Distribution Date:

09/16/22

JPMBB Commercial Mortgage Securities Trust

Determination Date:

09/12/22

 

Next Distribution Date:

10/17/22

 

Record Date:

08/31/22

Commercial Mortgage Pass-Through Certificates

 

 

Series 2013-C14

 

         

Table of Contents

 

 

 

 

Section

Pages

Role

Party and Contact Information

 Contacts

Certificate Distribution Detail

2

Depositor

J.P. Morgan Chase Commercial Mortgage Securities Corp.

 

Certificate Factor Detail

3

 

Brian Baker

(212) 834-3813

Certificate Interest Reconciliation Detail

4

 

383 Madison Avenue, 8th Floor | New York, NY 10179 | United States

 

 

Master Servicer

Midland Loan Services

 

Additional Information

5

 

 

 

 

 

 

askmidlandls.com

(913) 253-9000

Bond / Collateral Reconciliation - Cash Flows

6

 

 

 

 

 

 

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

Bond / Collateral Reconciliation - Balances

7

Special Servicer

Midland Loan Services

 

Current Mortgage Loan and Property Stratification

8-12

 

askmidlandls.com

(913) 253-9000

Mortgage Loan Detail (Part 1)

13

 

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

Mortgage Loan Detail (Part 2)

14

Senior Trust Advisor

Pentalpha Surveillance LLC

 

Principal Prepayment Detail

15

 

Don Simon

(203) 660-6100

Historical Detail

16

 

PO Box 4839 | Greenwich, CT 06831 | United States

 

Delinquency Loan Detail

17

Certificate Administrator

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

 

 

 

 

Bank, N.A.

 

Collateral Stratification and Historical Detail

18

 

Corporate Trust Services (CMBS)

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

Specially Serviced Loan Detail - Part 1

19

 

 

trustadministrationgroup@wellsfargo.com

 

 

 

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

 

Specially Serviced Loan Detail - Part 2

20

 

 

 

Modified Loan Detail

21

 

 

 

Historical Liquidated Loan Detail

22

 

 

 

Historical Bond / Collateral Loss Reconciliation Detail

23

 

 

 

Interest Shortfall Detail - Collateral Level

24

 

 

 

Supplemental Notes

25

 

 

 

 

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 25

 


 

 

                         

 

 

 

 

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

46640LAA0

1.260400%

80,032,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-2

46640LAB8

3.019300%

278,327,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-3

46640LAC6

4.095700%

75,000,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-4

46640LAD4

4.132700%

288,526,000.00

217,489,066.70

0.00

749,014.22

0.00

0.00

749,014.22

217,489,066.70

58.13%

30.00%

A-SB

46640LAE2

3.760700%

81,821,000.00

19,005,359.52

1,095,399.58

59,561.21

0.00

0.00

1,154,960.79

17,909,959.94

58.13%

30.00%

A-S

46640LAH5

4.409300%

80,371,000.00

80,371,000.00

0.00

295,316.54

0.00

0.00

295,316.54

80,371,000.00

43.83%

23.00%

B

46640LAJ1

4.699307%

76,065,000.00

76,065,000.00

0.00

297,877.29

0.00

0.00

297,877.29

76,065,000.00

30.31%

16.38%

C

46640LAK8

4.699307%

45,926,000.00

45,926,000.00

0.00

179,850.29

0.00

0.00

179,850.29

45,926,000.00

22.14%

12.38%

D

46640LAN2

4.699307%

53,102,000.00

53,102,000.00

0.00

207,952.15

0.00

0.00

207,952.15

53,102,000.00

12.69%

7.75%

E

46640LAQ5

4.699307%

11,482,000.00

11,482,000.00

0.00

44,964.53

0.00

0.00

44,964.53

11,482,000.00

10.65%

6.75%

F

46640LAS1

3.598000%

12,916,000.00

12,916,000.00

0.00

38,726.47

0.00

0.00

38,726.47

12,916,000.00

8.35%

5.63%

G

46640LAU6

3.598000%

22,963,000.00

22,963,000.00

0.00

88,875.21

0.00

0.00

88,875.21

22,963,000.00

4.27%

3.63%

NR

46640LAW2

3.598000%

41,620,829.00

23,991,566.15

0.00

5,273.08

0.00

0.00

5,273.08

23,991,566.15

0.00%

0.00%

LP

NA

0.000000%

100.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

R

46640LAY8

0.000000%

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

Regular SubTotal

 

