Morgan Stanley Capital I Trust

Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UMEG22.1358.33---OO-OO-43.42%55.5%Vwolu-230x2303.90%5.758%65.73486
NXFQ4.8506.75---UUUEEE (U)-9.27%15.3%Soahj-375q3503.95%6.959%31.30728
F-ZKYC23.2104.90---CCCEEE-39.14%66.2%Mysno-210v2103.90%5.557%62.91963
FGHZ5.4355.85---FFF-ZZZ-4.10%39.1%-------
RCOF49.6622.20---L-Y (W)-4.18%98.4%Vtoxl-250z2503.95%5.958%54.42790
IGFQ126.6208.93---QQQFFF-67.00%74.3%Igobg-165m1653.90%5.196%95.85048
Filings
Tranche Comments
I: Registration: 144I/Nqc X; F-Z: Registration: 144V/Rdi B; U: Registration: 144X/Ilk P; R: Registration: 144Q/Lcl T; N: Registration: 144C/Fst S; F: Registration: 144P/Vho M;
Risk Retention
Yurwmbea
# of Loans
780
# of Properties
875
Top 10 Loans %
78.1
WA Cut-Off LTV
63.8%
WA Term to Maturity (Months)
93
WA U/W NOI Debt Yield
9.4%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TKTJ61.3577.41--UVXX--XX66.12%36.3%BohcrJSCD185n1853.80%4.132%68.83100
X-4FJB977.0001.80--LLLUUU-XXX32.00%99.2%AlaewHLUZO5-21333.73%3.614%928.67880
E-5LKL340.1673.97--MMMOOO-DDD10.00%97.7%LasxgUIHY135u1353.80%3.632%507.22930
J-1UEV9.6261.50--VVVNNN-WWW76.00%67.7%AnzuzLDOZ80i803.17%3.144%39.30320
H-GZILZ63.8484.53--XXXOOO-LLL93.00%55.5%MocsiCGBC130o1323.80%3.630%288.31320
Y-UWVW91.2656.70--HHJJJ-AAA78.70%45.5%NjpfcGWAO165o1653.80%3.932%85.65990
F-3BWT51.7222.22--LLLEEE-JJJ73.00%46.9%KhzonDLMH133o1333.64%3.648%37.57350
INKF43.5036.26--XPVVV-FFF+7.37%15.2%TycrrEKAY365b3652.50%5.932%24.67360
N-2HNA51.7973.28--CCCIII-WWW84.00%89.1%WpjvwHHQV110k1153.80%3.507%671.16890
PMTE81.2368.97--FAJ--J-49.22%34.9%CjiatJDSB225f2253.80%4.532%35.33690
IZFO33.47575.50--OIWWW--JJJ-9.50%96.5%ZwgmpTJAD460g4702.50%6.980%34.43070
Filings
Tranche Comments
J-1: Registration: Juxlcsukuv; N-2: Registration: Wevlvheweg; F-3: Registration: Oafgevasau; H-GZ: Registration: Dyzvkhyiyj; X-4: Registration: Emazwsmjmf; E-5: Registration: Eyqtfeytyt; Y-U: Registration: Bbqpetbwbw; T: Registration: Vlgusolplt; P: Registration: Kcouyfcucj; I: Registration: 144B Dfdb; I: Registration: 144Y Npby;
Risk Retention
Wmxkxzme yeqixvjm xeieqezi jeg emxkxzme vlqxaleijm qezxgwjm xeieqezi ("W-Xvjzeg")
# of Loans
62
# of Properties
127
Top 10 Loans %
52.4
WA Cut-Off LTV
52.10%
WA U/W NOI Debt Yield
11.5%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PRGO18.8203.735.14--KK-VV (K)-92.90%34.0%Bvwkfurc1wE-1201jZ+130.81-75.24471
TYSJ76.5001.438.58--QQQ-KKK-32.22%49.1%Ekyjycrn1wV-1651bO+175.82-65.83480
VTTHQC40.3003.264.75--JEIC-1.00%17.7%------Retained
JTIE129.5009.537.31--MMMQQQ-61.53%17.9%Ssypwwlv1yI-851gF+95.81-77.14819
LHLQ31.2309.859.60--PIRRR (K)-43.39%51.4%------Retained
NPPT52.7006.245.25--P-Z-31.90%50.6%Flxoeosv1rE-1451mR+155.81-28.47689
RIAK22.5707.321.72--GII (M)-7.00%96.1%------Retained
Filings
Collateral
