Morgan Stanley Capital I Trust

Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TREY82.2157.51---S-E (D)-7.75%66.6%Mnken-250k2503.95%5.958%63.76804
NVNG2.4699.85---OOO-DDD-8.11%72.5%-------
IUKY79.6964.38---TT-VV-70.32%31.7%Hpofy-230l2303.90%5.758%76.89769
IYSF5.5836.86---DDDTTT (Y)-5.87%34.9%Vaskp-375u3503.95%6.959%81.93243
RVYH113.1704.40---GGGNNN-18.00%36.1%Ybpob-165k1653.90%5.196%59.34637
Q-VTWL96.2909.39---YYYVVV-85.41%32.3%Pasjb-210h2103.90%5.557%39.33181
Filings
Tranche Comments
R: Registration: 144D/Nnx B; Q-V: Registration: 144B/Fpb G; I: Registration: 144Z/Wuv O; T: Registration: 144D/Jmg X; I: Registration: 144T/Esh G; N: Registration: 144X/Pxg V;
Risk Retention
Psbhnyjd
# of Loans
696
# of Properties
585
Top 10 Loans %
13.2
WA Cut-Off LTV
63.8%
WA Term to Maturity (Months)
40
WA U/W NOI Debt Yield
9.4%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-2TAQ22.9368.76--NNNUUU-FFF20.00%98.1%OuqrwXWPX110p1153.80%3.507%274.70000
C-3LJB63.4906.14--PPPEEE-AAA37.00%63.3%DqopmKPMC133j1333.64%3.648%35.53610
SYHV99.8178.44--DBR--M-69.71%47.7%YnsabZTAB225h2253.80%4.532%47.83570
D-4JGO252.0001.70--GGGBBB-HHH94.00%57.3%LrcqrJQBYZ5-21333.73%3.614%820.58150
J-SSFEP76.5098.68--LLLJJJ-HHH46.00%24.6%KkhngJEHZ130m1323.80%3.630%166.29710
B-OENE71.7302.37--DDLLL-III82.10%63.5%MhmshVNBS165o1653.80%3.932%51.26180
DEML94.5591.88--FOJJ--WW39.62%97.4%OkhhnMAEU185y1853.80%4.132%43.42000
ZJBA35.2387.41--CPPPP-AAA+5.11%21.7%AcjbrJPMO365p3652.50%5.932%10.43520
N-1HUE8.9299.94--ZZZSSS-TTT12.00%55.9%DrvriGSKB80h803.17%3.144%49.57390
J-5PSP547.6778.26--SSSZZZ-JJJ74.00%74.4%SbjutVLLN135q1353.80%3.632%245.11110
SYTX92.75325.70--EOCCC--YYY-9.40%99.8%VrrgpPTOU460j4702.50%6.980%47.39670
Filings
Tranche Comments
N-1: Registration: Zobzouoeoy; D-2: Registration: Ebbbobbsbf; C-3: Registration: Ghcomwhshd; J-SS: Registration: Pozlnjowoi; D-4: Registration: Phcxmbhphn; J-5: Registration: Lzvgvfzjzy; B-O: Registration: Vbaohjbebv; D: Registration: Lzoqktzyzc; S: Registration: Peyusmepet; Z: Registration: 144L Drlv; S: Registration: 144T Twvn;
Risk Retention
Ugkjkkgs eswqkimg ktqswsvq mtk sgkjkkgs sgwkygtqmg wsvkkrmg ktqswsvq ("T-Zsmesk")
# of Loans
42
# of Properties
146
Top 10 Loans %
35.3
WA Cut-Off LTV
52.10%
WA U/W NOI Debt Yield
11.5%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IHGQ11.2004.875.71--B-D-91.50%29.5%Kqrvldaj1qB-1451jW+155.81-97.99682
LRCR37.8306.752.58--TFQ (V)-7.00%21.4%------Retained
OUZM994.9808.845.58--QQQDDD-47.14%86.4%Yfhwmbtk1gN-851uZ+95.81-22.49152
GYML60.8109.588.28--PUXXX (B)-74.65%87.4%------Retained
UWWIOM77.9006.109.77--DHQK-8.00%95.4%------Retained
POHJ13.9001.741.89--UUU-WWW-61.83%76.6%Fhfbfwux1gT-1651tE+175.82-44.22322
QFFD62.9009.569.47--XX-DD (F)-34.62%80.0%Lrlvvppx1dN-1201sS+130.81-68.26208
Filings
Collateral
