EX-99.1 2 msc15c23_ex991-202406.htm msc15c23_ex991-202406.htm - Generated by SEC Publisher for SEC Filing

 

     

Distribution Date:

06/17/24

Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23

Determination Date:

06/11/24

 

Next Distribution Date:

07/17/24

 

Record Date:

05/31/24

Commercial Mortgage Pass-Through Certificates

 

 

Series 2015-C23

 

           

Table of Contents

 

 

Contacts

 

 

Section

Pages

Role

Party and Contact Information

 

 

Certificate Distribution Detail

2

Depositor

Morgan Stanley Capital I Inc.

 

 

Certificate Factor Detail

3

 

General Information Number

(212) 761-4000

cmbs_notices@morganstanley.com

Certificate Interest Reconciliation Detail

4

 

1585 Broadway | New York, NY 10036 | United States

 

 

 

 

Master Servicer & Excluded

Wells Fargo Bank, National Association

 

 

Exchangeable Certificate Detail

5

Mortgage Loan Special

 

 

 

Additional Information

6

Servicer

 

 

 

 

 

 

Investor Relations

 

REAM_InvestorRelations@wellsfargo.com

Bond / Collateral Reconciliation - Cash Flows

7

 

 

 

 

 

 

 

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

Bond / Collateral Reconciliation - Balances

8

 

 

 

 

 

 

Special Servicer

LNR Partners, LLC

 

 

Current Mortgage Loan and Property Stratification

9-13

 

LNR CMBS Notices

(305) 695-5600

lnr.cmbs.notices@lnrproperty.com

Mortgage Loan Detail (Part 1)

14-16

 

2340 Collins Avenue, Suite 700 | Miami Beach, FL 33139 | United States

 

Mortgage Loan Detail (Part 2)

17-19

Trust Advisor

Pentalpha Surveillance LLC

 

 

Principal Prepayment Detail

20

 

Attention: Transaction Manager

 

notices@pentalphasurveillance.com

Historical Detail

21

 

501 John James Audubon Parkway, Suite 401 | Amherst, NY 14228 | United States

 

Delinquency Loan Detail

22

Certificate Administrator

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

 

 

 

 

 

Bank, N.A.

 

 

Collateral Stratification and Historical Detail

23

 

Corporate Trust Services (CMBS)

 

cctcmbsbondadmin@computershare.com;

Specially Serviced Loan Detail - Part 1

24

 

 

 

trustadministrationgroup@computershare.com

 

 

 

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

 

 

Specially Serviced Loan Detail - Part 2

25

 

 

 

 

 

 

Trustee

Wilmington Trust, National Association

 

 

Modified Loan Detail

26

 

 

 

 

 

 

 

Attention: CMBS Trustee

(302) 636-4140

CMBSTrustee@wilmingtontrust.com

Historical Liquidated Loan Detail

27

 

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

 

 

Historical Bond / Collateral Loss Reconciliation Detail

28

 

 

 

 

Interest Shortfall Detail - Collateral Level

29

 

 

 

 

Supplemental Notes

30

 

 

 

 

 

This report is compiled by Computershare Trust Company, N.A. from information provided by third parties. Computershare Trust Company, N.A. has not independently confirmed the accuracy of the information.

Please visit www.ctslink.com for additional information and special notices. In addition, certificateholders may register online for email notification when special notices are posted. For information or assistance please call 866-846-4526.

   

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Page 1 of 30

 


 

 

                         

 

 

 

 

Certificate Distribution Detail

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Current

Original

 

 

    Pass-Through

 

 

    Principal

  Interest

     Prepayment

 

 

 

Credit

Credit

Class (3)

CUSIP

   Rate (2)

     Original Balance                              Beginning Balance

   Distribution

    Distribution

     Penalties

     Realized Losses           Total Distribution             Ending Balance

Support¹         Support¹

 

A-1

61690QAA7

1.685000%

45,800,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-2

61690QAB5

2.982000%

122,100,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

30.00%

A-SB

61690QAC3

3.398000%

67,600,000.00

9,347,719.06

1,261,182.29

26,469.62

0.00

0.00

1,287,651.91

8,086,536.77

38.53%

30.00%

A-3

61690QAD1

3.451000%

230,000,000.00

219,895,877.94

0.00

632,383.90

0.00

0.00

632,383.90

219,895,877.94

38.53%

30.00%

A-4

61690QAE9

3.719000%

285,394,000.00

285,394,000.00

0.00

884,483.57

0.00

0.00

884,483.57

285,394,000.00

38.53%

30.00%

A-S

61690QAG4

4.004000%

75,089,000.00

75,089,000.00

0.00

250,546.96

0.00

0.00

250,546.96

75,089,000.00

29.54%

23.00%

B

61690QAH2

4.275448%

60,340,000.00

60,340,000.00

0.00

214,983.79

0.00

0.00

214,983.79

60,340,000.00

22.32%

17.38%

C

61690QAK5

4.275448%

46,931,000.00

46,931,000.00

0.00

167,209.22

0.00

0.00

167,209.22

46,931,000.00

16.70%

13.00%

D

61690QAS8

4.275448%

56,317,000.00

56,317,000.00

0.00

200,650.35

0.00

0.00

200,650.35

56,317,000.00

9.95%

7.75%

E

61690QAU3

4.275448%

24,136,000.00

24,136,000.00

0.00

85,993.52

0.00

0.00

85,993.52

24,136,000.00

7.06%

5.50%

F

61690QAW9

3.000000%

10,727,000.00

10,727,000.00

0.00

26,817.50

0.00

0.00

26,817.50

10,727,000.00

5.78%

4.50%

G

61690QAY5

3.000000%

16,091,000.00

16,091,000.00

0.00

40,227.50

0.00

0.00

40,227.50

16,091,000.00

3.85%

3.00%

H

61690QBA6

3.000000%

32,181,368.00

32,171,955.45

0.00

80,429.89

0.00

0.00

80,429.89

32,171,955.45

0.00%

0.00%

V

61690QBD0

0.000000%

0.01

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

R

61690QBE8

0.000000%

1.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00%

0.00%

Regular SubTotal

 

1,072,706,369.01

836,440,552.45

1,261,182.29

2,610,195.82

0.00

0.00

3,871,378.11

835,179,370.16

 

 

 

 

X-A

61690QAF6

0.676791%

750,894,000.00

514,637,597.00

0.00

290,251.59

0.00

0.00

290,251.59

513,376,414.71

 

 

X-B

61690QAL3

0.271448%

75,089,000.00

75,089,000.00

0.00

16,985.65

0.00

0.00

16,985.65

75,089,000.00

 

 

X-FG

61690QAN9

1.275448%

26,818,000.00

26,818,000.00

0.00

28,504.14

0.00

0.00

28,504.14

26,818,000.00

 

 

X-H

61690QAQ2

1.275448%

32,181,368.00

32,171,955.45

0.00

34,194.72

0.00

0.00

34,194.72

32,171,955.45

 

 

Notional SubTotal

 

884,982,368.00

648,716,552.45

0.00

369,936.10

0.00

0.00

369,936.10

647,455,370.16

 

 

 

Deal Distribution Total

 

 

 

1,261,182.29

2,980,131.92

0.00

0.00

4,241,314.21

 

 

 

 

(1)

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

 

dividing the result by (A).