1,148,151,929.00

563,310,992.37

1,095,399.58

1,967,410.99

0.00

0.00

3,062,810.57

562,215,592.79

 

 

 

 

X-A

46640LAF9

0.518761%

884,077,000.00

316,865,426.22

0.00

136,981.16

0.00

0.00

136,981.16

315,770,026.64

 

 

X-C

46640LAL6

1.101307%

77,499,829.00

59,870,566.15

0.00

54,946.54

0.00

0.00

54,946.54

59,870,566.15

 

 

Notional SubTotal

 

961,576,829.00

376,735,992.37

0.00

191,927.70

0.00

0.00

191,927.70

375,640,592.79

 

 

 

Deal Distribution Total

 

 

 

1,095,399.58

2,159,338.69

0.00

0.00

3,254,738.27

 

 

 

 

*

Denotes the Controlling Class (if required)

 

 

 

 

 

 

 

 

 

 

(1)

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

 

dividing the result by (A).

 

 

 

 

 

 

 

 

 

 

 

(2)

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

 

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

 

 

 

 

 

 

 

 

 

 

 

 

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Page 2 of 25

 


 

 

                     

 

 

 

 

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

46640LAA0

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-2

46640LAB8

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-3

46640LAC6

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-4

46640LAD4

753.79365014

0.00000000

2.59600251

0.00000000

0.00000000

0.00000000

0.00000000

2.59600251

753.79365014

A-SB

46640LAE2

232.27972672

13.38775596

0.72794527

0.00000000

0.00000000

0.00000000

0.00000000

14.11570123

218.89197077

A-S

46640LAH5

1,000.00000000

0.00000000

3.67441664

0.00000000

0.00000000

0.00000000

0.00000000

3.67441664

1,000.00000000

B

46640LAJ1

1,000.00000000

0.00000000

3.91608874

0.00000000

0.00000000

0.00000000

0.00000000

3.91608874

1,000.00000000

C

46640LAK8

1,000.00000000

0.00000000

3.91608871

0.00000000

0.00000000

0.00000000

0.00000000

3.91608871

1,000.00000000

D

46640LAN2

1,000.00000000

0.00000000

3.91608885

0.00000000

0.00000000

0.00000000

0.00000000

3.91608885

1,000.00000000

E

46640LAQ5

1,000.00000000

0.00000000

3.91608866

0.00000000

0.00000000

0.00000000

0.00000000

3.91608866

1,000.00000000

F

46640LAS1

1,000.00000000

0.00000000

2.99833308

0.00000000

0.00000000

0.00000000

0.00000000

2.99833308

1,000.00000000

G

46640LAU6

1,000.00000000

0.00000000

3.87036581

(0.87203240)

0.00000000

0.00000000

0.00000000

3.87036581

1,000.00000000

NR

46640LAW2

576.43172244

0.00000000

0.12669330

1.60164109

45.83268872

0.00000000

0.00000000

0.12669330

576.43172244

LP

NA

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

R

46640LAY8

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

 

Notional Certificates

 

 

 

 

 

 

 

 

 

X-A

46640LAF9

358.41383298

0.00000000

0.15494257

0.00000000

0.00000000

0.00000000

0.00000000

0.15494257

357.17480111

X-C

46640LAL6

772.52513873

0.00000000

0.70898918

0.00000000

0.00000000

0.00000000

0.00000000

0.70898918

772.52513873

 

 

 

 

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Page 3 of 25

 


 

 

                         

 

 

 

 

Certificate Interest Reconciliation Detail

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Additional

 

 

 

 

 

 

 

Accrued

Net Aggregate

Distributable

Interest

 

Interest

 

 

 

 

 

Accrual

Prior Interest

Certificate

Prepayment

Certificate

Shortfalls /

Payback of Prior

Distribution

Interest

Cumulative

 

