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%

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
N	AFD	81.000	3.55	-	-	GG+	-	-	-	8.00%	43.0%	-	-	-	-	6.81%	-	-
N	VXZ	589.000	5.86	-	-	UUU	-	-	-	50.60%	81.0%	Wgreq	Emvqo	-	160	3.35%	-	-
B	LQD	95.200	5.61	-	-	C-	-	-	-	71.30%	58.0%	Lhsyu	Nlgno	-	350	5.21%	-	-
Q-BME	CIO	44.400	-	-	-	-	-	-	-	-	-	-	-	-	-	0%	-	Int. Only
E	CUJ	38.000	3.84	-	-	EE-	-	-	-	87.20%	71.0%	Lsxrm	Pgqyk	-	245	4.18%	-	-
H	BRP	280.300	1.11	-	-	DDD-	-	-	-	2.10%	78.0%	-	-	-	-	6.55%	-	-
Q-FP	JRD	55.400	-	-	-	-	-	-	-	-	-	-	-	-	-	0%	-	Int. Only

More Details

Filings

ABS-EE/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
N	HFB	77.500	28.70	-	-	DD-	-	BB	-	71.10%	96.2%	Qjrhh	Unmce	-	120	3.46%	-	-
L	PXH	85.200	78.30	-	-	C-	-	O	-	67.60%	74.2%	Tqwnp	Loayh	-	135	3.46%	-	-
M1	PNL	36.000	7.46	-	-	XXX	-	UUU	-	13.80%	8.1%	Qwknb	Fiuvy	-	83	2.61%	-	-
P	KPU	69.800	12.80	-	-	YYY-	-	LLL	-	7.00%	27.8%	Uyxei	Sufzw	-	175	3.46%	-	-
H-W	CCR	62.000	-	-	-	NNN	-	SSS	-	-	-	-	-	-	-	0.850%	-	Int. Only
A2	FTV	61.800	18.20	-	-	FFF	-	UUU	-	41.60%	75.8%	Paphx	Kdlfi	-	99	3.46%	-	-