JPMCC Commercial Mortgage Securities Trust 2016-JP4

Tranches, pool and monthly delinquency indicator for JPMCC Commercial Mortgage Securities Trust 2016-JP4.

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

Current pool balance: $553.8M (September 2026)
Original pool balance: $997.6M
Loans at issuance: 41
Closing date: 2016-12-22
Weighted average coupon at issuance: 4.23%
Weighted average LTV at issuance: 39.3%
30+ delinquent (latest): 12.84%
Realized stress score: 69.1
Net rating change since issuance: +0.63 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$35.7M	96.42%	1.891% fixed	46645UAQ0	PIF	WR	not yet reported	WR	not yet reported
A-2	$129.1M	83.49%	2.984% fixed	46645UAR8	AAA	AAA	not yet reported	Aaa	not yet reported
A-3	$215.0M	61.94%	3.393% fixed	46645UAS6	AAA	AAA	not yet reported	Aaa	not yet reported
A-4	$266.1M	35.26%	3.648% fixed	46645UAT4	AAA	AAA	not yet reported	Aaa	not yet reported
A-S	$59.9M	29.26%	3.870% fixed	46645UAX5	AAA	AAA	not yet reported	Aa2	not yet reported
A-SB	$52.5M	24.00%	3.474% fixed	46645UAU1	AAA	AAA	not yet reported	Aaa	not yet reported
B	$61.1M	17.88%	4.053% fixed	46645UAY3	A-	AA-	not yet reported	A3	not yet reported
C	$49.9M	12.88%	3.462% floating (WAC)	46645UAZ0	BBB-	BBB+	not yet reported	not yet reported	not yet reported
D	$56.1M	7.25%	3.462% floating (WAC)	46645UAC1	CCC	B	not yet reported	not yet reported	not yet reported
E	$22.4M	5.00%	4.212% floating (WAC)	46645UAE7	CC	CCC	not yet reported	not yet reported	not yet reported
F	$17.5M	3.25%	4.212% floating (WAC)	46645UAG2	not yet reported	CC	not yet reported	not yet reported	not yet reported
NR	$32.4M	0.00%	4.212% floating (WAC)	46645UAJ6	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	46645UAL1	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$758.2M	Interest only	0.826% floating	46645UAV9	AAA	AAA	not yet reported	Aa1	not yet reported
X-B	$61.1M	Interest only	0.159% floating	46645UAW7	A-	AAA	not yet reported	A3	not yet reported
X-C	$106.0M	Interest only	0.750% floating	46645UAA5	CCC	B	not yet reported	not yet reported	not yet reported
Z	not yet reported	not yet reported	not yet reported	46645UAN7	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	$1.00B
Weighted average coupon	4.23%
Weighted average LTV	39.3%
Median loan LTV	65.8%
Full-term interest only (share of balance)	36.8%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	9.4%
Five largest loans (share of balance)	35.9%
Occupancy at issuance (weighted average)	89.3%

Realized outcomes

Months reported	117
Peak 30+ delinquency	13.37% (June 2026)
Ever severe (share of original balance)	15.14%
Ever modified (share of original balance)	0.00%
Past scheduled maturity (share of original balance)	6.01%
Non-performing matured (share of original balance)	99.60%
Maximum servicer advances (share of balance)	1.60%
Median DSCR, first year	1.94
Median DSCR, latest	1.59
Realized stress score	69.1

Property types

Property type	Original balance	Share of pool
Office	$235.4M	23.5%
Retail	$232.5M	23.2%
Lodging	$108.8M	10.9%
Multifamily	$42.8M	4.3%
Manufactured housing	$37.0M	3.7%
Industrial	$8.3M	0.8%

Property type is reported for 66.3% of the pool balance; shares are of the full pool.

Largest loans

Property	Location	Original balance	Share of pool	Coupon	Originated
HILTON HAWAIIAN VILLAGE	Honolulu, HI	$94.0M	9.4%	4.20%	2016
FRESNO FASHION FAIR MALL	Fresno, CA	$80.0M	8.0%	3.59%	2016
9 WEST 57TH STREET	not yet reported	$63.0M	6.3%	2.86%	2016
RIVERWAY	Rosemont, IL	$63.0M	6.3%	4.96%	2016
MOFFETT GATEWAY	Sunnyvale, CA	$60.0M	6.0%	3.32%	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	17 of 17
Classes with a current rating in the dataset	14 of 17
Net rating change since issuance	+0.63 notches (balance-weighted)
Delinquency threshold crossed	May 2020
First downgrade	October 2021

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.