Class

Accrual Period

Days

Shortfalls

Interest

Interest Shortfall

Interest

(Paybacks)

Realized Losses

Amount

Distribution

Interest Shortfalls

 

A-1

N/A

N/A

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

 

A-2

N/A

N/A

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

 

A-3

N/A

N/A

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

 

A-4

08/01/22 - 08/30/22

30

0.00

749,014.22

0.00

749,014.22

0.00

0.00

0.00

749,014.22

0.00

 

A-SB

08/01/22 - 08/30/22

30

0.00

59,561.21

0.00

59,561.21

0.00

0.00

0.00

59,561.21

0.00

 

X-A

08/01/22 - 08/30/22

30

0.00

136,981.16

0.00

136,981.16

0.00

0.00

0.00

136,981.16

0.00

 

X-C

08/01/22 - 08/30/22

30

0.00

54,946.54

0.00

54,946.54

0.00

0.00

0.00

54,946.54

0.00

 

A-S

08/01/22 - 08/30/22

30

0.00

295,316.54

0.00

295,316.54

0.00

0.00

0.00

295,316.54

0.00

 

B

08/01/22 - 08/30/22

30

0.00

297,877.29

0.00

297,877.29

0.00

0.00

0.00

297,877.29

0.00

 

C

08/01/22 - 08/30/22

30

0.00

179,850.29

0.00

179,850.29

0.00

0.00

0.00

179,850.29

0.00

 

D

08/01/22 - 08/30/22

30

0.00

207,952.15

0.00

207,952.15

0.00

0.00

0.00

207,952.15

0.00

 

E

08/01/22 - 08/30/22

30

0.00

44,964.53

0.00

44,964.53

0.00

0.00

0.00

44,964.53

0.00

 

F

08/01/22 - 08/30/22

30

0.00

38,726.47

0.00

38,726.47

0.00

0.00

0.00

38,726.47

0.00

 

G

08/01/22 - 08/30/22

30

20,024.48

68,850.73

0.00

68,850.73

(20,024.48)

0.00

0.00

88,875.21

0.00

 

NR

08/01/22 - 08/30/22

30

1,840,932.87

71,934.71

0.00

71,934.71

66,661.63

0.00

0.00

5,273.08

1,907,594.50

 

Totals

 

 

1,860,957.35

2,205,975.84

0.00

2,205,975.84

46,637.15

0.00

0.00

2,159,338.69

1,907,594.50

 

 

 

 

 

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Page 4 of 25

 


 

 

     

 

Additional Information

 

Total Available Distribution Amount (1)

3,254,738.27

 

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

 

 

 

 

 

 

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Page 5 of 25

 


 

 

       

Bond / Collateral Reconciliation - Cash Flows

 

 

Total Funds Collected

 

Total Funds Distributed

 

Interest

 

Fees

 

Interest Paid or Advanced

2,212,973.14

Master Servicing Fee

5,095.80

Interest Reductions due to Nonrecoverability Determination

0.00

Certificate Administrator Fee

1,901.49

Interest Adjustments

0.00

Trustee Fee

0.00

Deferred Interest

0.00

CREFC® Intellectual Property Royalty License Fee

0.00

ARD Interest

0.00

Operating Advisor Fee

0.00

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

2,212,973.14

Total Fees

6,997.29

 

Principal

 

Expenses/Reimbursements

 

Scheduled Principal

1,095,399.58

Reimbursement for Interest on Advances

(174.07)

Unscheduled Principal Collections

 

ASER Amount

13,487.65

Principal Prepayments

0.00

Special Servicing Fees (Monthly)

33,323.57

Collection of Principal after Maturity Date

0.00

Special Servicing Fees (Liquidation)

0.00

Recoveries From Liquidations and Insurance Proceeds

0.00

Special Servicing Fees (Work Out)

0.00

Excess of Prior Principal Amounts Paid

0.00

Legal Fees

0.00

Curtailments

0.00

Rating Agency Expenses

0.00

Principal Adjustments

0.00

Taxes Imposed on Trust Fund

0.00

 

 

Non-Recoverable Advances

0.00

 

 

Workout Delayed Reimbursement Amounts

0.00

 

 

