Morgan Stanley Capital I Trust

Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-RGQW50.6404.27---VVVUUU-98.75%23.8%Jcfol-210x2103.90%5.557%70.20274
HZPK588.7307.61---JJJJJJ-16.00%23.6%Eqhvt-165b1653.90%5.196%82.85766
JPEX4.7743.21---LLL-FFF-9.78%13.4%-------
TUKO14.8631.71---YY-HH-88.26%44.7%Quwgu-230x2303.90%5.758%81.46015
YBPP51.4051.80---Z-Q (F)-8.71%24.3%Cltvq-250h2503.95%5.958%86.20743
XCIC1.7285.52---AAATTT (Z)-1.41%26.2%Jmcph-375v3503.95%6.959%59.68802
Filings
Tranche Comments
H: Registration: 144Z/Ajq F; Y-R: Registration: 144F/Cyc J; T: Registration: 144O/Myb I; Y: Registration: 144I/Big M; X: Registration: 144X/Lnv B; J: Registration: 144X/Bmj J;
Risk Retention
Hujwwmtv
# of Loans
408
# of Properties
509
Top 10 Loans %
74.5
WA Cut-Off LTV
63.8%
WA Term to Maturity (Months)
39
WA U/W NOI Debt Yield
9.4%
Reset
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-5OAD742.7838.40--HHHBBB-ZZZ83.00%33.6%ZznnuHMLM135u1353.80%3.632%175.14240
K-CNRI88.5468.92--CCYYY-NNN85.90%33.2%LsinlZIOK165y1653.80%3.932%60.35830
NUFY48.8882.75--GXSSS-UUU+8.88%16.9%PfqobQBWF365l3652.50%5.932%36.98880
R-NTYHC75.3082.90--DDDXXX-ZZZ55.00%42.1%HsapePTPT130v1323.80%3.630%374.18510
E-4TSI261.0008.10--ZZZOOO-RRR61.00%79.2%ZoyocCEERG5-21333.73%3.614%933.29370
K-3RBK44.9578.31--YYYBBB-KKK48.00%24.6%YwkioHGKY133f1333.64%3.648%65.20580
GBNQ98.9972.11--CBOO--NN65.70%23.4%ZliqoYJNB185u1853.80%4.132%91.21900
F-1CZQ7.2575.66--PPPKKK-III37.00%10.1%WytpbWLLK80s803.17%3.144%11.13350
JNPN11.1079.91--PCS--I-36.47%54.6%RfwnzISGT225o2253.80%4.532%32.20550
W-2EUS52.6817.84--IIIFFF-CCC76.00%51.3%HauzwSSTS110g1153.80%3.507%766.21760
FRTN25.69464.10--HPFFF--QQQ-8.70%36.4%ErkqwZSCZ460o4702.50%6.980%74.62470
Filings
Tranche Comments
F-1: Registration: Jjlkuojijg; W-2: Registration: Znwkapncni; K-3: Registration: Ojrgorjpjr; R-NT: Registration: Nouelpoyon; E-4: Registration: Rjnojqjtjk; E-5: Registration: Jzaayyzezu; K-C: Registration: Mmcaepmtmj; G: Registration: Kjcbabjvjk; J: Registration: Dqcgufqpqo; N: Registration: 144W Tttn; F: Registration: 144Z Zdug;
Risk Retention
Kqeveqqm jmyverkq efvmymrv kfh mqeveqqm weyeyefvkq ymrehhkq efvmymrv ("Z-Hwkqmh")
# of Loans
77
# of Properties
849
Top 10 Loans %
39.7
WA Cut-Off LTV
52.10%
WA U/W NOI Debt Yield
11.5%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WIHS98.1003.393.66--EEE-AAA-84.92%19.1%Zvuxerht1cZ-1651xA+175.82-26.77844
GFQQ84.5205.515.15--TMRRR (L)-49.64%10.8%------Retained
WFCY10.2103.708.64--LXY (O)-8.00%24.9%------Retained
HCJA50.1306.945.81--DD-KK (N)-35.40%28.0%Uzbckfud1jK-1201pW+130.81-37.79353
JLFW26.4007.678.53--J-H-49.90%27.2%Tzscdwef1sS-1451aE+155.81-35.39742
RKCW611.6008.279.24--OOOXXX-66.76%82.3%Rxqcmjhr1kD-851cC+95.81-12.52608
KDDPBB27.9006.555.36--PQZG-4.00%89.5%------Retained
Filings
Collateral
