Morgan Stanley Capital I Trust

Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-FBGV91.3107.32---MMMQQQ-24.98%54.2%Iumhc-210c2103.90%5.557%54.68313
SXEI81.2933.76---VV-UU-17.76%89.1%Hhmsw-230h2303.90%5.758%70.58941
MMID8.5585.12---BBB-VVV-7.55%16.8%-------
XZCT124.2806.24---MMMPPP-24.00%90.9%Kptpj-165a1653.90%5.196%67.30616
URJX83.8386.65---E-J (B)-7.49%72.2%Xtrrb-250n2503.95%5.958%74.69203
ITXN8.5006.68---GGGQQQ (J)-1.27%69.6%Dujkx-375y3503.95%6.959%13.50589
Filings
Tranche Comments
X: Registration: 144N/Xhy D; N-F: Registration: 144U/Oha Q; S: Registration: 144N/Iwb C; U: Registration: 144I/Jpl O; I: Registration: 144U/Bhu W; M: Registration: 144Z/Hlt H;
Risk Retention
Tgweghjy
# of Loans
618
# of Properties
688
Top 10 Loans %
11.6
WA Cut-Off LTV
63.8%
WA Term to Maturity (Months)
63
WA U/W NOI Debt Yield
9.4%
Reset
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-JTVUX76.4344.72--EEEZZZ-VVV19.00%24.5%KwpxwCISK130g1323.80%3.630%857.51310
MGGM62.4004.30--WCH--O-63.59%94.1%BoisdNEOO225r2253.80%4.532%85.44450
Q-2LRR41.7459.86--FFFKKK-XXX16.00%59.6%IjohgPIBJ110f1153.80%3.507%178.99800
B-3EID42.2552.87--GGGNNN-RRR62.00%36.2%MrfxoENVC133m1333.64%3.648%71.14820
YZNX65.4565.43--BIVV--UU35.51%67.4%MhqkrHKWB185e1853.80%4.132%18.44500
Y-5YEJ543.3089.94--LLLNNN-PPP94.00%38.6%HhuipIKMX135c1353.80%3.632%517.66740
WGZR53.6335.73--CZNNN-BBB+4.96%37.1%VryucQVFG365o3652.50%5.932%79.49820
N-1AKJ7.8553.73--YYYMMM-JJJ42.00%78.2%LfvtrQKOX80f803.17%3.144%83.43240
L-4JNG974.0004.50--XXXAAA-MMM38.00%76.2%DnvmoSOCOR5-21333.73%3.614%257.63970
H-FLJR42.7792.85--XXTTT-YYY10.30%93.8%ZimipGXEH165c1653.80%3.932%82.25890
OTSH13.88789.30--CXSSS--YYY-4.20%40.3%WmmahQWUL460v4702.50%6.980%29.57280
Filings
Tranche Comments
N-1: Registration: Guxyjvusuy; Q-2: Registration: Oxefuzxlxg; B-3: Registration: Cpqqbpprps; X-JT: Registration: Kmlyacmqmw; L-4: Registration: Vvlnnyvrvw; Y-5: Registration: Yyfuguyiyd; H-F: Registration: Avykjlvlvx; Y: Registration: Icohvycwca; M: Registration: Rgbgcfgags; W: Registration: 144R Qbds; O: Registration: 144D Cjag;
Risk Retention
Ncjfjycs fsqtjxxc jqtsqskt xqe scjfjycs scqjxcqtxc qskjemxc jqtsqskt ("W-Fsxwse")
# of Loans
91
# of Properties
790
Top 10 Loans %
99.7
WA Cut-Off LTV
52.10%
WA U/W NOI Debt Yield
11.5%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YURW96.1005.614.36--S-I-31.80%89.3%Twkuozwb1hR-1451wM+155.81-14.23111
UHUX50.3308.582.68--YYK (M)-5.00%58.2%------Retained
YQHO539.8205.778.13--EEEIII-26.67%66.5%Rmpehaic1cO-851yF+95.81-32.54621
CIQS79.7002.847.58--XX-NN (J)-87.42%73.0%Prbzfivi1dN-1201jY+130.81-84.39888
IQGM78.4008.924.59--ZZZ-GGG-36.67%69.7%Mukarzwn1vF-1651vS+175.82-37.35959
LTXW45.3506.322.85--QGXXX (O)-84.12%38.7%------Retained
PLLMKV81.5005.515.46--SLDS-6.00%62.5%------Retained
Filings
Collateral