Other Expenses

0.00

Total Principal Collected

1,095,399.58

Total Expenses/Reimbursements

46,637.15

 

 

 

Interest Reserve Deposit

0.00

 

Other

 

Payments to Certificateholders and Others

 

Prepayment Penalties / Yield Maintenance

0.00

Interest Distribution

2,159,338.69

Gain on Sale / Excess Liquidation Proceeds

0.00

Principal Distribution

1,095,399.58

Borrower Option Extension Fees

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

3,254,738.27

Total Funds Collected

3,308,372.72

Total Funds Distributed

3,308,372.71

 

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Page 6 of 25

 


 

 

           

 

 

Bond / Collateral Reconciliation - Balances

 

 

 

 

Collateral Reconciliation

 

Certificate Reconciliation

 

 

 

 

Total

 

Total

Beginning Scheduled Collateral Balance

563,310,992.37

563,310,992.37

Beginning Certificate Balance

563,310,992.37

(-) Scheduled Principal Collections

1,095,399.58

1,095,399.58

(-) Principal Distributions

1,095,399.58

(-) 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

562,215,592.79

562,215,592.79

Certificate Other Adjustments**

0.00

Beginning Actual Collateral Balance

563,872,884.49

563,872,884.49

Ending Certificate Balance

562,215,592.79

Ending Actual Collateral Balance

562,790,104.69

562,790,104.69

 

 

 

 

 

 

 

NRA/WODRA Reconciliation

 

Under / Over Collateralization Reconciliation

 

 

 

Non-Recoverable Advances (NRA) from

Workout Delayed Reimbursement of Advances

 

 

 

 

Principal

(WODRA) from Principal

Beginning UC / (OC)

0.00

Beginning Cumulative Advances

0.00

0.00

UC / (OC) Change

0.00

Current Period Advances

0.00

0.00

Ending UC / (OC)

0.00

Ending Cumulative Advances

0.00

0.00

Net WAC Rate

4.70%

 

 

 

 

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 7 of 25

 


 

 

                             

 

 

 

 

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

11

266,135,867.66

47.34%

10

4.6821

NAP

Defeased

11

266,135,867.66

47.34%

10

4.6821

NAP

 

$9,999,999 or less

9

51,124,546.41

9.09%

11

5.2279

1.286569

1.30 or less

8

202,868,053.37

36.08%

10

4.2802

0.992270

$10,000,000 to $19,999,999

2

28,784,964.63

5.12%

11

5.3628

1.079875

1.31 to 1.40

1

20,113,256.12

3.58%

10

4.6500

1.350000

$20,000,000 to $34,999,999

3

69,779,059.60

12.41%

10

4.6433

1.693550

1.41 to 1.50

1

2,858,281.91

0.51%

10

5.7920

1.410000

$35,000,000 to $49,999,999

0

0.00

0.00%

0

0.0000

0.000000

1.51 to 1.60

1

24,595,411.99

4.37%

10

5.1917

1.550000

$50,000,000 to $99,999,999

2

146,391,154.49

26.04%

10

3.9155

0.979604

1.61 to 1.75

3

16,138,586.66

2.87%

10

5.4214

1.639703

$100,000,000 or Greater

0

0.00

0.00%

0

0.0000

0.000000

1.76 to 2.00

1

4,435,743.59

0.79%

11

5.0660

1.910000

 

Totals

27

562,215,592.79

100.00%

10

4.5622

1.397132

2.01 to 2.25

1

25,070,391.49

4.46%

10

4.1000

2.110000

 

 

 

 

 

 

 

 

2.26 or Greater

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

Totals

27

562,215,592.79

100.00%

10

4.5622

1.397132

(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 8 of 25

 


 

 

                           

 

 

 