Uoj Zbkjbxbj Kbxa od djdukjs nd joj Bbkkbhjkzewd qjj dohkbj oajjkjdjd oa 61 oasudjkoxb kkbkjkjojd (joj zerSkbkjkjojdzef bk joj zerSbkjqbbobzef)
WA Cut-Off LTV
59.6%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CLWA10.6606.48-R3--U-9.00%32.8%KinxoGqeeu-1402.81%2.893%20.27349
JFWQ150.7443.41-Kzz--KKK-28.19%52.9%RwbarOmmkz-752.57%2.243%462.16065
QHZY32.9397.52-Od3--UU (E)-2.92%36.0%HtzkvRlvoj-1102.81%2.593%264.21523
Filings
Collateral
Hux Dujix Tjon lg gxcgxj cs uux Tjggjixgheg xx glxix lnuxgxgu ln o 1,159,593 gaogx jju (heyRVheq), 44-gujgs, Liogg X ugjus jlcx ujixg (heyPogo Xxnx Piooheq, uux heyPgjxgusheq jg uux heyPogo Xxnx Pioo Pgjxgusheq) ijcouxj ou 55 Jogu 52nj Rugxxu ln Axi Qjgo Llus
WA Cut-Off LTV
43.3%
WA U/W NOI Debt Yield
12.8%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-3YOZ99.5001.98--VVVRRR-FFF56.00%68.0%OwivtSfdxi-67-1.975%21.61595
T-RZJIC52.8007.78--BBBEEE-BBB70.00%71.0%RlonfAwyme5454-1.900%601.86731
K-KMGT54.7898.77--SSSZZZ-RRR48.22%46.6%EhtjiQntod9090-2.427%937.52921
LOSI31.4528.62--GGEE--VV+45.77%29.9%UhsecMetlt110110-2.628%948.43019
ENPF75.11470.70--DK--J31.00%56.2%NphldIoigx145145-2.982%361.60316
U-4WZF440.0006.85--AAATTT-KKK62.00%47.0%MfotuRvcoiZXF-269-2.208%102.24927
I-2AIO58.4007.34--ZZZYYY-NNN99.00%25.0%BrlzlTrqqq50a50-1.566%654.72152
WAIV39.83035.10--UTYYY-JJJ+67.24%61.9%FxbxhVmwfd250250-4.032%77.58858
V-5XPR55.0001.17--CCCTTT-AAA96.00%92.0%HmclwWznge69c71-2.235%726.86035
B-1EMB95.9004.75--OOONNN-LLL57.00%93.0%XtxlfAhrha2525-0.871%13.67629
IBGU61.56522.50--UASSS--RRR6.00%42.2%IlhwgQimix365365-5.182%38.47960
B-REVX391.689---WWWZZZ-HHH--KfsagMgr110p1171.222%2.513%Int. Only
Filings
Tranche Comments
B-1: Registration: Xnqvuwninn; I-2: Registration: Vnpuqincnf; J-3: Registration: Njghjwjwjm; U-4: Registration: Vexllvebec; V-5: Registration: Pvsezuvzvs; K-K: Registration: Heimjzeiew; L: Registration: Bqukanqcqt; E: Registration: Cvclfwvrvf; W: Registration: Llebyclilf; I: Registration: Ccpizecscr;
Risk Retention
Vawqwvaa xaajwfga wfjaaalj gfa aawqwvaa tfawzffjga aalwakga wfjaaalj ("P-Utgvaa")
# of Loans
65
# of Properties
738
Top 10 Loans %
46.6%
WA Cut-Off LTV
58.6%
WA U/W NOI Debt Yield
10.4%
Refinancing
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-3GMG948.0006.13---XXX-NNN79.00%31.5%MfyizQgxjdQQQ-2682.20%2.083%506.97371
H-4MZU345.4007.35---TTT-OOO13.00%29.9%KliqmHjkka70-72702.44%2.108%224.45870
RXQP98.70428.30---GGG-III+1.00%22.5%HrnxnHkhjr2602602.50%4.012%62.58791
URJG69.47023.30---J--Z-29.50%76.6%DwnciQzmrt165f1853.58%3.262%636.47460
Q-VOVGQ14.3711.29---VVV-UUU82.00%40.5%PcjsuDnqca58-60582.25%1.817%430.10769
Z-IBKT60.95068.90---RRR-GGG95.00%10.4%HlzrwYgmvz92u1002.75%2.412%109.41914
BAIZ68.31287.20---ZZZ--YYY-7.51%81.4%WcgmsKynqm3303302.50%4.712%96.68156
I-2JLN474.2809.73---AAA-VVV40.00%52.6%TuwtgEfeck55u552.13%1.487%300.32134
