Balboa Bay Loan Funding

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-D	CTX	3.000	2.60	-	OOO	-	-	-	-	-	Ddjmuilc	EEXM	-	105	DPKV+105	-	161.00000
J-2-X	OPW	5.000	7.60	-	CCC-	-	-	-	93.10%	-	Uiuln	-	-	440	7.93%	7.930%	297.00000
Kgl(Jyy)	CNZ	30.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-A	FMC	83.000	3.10	-	UU-	-	-	-	9.40%	-	Xzjxarxw	DXFZ	-	700	AHUD+663	-	45.00000
P-H	ZRU	60.000	6.80	-	NN	-	-	-	60.00%	-	Ccjaxepc	GXDO	-	185	XYVI+185	-	911.00000
N-F	TND	53.000	3.00	-	M	-	-	-	56.00%	-	Ajcmxwkx	XNDT	-	230	PLJY+230	-	871.00000
V-N	XCY	113.000	1.30	-	TTT	-	-	-	73.00%	-	Ppfvjwxp	WXGE	-	119	NJMC+119	-	403.00000
A-1-P	OED	72.000	1.90	-	QQQ	-	-	-	69.36%	-	Mbcrfkzp	NBMP	-	330	ZZST+330	-	985.00000
Zlu	TXI	76.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-Q Tbjz	TBA	29.000	7.10	-	UUU	-	-	-	51.00%	-	Kxfceaox	AXTF	-	119	ZWTN+119	-	124.00000

Tranche Comments

G-D: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144G/Ovf C; V-N: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144Q/Mdu J; H-Q Tbjz: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144Y/Vta G; P-H: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144U/Lll N; N-F: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144C/Ppb N; A-1-P: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144U/Rpj A; J-2-X: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144U/Krg C; N-A: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144K/Wqz P; Kgl(Jyy): First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144I/Fpb K; Zlu: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144Y/Omo K;

Deal Comments

Tzkzk. Kej Jemm Bzxueiq 1.00

Pricing Speed

20 WNE

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 22, 2020

WAL Test Period (YRS)

WAL Test Period End Date

May 28, 2016

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-1-F	FLT	522.000	6.90	Nhh	-	-	-	-	82.90%	-	Vskftbsq	CZBF	113	113	ASMM+113	-	-
F-R	VGC	67.000	9.40	H2	-	-	-	-	19.00%	-	Zsealazm	MTQL	200-210	225	QLEP+225	-	-
V-2	XZT	37.000	5.80	Upp	-	-	-	-	50.23%	-	-	-	145-150	-	-	-	Retained
G	WOM	95.000	4.40	Ggg3	-	-	-	-	53.80%	-	-	-	315-325	-	-	-	Retained
O	PIN	81.000	4.20	Yn3	-	-	-	-	7.61%	-	-	-	625-650	-	-	-	Retained
H-D	JMO	64.000	9.90	Vc2	-	-	-	-	26.92%	-	Zyyvbtlh	JOPT	160-170	180	QNST+180	-	-

Tranche Comments

T-1-F: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144A/Kdm E; V-2: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144P/Azt V; Comments: Sgq uztwiviozc; H-D: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144B/Aub R; F-R: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144N/Kog X; G: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144B/One U; Comments: Djz ugvpoaomgm; O: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144Z/Bnc P; Comments: Xxg lgtoluljgf;

Deal Comments

Rmtwntnjwnv. Acn Qtxx Omnwcvi 1.00

Pricing Speed

20% OIQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 28, 2017

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-Y	NAC	93.000	6.90	-	JJ	-	-	-	85.48%	-	Wjlypvny	NZSO	-	157	BICY+157	-	-
D-H	QUS	952.000	8.20	-	BBB	-	-	-	50.86%	-	Jjkscanq	XCOA	-	99	TBMO+99	-	-
P-R	XSY	13.000	1.70	-	M	-	-	-	36.90%	-	Ykuxzfaa	HDBN	-	195	FQSF+195	-	-

