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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
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
A-1
USD
277.902
1.82
-
-
-
-
-
30.00%
-
Fixed
YLD
-
-
2.24%
2.250%
99.99998
A-2
USD
39.701
2.99
-
-
-
-
-
20.00%
-
Fixed
YLD
-
-
3.97%
4.000%
99.99987
More Details
Tranche Comments
A-1: First Pay: 2021-07-26; Registration: 144A/Reg S; A-2: First Pay: 2021-07-26; Registration: 144A/Reg S;
Risk Retention
Horizontal
Pricing Speed
100% PPS to the Expected Redemption Date
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