 

 

 

 

 

 

 

 

 

 

 

(2)

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

 

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

 

 

 

 

 

 

 

 

(3)

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

 

 

 

 

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Page 2 of 30

 


 

 

                     

 

 

 

 

Certificate Factor Detail

 

 

 

 

 

 

 

 

 

Cumulative

 

 

 

 

 

 

 

 

 

  Interest Shortfalls

Interest

 

 

 

 

Class

CUSIP

     Beginning Balance

Principal Distribution

Interest Distribution

  / (Paybacks)

 Shortfalls

Prepayment Penalties

     Losses

    Total Distribution

     Ending Balance

Regular Certificates

 

 

 

 

 

 

 

 

 

A-1

61690QAA7

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-2

61690QAB5

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

A-SB

61690QAC3

138.27986775

18.65654275

0.39156243

0.00000000

0.00000000

0.00000000

0.00000000

19.04810518

119.62332500

A-3

61690QAD1

956.06903452

0.00000000

2.74949522

0.00000000

0.00000000

0.00000000

0.00000000

2.74949522

956.06903452

A-4

61690QAE9

1,000.00000000

0.00000000

3.09916666

0.00000000

0.00000000

0.00000000

0.00000000

3.09916666

1,000.00000000

A-S

61690QAG4

1,000.00000000

0.00000000

3.33666662

0.00000000

0.00000000

0.00000000

0.00000000

3.33666662

1,000.00000000

B

61690QAH2

1,000.00000000

0.00000000

3.56287355

0.00000000

0.00000000

0.00000000

0.00000000

3.56287355

1,000.00000000

C

61690QAK5

1,000.00000000

0.00000000

3.56287358

0.00000000

0.00000000

0.00000000

0.00000000

3.56287358

1,000.00000000

D

61690QAS8

1,000.00000000

0.00000000

3.56287356

0.00000000

0.00000000

0.00000000

0.00000000

3.56287356

1,000.00000000

E

61690QAU3

1,000.00000000

0.00000000

3.56287372

0.00000000

0.00000000

0.00000000

0.00000000

3.56287372

1,000.00000000

F

61690QAW9

1,000.00000000

0.00000000

2.50000000

0.00000000

0.00000000

0.00000000

0.00000000

2.50000000

1,000.00000000

G

61690QAY5

1,000.00000000

0.00000000

2.50000000

0.00000000

0.00000000

0.00000000

0.00000000

2.50000000

1,000.00000000

H

61690QBA6

999.70751554

0.00000000

2.49926883

0.00000000

7.49252425

0.00000000

0.00000000

2.49926883

999.70751554

V

61690QBD0

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

R

61690QBE8

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

0.00000000

 

Notional Certificates

 

 

 

 

 

 

 

 

 

X-A

61690QAF6

685.36650579

0.00000000

0.38654136

0.00000000

0.00000000

0.00000000

0.00000000

0.38654136

683.68693146

X-B

61690QAL3

1,000.00000000

0.00000000

0.22620690

0.00000000

0.00000000

0.00000000

0.00000000

0.22620690

1,000.00000000

X-FG

61690QAN9

1,000.00000000

0.00000000

1.06287344

0.00000000

0.00000000

0.00000000

0.00000000

1.06287344

1,000.00000000

X-H

61690QAQ2

999.70751554

0.00000000

1.06256266

0.00000000

0.00000000

0.00000000

0.00000000

1.06256266

999.70751554

 

 

 

 

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Page 3 of 30

 


 

 

                         

 

 

 

 

Certificate Interest Reconciliation Detail

 

 

 

 

 

 

 

 

 

 

 

 

 

 

  Additional

 

 

 

 

 

 

 

    Accrued

Net Aggregate

     Distributable

   Interest

 

  Interest

 

 

 

 

 

Accrual

   Prior Interest

    Certificate

Prepayment

    Certificate

    Shortfalls /

Payback of Prior

   Distribution

  Interest

Cumulative

 

Class

Accrual Period

Days

    Shortfalls

     Interest

Interest Shortfall

     Interest

    (Paybacks)

Realized Losses

     Amount

    Distribution

Interest Shortfalls

 

A-1

N/A

N/A

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

 

A-2

N/A

N/A

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

 

A-SB

05/01/24 - 05/30/24

30

0.00

26,469.62

0.00

26,469.62

0.00

0.00

0.00

26,469.62

0.00

 

A-3

05/01/24 - 05/30/24

30

0.00

632,383.90

0.00

632,383.90

0.00

0.00

0.00

632,383.90

0.00

 

A-4

05/01/24 - 05/30/24

30

0.00

884,483.57

0.00

884,483.57

0.00

0.00

0.00

884,483.57

0.00

 

X-A

05/01/24 - 05/30/24

30

0.00

290,251.59

0.00

290,251.59

0.00

0.00

0.00

290,251.59

0.00

 

X-B

05/01/24 - 05/30/24

30

0.00

16,985.65

0.00

16,985.65

0.00

0.00

0.00

16,985.65

0.00

 

X-FG

05/01/24 - 05/30/24

30

0.00

28,504.14

0.00

28,504.14

0.00

0.00

0.00

28,504.14

0.00

 

X-H

05/01/24 - 05/30/24

30

0.00

34,194.72

0.00

34,194.72

0.00

0.00

0.00

34,194.72

0.00

 

A-S

05/01/24 - 05/30/24

30

0.00

250,546.96

0.00

250,546.96

0.00

0.00

0.00

250,546.96

0.00

 

B

05/01/24 - 05/30/24

30

0.00

214,983.79

0.00

214,983.79

0.00

0.00

0.00

214,983.79

0.00

 

C

05/01/24 - 05/30/24

30

0.00

167,209.22

0.00

167,209.22

0.00

0.00

0.00

167,209.22

0.00

 

D

05/01/24 - 05/30/24

30

0.00

200,650.35

0.00

200,650.35

0.00

0.00

0.00

200,650.35

0.00

 

E

05/01/24 - 05/30/24

30

0.00

85,993.52

0.00

85,993.52

0.00

0.00

0.00

85,993.52

0.00

 

F

05/01/24 - 05/30/24

30

0.00

26,817.50

0.00

26,817.50

0.00

0.00

0.00

26,817.50

0.00

 

G

05/01/24 - 05/30/24

30

0.00

40,227.50

0.00

40,227.50

0.00

0.00

0.00

40,227.50

0.00

 

H

05/01/24 - 05/30/24

30

241,119.68

80,429.89

0.00

80,429.89

0.00

0.00

0.00

80,429.89

241,119.68

 

Totals

 

 

