ABS | RMBS | | | PRPM 2025-NQM2 (USD 375m) | Balbec Capital LP | | USOA | May 5, 2025 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
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| W-3 | EAH | 24.710 | 7.00 | - | - | Z | J (S) | - | 20.83% | - | Dsjtq | I-Qqyth | 210t | 210 | 210 | 6.10% | 5.945% | 80.31024 | | Q-1 | OSS | 897.335 | 1.00 | - | - | III | AAA | - | 43.13% | - | Omkkl | J-Gwnkm | 170-175 | 170p | 170 | 5.69% | 5.545% | 53.62444 | | E-1H | AFI | 32.900 | 7.10 | - | - | ON | UUU (P) | - | 7.50% | - | Chxbs | B-Daxjn | 325d | 320-325 | 315 | 7.08% | 7.043% | 68.43849 | | O-2 | YHZ | 47.317 | 4.00 | - | - | GG | TT (D) | - | 26.60% | - | Nijuf | Z-Lhdam | 195m | 190 | 190 | 5.89% | 5.745% | 53.84080 | | H-1 | BQA | 7.769 | 4.50 | - | - | UZ | BB (H) | - | 2.00% | - | GZY | D-Wtfju | 425l | 425a | 415 | - | 8.043% | 77.55313 | | W-1Y | ZNC | 63.785 | 7.30 | - | - | FFF- | OOO (V) | - | 13.10% | - | Mckrn | N-Uawwq | 275h | 270c | 270 | 6.63% | 6.593% | 19.13000 |
Tranche Comments Q-1: First Pay: 2025-06-25; Registration: 144F/Lov M;
O-2: First Pay: 2025-06-25; Registration: 144V/Dnk Z;
W-3: First Pay: 2025-06-25; Registration: 144N/Czj T;
W-1Y: First Pay: 2025-06-25; Registration: 144G/Mvi H;
E-1H: First Pay: 2025-06-25; Registration: 144U/Orm Q;
H-1: First Pay: 2025-06-25; Registration: 144E/Ons S; Pricing Speed 25% AQP fc 4 glak Oflk-Ek Nafl |
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