

97

04/15/22

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

3.386664%

3.368643%

98

03/17/22

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

3.386672%

3.368651%

99

02/17/22

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

3.386681%

3.368660%

100

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 19 of 28

 


 

 

                               

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

No delinquent loans this period

 

 

 

 

 

 

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 20 of 28

 


 

 

                 

 

 

 

 

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

 

0

0

 

0

 

0

 

37 - 48 Months

 

44,000,000

44,000,000

 

0

 

0

 

49 - 60 Months

 

0

0

 

0

 

0

 

> 60 Months

 

938,784,668

938,784,668

 

0

 

0

 

 

 

 

 

Historical Delinquency Information

 

 

 

 

 

 

 

 

      Total

   Current

     30-59 Days

60-89 Days

90+ Days

 

     REO/Foreclosure

 

 

Jan-23

982,784,668

982,784,668

0

0

0

 

0

 

Dec-22

982,839,439

982,839,439

0

0

0

 

0

 

Nov-22

982,897,493

982,897,493

0

0

0

 

0

 

Oct-22

982,951,927

982,951,927

0

0

0

 

0

 

Sep-22

983,009,655

983,009,655

0

0

0

 

0

 

Aug-22

983,063,754

983,063,754

0

0

0

 

0

 

Jul-22

983,163,676

983,163,676

0

0

0

 

0

 

Jun-22

983,220,798

983,220,798

0

0

0

 

0

 

May-22

983,228,545

983,228,545

0

0

0

 

0

 

Apr-22

983,236,976

983,236,976

0

0

0

 

0

 

Mar-22

983,244,663

983,244,663

0

0

0

 

0

 

Feb-22

983,254,464

983,254,464

0

0

0

 

0

 

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

 

 

 

 

 

 

 

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Page 21 of 28

 


 

 

                     

 

 

 

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

 

 

 

 

No specially serviced loans this period

 

 

 

 

 

 

 

 

 

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Page 22 of 28

 


 

 

                 

 

 

 

 

 

Specially Serviced Loan Detail - Part 2

 

 

 

 

 

 

Servicing

 

 

 

 

 

 

Property

 

Transfer

Resolution

 

 

 

Pros ID

Loan ID

Type¹

State

Date

Strategy Code²

 

Special Servicing Comments

 

 

 

 

 

 

No specially serviced loans this period

 

 

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 23 of 28

 


 

 

                 

 

 

 

 

Modified Loan Detail

 

 

 

 

 

 

Pre-Modification

                       Post-Modification

 

Modification

Modification

 

 

 

 

 

Modification

Modification Booking

Closing

Effective

 

 

Balance

Rate

Balance

               Rate

 

 

 

Pros ID

Loan Number

 

 

 

Code¹

Date

Date

Date

 

 

 

 

No modified loans this period

 

 

 

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 24 of 28

 


 

 

                       

 

 

 

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

 

 

 

 

No liquidated loans this period

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

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Page 25 of 28

 


 

 

                     

 

 

 

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

 

 

 

 

 

No realized losses this period

 

 

 

 

 

 

 

 

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Page 26 of 28

 


 

 

                         

 

 

 

 

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)

 

 

 

 

 

No interest shortfalls this period

 

 

 

 

 

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.

 

 

 

 

 

 

 

 

 

 

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Page 27 of 28

 


 

 

     

 

Supplemental Notes

 

 

None

 

 

 

 

 

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Page 28 of 28