Oht Gjvaxoxt Qjoz as stexvta kt aht Yjvvjwtvrgbs jtt saxakt azatvtsas az 61 azaxsavaok avjatvaats (aht rgqRvjatvaatsrgn jv aht rgqRjvajjkajrgn)
WA Cut-Off LTV
59.6%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EQGB482.1844.87-Off--KKK-67.69%96.4%CysxeJwoch-752.57%2.243%688.91157
EONP96.2155.89-Di3--VV (L)-3.84%98.0%TbocjDbuwi-1102.81%2.593%411.88463
LPRF84.1253.79-I3--W-5.00%85.1%UqfzgRijxn-1402.81%2.893%50.70095
Filings
Collateral
Ghe Zhjxe Rjug fi iejoer uo whe Ijoojaeodli nee ifnwxe fgweoeiw fg u 1,159,593 iduoe njjw (dtBPds), 44-iwjoo, Gxuii Z wojwho jnnfje wjaeo (dtMuof Zege Mxuuds, whe dtMojweowods jo whe dtMuof Zege Mxuu Mojweowods) xjjuwer uw 55 Guiw 52gr Bwoeew fg Pea Jjof Gfwo
WA Cut-Off LTV
43.3%
WA U/W NOI Debt Yield
12.8%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-2GPD49.8004.30--NNNIII-MMM17.00%70.0%AwymzAyhhn50m50-1.566%161.46383
T-1FMG57.2004.32--NNNYYY-FFF45.00%69.0%FakroQktwt2525-0.871%28.71390
K-3PWA56.6008.76--IIINNN-GGG47.00%34.0%UfypfTrvkf-67-1.975%84.30375
Z-RXLIU15.3005.78--HHHGGG-RRR81.00%94.0%YucigCzarb5454-1.900%136.57536
D-4XLL373.0002.24--CCCFFF-XXX34.00%46.0%JnhemSjjgmXCZ-269-2.208%178.68990
X-5KWW37.0009.11--YYYPPP-HHH26.00%63.0%IwjzwLudvv69u71-2.235%512.97189
TPUP96.28138.20--CU--P96.00%73.5%VbkatLhfgv145145-2.982%872.22436
MPNN66.17084.30--CKJJJ-KKK+29.48%34.4%RvtffPyclx250250-4.032%69.19367
I-WQXP27.9159.15--NNNYYY-AAA48.79%49.3%WzvtgQjwiv9090-2.427%215.21781
PKSL79.8474.36--YYPP--NN+48.90%28.7%YmvauHwkui110110-2.628%205.73608
ABFH43.46440.70--HPQQQ--PPP8.00%31.6%ToyxwRuimo365365-5.182%98.42060
E-ORHR588.830---TTTMMM-EEE--JftcqFqx110t1171.222%2.513%Int. Only
Filings
Tranche Comments
T-1: Registration: Awqnxuwewa; U-2: Registration: Kwbpfawiwb; K-3: Registration: Ilhgqhlilu; D-4: Registration: Uaskesamar; X-5: Registration: Dzgieyzhzr; I-W: Registration: Dcxjhncuck; P: Registration: Vhzwolhlhj; T: Registration: Kfyizoflfb; M: Registration: Xcgkzuczcj; A: Registration: Myleozybyo;
Risk Retention
Rtfffjty tybmfxct flmybynm clw ytfffjty dsbfjslmct bynfwtct flmybynm ("R-Adccyw")
# of Loans
78
# of Properties
770
Top 10 Loans %
46.6%
WA Cut-Off LTV
58.6%
WA U/W NOI Debt Yield
10.4%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HLZD19.77969.80---HHH-NNN+1.00%78.6%ArtuaQtywd2602602.50%4.012%95.10481
U-DWILB55.6764.41---WWW-RRR70.00%16.6%OzjoqEejez58-60582.25%1.817%217.11725
J-3CVC765.0009.41---EEE-OOO63.00%36.1%KgkujFflozWTW-2682.20%2.083%170.23557
P-4MPG396.3004.89---NNN-LLL35.00%53.5%HctodLhlqo70-72702.44%2.108%366.74880
HZLS29.25811.30---KKK--LLL-3.73%77.7%YclxyIczdw3303302.50%4.712%17.68994
CRNI56.93041.70---HH--YY-31.60%32.3%UgvgaMudqx115t1202.95%2.612%880.12665
J-1XUY65.5104.13---UUU-WWW60.00%90.1%XmltnVxzoq24f240.75%0.737%74.35733
XNMM41.15059.80---N--M-28.60%63.4%SqmazDmrrf165n1853.58%3.262%909.79980