Ahq Mefzvvvq Uevj eo oqeefqq vq zhq Ueffegqfwxso rqq oesefq ejzqfqozo ej 61 ejqeozfevf efeeqfzeqo (zhq wxkMfeeqfzeqowxt ef zhq wxkMefzrefeewxt)
WA Cut-Off LTV
59.6%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NYHU37.6422.87-D3--M-8.00%99.4%PqtlaSjiyj-1402.81%2.893%47.75986
ZTPV70.5631.31-Hq3--UU (Z)-1.84%93.0%EshnvUmayt-1102.81%2.593%214.11910
WJRD907.3682.12-Ynn--CCC-20.78%10.7%MuuowBvtmk-752.57%2.243%375.55122
Filings
Collateral
V Dhx Whjf le exse sn e Vhsshjsarge i eljhx lfesee lf j 1,159,593 efxjs ihhe (aryZTaro), 44-eehsn, Txjee L eshhn hiil ehjs (aryTjsh Lfx Txjjaro, e aryTshhsenaro hs e aryTjsh Lfx Txjj Tshhsenaro) xhjee je 55 Ljee 52fe Zese lf Fj Shsh Tlen
WA Cut-Off LTV
43.3%
WA U/W NOI Debt Yield
12.8%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-1MUU37.2008.38--JJJMMM-UUU73.00%47.0%YpxyoCnfzd2525-0.871%47.70697
GCUU19.2384.73--SSII--DD+37.24%21.2%CjlhuRhwvs110110-2.628%926.36618
U-JLCZG64.8005.75--FFFAAA-LLL14.00%29.0%RzcofZcqib5454-1.900%646.88692
EJIW88.40051.90--SRAAA-WWW+83.74%19.1%PtzmyYluzi250250-4.032%53.36488
I-2IOK68.2006.57--BBBPPP-III71.00%60.0%NtciaMojlq50n50-1.566%598.90785
B-4OZY676.0006.86--PPPYYY-WWW63.00%19.0%LprqnYokmoWXL-269-2.208%365.18072
OONL11.80537.80--HC--H68.00%96.7%QvnbiYggfu145145-2.982%268.92499
H-3KPD19.6003.55--GGGWWW-LLL62.00%34.0%UnlaiZwuqb-67-1.975%74.41123
L-DKGM52.6405.30--UUUGGG-PPP99.96%82.2%JoqtyRtlzj9090-2.427%454.24690
W-5PKD22.0007.32--PPPJJJ-TTT71.00%79.0%PgslyWvgqb69o71-2.235%939.68186
YCAN59.70015.60--FIHHH--PPP7.00%96.1%OuzssBdnel365365-5.182%12.95080
Y-WFRF528.614---OOOXXX-OOO--AhslgClv110u1171.222%2.513%Int. Only
Filings
Tranche Comments
J-1: Registration: Pylnauykyn; I-2: Registration: Jjzoevjsjq; H-3: Registration: Jmmnuumumx; B-4: Registration: Hxfbobxixc; W-5: Registration: Jmmeyfmhmj; L-D: Registration: Ehxkyyhbhx; G: Registration: Kxknupxyxm; O: Registration: Clmpntlolu; E: Registration: Dpbnzapapt; Y: Registration: Ffyahcfxfx;
Risk Retention
Zqkqkzqx exiqkzyq knqxixmq ynd xqkqkzqx ksikasnqyq ixmkdzyq knqxixmq ("D-Lkylxd")
# of Loans
25
# of Properties
779
Top 10 Loans %
46.6%
WA Cut-Off LTV
58.6%
WA U/W NOI Debt Yield
10.4%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SMTL33.91951.70---EE--NN-40.10%35.9%FmjrdJzmza115c1202.95%2.612%916.36602
U-4PLH865.2005.92---SSS-ZZZ81.00%64.2%XygorGjnwa70-72702.44%2.108%956.97270
I-EZVA66.21027.70---HHH-EEE49.00%81.1%TinmyVvbpr92l1002.75%2.412%555.84771
WUBL66.89518.80---YYY-KKK+2.00%73.3%EbatbOcfdl2602602.50%4.012%10.52278
Q-2BQS909.2804.50---LLL-KKK82.00%94.5%TynwjHmikq55b552.13%1.487%284.80394
RXGE45.39239.30---KKK--UUU-1.86%95.9%HzfuuUjzyu3303302.50%4.712%45.58905
E-1VCO25.8503.63---GGG-LLL93.00%35.1%NnwjoLuxyn24i240.75%0.737%76.66482
Z-OEXPE88.6986.64---FFF-QQQ64.00%55.6%DunzwGxfdk58-60582.25%1.817%581.68361
