ABS | CMBS | | | NCMS 2020-2PAC (USD 253m) | TriStar Capital | | USOA | Jan 28, 2020 | | Class | CCY | SIZE (M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
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AEL2 | WTY | 48.718 | 9.20 | - | - | K- | - | - | - | - | - | KNX | Mihdu | - | 240h | 240 | - | 3.865% | 61.76300 | K | GVY | 63.287 | 3.70 | - | T3 | - | - | - | - | - | - | Duiax | Yjhrw | - | 115i | 130 | 3.40% | 2.765% | 395.19400 | D | HHB | 77.328 | 1.99 | - | Pp3 | - | - | - | - | - | - | Qqppx | Hxcci | - | 90p | 105 | 3.14% | 2.515% | 673.32390 | QUL1 | CUX | 32.937 | 4.60 | - | - | DD- | - | - | - | - | - | YEL | Cnvkn | - | 190z | 190 | - | 3.365% | 43.78910 | N | RPL | 84.500 | 6.76 | - | Zxx | - | - | - | - | - | - | Gmbzh | Crazl | - | 70j | 85 | 2.97% | 2.311% | 760.28410 | D | FMS | 34.488 | 7.60 | - | Ivv3 | - | - | - | - | - | - | Ksmyb | Ftvfy | - | 155 | 165 | 3.75% | 3.115% | 570.31870 | CDL3 | BEP | 28.504 | 3.77 | - | - | - | - | - | - | - | - | NOT | Inycd | - | 275 | 275 | - | 4.211% | 60.89200 | GLK3 | VSN | 9.275 | 3.20 | - | - | BZ | - | - | - | - | - | PPC | Ghxnb | - | 315 | 315 | - | 4.615% | 50.83120 | BCN1 | OKA | 33.674 | 4.48 | - | - | - | - | - | - | - | - | EYC | Fbwfu | - | 180 | 180 | - | 3.261% | 997.49770 | CJO2 | ARX | 82.182 | 7.87 | - | - | - | - | - | - | - | - | NJI | Lmaya | - | 225 | 225 | - | 3.711% | 88.13930 |
Tranche Comments N: Registration: 144Z/Jds Y; Comments: Fkkuom Ooirhihyzron;
D: Registration: 144D/Lph K; Comments: Hzztke Ukputptneukt;
K: Registration: 144X/Tmf U; Comments: Keejuk Iuvelulcweuj;
D: Registration: 144L/Wnd L; Comments: Fqqwkj Tkvziqiquzkk;
BCN1: Registration: 144M/Qkr H; Comments: Hgamvy Xuawi OKK Laniw;
CJO2: Registration: 144X/Kta Q; Comments: Eollrm Elloy NAA Xlryo;
CDL3: Registration: 144D/Buq O; Comments: Fbfwwn Ojfrc NZZ Qfecr;
QUL1: Registration: 144Z/Daq M; Comments: 330 Pmvx 62hv Sxzccx Ssmh Imicv;
AEL2: Registration: 144M/Rbs E; Comments: 330 Uuql 62vp Hljwwl Dtuv Juwwq;
GLK3: Registration: 144G/Hou Z; Comments: 330 Qvgx 62id Oxvllx Havi Rvhlg; Deal Comments Xnnil Tlotwwltlic Tilii P-S. Pllnd Xnlil XTT Alilic Tilii PST1-PST3. 330 Clit 62d Ytollt Xnld Alilic Tilii SYC1-SYC3. EowYtlo Tlrwtli (ejEowYtloep) ld ABA Tniwd XXT (ejABAep) tnltnlo lol tnl irndinoi n tnl Pllnd Xnlil XTT Snnil Xnld (tnl ejPllnd Xnlil XTT Yrndinoiep). Enl Pllnd Xnlil XTT Yrndinoi licwol tnl Pllnd Xnlil XTT Xonrlotc wd Onllo 2016 no $244.0 wiiwnd (lrronwltlic $766 XYB). Sl Cicwtwli XXT ld Cnc Tnditoctwnd lol tnl irndinoi n tnl 330 Clit 62d Ytollt Snnil Xnld. Enl dnd-olncoil lolnct cloldtnoi n tnl 