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Parent Companies
400 Capital Management LLC
510 Asset Backed Trust
510 Asset Backed Trust
ABS
HYC
IGC
APAC
EMEA
LATM
USOA
Deals
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
Q-2
TKI
61.870
8.88
-
-
-
-
-
58.00%
-
Tcagg
KTN
-
-
3.97%
4.000%
58.24033
W-1
VJR
852.701
5.88
-
-
-
-
-
71.00%
-
Nfizb
RBU
-
-
2.24%
2.250%
11.96514
Tranche Comments
W-1: First Pay: 2021-07-26; Registration: 144G/Epa O; Q-2: First Pay: 2021-07-26; Registration: 144V/Zci K;
Risk Retention
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Pricing Speed
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Commentary
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