241,119.68

2,980,131.92

0.00

2,980,131.92

0.00

0.00

0.00

2,980,131.92

241,119.68

 

 

 

 

 

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Page 4 of 30

 


 

 

                         

 

 

 

 

Exchangeable Certificate Detail

 

 

 

 

 

 

 

 

Pass-Through

 

 

 

 

    Prepayment

 

 

 

 

 

Class

CUSIP

Rate

Original Balance

     Beginning Balance                          Principal Distribution        Interest Distribution

    Penalties

 

        Losses

 

   Total Distribution

Ending Balance

Regular Interest

 

 

 

 

 

 

 

 

 

 

 

 

A-S (Cert)

61690QAG4

4.004000%

75,089,000.00

75,089,000.00

0.00

250,546.96

0.00

 

0.00

 

250,546.96

75,089,000.00

A-S (PST)

NA

N/A

0.01

0.00

0.00

0.00

0.00

 

0.00

 

0.00

0.00

B (Cert)

61690QAH2

4.275448%

60,340,000.00

60,340,000.00

0.00

214,983.79

0.00

 

0.00

 

214,983.79

60,340,000.00

B (PST)

NA

N/A

0.01

0.00

0.00

0.00

0.00

 

0.00

 

0.00

0.00

C (Cert)

61690QAK5

4.275448%

46,931,000.00

46,931,000.00

0.00

167,209.22

0.00

 

0.00

 

167,209.22

46,931,000.00

C (PST)

NA

N/A

0.01

0.00

0.00

0.00

0.00

 

0.00

 

0.00

0.00

Regular Interest Total

 

 

182,360,000.03

182,360,000.00

0.00

632,739.97

0.00

 

0.00

 

632,739.97

182,360,000.00

 

Exchangeable Certificate Details

 

 

 

 

 

 

 

 

 

 

 

PST

61690QAJ8

N/A

0.01

0.00

0.00

0.00

0.00

 

0.00

 

0.00

0.00

Exchangeable Certificates Total

 

0.01

0.00

0.00

0.00

0.00

 

0.00

 

0.00

0.00

 

 

 

 

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Page 5 of 30

 


 

 

     

 

Additional Information

 

Total Available Distribution Amount (1)

4,241,314.21

 

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

 

 

 

 

 

 

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Page 6 of 30

 


 

 

       

Bond / Collateral Reconciliation - Cash Flows

 

 

Total Funds Collected

 

Total Funds Distributed

 

Interest

 

Fees

 

Interest Paid or Advanced

2,994,131.08

Master Servicing Fee

10,202.54

Interest Reductions due to Nonrecoverability Determination

0.00

Certificate Administrator Fee

2,454.99

Interest Adjustments

0.00

Trustee Fee

210.00

Deferred Interest

0.00

CREFC® Intellectual Property Royalty License Fee

360.13

ARD Interest

0.00

Trust Advisor Fee

771.48

Net Prepayment Interest Excess / (Shortfall)

0.00

 

 

Extension Interest

0.00

 

 

Interest Reserve Withdrawal

0.00

 

 

Total Interest Collected

2,994,131.08

Total Fees

13,999.15

 

Principal

 

Expenses/Reimbursements

 

Scheduled Principal

1,261,182.29

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

1,261,182.29

Total Expenses/Reimbursements

0.00

 

 

 

Interest Reserve Deposit

0.00

 

Other

 

Payments to Certificateholders and Others

 

Prepayment Penalties / Yield Maintenance

0.00

Interest Distribution

2,980,131.92

Excess Liquidation Proceeds

0.00

Principal Distribution

1,261,182.29

Borrower Option Extension Fees

0.00

Prepayment Penalties / Yield Maintenance

0.00

 

 

Borrower Option Extension Fees

0.00

Total Other Collected

0.00

Total Payments to Certificateholders and Others

4,241,314.21

Total Funds Collected

4,255,313.37

Total Funds Distributed

4,255,313.36

 

 

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Page 7 of 30

 


 

 

           

 

 

Bond / Collateral Reconciliation - Balances

 

 

 

 

Collateral Reconciliation

 

Certificate Reconciliation

 

 

 

 

Total

 

Total

Beginning Scheduled Collateral Balance

836,440,552.45

836,440,552.45

Beginning Certificate Balance

836,440,552.45

(-) Scheduled Principal Collections

1,261,182.29

1,261,182.29

(-) Principal Distributions

1,261,182.29

(-) 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

835,179,370.16

835,179,370.16

Certificate Other Adjustments**

0.00

Beginning Actual Collateral Balance

836,440,552.45

836,440,552.45

Ending Certificate Balance

835,179,370.16

Ending Actual Collateral Balance

835,256,690.31

835,256,690.31

 

 

 

 

 

 

 

              NRA/WODRA Reconciliation

 

Under / Over Collateralization Reconciliation

 

 

 

       Non-Recoverable Advances (NRA) from

       Workout Delayed Reimbursement of Advances

 

 

 

 

                     Principal

       (WODRA) from Principal

Beginning UC / (OC)

0.00

Beginning Cumulative Advances

0.00

0.00

UC / (OC) Change

0.00

Current Period Advances

0.00

0.00

Ending UC / (OC)

0.00

Ending Cumulative Advances

0.00

0.00

Net WAC Rate

4.28%

 

 

 

 

UC / (OC) Interest

0.00

(1)

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

 

 

 

(2)

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

 

 

 

**

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

 

 

 

 

 

 

 

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Page 8 of 30

 


 

 

                             

 

 

 

 

Current Mortgage Loan and Property Stratification

 

 

 

 

 

 

 

 

 

 

Scheduled Balance

 

 

 

 

 

Debt Service Coverage Ratio¹

 

 

 

 

Scheduled

# Of

Scheduled

% Of

 

 

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

16

88,092,852.60

10.55%

11

4.2969

NAP

Defeased

16

88,092,852.60

10.55%

11

4.2969

NAP

 

10,000,000 or less

29

152,765,467.11

18.29%

11

4.2611

1.939923

1.30 or less

7

126,881,098.58

15.19%

11

3.9463

1.251837

10,000,001 to 20,000,000

11

172,039,099.52

20.60%

10

4.1685

1.803338

1.31 to 1.40

6

100,133,902.73

11.99%

11

4.1383

1.359444

20,000,001 to 30,000,000

4

105,715,974.83

12.66%

11

3.9728

1.860645

1.41 to 1.50

4

73,792,834.97

8.84%

12

4.2532

1.438266

30,000,001 to 40,000,000

6

218,643,165.55

26.18%

11

4.1170

1.697569

1.51 to 1.60

4

50,473,565.16

6.04%

9

4.2613

1.565991

40,000,001 to 50,000,000

1

46,000,000.00

5.51%

12

4.2400

1.770000

1.61 to 1.70

3

14,652,769.25

1.75%

12

4.2768

1.674585

50,000,001 to 60,000,000

1

51,922,810.55

6.22%

12

4.0430

1.380000

1.71 to 1.80

5

97,123,446.33

11.63%

12

4.2002

1.773940

60,000,001 to 70,000,000

0

0.00

0.00%

0

0.0000

0.000000

1.81 to 1.90

6

71,152,261.70

8.52%

12

4.2237

1.870179

 