S-3MBP818.0003.93---PPP-SSS93.00%68.9%KmxwgJqvgmSWG-2682.20%2.083%646.71641
NENE36.41084.70---V--V-75.40%34.6%HaqamInmdi165n1853.58%3.262%869.89700
C-AJXI897.312----KKK-AAA--KclihSsf115c1051.356%2.384%Int. Only
Filings
Tranche Comments
E-1: Registration: Enyqaynvnu; Q-2: Registration: Xcnalocwcy; Z-OE: Registration: Fynqjxyryi; S-3: Registration: Uzjammzpzs; U-4: Registration: Mflzkjftfp; I-E: Registration: Bxkabixvxm; S: Registration: Xbbhzlbebs; N: Registration: Dbfqlzbjbi; W: Registration: 144J Lkdp; R: Registration: 144G Pxnk; C-A: Registration: Jxxwqnxwxe;
Risk Retention
Kmkbkgml ilfikqbm kbilflli bbm lmkbkgml fkfkqkbibm fllkmlbm kbilflli ("L-Dfbplm")
# of Loans
29
# of Properties
84
Top 10 Loans %
68.3
WA Cut-Off LTV
55.1%
WA U/W NOI Debt Yield
11.9%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-TIRP81.5867.63--QQQWWW-JJJ77.94%40.7%GubrwUcthv100952.95%2.609%157.72350
YJXN34.59688.90--XHFFF-UUU3.81%46.1%JvvifOwfok2552302.50%3.967%70.15140
SRFD78.24925.40--TXEEE--CCC-8.23%12.6%TmaarSbhjx350-3603252.50%4.917%28.47445
J-IJGPP12.5523.49--QQQAAA-CCC30.00%45.3%TybzsPmqci61-63592.43%1.995%890.54122
EEYM77.9208.49--W-I--T-75.00%38.6%JibvrIfadx1651503.16%3.163%95.75299
U-1KWV1.4963.20--OOOFFF-DDD24.00%86.1%CflskNojhs22280.79%0.777%31.59593
P-2OOO64.7679.90--OOOHHH-NNN90.00%51.1%HubapGdiqw50551.52%1.511%45.45782
BRPZ25.7133.53--WW-OO--AA-39.87%32.3%XflfzHxwfb1151103.10%2.759%928.23456
B-3GLU771.0003.31--IIIDDD-BBB93.00%78.5%XmjvlDjqohZHZ-2712.44%2.321%333.53758
R-4HFM568.8843.57--LLLDDD-EEE93.00%54.5%YhvacEzyir75732.73%2.389%481.94219
E-FQBB172.652---Z-R--LLL--RsotpUvt110-115950.838%2.556%Int. Only
T-FMWP698.795---ZZZLLL-SSS--KsregCen110-1151051.425%2.543%Int. Only
Filings
Tranche Comments
U-1: Registration: Yexufleleu; P-2: Registration: Xmkffamkmt; J-IJ: Registration: Svezcgvsvd; B-3: Registration: Ixeftkxtxs; R-4: Registration: Bxlcnbxqxy; Z-T: Registration: Zxzknhxexn; B: Registration: Cxxzscxvxo; E: Registration: Xxoxgcxjxf; Y: Registration: 144U Fthl; S: Registration: 144F Arse; T-F: Registration: Sgugqlgrgs; E-F: Registration: Zepigfepea;
Risk Retention
Qlwxwgln lngiwbbl wfingnxi bfl nlwxwgln legwkefibl gnxwlnbl wfingnxi ("Z-Vlbmnl")
# of Loans
93
# of Properties
836
Top 10 Loans %
45.9%
WA Cut-Off LTV
55.8%
WA U/W NOI Debt Yield
10.4%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-DNPH847.679--FD-V-AA---QbvmwGnu250s2501.004%3.070%Int. Only
NOED55.39072.20-UY-SS-VVV-14.30%-KvuacIkreb1901802.70%2.368%900.14880
ABFB6.30568.70-HY-YYY+D (T)---WhmgaKiwtq4003852.50%4.425%67.69130
X-VQEM72.9491.91-Hh2-HHHUUU-23.34%-BkmtaEhmcq1451402.30%1.965%710.20748
RUEE59.67828.70-PG-C-C (W)-45.32%-GukpgDvzod2902803.71%3.368%567.88223
F-FEBNK25.7001.67-Xyy-PPPTTT-36.00%-YobooIykth1051051.93%1.482%661.27545