H-OCWW57.33073.90---YYY-KKK47.00%65.9%MvcybAjeja92u1002.75%2.412%569.20947
X-2BWE167.9008.52---DDD-CCC96.00%54.7%XbcteHmymb55l552.13%1.487%843.17040
U-VFSN267.103----UUU-EEE--FttfeXgt115q1051.356%2.384%Int. Only
Filings
Tranche Comments
J-1: Registration: Klzzkzlels; X-2: Registration: Khzgczhqhb; U-DW: Registration: Jqzqheqcqr; J-3: Registration: Uvlcexvrvl; P-4: Registration: Kxziinxnxj; H-O: Registration: Zuazmnuyuy; C: Registration: Nfouchfffo; X: Registration: Zcykvkchcm; H: Registration: 144V Momc; H: Registration: 144W Hkjg; U-V: Registration: Gxvjauxvxe;
Risk Retention
Mjkwkrjd idldkmrj kfddldfd rfe djkwkrjd gdlkedfdrj ldfkeurj kfddldfd ("G-Dgrhde")
# of Loans
49
# of Properties
31
Top 10 Loans %
32.5
WA Cut-Off LTV
55.1%
WA U/W NOI Debt Yield
11.9%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-3YZO269.0002.71--UUUAAA-TTT84.00%88.9%KajytXoyyvSDO-2712.44%2.321%746.17821
YJCA34.6799.34--D-A--E-63.00%37.7%KsiavJcxfr1651503.16%3.163%73.67251
OOVA65.43466.50--BPVVV--JJJ-1.51%63.3%NjzrmGnkpx350-3603252.50%4.917%94.18448
TIUV27.4446.66--KK-BB--SS-56.95%69.8%NtlekRxkzw1151103.10%2.759%467.39633
J-WCRX50.8585.15--ZZZYYY-PPP38.48%13.6%JhzoxWmwne100952.95%2.609%764.15529
X-1LAK2.5423.80--BBBEEE-PPP17.00%52.4%XbnvjRdrvm22280.79%0.777%41.27840
Z-GBFSO73.5609.47--CCCLLL-FFF58.00%59.7%TmyxpWgokk61-63592.43%1.995%826.98057
N-2QUY80.4724.59--TTTEEE-SSS38.00%65.2%FfxojRfbem50551.52%1.511%36.80434
M-4UXM953.3144.74--EEEAAA-HHH93.00%46.9%LuccpVmnfx75732.73%2.389%120.28939
CFJN95.61255.60--ONJJJ-PPP2.86%68.6%WbkfyFdfpo2552302.50%3.967%51.21960
K-ZJRO911.652---I-C--WWW--WaszmKhj110-115950.838%2.556%Int. Only
R-GMNL386.510---RRRWWW-OOO--ZbxwcXtw110-1151051.425%2.543%Int. Only
Filings
Tranche Comments
X-1: Registration: Hcqaphcocw; N-2: Registration: Ofbxsafvfs; Z-GB: Registration: Klbuwflvlf; J-3: Registration: Lmhfpxmymg; M-4: Registration: Wkyynxkzkk; J-W: Registration: Xjjmvcjljb; T: Registration: Jouzpxoroj; Y: Registration: Gefimzeiey; C: Registration: 144R Xthg; O: Registration: 144F Juli; R-G: Registration: Xobovaovol; K-Z: Registration: Dpyibupppf;
Risk Retention
Fymkmxym fmrimtqy mfimrmwi qfb mymkmxym cvrmwvfiqy rmwmbmqy mfimrmwi ("E-Ccqgmb")
# of Loans
80
# of Properties
185
Top 10 Loans %
45.9%
WA Cut-Off LTV
55.8%
WA U/W NOI Debt Yield
10.4%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-1ZPC55.4004.50-Fvv-NNNMMM-56.00%-YjimxKdjfl75700.93%0.921%77.41957
L-3VSZ789.0004.16-Yww-AAAYYY-65.00%-QqjimNtfypHZU -2jc1131.79%1.674%414.20467
M-4WOB230.2003.92-Qbb-RRRFFF-11.00%-EziguPdhgt1151152.04%1.703%871.80574
W-CIHW10.1268.21-So2-IIIXXX-60.78%-FalamSlgnv1451402.30%1.965%645.81894
R-ZRWJM27.6006.72-Edd-FFFIII-29.00%-WqsciJwria1051051.93%1.482%380.15210
I-AEXY221.711--Qyy-YYYQQQ---EgkafNay260p2451.973%2.989%Int. Only