70,000,001 or greater

0

0.00

0.00%

0

0.0000

0.000000

1.91 to 2.00

2

13,614,588.93

1.63%

12

4.5022

1.912835

 

Totals

68

835,179,370.16

100.00%

11

4.1569

1.768418

2.01 to 2.10

3

33,232,881.83

3.98%

11

4.1759

2.026525

 

 

 

 

 

 

 

 

2.11 to 2.40

5

74,033,303.13

8.86%

11

4.2277

2.244442

 

 

 

 

 

 

 

 

2.41 to 2.50

2

45,930,171.33

5.50%

9

4.0577

2.439038

 

 

 

 

 

 

 

 

2.51 to 2.60

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

2.61 to 2.70

1

20,500,000.00

2.45%

10

3.8150

2.660000

 

 

 

 

 

 

 

 

2.71 to 3.10

1

10,377,272.08

1.24%

12

3.9180

3.030000

 

 

 

 

 

 

 

 

3.11 to 3.20

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

3.21 to 5.20

3

15,188,421.54

1.82%

10

3.9335

3.947061

 

 

 

 

 

 

 

 

5.21 or greater

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

Totals

68

835,179,370.16

100.00%

11

4.1569

1.768418

(1)

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

 

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

 

 

 

 

(2)

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

 

 

 

 

 

(3)

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

 

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

 

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

 

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

 

 

 

 

 

 

 

 

(4)

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 9 of 30

 


 

 

                           

 

 

 

Current Mortgage Loan and Property Stratification

 

 

 

 

 

 

 

 

 

 

 

State³

 

 

 

 

 

State³

 

 

 

 

# Of

Scheduled

% Of

 

 

Weighted Avg

 

# Of

Scheduled

% Of

 

 

Weighted Avg

State

 

 

 

WAM²

WAC

 

State

 

 

 

WAM²

WAC

 

 

Properties

Balance

Agg. Bal.

 

 

DSCR¹

 

Properties

Balance

Agg. Bal.

 

 

DSCR¹

Defeased

17

88,092,852.60

10.55%

11

4.2969

NAP

Totals

75

835,179,370.16

100.00%

11

4.1569

1.768418

Alabama

1

3,026,053.39

0.36%

11

4.0900

1.400000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Property Type³

 

 

 

Arizona

2

7,107,494.77

0.85%

11

4.2442

3.391165

 

 

 

 

 

 

 

California

7

24,696,352.53

2.96%

11

4.3763

2.116136

 

# Of

Scheduled

% Of

 

 

Weighted Avg

 

 

 

 

 

 

 

Property Type

 

 

 

WAM²

WAC

 

Colorado

1

4,641,162.76

0.56%

12

4.2400

1.770000

 

Properties

Balance

Agg. Bal.

 

 

DSCR¹

Connecticut

1

15,150,320.91

1.81%

12

4.2400

1.770000

Defeased

17

88,092,852.60

10.55%

11

4.2969

NAP

Florida

7

89,134,574.11

10.67%

11

4.0881

1.611504

Industrial

1

9,561,448.72

1.14%

10

4.3700

2.150000

Georgia

1

39,008,578.53

4.67%

12

4.4230

1.460000

Lodging

6

130,750,952.93

15.66%

11

4.2272

2.071458

Indiana

3

56,368,357.85

6.75%

12

4.1078

1.891417

Mixed Use

5

112,924,398.56

13.52%

12

4.0745

1.515113

Iowa

1

13,175,928.06

1.58%

12

4.2400

1.770000

Mobile Home Park

2

10,838,705.97

1.30%

10

4.0281

3.006518

Kansas

2

14,154,107.99

1.69%

12

4.2297

1.495474

Multi-Family

10

132,815,844.69

15.90%

10

4.2373

1.725712

Louisiana

2

22,748,272.85

2.72%

12

4.2453

1.532591

Office

5

47,858,804.62

5.73%

11

4.0000

2.114924

Massachusetts

2

21,945,212.50

2.63%

11

4.2684

2.109984

Other

1

66,000,000.00

7.90%

11

3.7075

1.280000

Michigan

2

10,302,404.89

1.23%

11

4.0611

2.420925

Retail

26

229,228,867.30

27.45%

12

4.2135

1.696600

Missouri

1

2,256,821.14

0.27%

12

4.5520

1.470000

Self Storage

2

7,107,494.77

0.85%

11

4.2442

3.391165

Montana

1

12,327,977.23

1.48%

12

4.2400

1.770000

Totals

75

835,179,370.16

100.00%

11

4.1569

1.768418

Nevada

3

36,330,259.82

4.35%

11

4.2339

2.230564

 

 

 

 

 

 

 

New York

6

185,231,899.45

22.18%

11

3.9821

1.905382

 

 

 

 

 

 

 

North Carolina

1

9,561,448.72

1.14%

10

4.3700

2.150000

 

 

 

 

 

 

 

Pennsylvania

2

7,838,951.10

0.94%

12

4.3058

1.621454

 

 

 

 

 

 

 

Texas

6

59,002,645.76

7.06%

8

4.2303

1.443808

 

 

 

 

 

 

 

Utah

1

10,377,272.08

1.24%

12

3.9180

3.030000

 

 

 

 

 

 

 

Vermont

1

32,588,941.16

3.90%

12

4.2000

1.240000

 

 

 

 

 

 

 

Virginia

3

64,276,622.94

7.70%

12

4.0760

1.442579

 

 

 

 

 

 

 

Washington

1

5,834,857.02

0.70%

11

4.0700

1.270000

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 10 of 30

 


 

 

                             

 

 

 

 

Current Mortgage Loan and Property Stratification

 

 

 

 

 

 

 

 

 

 

Note Rate

 

 

 

 

 

Seasoning

 

 

 

 

 

# 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

16

88,092,852.60

10.55%

11

4.2969

NAP

Defeased

16

88,092,852.60

10.55%

11

4.2969

NAP

 

4.000% or less

7

126,737,593.92

15.17%

11

3.7980

1.974407

12 months or less

0

0.00

0.00%

0

0.0000

0.000000

 

4.001% to 4.500%

41

596,993,684.76

71.48%

11

4.1956

1.738093

13 to 24 months

0

0.00

0.00%

0

0.0000

0.000000

 

4.501% or greater

4

23,355,238.88

2.80%

12

4.5850

1.698586

25 to 36 months

0

0.00

0.00%

0

0.0000

0.000000

 

Totals

68

835,179,370.16

100.00%

11

4.1569

1.768418

37 to 48 months

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

49 months or greater

52

747,086,517.56

89.45%

11

4.1404

1.776947

 

 

 

 

 

 

 

 