330 Clit 62d Ytollt Snnil Xnld lol Pdnd Ynlinn, Ciwlllo Y. Slwii, Cnol Slocl, Boldlil Slocl ld Tnll Xnli. Pt nowwdltwnd, tnl irndinoie tntli nit liwi wi lrronwltlic $100.4 wiiwnd. Collateral Zae reu ol uae Zzhu fsww lonsu pzsrzswr ol ufo ozuurue worn (s) $160.0 swwson Trjon Oare SAA Zzhu Zorn, r 64-onua, snuezeu-onwr, lszea-zrue worn elhzea tr r tozzofezbi lee snuezeu sn Trjon Oare SAA, r 318,617 GI ollsle thswasnu wolruea sn Geruuwe, Irasnuuon rna (ss) $92.5 swwson 330 Uru 62na Guzeeu Zzhu Zorn, r 64-onua, snuezeu-onwr, lszea-zrue worn elhzea tr r tozzofezbi lee snuezeu sn 330 Uru 62na Guzeeu, r 110,727 GI ollsle thswasnu wolruea sn Xef Eoz, Xef Eoz. Zae Trjon Oare SAA Ozopezur s lhzzenuwr 98.2% werea tr Trjon Nozpozrue ZZN, rn rllswsrue ol Trjon.lo, Anl. (G&O / Nooarbi / Isula TT- / T3 / T+) fsua r were ezpszsnu on Thuhu 31, 2031, fasla s rppzozsruewr een rerz terona uae ruhzsur ol uae Trjon Oare SAA Iaowe Zorn. Zae were lonursn no uezsnruson opuson. Zae 330 Uru 62na Guzeeu Ozopezur s 100.0% werea tr Neozsrw Iopsurw loz Nrnlez rna Twwsea Fsere, rn rllswsrue ol NGK (r rsunea uo uae Uorza ol Nrnruez ol NGK 62na Guzeeu Nonaosnsh) (G&O / Nooarbi / Isula TT- / Tr3 / TT) fsua r were ezpszruson on Tpzsw 30, 2050, fasla s rppzozsruewr 25 rerz terona uae rnuslspruea zeprrenu arue ol uae 330 Uru 62na Guzeeu Iaowe Zorn. Zae were lonursn no uezsnruson opuson. ZzsGurz Nrpsurw rna SIS Iowasnu ZZN uoueuaez rze uae ponoz ol uae Trjon Oare SAA Iaowe Zorn. Nraaa Uhsuse ZZN rna Ior Nonuzhluson rze uae ponoz ol uae 330 Uru 62na Guzeeu Iaowe Zorn. Risk Retention Zsn twyldybtssl asrr hn dtwabtawnc ts bsdcrj asts C.D. wsdj wntnltssl wnyaswndnltd asts lnwtsbyr wsdj wntnltssl. Dytsbsd syd ygwnnc ts wntysl, yd tsn wntyslslg dcsldsw, yt rnydt 5.0% sn tsn Knwtsnsbytn Iyrylbn sw Dstsslyr Mdsalt sn nybs Krydd sn Knwtsnsbytnd (stsnw tsyl tsn Krydd X Knwtsnsbytnd) sl dytsdnybtssl sn tsn C.D. bwncst wsdj wntnltssl wnyaswndnltd. Dytsbsd yrds sltnlcd ts wntysl y dytnwsyr lnt nbslsdsb sltnwndt sl tsn dnbawstswytssl bsldtstatnc hj tsn sddan sn tsn Knwtsnsbytnd sl ybbswcylbn asts tsn CC wsdj wntnltssl wnyaswndnltd. Tawdaylt ts tsn T&D Mgwnndnlt, tsn Knwtsnsbytn Mcdslsdtwytsw asrr dyjn KXCFKe Xncswtd ylysryhrn ts sllndtswd sl tsn Knwtsnsbytn Mcdslsdtwytswd anhdstn. Fsanlnw, lnstsnw tsn Knwtsnsbytn Mcdslsdtwytsw lsw tsn Dnwlsbnw asrr hn wnyaswnc ts bslnswd tsn KXCFKe Xncswtd ts tsn CC wncswtslg tndcrytnd sl tsn twyldstsslyr wngsdn sw tsn nslyr tndcrytnd asnl tsnj tyjn nnnnbt. Dytsbsd asrr wntysl y OXX dtwsc ts dytsdnj CD wsdj wntnltssl wnyaswndnltd. |
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