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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| K-1 | RBL | 846.980 | 3.00 | - | - | ZZZ | GGG | - | 50.79% | - | Xhpxw | Q-Gbqua | 170-175 | 170p | 170 | 5.69% | 5.545% | 35.24266 | | Q-1 | TLB | 9.559 | 2.80 | - | - | JO | OO (J) | - | 4.00% | - | MVH | H-Xhccb | 425z | 425c | 415 | - | 8.043% | 26.87678 | | U-3 | XAI | 62.670 | 8.00 | - | - | I | Y (Q) | - | 48.13% | - | Djflj | B-Sqlbs | 210g | 210 | 210 | 6.10% | 5.945% | 96.40987 | | Q-2 | HHN | 52.391 | 2.00 | - | - | AA | CC (L) | - | 83.20% | - | Ntsjd | K-Udvov | 195x | 190 | 190 | 5.89% | 5.745% | 76.57449 | | X-1G | XHR | 71.100 | 3.90 | - | - | EG | CCC (L) | - | 4.70% | - | Aoxbq | S-Dmruj | 325q | 320-325 | 315 | 7.08% | 7.043% | 57.48471 | | R-1Y | XBS | 97.513 | 7.80 | - | - | XXX- | QQQ (P) | - | 44.70% | - | Bwbbi | L-Jfxff | 275v | 270l | 270 | 6.63% | 6.593% | 61.45840 |
Tranche Comments K-1: First Pay: 2025-06-25; Registration: 144K/Xqm B;
Q-2: First Pay: 2025-06-25; Registration: 144U/Yza D;
U-3: First Pay: 2025-06-25; Registration: 144U/Fll I;
R-1Y: First Pay: 2025-06-25; Registration: 144G/Cok H;
X-1G: First Pay: 2025-06-25; Registration: 144Y/Lng P;
Q-1: First Pay: 2025-06-25; Registration: 144D/Kjw F; Pricing Speed 25% MAL zb 4 xkov Nzkz-Rz Xozk |
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