Totals

68

835,179,370.16

100.00%

11

4.1569

1.768418

(1)

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

 

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

 

 

 

 

(2)

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

 

 

 

 

 

(3)

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

 

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

 

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

 

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

 

 

 

 

 

 

 

 

(4)

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 11 of 30

 


 

 

                             

 

 

 

 

Current Mortgage Loan and Property Stratification

 

 

 

 

 

 

 

 

 

Anticipated Remaining Term (ARD and Balloon Loans)

 

 

 

Remaining Amortization Term (ARD and Balloon Loans)

 

 

 

Anticipated

# Of

Scheduled

% Of

 

 

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

16

88,092,852.60

10.55%

11

4.2969

NAP

Defeased

16

88,092,852.60

10.55%

11

4.2969

NAP

 

60 months or less

52

747,086,517.56

89.45%

11

4.1404

1.776947

Interest Only

7

212,808,750.00

25.48%

11

3.9832

1.909937

61 months to 108 months

0

0.00

0.00%

0

0.0000

0.000000

230 months or less

3

25,075,888.61

3.00%

12

4.3148

1.203160

109 months to 114 months

0

0.00

0.00%

0

0.0000

0.000000

231 months to 300 months

42

509,201,878.95

60.97%

11

4.1975

1.749623

 

115 months or greater

0

0.00

0.00%

0

0.0000

0.000000

301 months to 350 months

0

0.00

0.00%

0

0.0000

0.000000

 

Totals

68

835,179,370.16

100.00%

11

4.1569

1.768418

351 months or greater

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

 

 

Totals

68

835,179,370.16

100.00%

11

4.1569

1.768418

(1)

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

 

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

 

 

 

 

(2)

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

 

 

 

 

 

(3)

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

 

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

 

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

 

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

 

 

 

 

 

 

 

 

(4)

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 12 of 30

 


 

 

                         

 

 

 

 

Current Mortgage Loan and Property Stratification

 

 

 

 

 

 

 

 

Age of Most Recent NOI

 

 

 

 

Remaining Stated Term (Fully Amortizing Loans)

 

 

Age of Most

# Of

Scheduled

% Of

 

 

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

16

88,092,852.60

10.55%

11

4.2969

NAP

 

 

No outstanding loans in this group

 

Underwriter's Information

2

63,708,750.00

7.63%

12

3.9892

1.610504

 

 

 

 

 

 

12 months or less

49

679,330,195.30

81.34%

11

4.1541

1.798317

 

 

 

 

 

 

13 to 24 months

1

4,047,572.26

0.48%

11

4.2040

0.810000

 

 

 

 

 

 

25 to 36 months

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

37 to 48 months

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

49 months or greater

0

0.00

0.00%

0

0.0000

0.000000

 

 

 

 

 

 

Totals

68

835,179,370.16

100.00%

11

4.1569

1.768418

 

 

 

 

 

(1)

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

 

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

 

 

(2)

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

 

 

 

(3)

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

 

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

 

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

 

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

 

 

 

 

 

 

(4)

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

 

 

 

 

 

 

 

 

 

 

 

 

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Page 13 of 30

 


 

 

                               

 

 

 

 

 

 

Mortgage Loan Detail (Part 1)

 

 

 

 

 

 

 

 

 

 

 

Interest

 

 

 

 

 

Original

Adjusted

Beginning

Ending

Paid

 

 

Prop

 

 

Accrual

Gross

    Scheduled

    Scheduled

   Principal          Anticipated          Maturity

Maturity

Scheduled

Scheduled

Through

Pros ID

Loan ID

Type

City

State

Type

Rate

   Interest

      Principal

     Adjustments      Repay Date

Date

Date

Balance

Balance

Date

1

453000262

RT

Various

Various

Actual/360

4.240%

167,951.11

0.00

0.00

N/A

06/01/25

--

46,000,000.00

46,000,000.00

05/01/24

1A

453000261

 

 

 

Actual/360

4.240%

123,074.39

0.00

0.00

N/A

06/01/25

--

33,708,750.00

33,708,750.00

05/01/24

2

453000267

98

New York

NY

Actual/360

3.708%

114,932.50

0.00

0.00

05/05/25

05/05/45

--

36,000,000.00

36,000,000.00

06/05/24

2A

453000268

 

 

 