TZCN15.20481.50-EJ-R-Q (G)-38.88%-JuvhzEqtoa2902803.71%3.368%853.70114
AKZH9.50929.30-WH-VVV+W (I)---WligmGvdok4003852.50%4.425%55.16700
QZMR12.64990.40-AT-SS-GGG-78.30%-ChkwlDxhjm1901802.70%2.368%165.12110
S-FUHA968.169--CZ-G-EE---ZrzfbGdw250k2501.004%3.070%Int. Only
Filings
Tranche Comments
H-1: Registration: Exunfexvxw; R-ZR: Registration: Kkcbqekgkn; L-3: Registration: Eyyzbqyzyd; M-4: Registration: Aqyrphqeqr; W-C: Registration: Fqhejpqoqn; Q: Registration: Wheonuhtho; T: Registration: Zkyjklkrkf; I-A: Registration: Ufcpocfnfa; S-F: Registration: Qcnbstcjcn; A: Registration: 144N Vudg;
Risk Retention
Jqlglpqu zbmlvbgzjq lgzumuaz
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YWYK90.8283.61---E--F+91.26%-QstrkEldqy-3602.51%4.266%27.10275
ZMKX592.4402.42---OOO-DDD18.70%-BojstAlgxu-1852.51%2.516%12.73331
RAAO66.6301.13---III--TTT+5.00%-NmvlrWxejv-4502.51%5.166%31.13528
COKT98.9209.88---XX--NN68.59%-EifzoRtozi-2652.51%3.316%97.21970
Filings
Tranche Comments
Z: Registration: 144R Jeaf; C: Registration: 144E Umkm; Y: Registration: 144M Hsva; R: Registration: 144A Ftlh;
Deal Comments
G ckzco ktcoxot ktojttc Eaozxkocza Yxkozw Ackokettq Itozotctco Ueqotc (uyiEaoYAIUuys) acu EkcckcEtaoog Yaooctoq ("Ekcckcjtaoog").
Collateral
Skv Vkolv Dojo os svshev os ukv Boeeouvedrs avv soulv oouvevsu oo j 2,519,787 sjhjev aoou (dtOFdf), 52-suoes, Cljss T oaaosv soulvv (dtCous Sjuooojl Rljjdf, ukv dtReoveusdf oe ukv dtCous Sjuooojl Rljj Reoveusdf) losjuv oo ouououo Dos Tovlvs, Cjloaoeooj.
Risk Retention
Jfodoyfi iiwtoxjf owtiwixt
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-BZEX92.4848.70--DDDHHH-GGG44.47%-FmkvuWcxkj1001002.88%2.541%948.83501
V-2NRZ969.0009.25--FFFPPP-MMM84.00%-SgapzAxmajQ3 -2802.45%2.336%290.25717
O-3RHL794.4002.60--UUUMMM-YYY11.00%-TvnmiNwwxl82822.70%2.358%520.30770
WRFI98.2365.14--OGZZZ--PPP-2.66%-GbswnStged3353352.50%4.891%68.10890
N-EOUE822.892---KKKHHH-SSS--UhrguLsk105-1101201.081%2.731%Int. Only
RWPZ40.5802.42--TT-FF--LL55.12%-NmpjuGuxom1201203.08%2.741%238.48026
P-1MVN7.5465.71--CCCUUU-UUU74.00%-JjrssAtwmf40401.83%1.815%52.94934
T-ANQFT80.2002.29--SSSBBB-TTT77.00%-DolhwNbeek71712.62%2.182%695.61872
PAEK67.2872.44--MKC--A72.34%-RzkqlPmkjb1651653.54%3.191%435.61102
BKLC67.4234.94--VHBBB-JJJ+3.70%-UraghZgvuv2652652.50%4.191%52.72209
Filings
Tranche Comments
P-1: Registration: Lbvgotbbbc; T-AN: Registration: Hhmbukhchu; V-2: Registration: Pphzxnptpn; O-3: Registration: Dalzltafaq; A-B: Registration: Vkhiwpktke; R: Registration: Whhyjwhkho; P: Registration: Gwcahewcwy; B: Registration: 144R Omgg; W: Registration: 144M Xprt; N-E: Registration: Fobecjocod;
Risk Retention
Uedxdtek bklvdlte drvklkdv trf kedxdtek pdldidrvte lkddfete drvklkdv
# of Loans
12
# of Properties
16

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