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

11

266,135,867.66

47.34%

10

4.6821

NAP

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Defeased

11

266,135,867.66

47.34%

10

4.6821

NAP

Arizona

2

32,436,422.17

5.77%

10

4.2224

1.882909

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Industrial

2

24,595,411.99

4.37%

10

5.1917

1.550000

California

1

7,949,387.00

1.41%

11

5.9770

1.660000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Lodging

5

56,298,412.82

10.01%

10

5.2238

1.243586

Georgia

1

2,560,910.33

0.46%

11

5.4600

1.620000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Mixed Use

1

3,932,145.19

0.70%

11

5.0780

1.050000

Illinois

2

24,595,411.99

4.37%

10

5.1917

1.550000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Mobile Home Park

1

2,858,281.91

0.51%

10

5.7920

1.410000

Michigan

1

3,932,145.19

0.70%

11

5.0780

1.050000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Multi-Family

1

5,628,289.33

1.00%

9

4.6190

1.620000

Missouri

1

16,942,953.31

3.01%

11

5.1900

0.940000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Office

2

42,013,344.80

7.47%

10

4.5396

1.638168

Nevada

1

82,163,956.02

14.61%

10

3.9635

1.120000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Retail

5

160,753,839.09

28.59%

10

4.0050

1.021454

New York

1

4,435,743.59

0.79%

11

5.0660

1.910000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Totals

28

562,215,592.79

100.00%

10

4.5622

1.397132

Ohio

1

5,628,289.33

1.00%

9

4.6190

1.620000

 

 

 

 

 

 

 

 

Pennsylvania

1

20,113,256.12

3.58%

10

4.6500

1.350000

 

 

 

 

 

 

 

 

South Carolina

1

6,608,225.15

1.18%

11

5.1925

1.040000

 

 

 

 

 

 

 

 

Texas

1

9,785,533.23

1.74%

10

5.3450

0.780000

 

 

 

 

 

 

 

 

Washington

2

14,700,293.23

2.61%

10

5.6454

1.305277

 

 

 

 

 

 

 

 

Wisconsin

1

64,227,198.47

11.42%

9

3.8540

0.800000

 

 

 

 

 

 

 

 

Totals

28

562,215,592.79

100.00%

10

4.5622

1.397132

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

© 2021 Computershare. All rights reserved. Confidential.

 

 

 

 

 

 

 

 

 

Page 9 of 25

 


 

 

                             

 

 

 

 

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

11

266,135,867.66

47.34%

10

4.6821

NAP

Defeased

11

266,135,867.66

47.34%

10

4.6821

NAP

 

4.00000% or less

2

146,391,154.49

26.04%

10

3.9155

0.979604

12 months or less

0

0.00

0.00%

0

0.0000

0.000000

 

4.00001% to 4.30000%

1

25,070,391.49

4.46%

10

4.1000

2.110000

13 to 24 months

0

0.00

0.00%

0

0.0000

0.000000

 

4.30001% to 4.55000%

0

0.00

0.00%

0

0.0000

0.000000

25 to 36 months

0

0.00

0.00%

0

0.0000

0.000000

 

4.55001% to 4.75000%

3

33,107,576.13

5.89%

10

4.6423

1.342503

37 to 48 months

0

0.00

0.00%

0

0.0000

0.000000

 

4.75001% to 4.95000%

0

0.00

0.00%

0

0.0000

0.000000

49 months or greater

16

296,079,725.13

52.66%

10

4.4543

1.210617

 

4.95001% to 5.15000%

2

8,367,888.78

1.49%

11

5.0716

1.505878

Totals

27

562,215,592.79

100.00%

10

4.5622

1.397132

 

5.15001% to 5.35000%

4

57,932,123.68

10.30%

10

5.2172

1.183360

 

 

 

 

 

 

 

 

5.35001 or Greater

4

25,210,590.56

4.48%

10

5.7311

1.449098

 

 

 

 

 

 

 

 

Totals

27

562,215,592.79

100.00%

10

4.5622

1.397132

 

 

 

 

 

 

 

(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 25

 


 

 

                             

 

 

 

 

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

11

266,135,867.66

47.34%

10

4.6821

NAP

Defeased

11

266,135,867.66

47.34%

10

4.6821

NAP

 

60 months or less

16

296,079,725.13

52.66%

10

4.4543

1.210617

Interest Only

0

0.00

0.00%

0

0.0000

0.000000

61 months to 84 months

0

0.00

0.00%

0

0.0000

0.000000

299 Months or Less

16

296,079,725.13

52.66%

10

4.4543

1.210617

 