Actual/360

3.708%

95,777.08

0.00

0.00

05/05/25

05/05/45

--

30,000,000.00

30,000,000.00

06/05/24

3

300801277

MU

Fairfax

VA

Actual/360

4.043%

181,114.67

99,625.44

0.00

N/A

06/01/25

--

52,022,435.99

51,922,810.55

06/01/24

5

300801275

LO

Atlanta

GA

Actual/360

4.423%

148,903.47

87,093.14

0.00

N/A

06/01/25

--

39,095,671.67

39,008,578.53

06/01/24

6

1443414

MF

Bloomington

IN

Actual/360

4.120%

132,713.90

70,717.00

0.00

N/A

06/01/25

--

37,407,612.86

37,336,895.86

06/01/24

7

453000255

LO

New York

NY

Actual/360

4.013%

138,222.22

0.00

0.00

N/A

03/01/25

--

40,000,000.00

40,000,000.00

06/01/24

8

303901008

RT

Rutland

VT

Actual/360

4.200%

118,056.09

53,295.53

0.00

N/A

06/01/25

--

32,642,236.69

32,588,941.16

06/01/24

9

303901009

MU

Celebration

FL

Actual/360

4.020%

98,444.22

67,619.24

0.00

N/A

05/01/25

--

28,438,388.43

28,370,769.19

06/01/24

10

300801266

LO

New York

NY

Actual/360

4.340%

100,554.63

61,042.85

0.00

N/A

05/01/25

--

26,906,248.49

26,845,205.64

06/01/24

12

303901012

MF

Lafayette

LA

Actual/360

4.280%

68,676.69

42,405.31

0.00

N/A

06/01/25

--

18,634,012.05

18,591,606.74

06/01/24

13

300801265

MF

Columbus

IN

Actual/360

4.084%

67,066.69

39,032.86

0.00

N/A

05/01/25

--

19,070,494.85

19,031,461.99

06/01/24

14

300801281

RT

Las Vegas

NV

Actual/360

4.284%

67,221.61

41,443.52

0.00

N/A

06/01/25

--

18,222,176.89

18,180,733.37

06/01/24

15

303901015

RT

Sunrise

FL

Actual/360

4.170%

68,316.01

33,522.96

0.00

N/A

05/01/25

--

19,025,114.31

18,991,591.35

06/01/24

16

300801125

MF

Midland

TX

Actual/360

4.260%

73,274.10

0.00

0.00

N/A

11/01/24

--

19,974,766.12

19,974,766.12

06/01/24

17

300801251

OF

New York

NY

Actual/360

3.815%

67,345.35

0.00

0.00

N/A

04/01/25

--

20,500,000.00

20,500,000.00

06/01/24

18

300801279

OF

Austin

TX

Actual/360

4.206%

48,988.08

77,320.16

0.00

N/A

06/01/25

--

13,525,768.01

13,448,447.85

05/01/24

19

303901019

MU

Miami

FL

Actual/360

3.990%

61,687.19

34,872.70

0.00

N/A

05/01/25

--

17,954,069.94

17,919,197.24

06/01/24

20

300801276

OF

Scottsdale

AZ

Actual/360

4.286%

54,417.15

33,523.70

0.00

N/A

06/01/25

--

14,744,309.95

14,710,786.25

06/01/24

21

695100487

RT

Las Vegas

NV

Actual/360

4.300%

42,863.15

26,418.85

0.00

N/A

05/06/25

--

11,575,945.30

11,549,526.45

06/06/24

23

300801278

LO

North Dartmouth

MA

Actual/360

4.027%

42,345.78

20,687.09

0.00

N/A

05/01/25

--

12,211,508.49

12,190,821.40

06/01/24

24

300801123

MF

Midland

TX

Actual/360

4.260%

43,226.45

0.00

0.00

N/A

11/01/24

--

11,783,674.93

11,783,674.93

06/01/24

25

695100499

MF

Chicopee

MA

Actual/360

4.570%

38,470.06

21,299.74

0.00

N/A

06/06/25

--

9,775,690.84

9,754,391.10

06/06/24

26

300801272

RT

Park City

UT

Actual/360

3.918%

35,071.48

17,870.92

0.00

N/A

06/01/25

--

10,395,143.00

10,377,272.08

06/01/24

27

300801239

IN

Durham

NC

Actual/360

4.370%

36,051.15

18,837.79

0.00

N/A

04/01/25

--

9,580,286.51

9,561,448.72

06/01/24

28

695100478

MH

Apache Junction

AZ

Actual/360

4.100%

35,570.35

0.00

0.00

N/A

05/06/25

--

10,075,000.00

10,075,000.00

06/06/24

29

303901029

MF

Virginia Beach

VA

Actual/360

4.350%

31,474.11

17,809.26

0.00

N/A

04/01/25

--

8,402,432.01

8,384,622.75

06/01/24

 

 

 

 

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Page 14 of 30

 


 

 

                               

 

 

 

 

 

 

Mortgage Loan Detail (Part 1)

 

 

 

 

 

 

 

 

 

 

 

Interest

 

 

 

 

 

Original

Adjusted

Beginning

Ending

Paid

 

 

Prop

 

 