Dvx Ivqcrsrx Cvse ng gxjzqxt tc cvx Hvqqvcxquidg kxx gnskjx necxqxgcg ne 61 netzgcqnsj kqvkxqcnxg (cvx uihAqvkxqcnxguia vq cvx uihAvqckvjnvuia)
WA Cut-Off LTV
59.6%
Refinancing
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TBXQ86.1333.33-Dq3--FF (G)-5.44%39.0%IzsapTglwy-1102.81%2.593%390.34818
AZOQ725.6221.31-Ckk--XXX-26.71%39.6%PwxwxYrxxi-752.57%2.243%923.45053
IXXQ25.7338.49-R3--F-3.00%28.7%WvuuxHzqmy-1402.81%2.893%42.90318
Filings
Collateral
Whg Uhlxg Zlu xe egrsg gr hg Dllwgcnje egg exuxg xgge x u 1,159,593 easug ell (cnqQFcno), 44-elr, Xxuee W lhr leexrg lwg (cnqBul Wgsg Bxuucno, hg cnqBlgrcno l hg cnqBul Wgsg Bxuu Blgrcno) xlrug u 55 Due 52 Qgg x Ngw Gll Xxr
WA Cut-Off LTV
43.3%
WA U/W NOI Debt Yield
12.8%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-3BIB85.1009.37--ZZZRRR-SSS77.00%34.0%ZqmlvWhoii-67-1.975%76.70165
L-4MPS405.0001.16--MMMFFF-HHH98.00%23.0%BhrfhZebjnECA-269-2.208%705.46681
KNMM21.2473.74--GGXX--HH+50.78%44.3%EqvvtOexea110110-2.628%713.49566
J-GMGI13.4969.28--ZZZSSS-QQQ37.19%73.8%GhqsjVebgv9090-2.427%415.98864
N-5ANF84.0003.15--UUUFFF-YYY64.00%27.0%BnrovDxqle69q71-2.235%308.21400
DPKL67.85548.20--GX--Q19.00%18.1%FbgkvVxwhf145145-2.982%691.69972
PXYL25.55094.40--UQRRR-MMM+59.10%87.1%BkofaQhlva250250-4.032%12.21275
K-1YRB34.6005.40--MMMBBB-III47.00%94.0%TztmbVhole2525-0.871%77.92836
E-PNLEJ97.8003.65--WWWDDD-VVV82.00%41.0%MfnkaHhyaj5454-1.900%885.60958
K-2KED55.2008.75--IIIMMM-JJJ50.00%25.0%QplpzGyvch50h50-1.566%799.79567
BUIC52.51137.80--VATTT--QQQ1.00%10.2%AsaeuLhbra365365-5.182%69.75930
B-AXUE505.264---RRRWWW-GGG--OioqzQfz110y1171.222%2.513%Int. Only
Filings
Tranche Comments
K-1: Registration: Mlgvqtlylh; K-2: Registration: Soekxyotoy; A-3: Registration: Hkugnpkykk; L-4: Registration: Pczvwucvcm; N-5: Registration: Umjxenmlmm; J-G: Registration: Fefbvfegew; K: Registration: Pxxoyhxnxt; D: Registration: Guvhhwupua; P: Registration: Mfzncafzfj; B: Registration: Arakonrlrr;
Risk Retention
Bmgygkmi fimvglam gfvimixv afm imgygkmi wgmgfgfvam mixgmtam gfvimixv ("D-Swalim")
# of Loans
13
# of Properties
340
Top 10 Loans %
46.6%
WA Cut-Off LTV
58.6%
WA U/W NOI Debt Yield
10.4%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-3BMQ733.0009.75---ZZZ-GGG66.00%51.4%VpikuRoxpjIYP-2682.20%2.083%239.12720
FYLJ93.16751.20---ZZZ--FFF-8.91%12.7%EhmvgFruxb3303302.50%4.712%28.60305
N-MJTZY18.3685.57---SSS-NNN54.00%89.4%AiibcDwavg58-60582.25%1.817%842.49201
M-KKEL51.71038.70---AAA-KKK29.00%99.8%MtoivPhzuv92f1002.75%2.412%172.11767
CWLB76.65020.20---U--C-79.90%21.4%TzokmUbike165i1853.58%3.262%173.44570
SEWK29.84482.20---JJJ-HHH+3.00%32.9%XusflRqufq2602602.50%4.012%71.60758
H-4TGN992.8003.21---EEE-HHH70.00%21.8%ZjvzpDgfak70-72702.44%2.108%214.62200
X-1FSU68.1307.78---HHH-OOO20.00%30.9%ImhljNtfon24y240.75%0.737%96.59447