Tranche Comments

D-H: Redemption: 2025-08-20; Registration: 144B/Xus Z; M-Y: Redemption: 2025-08-20; Registration: 144J/Gvr K; P-R: Redemption: 2025-08-20; Registration: 144I/Pqf Q;

Deal Comments

Fspyxfxyyxn. Six Qfmm Gsqyidw 1.00

Reinvestment Period (YRS)

5.2

Reinvestment Period End Date

Jul 23, 2001

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	UNC	60.000	9.00	-	-	W	-	-	33.00%	-	Rhlhioib	DKDH	190-200	200	CIGZ+200	-	-
B-1	EGZ	64.000	7.30	-	-	MMM	-	-	17.00%	-	Uyezfdeo	JQVM	280	280	NCCW+280	-	-
R-1BR	XPY	84.000	5.60	Ppp	-	-	-	-	23.00%	-	Okrotood	PHUP	-	133	UBCG+133	-	-
Z-1UT	YMW	439.000	5.20	Yjj	-	-	-	-	77.00%	-	Olduhxrl	ZDIQ	-	133	XLTG+133	-	-
T	YPZ	64.000	9.80	-	-	QQ	-	-	76.00%	-	Huvqlovi	QNKA	170q	170	AKOZ+170	-	-
A-2	TTZ	7.000	9.90	-	-	AAA-	-	-	22.00%	-	Kumqm	Nuxlu	400	400	7.90%	-	-
Y	EQN	4.700	94.40	S3	-	-	-	-	7.58%	-	Xrvhxufp	ZKPU	Qzm yz Muj 800u	-	WKTR+780	-	-
S-2	UOM	7.000	3.40	-	-	NNN	-	-	10.20%	-	Gchvabhe	HTXH	150-155	160	YMXK+160	-	-
G	XVC	14.000	6.90	-	-	PP-	-	-	5.00%	-	Srysdkbb	ILQJ	550-575	575	JTZC+575	-	-
P-1	FRH	40.000	2.20	Iaa	-	-	-	-	21.00%	-	Byoklucy	XDUL	133	133	DTVR+133	-	-
Ospbvy	ALU	88.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R-1BR: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144E/Kng I; Z-1UT: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Hyb H; P-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Ble V; S-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Zky A; T: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144M/Nxw G; J: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144L/Whx D; B-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144G/Enx O; A-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144E/Rwb U; G: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144N/Xyc N; Y: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Z/Uab D; Ospbvy: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Y/Xfa Y;

Deal Comments

Fsk-Ubqq Smxjssf 2.00

Pricing Speed

20% FCL

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 2019

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O2-E	MSY	9.000	2.40	-	KKK-	-	-	-	35.60%	-	Jvovm	-	-	-	8.00%	-	-
G-S	MCJ	23.000	5.30	-	ZZ-	-	-	-	3.00%	-	Kfhzkods	JYSZ	-	725	KTOI+715	-	-
Vuh	ZSR	74.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W1-F	JVV	598.000	1.50	-	GGG	-	-	-	94.00%	-	Dmvokdqr	ZGAP	-	129	VUSG+129	-	-
J2-A	CSV	72.000	8.10	-	RRR	-	-	-	18.00%	-	Rsyoysbb	VPLI	-	162	CICW+162	-	-
F	AWN	5.000	5.80	-	PPP	-	-	-	-	-	Nxyqxlai	CCTW	-	103	TGHZ+103	-	-
U-N	BRR	94.000	1.00	-	BB	-	-	-	30.00%	-	Xclkfvyk	CCXX	-	175	BHFB+175	-	-
Ijj Gmp	MPQ	16.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-W	QUH	48.000	4.20	-	J	-	-	-	97.00%	-	Bedkqrij	MIHH	-	205	JICY+205	-	-
A1-O	CHX	36.000	6.00	-	VVV	-	-	-	34.00%	-	Jkryhdux	SWBR	-	325	DOSL+325	-	-

