CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6

Tranches, pool and monthly delinquency indicator for CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6.

Data as of loan data through September 2026; ratings as held in the dataset at build

Current pool balance: $913.4M (December 2016)
Original pool balance: $913.4M
Loans at issuance: 54
Closing date: 2016-12-01
Weighted average coupon at issuance: 4.31%
Weighted average LTV at issuance: 47.1%
30+ delinquent (latest): 0.00%
Realized stress score: 2.7
Net rating change since issuance: +0.51 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$29.7M	96.75%	1.884% fixed	17291EAS0	PIF	WR	not yet reported	WR	not yet reported
A-2	$126.4M	82.91%	3.038% fixed	17291EAT8	PIF	WR	not yet reported	WR	not yet reported
A-3	$16.6M	81.09%	3.654% fixed	17291EAU5	PIF	WR	not yet reported	WR	not yet reported
A-4	$195.0M	59.74%	3.458% fixed	17291EAV3	AAA	AAA	not yet reported	Aaa	not yet reported
A-5	$228.8M	34.70%	3.720% floating (WAC)	17291EAW1	AAA	AAA	not yet reported	Aaa	not yet reported
A-AB	$42.9M	30.00%	3.512% fixed	17291EAX9	AAA	AAA	not yet reported	Aaa	not yet reported
A-S	$45.7M	25.00%	4.032% floating (WAC)	17291EAY7	AAA	AAA	not yet reported	Aa2	not yet reported
B	$44.5M	20.13%	4.248% floating (WAC)	17291EAZ4	AA-	AA-	not yet reported	A1	not yet reported
C	$49.1M	14.75%	4.288% floating (WAC)	17291EBA8	A-	BBB	not yet reported	not yet reported	not yet reported
D	$57.1M	8.50%	3.250% fixed	17291EAA9 +	BB-	B	not yet reported	not yet reported	not yet reported
E	$26.3M	5.63%	4.288% floating (WAC)	17291EAC5 +	CCC	CCC	not yet reported	not yet reported	not yet reported
F	$11.4M	4.38%	4.288% floating (WAC)	17291EAE1 +	CCC	CC	not yet reported	not yet reported	not yet reported
G	$10.3M	3.25%	4.288% floating (WAC)	17291EAG6 +	not yet reported	C	not yet reported	not yet reported	not yet reported
H	$29.7M	0.00%	4.288% floating (WAC)	17291EAJ0 +	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
R	not yet reported	not yet reported	not yet reported	17291EAQ4	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
S	not yet reported	not yet reported	not yet reported	17291EAP6	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$685.1M	Interest only	0.842% floating	17291EBB6	AAA	AAA	not yet reported	Aa1	not yet reported
X-B	$44.5M	Interest only	0.040% fixed	17291EBC4	AA-	AAA	not yet reported	A1	not yet reported
X-D	$57.1M	Interest only	1.038% floating	17291EAL5 +	BB-	B	not yet reported	not yet reported	not yet reported

Credit support is computed from the class stack order in the prospectus: the share of the deal's principal balance in classes junior to the class. Interest-only classes carry a notional balance and no principal support figure. Ratings are the latest held in the dataset for each class and agency; NR means the agency shows the class as not rated, WR that the rating was withdrawn, PIF that the class has been paid in full. Any other status value is shown exactly as the agency reports it. A + after a CUSIP marks a class with companion CUSIPs in the dataset.

Pool at issuance

Loans	54
Original loan balance	$913.9M
Weighted average coupon	4.31%
Weighted average LTV	47.1%
Median loan LTV	64.3%
Full-term interest only (share of balance)	42.2%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	8.2%
Five largest loans (share of balance)	27.8%
Occupancy at issuance (weighted average)	93.4%

Realized outcomes

Months reported	1
Peak 30+ delinquency	0.00% (December 2016)
Ever severe (share of original balance)	0.00%
Ever modified (share of original balance)	0.00%
Past scheduled maturity (share of original balance)	0.00%
Non-performing matured (share of original balance)	0.00%
Maximum servicer advances (share of balance)	0.00%
Median DSCR, first year	1.71
Median DSCR, latest	1.71
Realized stress score	2.7

Property types

Property type	Original balance	Share of pool
Retail	$300.8M	32.9%
Mixed use	$244.5M	26.8%
Office	$166.4M	18.2%
Lodging	$83.5M	9.1%
Self storage	$55.8M	6.1%
Multifamily	$45.5M	5.0%
Other (code 98)	$13.1M	1.4%
98.0	$4.2M	0.5%

Property type is reported for 100.0% of the pool balance; shares are of the full pool.

Largest loans

Property	Location	Original balance	Share of pool	Coupon	Originated
8 Times Square & 1460 Broadway	New York, NY	$75.0M	8.2%	4.05%	2016
681 Fifth Avenue	New York, NY	$57.5M	6.3%	4.13%	2016
Quantum Park	Ashburn, VA	$50.0M	5.5%	3.69%	2016
Potomac Mills	Woodbridge, VA	$36.4M	4.0%	2.99%	2016
Walgreens Net Lease Portfolio 6	not yet reported	$35.0M	3.8%	4.59%	2016

Delinquency and stress indicator

▬ 30+ days delinquent · ▬ Distressed (90+, foreclosure, REO, non-performing matured)

Monthly shares of the deal's reported balance, from the deal indicator series in the dataset. Months in which fewer than half of the reported loans carry a delinquency status code are not plotted.

Ratings

Classes with a CUSIP	19 of 19
Classes with a current rating in the dataset	16 of 19
Net rating change since issuance	+0.51 notches (balance-weighted)
Delinquency threshold crossed	Not crossed in the dataset
First downgrade	None recorded

Sources: SEC Form ABS-EE asset-level reports, Form 10-D distribution reports and the deal prospectus; rating histories published under SEC Rule 17g-7(b) and agency releases. Definitions are in the methods note on the market page.