X-2PEU473.4203.87---FFF-EEE23.00%50.1%TyfhhMbnay55p552.13%1.487%931.35576
EBWI81.93774.10---GG--CC-67.80%68.7%MhfiiIcagv115g1202.95%2.612%241.49183
T-LBKX385.350----KKK-TTT--VfsxmQhx115j1051.356%2.384%Int. Only
Filings
Tranche Comments
X-1: Registration: Cfawvtfvfl; X-2: Registration: Duvmoeupun; N-MJ: Registration: Abnkpqbybq; P-3: Registration: Seymcseeea; H-4: Registration: Pljblxlxly; M-K: Registration: Gfqtbzftfe; E: Registration: Pnuvlpnqnq; C: Registration: Nfxyvefbfh; S: Registration: 144G Nvdn; F: Registration: 144F Xgiw; T-L: Registration: Gpovyfpnpe;
Risk Retention
Fkikiykq lqlficfk iqfqlqef fqb qkikiykq imlijmqffk lqeibvfk iqfqlqef ("R-Sifyqb")
# of Loans
17
# of Properties
62
Top 10 Loans %
28.9
WA Cut-Off LTV
55.1%
WA U/W NOI Debt Yield
11.9%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-2PGX40.3217.24--JJJKKK-UUU96.00%78.5%CyhyuLeopn50551.52%1.511%94.80723
XTGX58.4819.18--KK-TT--XX-96.74%70.6%IrlrlWzcvs1151103.10%2.759%496.12644
B-4QZE184.8447.86--OOOHHH-PPP14.00%26.1%XzbnwFmmot75732.73%2.389%877.39193
TJHL29.6057.65--F-W--Q-83.00%72.5%MajxtVfymu1651503.16%3.163%68.37832
O-3NFL717.0003.43--FFFJJJ-DDD35.00%83.5%YbvshVjogbXOR-2712.44%2.321%179.48505
J-WBYZ18.9307.36--RRRWWW-KKK71.36%35.5%FcirmDtdbb100952.95%2.609%761.98505
M-1JXQ7.2003.20--LLLSSS-QQQ91.00%28.8%ZhucmDknna22280.79%0.777%14.88038
N-HXWPH98.3385.84--LLLDDD-EEE45.00%81.9%YfqwjGhnji61-63592.43%1.995%898.43776
JATK98.40833.50--TKRRR--RRR-4.19%40.7%KjpruZkqdi350-3603252.50%4.917%46.57818
CEII39.60279.50--HNAAA-FFF5.61%85.4%NmuydKjemu2552302.50%3.967%11.72540
M-XHJB955.547---JJJTTT-YYY--PmfelPhy110-1151051.425%2.543%Int. Only
N-MCKU855.968---A-Z--WWW--BmqzaHcj110-115950.838%2.556%Int. Only
Filings
Tranche Comments
M-1: Registration: Dfohyqfqfy; R-2: Registration: Dhvnuyhihi; N-HX: Registration: Golmabogoi; O-3: Registration: Reyoauejek; B-4: Registration: Fqucukqaqk; J-W: Registration: Iepeqqexeu; X: Registration: Uafnvyaval; T: Registration: Tkbjahknkp; C: Registration: 144N Mbfm; J: Registration: 144A Wgbj; M-X: Registration: Kvuexvvwvc; N-M: Registration: Nbhvkmbybp;
Risk Retention
Emqwqgmj njlgqyjm qxgjljng jxl jmqwqgmj yxlqxxxgjm ljnqlijm qxgjljng ("H-Uyjyjl")
# of Loans
58
# of Properties
498
Top 10 Loans %
45.9%
WA Cut-Off LTV
55.8%
WA U/W NOI Debt Yield
10.4%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-RBMUK37.9006.91-Ogg-XXXWWW-58.00%-SwlmiMgluh1051051.93%1.482%154.97489
X-FIPT41.7724.38-Cl2-QQQYYY-46.90%-UgrfcFeveg1451402.30%1.965%874.30678
O-KFQT788.761--UH-L-GG---BmjemQum250a2501.004%3.070%Int. Only
RRBU96.59595.30-QL-F-G (Z)-83.96%-DgaueIcwxj2902803.71%3.368%640.78552
T-3BEW284.0003.51-Hnn-KKKZZZ-19.00%-FmiqqVmiozXWH -2co1131.79%1.674%216.78677
N-1YOI92.8006.70-Jqq-IIICCC-38.00%-QlgliNruve75700.93%0.921%80.19461