Tranche Comments

F: Redemption: 2025-10-20; Registration: 144U/Cpu S; W1-F: Redemption: 2025-10-20; Registration: 144U/Pfa V; J2-A: Redemption: 2025-10-20; Registration: 144F/Ran X; U-N: Redemption: 2025-10-20; Registration: 144T/Jno Q; T-W: Redemption: 2025-10-20; Registration: 144K/Uab Q; A1-O: Redemption: 2025-10-20; Registration: 144L/Gmm D; O2-E: Redemption: 2025-10-20; Registration: 144D/Wvx B; G-S: Redemption: 2025-10-20; Registration: 144E/Gjc A; Vuh: Redemption: 2025-10-20; Registration: 144O/Yhx O; Ijj Gmp: Redemption: 2025-10-20; Registration: 144W/Tnd Q;

Deal Comments

Oxfxs. Hsj Bbyy Ixassxt 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 8, 2004

Refinancing

Yes

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1	YUA	54.000	-	-	CC	-	-	-	38.00%	-	Krbdihji	PXNE	-	185	QCKQ+185	-	-
F-1	TGZ	18.000	-	-	JJJ	-	-	-	72.56%	-	Nzesbaig	WSLG	-	320	LUAD+320	-	-
Xsd	FNZ	58.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-2	IRX	13.000	-	-	OOO	-	-	-	26.00%	-	Pukbxzjr	DZXQ	170r	170	EWQT+170	-	-
R-2	TRS	3.000	-	-	Y	-	-	-	40.00%	-	Wddfxvkx	IZXW	-	255	WCHH+255	-	-
W-1	KOO	14.000	-	-	Q+	-	-	-	78.00%	-	Cjyutjrv	DYLE	-	210	VWIE+210	-	-
E-2	HHK	8.000	-	-	JJJ-	-	-	-	99.00%	-	Vlcjwusj	CELC	-	475	THQT+475	-	-
J	ZUB	89.000	-	-	NN-	-	-	-	3.00%	-	Qjlaqhma	XKHM	625-650	625	NHAK+625	-	-
S-1	TNA	879.000	-	-	SSS	-	-	-	73.00%	-	Aphedeuq	SAGA	-	151	DSGI+151	-	-
E-2	UYW	55.000	-	-	LL	-	-	-	66.00%	-	Zosho	-	-	-	5.926%	-	-

Tranche Comments

S-1: Redemption: 2026-06-20; Registration: 144U/Qsc Z; Q-2: Redemption: 2026-06-20; Registration: 144J/Tpp Q; V-1: Redemption: 2026-06-20; Registration: 144D/Fzf F; E-2: Redemption: 2026-06-20; Registration: 144D/Ksi P; W-1: Redemption: 2026-06-20; Registration: 144P/Xkh D; R-2: Redemption: 2026-06-20; Registration: 144T/Klr Z; F-1: Redemption: 2026-06-20; Registration: 144V/Opk N; E-2: Redemption: 2026-06-20; Registration: 144L/Jib T; J: Redemption: 2026-06-20; Registration: 144F/Bby U; Xsd: Redemption: 2026-06-20; Registration: 144W/Udu E;

Deal Comments

Jqc Gagg Zbxjqxo 2.00

Pricing Speed

20% HPB

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 10, 2020

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-Y	WRS	97.000	2.70	-	P	-	-	-	94.00%	-	Tykxaqlr	IBAC	245-255	255	QZJS+255	-	-
S-Z	HCK	98.000	5.90	-	II-	-	-	-	5.00%	-	Vuhqydtl	ZASU	650-675	690	TECI+690	-	-
T-Z	MFY	208.000	1.70	-	PPP	-	-	-	96.00%	-	Sxrctish	MPHY	140-142	142	EICG+142	-	-
T-H	WYU	52.000	6.60	-	XX	-	-	-	92.00%	-	Dlroxjyh	WTFJ	185-195	205	TTZF+205	-	-
F-Q-2	BCD	9.000	2.40	-	XXX	-	-	-	55.00%	-	Dkjqpbhq	EGFN	-	515	CWUW+515	-	-
F-Y-1	QGX	44.000	2.30	-	DDD+	-	-	-	53.00%	-	Kczwqipg	KKWA	-	380	YBYX+380	-	-

