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Market Overview
RMBS
Non-Performing Loans
Parent Companies
400 Capital Management LLC
510 Asset Backed Trust
2021-NPL1
510 Asset Backed Trust (FTAB) 2021-NPL1
ABS
RMBS
PRCD
FTAB 2021-NPL1 (USD 318m)
400 Capital Management LLC
JPM
,
CTI
USOA
Jun 23, 2021
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
P-1
BSO
129.822
4.19
-
-
-
-
-
80.00%
-
Qmvtj
BRQ
-
-
2.24%
2.250%
70.23450
T-2
GJV
45.242
1.49
-
-
-
-
-
38.00%
-
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VAG
-
-
3.97%
4.000%
92.49031
Tranche Comments
P-1: First Pay: 2021-07-26; Registration: 144Z/Ije F; T-2: First Pay: 2021-07-26; Registration: 144D/Hmr Q;
Risk Retention
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Pricing Speed
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Commentary
Upgrade Plan
Deal Flow
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TRACE
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