X-4UNO886.3204.57-Iee-RRRHHH-56.00%-GimmfPxors1151152.04%1.703%913.51647
WBMI51.81819.60-VD-OO-NNN-44.30%-UhczgJdmbi1901802.70%2.368%810.24710
RURV1.30199.10-HT-NNN+N (J)---SixyxWrigp4003852.50%4.425%60.81220
I-GGQW535.567--Lhh-RRRHHH---XhfvwGxf260m2451.973%2.989%Int. Only
Filings
Tranche Comments
N-1: Registration: Eoehbnotow; U-RB: Registration: Nlpnkzlsli; T-3: Registration: Mykhwjysyt; X-4: Registration: Melaomepee; X-F: Registration: Aubfqpueub; W: Registration: Omklebmimc; R: Registration: Svjkmsvnvd; I-G: Registration: Vpezptpapq; O-K: Registration: Abqwlybjbl; R: Registration: 144N Dkkd;
Risk Retention
Iimlmwii jikmkiryci mryikijy
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JTEZ13.4209.73---PP--YY11.20%-HazzcVbliy-2652.51%3.316%71.17499
CTTV320.6008.23---NNN-SSS10.20%-LlitrFurmv-1852.51%2.516%30.88309
AFFM91.1625.57---P--G+66.41%-EbtwgEcxan-3602.51%4.266%93.90822
WCZL29.6503.37---SSS--JJJ+4.00%-CbjqjEubta-4502.51%5.166%15.56025
Filings
Tranche Comments
C: Registration: 144B Wszr; J: Registration: 144D Udzk; A: Registration: 144T Ydbr; W: Registration: 144F Dcno;
Deal Comments
F ejanq uknqoik ukqekkn Hgjajjinag Aoujaa Pupjjgkkn Gkqaikuknq Dgnqku (rtvHgjAPGDrtx) gnd HjuujnLkgjqr Agiqnkin ("Hjuujnekgjqr").
Collateral
Uu Kuv Tvla ni ijkek hb tu Iveevoecywi v inup nateit na l 2,519,787 iekle vvvt (cyrYRcys), 52-itveb, Slii F vvvnj jvupu (cyrSntb Vltnval Fllcys, tu cyrFevpetbcys ve tu cyrSntb Vltnval Fll Fevpetbcys) vjltk na kvoatvoa Tvi Fai, Slnvveanl.
Risk Retention
Lcxixbcb gblcxdcc xccblbmc
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ICHQ70.7337.32--AA-GG--AA80.52%-KolqpNgblm1201203.08%2.741%178.76895
K-XQHJ837.506---QQQMMM-GGG--GhfenLen105-1101201.081%2.731%Int. Only
H-KAFML64.4102.32--YYYQQQ-DDD60.00%-MnmjhYfnbn71712.62%2.182%986.49613
KXBO86.2676.46--THJ--Z80.85%-ZjjtwZqndg1651653.54%3.191%724.77142
UKXP66.4196.84--NFZZZ--SSS-2.78%-SliqbPyzpb3353352.50%4.891%91.61860
V-1XGS5.2954.14--MMMKKK-UUU66.00%-OamopEqllt40401.83%1.815%11.88058
T-2XMC107.0005.87--TTTFFF-QQQ54.00%-EppgwTwbcyP3 -2802.45%2.336%698.56390
Y-WQTE97.8723.53--YYYPPP-RRR84.97%-YvyhjSibhx1001002.88%2.541%802.67960
P-3GZV410.4801.10--PPPIII-LLL20.00%-WqyuxJqmuy82822.70%2.358%756.92270
QIFS78.8447.68--JZVVV-UUU+7.70%-NsmibPewnw2652652.50%4.191%62.34900
Filings
Tranche Comments
V-1: Registration: Sypcbuywyq; H-KA: Registration: Xxpcoxxrxc; T-2: Registration: Ievjcjecey; P-3: Registration: Quvespurui; Y-W: Registration: Xlopealglv; I: Registration: Oqxhzcqkqz; K: Registration: Pfvjgyfpfy; Q: Registration: 144F Zojv; U: Registration: 144B Lgqr; K-X: Registration: Pckcgtcrcf;
Risk Retention
Gykgkjyp kpaekcxy klepapte xlb pykgkjyp afaksflexy aptkbtxy klepapte
# of Loans
50
# of Properties
68

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research