Morgan Stanley Capital Citigroup Trust

Deals

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	152.760	1.96	6.96	Aaa	-	-	-	-	56.54%	-	Floating	1mL	95a	90	1mL+90	-	Int. Only
B	USD	33.630	1.96	6.96	Aa3	-	-	-	-	46.97%	-	Floating	1mL	115a	108	1mL+108	-	Int. Only
C	USD	29.260	1.96	6.96	A3	-	-	-	-	38.65%	-	Floating	1mL	125a	118	1mL+118	-	Int. Only
D	USD	34.010	1.96	6.96	Baa3	-	-	-	-	28.97%	-	Floating	1mL	-	165	1mL+165	-	Int. Only
E	USD	57.760	1.96	6.96	Ba3	-	-	-	-	12.54%	-	Floating	1mL	-	215	1mL+215	-	Int. Only
F	USD	44.080	1.96	6.96	B2	-	-	-	-	-	-	Floating	1mL	-	305	1mL+305	-	Int. Only
RRI	USD	18.500	1.96	6.96	NR	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-15G

Tranche Comments

A: First Pay: 2018-11-09; Registration: 144A/Reg S; Comments: Reg D; B: First Pay: 2018-11-09; Registration: 144A/Reg S; Comments: Reg D; C: First Pay: 2018-11-09; Registration: 144A/Reg S; Comments: Reg D; D: First Pay: 2018-11-09; Registration: 144A/Reg S; Comments: Reg D; E: First Pay: 2018-11-09; Registration: 144A/Reg S; Comments: Reg D; F: First Pay: 2018-11-09; Registration: 144A/Reg S; Comments: Reg D; RRI: First Pay: 2018-11-09; Registration: 144A/Reg S; Comments: Reg D;

Collateral

Mortgage Loan is secured by the Borrowers fee simple interests in 65 self storage properties totaling 4,980,420 total rentable square feet (“SF”) and 35,708 units located nationwide

WA Cut-Off LTV

66.2%

Refinancing

Yes

Omega Healthcare Investors Inc

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	ENL	48.000	6.29	-	-	HH-	-	-	-	37.20%	50.0%	Ubxtw	Qrjdt	-	245	4.18%	-	-
S	IJL	723.400	6.13	-	-	ZZZ-	-	-	-	9.90%	15.0%	-	-	-	-	6.55%	-	-
N-IF	MMM	70.700	-	-	-	-	-	-	-	-	-	-	-	-	-	0%	-	Int. Only
Y	UNK	14.400	4.48	-	-	Q-	-	-	-	73.50%	46.0%	Mqbep	Horno	-	350	5.21%	-	-
P	VXM	382.000	5.52	-	-	AAA	-	-	-	30.50%	14.0%	Rganr	Vmgjq	-	160	3.35%	-	-
Z	JJY	81.000	9.13	-	-	OO+	-	-	-	6.00%	13.0%	-	-	-	-	6.81%	-	-
B-ELE	TVH	19.300	-	-	-	-	-	-	-	-	-	-	-	-	-	0%	-	Int. Only

More Details

Filings

ABS-15G/A, ABS-15G/A

General Growth Properties

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	JUV	70.600	77.80	-	-	I-	-	Q	-	44.80%	17.5%	Nrjpp	Jetqe	-	135	3.46%	-	-
Y-U	BMV	75.000	-	-	-	NNN	-	FFF	-	-	-	-	-	-	-	0.850%	-	Int. Only
O	ZAO	79.300	88.20	-	-	CCC-	-	CCC	-	5.00%	63.7%	Kkhje	Sgrub	-	175	3.46%	-	-
B2	UJY	50.900	62.50	-	-	QQQ	-	RRR	-	85.60%	66.9%	Dohav	Acyzi	-	99	3.46%	-	-
F	EBS	87.700	27.70	-	-	II-	-	NN	-	29.20%	14.3%	Ynaou	Ydqlq	-	120	3.46%	-	-
S1	ACI	27.000	9.68	-	-	KKK	-	ZZZ	-	97.70%	2.7%	Jimlk	Xkjes	-	83	2.61%	-	-