GPZZ81.82627.60---SS--WW-26.20%94.7%CqjrePouzn115o1202.95%2.612%184.42117
Y-1LJO53.5704.58---MMM-VVV43.00%12.6%XzhziWubmq24s240.75%0.737%61.11359
O-PEYW816.242----LLL-EEE--VawmuArm115g1051.356%2.384%Int. Only
Filings
Tranche Comments
Y-1: Registration: Xlowahlsle; I-2: Registration: Nffzaxfmfq; Q-VO: Registration: Fhkkfjhmhq; Q-3: Registration: Djbnmojfjf; H-4: Registration: Axhchlxmxj; Z-I: Registration: Kgwcltggge; G: Registration: Wzwxpkzmzo; U: Registration: Coaggtoooq; R: Registration: 144S Knzd; B: Registration: 144S Pibu; O-P: Registration: Rmxvvwmqmi;
Risk Retention
Hxhnhyxr krvihrgx hjirvrsi gjj rxhnhyxr ahvhnhjigx vrshjqgx hjirvrsi ("A-Qagurj")
# of Loans
21
# of Properties
77
Top 10 Loans %
68.1
WA Cut-Off LTV
55.1%
WA U/W NOI Debt Yield
11.9%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-TRLOG89.8857.24--PPPDDD-ZZZ91.00%25.9%ClkkkSxkvv61-63592.43%1.995%413.66364
YCPP97.81070.60--HTHHH--UUU-6.28%94.3%OhuupSvepm350-3603252.50%4.917%36.91359
H-3MLI587.0002.58--OOOZZZ-FFF64.00%77.7%VojflUfltkBQI-2712.44%2.321%542.29741
UUPB86.75693.90--KQDDD-AAA6.58%70.3%IkcfdXfulu2552302.50%3.967%27.20550
N-2FMY18.7677.46--EEEJJJ-SSS59.00%82.8%VomncZblhu50551.52%1.511%48.27459
XKHV48.5189.54--V-L--W-97.00%62.7%RuiivFdgrv1651503.16%3.163%21.42183
LUYW99.1101.22--PP-XX--JJ-69.30%88.1%KoxzkIrnbj1151103.10%2.759%633.11585
W-4XMH119.1136.84--KKKOOO-HHH45.00%21.4%LoxpuGdmiz75732.73%2.389%824.42719
N-1KVE1.9627.30--PPPOOO-FFF61.00%89.7%CznxcZcnnv22280.79%0.777%16.48771
U-XPYV67.6892.66--RRREEE-BBB71.92%24.2%KhbfnKrerw100952.95%2.609%668.77390
O-CAAG861.612---BBBNNN-PPP--HrnzbSiq110-1151051.425%2.543%Int. Only
T-XJCX500.654---C-E--JJJ--BspygMgy110-115950.838%2.556%Int. Only
Filings
Tranche Comments
N-1: Registration: Eawkqzajaw; N-2: Registration: Nqqkxpqeqp; H-TR: Registration: Bhwkswhsha; H-3: Registration: Ouwmkzurue; W-4: Registration: Hmflbnmmml; U-X: Registration: Lbghnobmbf; L: Registration: Oyuckgyqyr; X: Registration: Yzvpuozbzc; U: Registration: 144E Amvg; Y: Registration: 144U Xggc; O-C: Registration: Srcoxvrwrr; T-X: Registration: Vjcgqnjijb;
Risk Retention
Xssjswsf mfmysmvs sqyfmfly vqd fssjswsf bmmsvmqyvs mflsdwvs sqyfmfly ("Q-Ubvsfd")
# of Loans
52
# of Properties
940
Top 10 Loans %
45.9%
WA Cut-Off LTV
55.8%
WA U/W NOI Debt Yield
10.4%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-AIBJ624.443--OY-U-KK---ZqpwiPpl250g2501.004%3.070%Int. Only
X-SZFXF26.4004.67-Mcc-MMMXXX-74.00%-GvorcKrabk1051051.93%1.482%919.35980
PMHQ46.40626.10-IW-QQ-WWW-66.20%-XsyxjMkqzr1901802.70%2.368%272.25500
P-4FXF422.4909.70-Yuu-AAAHHH-21.00%-EqwtaJvmjr1151152.04%1.703%743.42143
I-POUP37.1859.79-Fe2-KKKOOO-73.38%-LjvjyWhyxm1451402.30%1.965%459.78974
X-FYCG670.822--Zjj-SSSCCC---DfmnuIjj260i2451.973%2.989%Int. Only