Accrual

Gross

    Scheduled

    Scheduled

 Principal             Anticipated           Maturity

Maturity

Scheduled

Scheduled

Through

Pros ID

Loan ID

Type

City

State

Type

Rate

   Interest

    Principal

   Adjustments       Repay Date

Date

Date

Balance

Balance

Date

30

695100488

MU

Yonkers

NY

Actual/360

4.567%

29,909.57

25,495.01

0.00

N/A

05/06/25

--

7,605,363.51

7,579,868.50

06/06/24

31

303901031

MF

Virginia Beach

VA

Actual/360

4.350%

28,930.75

16,370.12

0.00

N/A

04/01/25

--

7,723,448.19

7,707,078.07

06/01/24

32

303901032

MU

Delray Beach

FL

Actual/360

4.210%

25,914.17

16,436.32

0.00

N/A

06/01/25

--

7,148,189.40

7,131,753.08

06/01/24

33

303901033

MF

Wichita

KS

Actual/360

4.520%

28,745.30

15,058.86

0.00

N/A

06/01/25

03/01/25

7,385,318.13

7,370,259.27

06/01/24

34

303901034

MF

Richmond

VA

Actual/360

4.290%

27,567.97

14,693.35

0.00

N/A

06/01/25

--

7,462,566.89

7,447,873.54

06/01/24

37

300801271

LO

Orlando

FL

Actual/360

4.162%

24,342.13

15,819.02

0.00

N/A

05/01/25

--

6,791,995.05

6,776,176.03

06/01/24

38

303901038

RT

Sugar Land

TX

Actual/360

4.110%

24,225.12

14,960.95

0.00

N/A

05/01/25

--

6,844,864.96

6,829,904.01

06/01/24

39

695100489

RT

Various

CA

Actual/360

4.354%

24,066.23

14,532.44

0.00

N/A

05/06/25

--

6,418,897.82

6,404,365.38

06/06/24

40

300801269

RT

University Place

WA

Actual/360

4.070%

20,497.94

13,806.06

0.00

N/A

05/01/25

--

5,848,663.08

5,834,857.02

06/01/24

41

300801244

LO

South Lake Tahoe

CA

Actual/360

4.360%

22,311.72

12,576.34

0.00

N/A

04/01/25

--

5,942,747.67

5,930,171.33

06/01/24

42

300801243

RT

Rowlett

TX

Actual/360

3.950%

22,030.06

11,187.55

0.00

N/A

04/01/25

--

6,476,782.72

6,465,595.17

06/01/24

43

300801230

MH

Las Vegas

NV

Actual/360

3.980%

22,619.67

0.00

0.00

N/A

04/01/25

--

6,600,000.00

6,600,000.00

06/01/24

44

303901044

MF

Mechanicsburg

PA

Actual/360

4.330%

19,174.88

11,616.47

0.00

N/A

06/01/25

--

5,142,632.74

5,131,016.27

06/01/24

45

303901045

RT

Tampa

FL

Actual/360

4.020%

18,810.45

10,501.90

0.00

N/A

05/01/25

--

5,433,929.21

5,423,427.31

06/01/24

46

303901046

OF

Southfield

MI

Actual/360

3.750%

17,282.50

10,874.93

0.00

N/A

04/01/25

--

5,351,999.53

5,341,124.60

06/01/24

47

303901047

RT

Hampton

VA

Actual/360

4.100%

17,361.75

11,630.15

0.00

N/A

04/01/25

--

4,917,569.00

4,905,938.85

06/01/24

48

300801273

MH

Pearland

TX

Actual/360

4.379%

17,463.29

10,385.02

0.00

N/A

06/01/25

--

4,631,183.04

4,620,798.02

06/01/24

49

303901049

RT

Macomb

MI

Actual/360

4.396%

18,814.59

8,964.53

0.00

N/A

06/01/25

--

4,970,244.82

4,961,280.29

06/01/24

50

695100493

OF

Coral Gables

FL

Actual/360

4.339%

16,928.83

9,172.29

0.00

N/A

06/06/25

--

4,530,832.20

4,521,659.91

06/06/24

51

695100494

RT

Vallejo

CA

Actual/360

4.435%

16,684.06

9,714.54

0.00

N/A

06/06/25

--

4,368,666.25

4,358,951.71

06/06/24

53

695100486

OF

Topeka

KS

Actual/360

4.204%

14,695.80

11,916.42

0.00

N/A

05/06/25

--

4,059,488.68

4,047,572.26

06/06/24

54

1544011

RT

San Antonio

TX

Actual/360

4.265%

16,546.23

8,310.30

0.00

N/A

06/01/25

--

4,505,271.18

4,496,960.88

06/01/24

55

300801255

MF

Lubbock

TX

Actual/360

4.050%

15,103.06

8,912.06

0.00

N/A

05/01/25

01/01/25

4,330,627.78

4,321,715.72

06/01/24

57

300801246

SS

Marysville

WA

Actual/360

4.400%

16,227.44

7,809.08

0.00

N/A

04/01/25

01/01/25

4,282,901.25

4,275,092.17

06/01/24

58

300801256

RT

Covington

LA

Actual/360

4.090%

14,667.56

7,955.18

0.00

N/A

05/01/25

--

4,164,621.29

4,156,666.11

06/01/24

59

300801258

MH

Salinas

CA

Actual/360

4.103%

15,002.69

7,570.80

0.00

N/A

05/01/25

--

4,246,276.77

4,238,705.97

06/01/24

61

695100491

LO

Plainview

TX

Actual/360

4.707%

14,155.78

11,530.24

0.00

N/A

05/06/25

--

3,492,451.78

3,480,921.54

06/06/24

62

300801284

MF

Carmichael

CA

Actual/360

4.680%

15,202.13

8,082.51

0.00

N/A

06/01/25

--

3,772,240.65

3,764,158.14

06/01/24

 

 

 

 

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Page 15 of 30

 


 

 

                               

 

 

 

 

 

 

Mortgage Loan Detail (Part 1)

 

 

 

 

 

 

 

 

 

 

 

Interest

 

 

 

 

 

Original

Adjusted

Beginning

Ending

Paid

 

 

Prop

 

 

Accrual

Gross

    Scheduled

     Scheduled

  Principal            Anticipated             Maturity

Maturity

Scheduled

Scheduled

Through

Pros ID

Loan ID

Type

City

State

Type

Rate

   Interest

    Principal

   Adjustments        Repay Date

Date

Date

Balance

Balance

Date

63

300801250

LO

Asheville

NC

Actual/360

4.168%

11,995.22

11,693.41

0.00

N/A

05/01/25

02/01/25

3,342,114.69

3,330,421.28

06/01/24

64

300801267

SS

Tempe

AZ

Actual/360

4.331%

14,419.60

6,193.18

0.00

N/A

05/01/25

--

3,866,391.01

3,860,197.83

06/01/24

65

695100483

LO

Royse City

TX

Actual/360

4.431%

12,639.41

7,414.08

0.00

N/A

05/06/25

--

3,312,576.65

3,305,162.57

06/06/24

66

303901066

RT

Galveston

TX

Actual/360

4.230%

11,882.12

6,521.75

0.00

N/A

05/01/25

--

3,262,077.87

3,255,556.12

06/01/24

67

300801254

SS

Phoenix

AZ

Actual/360

4.141%

11,598.65

5,396.64

0.00

N/A

05/01/25

--

3,252,693.58

3,247,296.94

06/01/24

68

300801257

RT

Northport

AL

Actual/360

4.090%

10,677.99

5,791.36

0.00

N/A

05/01/25

--

3,031,844.75

3,026,053.39

06/01/24

69

300801283

RT

Smithfield

VA

Actual/360

4.406%

10,704.93

5,080.20

0.00

N/A

06/01/25

--

2,821,499.81

2,816,419.61

06/01/24

70

303901070

RT

Philadelphia

PA

Actual/360

4.260%

9,951.98

5,008.48

0.00

N/A

06/01/25

--

2,712,943.31

2,707,934.83

06/01/24

71

300801253

RT

Lake Jackson

TX

Actual/360

4.250%

9,052.29

4,599.04

0.00

N/A

05/01/25

--

2,473,491.01

2,468,891.97

06/01/24

72

300801229

MH

Various

TX

Actual/360

4.525%

8,725.86

4,974.45

0.00

N/A

04/01/25

--

2,239,393.06

2,234,418.61

06/01/24

73

695100496

RT

Sikeston

MO

Actual/360

4.552%

8,862.95

4,263.88

0.00

N/A

06/06/25

--

2,261,085.02

2,256,821.14

06/06/24

74

300801270

MH

Ooltewah

TN

Actual/360

4.350%

6,528.73

3,925.32

0.00

N/A

06/01/25

--

1,742,930.77

1,739,005.45

06/01/24

Totals

 

 

 

 

 

 

2,994,131.08

1,261,182.29

0.00

 

 

 

836,440,552.45

835,179,370.16

 

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 16 of 30

 


 

 

                           

 

 

 

 

 

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

13,271,279.00

0.00

--

--

--

0.00

0.00

167,604.51

167,604.51

0.00

0.00

 

 

1A

0.00

0.00

--

--

--

0.00

0.00

122,820.41

122,820.41

0.00

0.00

 

 

2

8,500,000.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

2A

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

3

0.00

1,225,704.73

01/01/24

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

5

4,565,945.41

4,995,513.35

04/01/23

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

6

4,508,510.56

4,534,437.39

04/01/23

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

7

16,811,606.41

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

8

2,706,794.36

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

9

2,876,359.37

2,186,706.38

01/01/23

09/30/23

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

10

4,890,961.16

4,991,108.45

04/01/23

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

12

1,945,233.57

541,537.53

01/01/24

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

13

2,894,501.56

687,020.99

01/01/24

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

14

2,539,598.23

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

15

1,695,576.80

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

16

1,817,980.25

0.00

--

--

--

0.00

141,341.01

0.00

0.00

0.00

0.00

 

 

17

2,231,501.72

0.00

--

--

--

0.00

0.00

0.00

0.00

3,463.68

0.00

 

 

18

2,076,256.12

520,503.31

01/01/24

03/31/24

--

0.00

0.00

126,191.77

126,191.77

0.00

0.00

 

 

19

2,521,666.18

1,830,897.37

01/01/23

09/30/23

--

0.00

0.00

0.00

0.00

2,412.56

0.00

 

 

20

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

21

1,756,727.05

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

23

2,018,086.56

1,940,916.04

04/01/23

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

24

605,788.33

530,914.12

01/01/23

09/30/23

--

0.00

70,692.38

0.00

0.00

0.00

0.00

 

 

25

1,355,567.67

363,834.18

01/01/24

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

26

1,861,493.90

502,142.07

01/01/24

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

27

1,642,420.03

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

28

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

29

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

 

 

 

 

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Page 17 of 30

 


 

 

                           

 

 

 

 

 

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

 

30

987,778.22

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

31

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

32

1,006,054.13

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

33

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

34

856,124.56

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

37

977,039.11

875,799.87

04/01/23

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

38

608,873.65

167,331.87

01/01/24

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

39

1,161,740.44

816,334.36

01/01/23

09/30/23

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

40

568,977.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

41

1,152,425.80

1,193,248.94

04/01/23

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

42

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

43

1,005,266.52

250,364.22

01/01/24

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

44

618,579.54

152,403.08

01/01/24

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

45

736,484.11

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

46

1,287,552.49

318,427.55

01/01/24

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

47

686,111.58

164,099.61

01/01/24

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

48

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

49

422,587.76

105,646.94

01/01/24

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

50

490,945.00

138,894.00

01/01/24

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

51

807,839.16

147,726.02

01/01/24

03/17/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

53

538,444.94

214,828.03

01/01/22

09/30/22

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

54

544,409.22

0.00

--

--

--

0.00

0.00

0.00

0.00

4,030.06

0.00

 

