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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
M-1
NHA
411.484
8.80
-
-
-
-
-
52.00%
-
Qfbju
NOV
-
-
2.24%
2.250%
83.71968
I-2
QXS
53.239
2.85
-
-
-
-
-
68.00%
-
Tymsa
QWF
-
-
3.97%
4.000%
87.58806
Tranche Comments
M-1: First Pay: 2021-07-26; Registration: 144X/Mfu W; I-2: First Pay: 2021-07-26; Registration: 144U/Kob Z;
Risk Retention
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Pricing Speed
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