Deal Name: 2006-C5

Fitch Ratings has downgraded three classes of Citigroup Commercial Mortgage Securities Inc., 2006-C5, due to expected losses from five loans in special servicing. Fitch downgraded the deal's: - $2.7 million class M to B from B+, - $8 million class ...

  ClassAmt$mlnSubLevel%AvgLife (yrs)RatingS&PRatingMoody'sFinalPricing (bp)BnchmarkA-151.0030.002.80AAAAaa+16swapsA-1A780.6430.008.50AAAAaaNAswapsA-2220.0030.004.90AAAAaa+19swapsA-AB151.3930.007.40AAAAaa+26swapsA-31,200.0030.009.7AAAAaa+24swapsA-MFL100.0020.009.9AAAAaa+19LiborA-M243.2920.009.9AAAAaa+27swapsA-J287.5111.6259.9AAAAaa+30swapsB12.8611.2510.0AA+Aa1+37.5swapsC60.029.5010.0AAAa2+40swapsD38.598.37510.0AA-Aa3+42swapsE38.597.2510.0AA2+47swapsF34.306.2510.0A-A3+50swapsG42.875.0010.0BBB+Baa1+68swapsH34.304.0010.0BBBBaa2+75swapsJ42.872.7510.0BBB-Baa3+90swapsK4.292.625NABB+Ba1NAswapsL12.872.25NABBBa2NAswapsM12.871.875NABB-Ba3NAswapsN8.581.625NAB+B1NAswapsO4.291.50NABB2NAswapsP12.871.125NAB-B3NAswapsQ38.620.00NANRNRNAswapsA-SP3,252.98*NA5.7AAAAaa+80TreasA-X3,429.77*NA8.6AAAAaa+130Treas*Notional amount, interest onlyCollateral balance: $3,429.77 millionBookrunner(s): Credit SuisseLead Managers: Credit Suisse, CitigroupCo-managers: Banc of America Securities, RBS Greenwich Capital, Keybanc Capital MarketsB-piece Buyer: LNR Property Co.Master Servicer: KeyCorpSpecial Servicer: LNR PartnersTrustee: Wells FargoOriginators: Column Financial (89.4 ...

ClassAmt$mlnSubLevel%AvgLife (yrs)RatingFitchRatingMoody'sFinalPricing (bp)BnchmarkA-160.2330.003.14AAAAaa+10swapsA-1A228.7530.009.16AAAAaa+24swapsA-2236.7930.004.80AAAAaa+20swapsA-393.8230.007.22AAAAaa+26swapsA-SB92.7730.007.40AAAAaa+24swapsA-4775.2430.009.74AAAAaa+24swapsA-M212.3820.009.90AAAAaa+27swapsA-J172.5611.8759.90AAAAaa+29swapsB42.489.8759.90AAAa2+36swapsC21.248.8759.90AA-Aa3+39swapsD26.557.6259.90AA2+44swapsE29.206.259.94A-A3+52swapsF26.555.009.98BBB+Baa1+70swapsG21.244.009.98BBBBaa2+80swapsH21.243.009.98BBB-Baa3+95swapsJ7.972.6259.98BB+Ba1 swapsK7.972.259.98BBBa2 swapsL7.971.8759.98BB-Ba3 swapsM2.661.759.98B+B1 swapsN7.971.3759.98BB2 swapsO2.661.259.98B-B3 swapsP26.580.0012.25NRNR swapsX-C2,126.34*NANAAAAAaa+277 Treas*Notional amount, interest onlyCollateral balance: $2,126.34 millionBookrunner(s): CitigroupLead Managers: Citigroup, LaSalle Financial ServicesCo-managers: Banc of America Securities, PNC Capital MarketsB-piece Buyer: LNR PropertyMaster Servicer: Midland Loan ServicesSpecial Servicer: LNR PartnersTrustee: Wells FargoOriginators: Citigroup (42.6 percent), LaSalle Bank (44.1 ...