85 months or Greater

0

0.00

0.00%

0

0.0000

0.000000

300 to 330 Months

0

0.00

0.00%

0

0.0000

0.000000

 

Totals

27

562,215,592.79

100.00%

10

4.5622

1.397132

331 Months or Greater

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

Totals

27

562,215,592.79

100.00%

10

4.5622

1.397132

(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 11 of 25

 


 

 

                         

 

 

 

 

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

11

266,135,867.66

47.34%

10

4.6821

NAP

 

 

 

None

 

Underwriter's Information

1

24,595,411.99

4.37%

10

5.1917

1.550000

 

 

 

 

 

 

12 months or less

15

271,484,313.14

48.29%

10

4.3875

1.179870

 

 

 

 

 

 

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

27

562,215,592.79

100.00%

10

4.5622

1.397132

 

 

 

 

 

(1)

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

 

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

 

(2)

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

 

 

 

(3)

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

 

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

 

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

 

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

 

 

 

 

 

 

 

 

 

 

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Page 12 of 25

 


 

 

                                 

 

 

 

 

 

Mortgage Loan Detail (Part 1)

 

 

 

 

 

 

 

 

 

Prop

 

 

 

 

 

 

 

 

Original           Adjusted

Beginning

Ending

Paid

 

 

 

Type

 

 

Interest

 

Scheduled

Scheduled

Principal

Anticipated     Maturity         Maturity

Scheduled

Scheduled

Through

 

Pros ID

Loan ID

(1)

City

State       Accrual Type            Gross Rate

Interest

Principal

Adjustments               Repay Date     Date

Date

Balance

Balance

Date

 

1

30305542

RT

Las Vegas

NV

Actual/360

3.963%

281,440.27

296,965.65

0.00

N/A

07/01/23

--

82,460,921.67

82,163,956.02

09/01/22

 

3

30305165

MU

New York

NY

Actual/360

4.093%

308,396.18

0.00

0.00

N/A

06/01/23

--

87,500,000.00

87,500,000.00

09/01/22

 

5

30305076

RT

Greendale

WI

Actual/360

3.854%

213,610.77

138,166.75

0.00

N/A

06/06/23

--

64,365,365.22

64,227,198.47

05/06/22

 

7

30305558

MU

Los Angeles

CA

Actual/360

5.196%

257,419.79

77,936.00

0.00

N/A

08/06/23

--

57,532,545.77

57,454,609.77

09/06/22

 

9

30305559

RT

Brentwood

CA

Actual/360

4.592%

115,030.32

64,401.09

0.00

N/A

06/06/23

--

29,090,503.61

29,026,102.52

09/06/22

 

10

30305547

OF

Phoenix

AZ

Actual/360

4.100%

88,677.00

46,618.54

0.00

N/A

07/01/23

--

25,117,010.03

25,070,391.49

09/01/22

 

11

30305541

IN

Various

IL

Actual/360

5.192%

110,145.90

42,145.37

0.00

N/A

07/01/23

--

24,637,557.36

24,595,411.99

09/01/22

 

12

30305554

OF

St Louis

MO

Actual/360

4.920%

93,432.39

48,491.38

0.00

N/A

07/01/23

--

22,053,278.04

22,004,786.66

09/01/22

 

14

30305560

LO

Pittsburgh

PA

Actual/360

4.650%

80,712.78

43,942.42

0.00

N/A

07/06/23

--

20,157,198.54

20,113,256.12

09/06/22

 

16

30305561

RT

Bronx

NY

Actual/360

5.247%

90,277.54

31,166.40

0.00

N/A

07/06/23

--

19,980,642.74

19,949,476.34

09/06/22

 

18

30305546

OF

St Louis

MO

Actual/360

5.190%

75,872.06

33,826.60

0.00

N/A

08/01/23

--

16,976,779.91

16,942,953.31

09/01/22

 

20

30305562

MH

Buffalo

NY

Actual/360

5.198%

73,942.62

28,059.23

0.00

N/A

08/06/23

--

16,519,593.64

16,491,534.41

09/06/22

 

