CSMC 2016-NXSR Commercial Mortgage Trust

Tranches, pool and monthly delinquency indicator for CSMC 2016-NXSR Commercial Mortgage Trust.

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

Current pool balance: $267.8M (September 2026)
Original pool balance: $606.8M
Loans at issuance: 41
Closing date: 2016-12-22
Weighted average coupon at issuance: 4.29%
Weighted average LTV at issuance: 38.1%
30+ delinquent (latest): 10.37%
Realized stress score: 85.8
Net rating change since issuance: +0.42 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$22.8M	98.12%	1.971% fixed	12594PAS0	PIF	WR	not yet reported	WR	not yet reported
A-2	$86.0M	91.04%	3.106% fixed	12594PAT8	PIF	WR	not yet reported	WR	not yet reported
A-3	$65.0M	85.68%	3.501% fixed	12594PAU5	AAA	AAA	not yet reported	Aaa	not yet reported
A-4	$224.9M	67.15%	3.795% fixed	12594PAV3	AAA	AAA	not yet reported	Aaa	not yet reported
A-S	$30.3M	64.65%	4.049% fixed	12594PAZ4	AAA	AAA	not yet reported	Aa3	not yet reported
A-SB	$26.1M	62.50%	3.565% fixed	12594PAW1	AAA	AAA	not yet reported	Aaa	not yet reported
B	$41.0M	59.13%	4.251% fixed	12594PBA8	A	AA	not yet reported	not yet reported	not yet reported
C	$31.1M	56.56%	4.365% floating (WAC)	12594PBB6	BBB	A-	not yet reported	not yet reported	not yet reported
D	$31.1M	54.00%	4.365% floating (WAC)	12594PAG6	B-	BB	not yet reported	not yet reported	not yet reported
E	$19.0M	52.44%	3.365% floating (WAC)	12594PAJ0	CC	CCC	not yet reported	not yet reported	not yet reported
F	$6.8M	51.88%	3.365% floating (WAC)	12594PAL5	C	CC	not yet reported	not yet reported	not yet reported
NR	$22.8M	50.00%	3.365% floating (WAC)	12594PAN1	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	12594PAQ4	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
V2	$606.8M	0.00%	not yet reported	12594PBH3	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$455.1M	Interest only	0.830% floating	12594PAX9	AAA	AAA	not yet reported	Aa1	not yet reported
X-B	$41.0M	Interest only	0.114% floating	12594PAY7	A	AAA	not yet reported	not yet reported	not yet reported
X-E	$19.0M	Interest only	1.000% fixed	12594PAA9	CC	CCC	not yet reported	not yet reported	not yet reported
X-F	$6.8M	Interest only	1.000% fixed	12594PAC5	C	CC	not yet reported	not yet reported	not yet reported
X-NR	$22.8M	Interest only	1.000% fixed	12594PAE1	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
Z	not yet reported	not yet reported	not yet reported	12594PBJ9	not yet reported	not yet reported	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	41
Original loan balance	$712.8M
Weighted average coupon	4.29%
Weighted average LTV	38.1%
Median loan LTV	60.8%
Full-term interest only (share of balance)	49.7%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	8.4%
Five largest loans (share of balance)	36.8%
Occupancy at issuance (weighted average)	90.0%

Realized outcomes

Months reported	118
Peak 30+ delinquency	29.19% (August 2020)
Ever severe (share of original balance)	33.45%
Ever modified (share of original balance)	24.06%
Past scheduled maturity (share of original balance)	14.03%
Non-performing matured (share of original balance)	99.19%
Maximum servicer advances (share of balance)	1.37%
Median DSCR, first year	1.79
Median DSCR, latest	1.77
Realized stress score	85.8

Property types

Property type	Original balance	Share of pool
Retail	$164.3M	23.0%
Lodging	$98.7M	13.9%
Mixed use	$19.6M	2.8%
Office	$13.6M	1.9%
Multifamily	$2.9M	0.4%

Property type is reported for 42.0% of the pool balance; shares are of the full pool.

Largest loans

Property	Location	Original balance	Share of pool	Coupon	Originated
GURNEE MILLS	Gurnee, IL	$60.0M	8.4%	3.99%	2016
Defeased	not yet reported	$60.0M	8.4%	3.48%	2016
NOVO NORDISK	not yet reported	$60.0M	8.4%	3.48%	2016
QLIC	not yet reported	$50.0M	7.0%	4.40%	2015
Walgreens Portfolio I	not yet reported	$32.6M	4.6%	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	20 of 20
Classes with a current rating in the dataset	15 of 20
Net rating change since issuance	+0.42 notches (balance-weighted)
Delinquency threshold crossed	May 2020
First downgrade	October 2020

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.