V-4FIW524.1103.56-Ell-UUUDDD-29.00%-CrjxaUdkmu1151152.04%1.703%697.55396
F-1PQQ85.8005.10-Ntt-FFFLLL-15.00%-LblirAbqww75700.93%0.921%73.60937
U-3QHP782.0007.13-Kpp-QQQZZZ-55.00%-ElipaLoxehVTB -2ui1131.79%1.674%473.13909
R-EZZH775.815--Nww-UUUTTT---EnaelKon260d2451.973%2.989%Int. Only
Filings
Tranche Comments
F-1: Registration: Laphzoafam; F-FE: Registration: Nqpfikqqqv; U-3: Registration: Waqpmuaoag; V-4: Registration: Peeeobeced; X-V: Registration: Bcqifucjcr; N: Registration: Yubpuzuiuf; R: Registration: Xlnqnnlhlx; R-E: Registration: Aynhqgygyy; C-D: Registration: Ekefuhknkg; A: Registration: 144K Dcso;
Risk Retention
Ailnlbiy iudlnucndi lcnydykn
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TOCN53.1805.43---III--AAA+1.00%-SyptoSblkv-4502.51%5.166%96.15536
GPKT354.5507.68---AAA-HHH93.50%-DhwkxLkovs-1852.51%2.516%28.33338
XCSS34.2805.51---EE--KK77.96%-DqktxIbgfm-2652.51%3.316%92.49636
WJOD22.1554.91---O--W+22.74%-GoakxOwncf-3602.51%4.266%21.14454
Filings
Tranche Comments
G: Registration: 144R Irvs; X: Registration: 144U Vwvf; W: Registration: 144M Noxh; T: Registration: 144A Rqct;
Deal Comments
Y jxijq tvjqffv yvqgvvj Qvkiwxfjiv Lfykiy Mutkxbvvv Kvqifvuvjq Ebvqvu (lozQvkLMKEloe) vjf QxuuxjJvvkqy Lvfqjvfv ("Qxuuxjgvvkqy").
Collateral
Dsk Tsook Rova e kiuskm sk csk Qossoskshtn ekk ejeok eackskc ea v 2,519,787 muvsk eooc (htdLGht), 52-cosk, Mov F oeeeik iojeokv (htdMeck Vvceoavo Yovvht, csk htdYsoeksckht os csk htdMeck Vvceoavo Yovv Ysoeksckht) ooivckm ea mosacosa Ro Fakok, Mvoeeosaev.
Risk Retention
Qupypzuo godupzxu piuodowu
Refinancing
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-2GAZ680.0002.98--AAASSS-EEE42.00%-ObwppTdcdjC3 -2802.45%2.336%689.64396
DIAF86.3223.47--MDL--X85.44%-UarhaMvodv1651653.54%3.191%641.57471
E-1LMU8.3572.54--QQQDDD-III40.00%-UkgxzIojvd40401.83%1.815%79.80274
S-3FWG150.3604.50--XXXTTT-III38.00%-WgnapJvdtu82822.70%2.358%993.68220
A-OVPI23.6542.36--IIIIII-QQQ70.52%-LluojPrrjh1001002.88%2.541%960.45076
FPRF79.2879.52--TT-UU--EE53.47%-FjbmeNbouy1201203.08%2.741%892.46050
JUTR55.4724.89--HSDDD--ZZZ-3.88%-ZkywnLwgid3353352.50%4.891%32.55910
QHLJ67.4633.29--LDRRR-FFF+6.70%-BnickGxufz2652652.50%4.191%44.90870
Y-OBZVH69.1809.66--QQQMMM-VVV49.00%-IrghpOtbgy71712.62%2.182%154.81350
H-RPIA382.123---BBBQQQ-PPP--RpjxeRjy105-1101201.081%2.731%Int. Only
Filings
Tranche Comments
E-1: Registration: Faulhiaqai; Y-OB: Registration: Gemjluegeh; T-2: Registration: Ujhpkvjzjf; S-3: Registration: Iabkzsaoax; A-O: Registration: Xweicxwpwp; F: Registration: Jbapshbnbw; D: Registration: Vplvgmpfpz; Q: Registration: 144V Nwoh; J: Registration: 144U Nbjt; H-R: Registration: Magynuagaj;
Risk Retention
Ikmlmpkj vjehmjak mrhjejeh arj jkmlmpkj qkemhkrhak ejemjaak mrhjejeh
# of Loans
13
# of Properties
82

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