• 400 Capital Management partnered with OceanFirst Bank on capital relief transactions tied to a USD 1.5 billion residential mortgage loan portfolio.
• The deal used a credit default swap on the portfolio to transfer risk and support regulatory capital relief for OceanFirst.
• Credit linked notes rated by DBRS Morningstar were issued referencing the CDS, creating rated exposure for institutional investors.
• 400CM described it as the first fund-issued, rated U.S. mortgage significant risk transfer transaction, positioning the structure as a template.

Disclaimer: This news brief was created by Public Technologies (PUBT) using generative artificial intelligence. While PUBT strives to provide accurate and timely information, this AI-generated content is for informational purposes only and should not be interpreted as financial, investment, or legal advice. 400 Capital Management LLC published the original content used to generate this news brief on July 08, 2026, and is solely responsible for the information contained therein.