23

30305563

MF

Edwardsville

IL

Actual/360

4.524%

51,771.60

29,526.37

0.00

N/A

07/06/23

--

13,289,536.61

13,260,010.24

09/06/22

 

24

30305555

LO

Seattle

WA

Actual/360

5.610%

57,379.35

35,721.74

0.00

N/A

07/01/23

--

11,877,733.06

11,842,011.32

09/01/22

 

25

30305564

LO

Fort Worth

TX

Actual/360

5.345%

45,179.33

30,428.86

0.00

N/A

07/06/23

--

9,815,962.09

9,785,533.23

09/06/22

 

29

30305537

RT

Tucson

AZ

Actual/360

4.639%

29,523.30

24,596.85

0.00

N/A

08/01/23

--

7,390,627.53

7,366,030.68

09/01/22

 

30

30305566

LO

San Diego

CA

Actual/360

5.977%

41,005.52

17,705.84

0.00

N/A

08/06/23

--

7,967,092.84

7,949,387.00

08/06/22

 

31

30305550

RT

Bonney Lake

WA

Actual/360

4.300%

25,286.91

15,787.42

0.00

N/A

06/01/23

--

6,829,173.75

6,813,386.33

09/01/22

 

32

30305540

LO

North Charleston

SC

Actual/360

5.192%

29,606.45

13,188.07

0.00

N/A

08/01/23

--

6,621,413.22

6,608,225.15

09/01/22

 

34

30305568

MH

Allegany

NY

Actual/360

5.618%

32,282.69

10,513.27

0.00

N/A

08/06/23

--

6,673,117.24

6,662,603.97

09/06/22

 

35

30305569

MF

Dublin

OH

Actual/360

4.619%

22,435.83

12,437.02

0.00

N/A

06/06/23

--

5,640,726.35

5,628,289.33

09/06/22

 

37

30305571

RT

Cheektowaga

NY

Actual/360

5.066%

19,412.08

14,129.10

0.00

08/06/23

01/06/24

--

4,449,872.69

4,435,743.59

09/06/22

 

41

30305551

RT

Lakewood

CO

Actual/360

4.400%

15,542.93

9,344.89

0.00

N/A

06/01/23

--

4,102,238.57

4,092,893.68

09/01/22

 

42

30305575

MU

Bloomfield Hills

MI

Actual/360

5.078%

17,239.87

10,449.88

0.00

N/A

08/06/23

--

3,942,595.07

3,932,145.19

09/06/22

 

43

30305533

MH

Tumwater

WA

Actual/360

5.792%

14,297.94

8,441.35

0.00

N/A

07/06/23

--

2,866,723.26

2,858,281.91

09/06/22

 

44

30305552

MF

Shaker Heights

OH

Actual/360

4.420%

10,988.16

6,514.59

0.00

N/A

07/01/23

--

2,886,978.33

2,880,463.74

09/01/22

 

45

30305556

RT

Chickamauga

GA

Actual/360

5.460%

12,063.56

4,894.90

0.00

N/A

08/01/23

--

2,565,805.23

2,560,910.33

09/01/22

 

Totals

 

 

 

 

 

 

2,212,973.14

1,095,399.58

0.00

 

 

 

563,310,992.37

562,215,592.79

 

 

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 13 of 25

 


 

 

                           

 

 

 

 

 

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

11,572,495.33

12,217,012.72

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

3

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

5

6,285,445.00

0.00

--

--

12/13/21

30,567,202.63

401,981.65

347,890.26

1,004,025.29

1,771,632.26

0.00

 

 

7

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

9

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

10

3,550,897.14

3,651,378.67

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

11

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

12

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

14

1,749,269.70

2,290,337.36

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

16

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

18

1,962,844.76

415,546.63

01/01/22

03/31/22

--

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

 

23

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

24

1,838,679.63

402,726.63

01/01/22

03/31/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

25

610,671.02

901,931.62

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

29

811,215.76

812,661.32

07/01/21

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

30

1,484,257.96

1,507,600.24

07/01/21

06/30/22

04/11/22

2,014,223.58

10,219.50

47,908.71

47,908.71

0.00

0.00

 

 