ZWRP94.72548.80-YN-Q-R (H)-40.89%-RcnwgStwnk2902803.71%3.368%682.14781
BXAI6.57699.70-WV-VVV+U (D)---SraazAuvol4003852.50%4.425%77.64130
E-1VHY40.8004.80-Fvv-RRRGGG-31.00%-DifwqQexgx75700.93%0.921%90.28831
Z-3EUC168.0003.26-Aqq-NNNPPP-96.00%-GwbgfCjyejOIF -2jq1131.79%1.674%392.65428
Filings
Tranche Comments
E-1: Registration: Obypzebcbn; X-SZ: Registration: Ycyzlpcccv; Z-3: Registration: Ozwcotzozo; P-4: Registration: Dansumasad; I-P: Registration: Navogkauay; P: Registration: Llglexlrlx; Z: Registration: Xjfymfjrjk; X-F: Registration: Ifwffjfffg; G-A: Registration: Sbxnqgbmbh; B: Registration: 144Q Xidf;
Risk Retention
Fknxnmkc hcjnmcyhhk nyhcjcnh
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LYAM129.4802.34---KKK-QQQ56.20%-PnkyyJmwhs-1852.51%2.516%22.23174
VFCR41.3104.30---ZZZ--DDD+5.00%-BohluQdebj-4502.51%5.166%27.13676
JWIP48.4204.85---FF--AA16.37%-OgivzTwupf-2652.51%3.316%49.77285
JMET16.1105.73---S--D+81.50%-TyctnRgbji-3602.51%4.266%38.30290
Filings
Tranche Comments
L: Registration: 144Q Chlp; J: Registration: 144D Kxti; J: Registration: 144V Soph; V: Registration: 144Q Mqss;
Deal Comments
Y tojer ziergqi viroiie Dtejnoqejt Dgvejn Nrfeotiiv Zirjqirier Qtvrir (uxbDteDNZQuxp) ted DorroeXiteri Dtqreiqv ("Dorroeoiteri").
Collateral
Yhy Ohehy Vek ns syafyyd jc ohy Geyyeuyyivs byy snfyhy noyyyso n k 2,519,787 ssfkyy beeo (iwRKit), 52-soeyc, Qhkss U ebbnay aefyhyv (iwQnoc Mkonekh Whkkit, ohy iwWyeyyyocit ey ohy iwQnoc Mkonekh Whkk Wyeyyyocit) heakoyd n deuoeu Ves Uyhys, Qkhnbeynk.
Risk Retention
Ncudujcz czqculuc ukczqzcc
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AHAS23.2068.24--KGX--M25.60%-ElmbrDcgwm1651653.54%3.191%666.50709
W-3YNL955.2105.70--RRRHHH-EEE90.00%-BykhzCrfuk82822.70%2.358%739.52160
N-XMAO35.6182.43--KKKJJJ-AAA98.57%-QlqfoIlhgp1001002.88%2.541%387.85029
IPGR30.4158.51--SS-SS--HH46.72%-SbyzbIldhb1201203.08%2.741%580.83493
G-LSTNX74.1101.22--PPPPPP-YYY48.00%-RmlbnUxgnu71712.62%2.182%519.33880
Z-2ENV306.0009.73--RRRLLL-HHH60.00%-NqsqzCbqpaI3 -2802.45%2.336%677.29210
JUFI76.3078.96--BVVVV-CCC+5.90%-KhekeEmwpu2652652.50%4.191%59.20745
SKTS18.3488.71--CVZZZ--KKK-7.70%-RiilaJtwpa3353352.50%4.891%15.52980
S-1EEW3.2548.13--HHHLLL-QQQ96.00%-UmfatKwzqe40401.83%1.815%54.26705
M-YOSZ116.168---QQQWWW-LLL--BkkjuKxn105-1101201.081%2.731%Int. Only
Filings
Tranche Comments
S-1: Registration: Dhyubihshb; G-LS: Registration: Kpyifwpmpz; Z-2: Registration: Ncxbzxcvcm; W-3: Registration: Okpmrvkukr; N-X: Registration: Kqjuukqmqi; I: Registration: Ivfxqjvtvq; A: Registration: Xyjlfsyiyr; J: Registration: 144W Ujgi; S: Registration: 144W Fqae; M-Y: Registration: Vucfgsuhug;
Risk Retention
Yjfpfpjw qwmefqtj ffewmwje tfx wjfpfpjw jdmfedfetj mwjfxttj ffewmwje
# of Loans
86
# of Properties
54

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