 

55

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

57

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

58

383,228.00

95,807.00

01/01/24

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

59

513,565.05

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

61

0.00

0.00

--

--

--

0.00

7,422.12

0.00

0.00

0.00

0.00

Full Defeasance

 

62

631,256.17

149,443.08

01/01/24

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

 

 

 

 

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Page 18 of 30

 


 

 

                           

 

 

 

 

 

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

 

63

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

64

529,949.44

120,760.31

01/01/24

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

65

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

66

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

5,457.93

0.00

Full Defeasance

 

67

1,197,800.11

271,188.63

07/01/23

09/30/23

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

68

277,046.00

69,261.50

01/01/24

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

69

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

70

328,963.22

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

71

343,784.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

72

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

73

232,259.98

58,065.00

01/01/24

03/31/24

--

0.00

0.00

0.00

0.00

0.00

0.00

 

 

74

0.00

0.00

--

--

--

0.00

0.00

0.00

0.00

0.00

0.00

Full Defeasance

 

Totals

103,988,939.44

30,160,865.92

 

 

 

0.00

219,455.51

416,616.69

416,616.69

15,364.23

0.00

 

 

 

 

 

 

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Page 19 of 30

 


 

 

           

 

 

 

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 20 of 30

 


 

 

                                           

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

06/17/24

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.156864%

4.137429%

11

05/17/24

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.156967%

4.137531%

12

04/17/24

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.157074%

4.137636%

13

03/15/24

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.157176%

4.137736%

14

02/16/24

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.157287%

4.137845%

15

01/18/24

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.157388%

4.137944%

16

12/15/23

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.157487%

4.138041%

17

11/17/23

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.157591%

4.138143%

18

10/17/23

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.157689%

4.138239%

19

09/15/23

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.157792%

4.138340%

20

08/17/23

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.157888%

4.138435%

21

07/17/23

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

0

0.00

 

0

0.00

0

0.00

 

4.157984%

4.138529%

22

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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Page 21 of 30

 


 

 

                                 

 

 

 

 

 

 

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

1

453000262

05/01/24

0

B

 

167,604.51

167,604.51

0.00

 

46,000,000.00

 

 

 

 

 

 

1A

453000261

05/01/24

0

B

 

122,820.41

122,820.41

0.00

 

33,708,750.00

 

 

 

 

 

 

18

300801279

05/01/24

0

B

 

126,191.77

126,191.77

0.00

 

13,525,768.01

 

 

 

 

 

 

Totals

 

 

 

 

 

416,616.69

416,616.69

0.00

 

93,234,518.01

 

 

 

 

 

 

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 22 of 30

 


 

 

                 

 

 

 

 

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

 

31,758,441

31,758,441

0

 

 

0

 

7 - 12 Months

 

737,420,929

737,420,929

0

 

 

0

 

13 - 24 Months

 

0

0

0

 

 

0

 

25 - 36 Months

 

0

0

0

 

 

0

 

37 - 48 Months

 

0

0

0

 

 

0

 

49 - 60 Months

 

0

0

0

 

 

0

 

> 60 Months

 

66,000,000

66,000,000

0

 

 

0

 

 

 

 

 

Historical Delinquency Information

 

 

 

 

 

 

 

 

Total

Current

    30-59 Days

   60-89 Days

90+ Days

 

     REO/Foreclosure

 

 

Jun-24

835,179,370

835,179,370

0

0

0

 

0

 

May-24

836,440,552

836,440,552

0

0

0

 

0

 

Apr-24

837,765,204

837,765,204

0

0

0

 

0

 

Mar-24

839,017,013

839,017,013

0

0

0

 

0

 

Feb-24

840,400,982

840,400,982

0

0

0

 

0

 

Jan-24

841,643,236

841,643,236

0

0

0

 

0

 

Dec-23

842,880,986

842,880,986

0

0

0

 

0

 

Nov-23

844,183,042

844,183,042

0

0

0

 

0

 

Oct-23

845,411,585

845,411,585

0

0

0

 

0

 

Sep-23

846,704,762

846,704,762

0

0

0

 

0

 

Aug-23

847,924,165

847,924,165

0

0

0

 

0

 

Jul-23

849,139,147

849,139,147

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 23 of 30

 


 

 

                     

 

 

 

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 24 of 30

 


 

 

                 

 

 

 

 

 

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 25 of 30

 


 

 

                   

 

 

 

 

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

5

300801275

42,660,059.49

4.42300%

42,660,059.49

4.42300%

10

10/08/20

11/01/20

11/12/20

10

300801266

29,511,757.45

4.34000%

29,511,757.45

4.34000%

10

07/31/20

06/01/20

09/11/20

16

300801125

0.00

4.26000%

0.00

4.26000%

10

05/24/22

05/25/22

--

23

300801278

13,123,673.50

4.02700%

13,123,673.50

4.02700%

10

06/29/20

07/01/20

08/11/20

24

300801123

0.00

4.26000%

0.00

4.26000%

10

05/24/22

05/25/22

--

41

300801244

6,491,092.51

4.36000%

6,491,092.51

4.36000%

10

06/30/20

05/01/20

08/11/20

61

695100491

4,006,485.15

4.70700%

0.00

4.70700%

8

11/05/21

11/05/21

12/13/21

Totals

 

95,793,068.10

 

91,786,582.95

 

 

 

 

 

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 26 of 30

 


 

 

                         

 

 

 

 

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

22

303901022          09/17/20

12,703,268.61

18,750,000.00

13,198,549.33

338,844.14

13,198,549.33

12,859,705.19

9,412.85

0.00

0.00

9,412.85

  0.06%

Current Period Totals

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

 

Cumulative Totals

12,703,268.61

18,750,000.00

13,198,549.33

338,844.14

13,198,549.33

12,859,705.19

9,412.85

0.00

0.00

9,412.85

 

 

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

 

 

 

 

 

 

 

 

 

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Page 27 of 30

 


 

 

                       

 

 

 

 

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

22

303901022

09/17/20

0.00

0.00

9,412.85

0.00

0.00

9,412.85

0.00

0.00

9,412.85

Current Period Totals

 

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

Cumulative Totals

 

0.00

0.00

9,412.85

0.00

0.00

9,412.85

0.00

0.00

9,412.85

 

 

 

 

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Page 28 of 30

 


 

 

                         

 

 

 

 

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 29 of 30

 


 

 

     

 

Supplemental Notes

 

 

None

 

 

 

 

 

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Page 30 of 30