31

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

32

202,320.33

665,957.75

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

34

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

35

672,709.72

702,253.70

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

37

814,487.08

816,762.32

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

41

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

42

460,277.82

384,892.78

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

43

258,846.88

389,952.74

01/01/22

06/30/22

--

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

 

45

325,778.47

366,781.61

01/01/22

06/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

Totals

32,600,196.60

25,525,796.09

 

 

 

32,581,426.21

412,201.15

395,798.97

1,051,934.00

1,771,632.26

0.00

 

 

 

 

 

 

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Page 14 of 25

 


 

 

           

 

 

 

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 15 of 25

 


 

 

                                           

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

09/16/22

0

0.00

0

0.00

1

64,227,198.47

1

64,227,198.47

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.562159%

4.548177%

10

08/17/22

0

0.00

0

0.00

1

64,365,365.22

1

64,365,365.22

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.562141%

4.548160%

11

07/15/22

0

0.00

0

0.00

1

64,503,074.95

1

64,503,074.95

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.562123%

4.548141%

12

06/17/22

0

0.00

0

0.00

1

64,647,227.13

1

64,647,227.13

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.562123%

4.548141%

13

05/17/22

0

0.00

0

0.00

1

64,784,004.53

1

64,784,004.53

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.562104%

4.548121%

14

04/18/22

0

0.00

0

0.00

1

64,927,257.34

1

64,927,257.34

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.562103%

4.548120%

15

03/17/22

0

0.00

0

0.00

1

65,063,108.48

1

65,063,108.48

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.562083%

4.548099%

16

02/17/22

0

0.00

0

0.00

1

65,219,387.26

1

65,219,387.26

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.562117%

4.548133%

17

01/18/22

0

0.00

0

0.00

1

65,354,272.10

1

65,354,272.10

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.562096%

4.548111%

18

12/17/21

1

7,588,670.76

0

0.00

1

65,488,710.78

1

65,488,710.78

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.562074%

4.548089%

19

11/18/21

0

0.00

0

0.00

1

65,629,707.56

1

65,629,707.56

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.562070%

4.548084%

20

10/18/21

0

0.00

0

0.00

1

65,763,235.17

1

65,763,235.17

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.562047%

4.548061%

21

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 16 of 25

 


 

 

                               

 

 

 

 

 

 

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

5

30305076

05/06/22

3

3

 

347,890.26

1,004,025.29

1,890,451.13

64,784,004.53

07/03/20

13

 

 

12/16/20

 

30

30305566

08/06/22

0

B

 

47,908.71

47,908.71

334,885.11

7,967,092.84

02/02/16

98

05/25/16

 

 

Totals

 

 

 

 

 

395,798.97

1,051,934.00

2,225,336.24

72,751,097.37

 

 

 

 

 

 

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 17 of 25

 


 

 

                 

 

 

 

 

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

 

557,779,849

493,552,651

0

 

64,227,198

 

 

13 - 24 Months

 

4,435,744

4,435,744

0

 

0

 

 

25 - 36 Months

 

0

0

0

 

0

 

 

37 - 48 Months

 

0

0

0

 

0

 

 

49 - 60 Months

 

0

0

0

 

0

 

 

> 60 Months

 

0

0

0

 

0

 

 

 

 

 

 

Historical Delinquency Information

 

 

 

 

 

 

 

 

Total

Current

30-59 Days

60-89 Days

90+ Days

REO/Foreclosure

 

 

Sep-22

562,215,593

497,988,394

0

0

64,227,198

0

 

Aug-22

563,310,992

498,945,627

0

0

64,365,365

0

 

Jul-22

564,402,098

499,899,023

0

0

64,503,075

0

 

Jun-22

565,551,018

500,903,791

0

0

64,647,227

0

 

May-22

566,633,334

501,849,329

0

0

64,784,005

0

 

Apr-22

567,773,781

502,846,523

0

0

64,927,257

0

 

Mar-22

568,847,376

503,784,268

0

0

65,063,108

0

 

Feb-22

570,104,768

504,885,381

0

0

65,219,387

0

 

Jan-22

571,169,201

505,814,929

0

0

65,354,272

0

 

Dec-21

572,229,464

499,152,082

7,588,671

0

65,488,711

0