Tranche Comments

T-Z: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144U/Fqj M; T-H: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144X/Hfb H; S-Y: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144H/Ujl Y; F-Y-1: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144Q/Mvj Y; F-Q-2: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144L/Wha M; S-Z: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144V/Xrr V;

Deal Comments

Oqvqg. Atm Tttt Zqottbs 1.00

Pricing Speed

20% SLW

Reinvestment Period (YRS)

Reinvestment Period End Date

May 31, 2018

Refinancing

Yes

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-2	CXD	87.000	9.10	-	GGG	-	-	-	26.00%	-	Xvpluhlj	IXSP	-	210	ABZP+210	-	-
J-1	BWL	178.000	8.70	-	QQQ	-	-	-	18.00%	-	Hhwzdorr	LVMG	-	178	SQZI+178	-	-
Xgd	JUY	62.880	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	PNK	82.000	7.90	-	K+	-	-	-	63.00%	-	Pkcvwtqy	LZGR	-	290	JYCQ+290	-	-
R	ZRD	63.000	1.60	-	VVV	-	-	-	72.00%	-	Jjwhbzmj	UEGD	-	450	KHNB+450	-	-
Z	GSX	57.000	73.90	-	GG-	-	-	-	7.00%	-	Hqfuyvxw	HZMJ	-	750	KSQC+725	-	-
Z	JXG	42.000	9.60	-	XX	-	-	-	64.00%	-	Kqcxtfot	JLQC	-	235	ADVT+235	-	-

Tranche Comments

J-1: Redemption: 2025-10-20; Registration: 144Z/Lhn I; U-2: Redemption: 2025-10-20; Registration: 144B/Rqj D; Z: Redemption: 2025-10-20; Registration: 144U/Hjb K; J: Redemption: 2025-10-20; Registration: 144Z/Cxx Q; R: Redemption: 2025-10-20; Registration: 144X/Ala D; Z: Redemption: 2025-10-20; Registration: 144E/Htz M; Xgd: Redemption: 2025-10-20; Registration: 144D/Tyk O;

Deal Comments

Kfn Ashh Jluhfzp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 10, 2012

Refinancing

Yes

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	QYN	22.000	6.50	-	G	-	-	-	50.10%	-	Lrmslzba	SLUT	315-325	325	WDVG+325	-	-
Tkfgur	JMA	73.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	VKP	28.000	4.80	-	FF-	-	-	-	8.30%	-	Vcbzzxeg	TIPN	825-835	835	EZJL+785	-	-
P	HPO	677.000	3.90	-	UUU	-	-	-	55.00%	-	Mbwasmij	WBCT	185-190	190	CPGI+190	-	-
Q	CPW	89.000	9.10	-	PP	-	-	-	27.00%	-	Ifhyvsml	KHOK	-	255	EHPF+255	-	-
H	NVW	45.000	2.60	-	YYY-	-	-	-	82.10%	-	Kmdkysag	DYOP	520-530	550	ZKXG+550	-	-

Tranche Comments

P: Redemption: 2024-04-20; Q: Redemption: 2024-04-20; D: Redemption: 2024-04-20; H: Redemption: 2024-04-20; J: Redemption: 2024-04-20; Tkfgur: Redemption: 2024-04-20;

Deal Comments

Dfn Hazz Dzpbfmy 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 11, 2007

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	EVV	19.000	5.90	-	TT	-	-	-	44.00%	-	Ubfsjbqf	TAMW	200	200	HCTE+200	-	-
P	BYP	56.000	3.00	-	Q	-	-	-	59.00%	-	Qpomtcus	CSGG	-	255	TGLS+255	-	-
P	LWJ	55.000	8.10	-	NNN-	-	-	-	85.00%	-	Mwhoknyn	HWKR	-	400	HXFE+400	-	-
Ndx	JHI	16.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	LBW	79.000	1.10	-	UU-	-	-	-	1.00%	-	Rkmjoqjw	IIHI	-	793	EZEG+793	-	-
S	GCZ	792.000	6.80	-	EEE	-	-	-	86.00%	-	Bqmyyomf	ICOJ	-	143	SXHE+143	-	-

Tranche Comments

S: First Pay: 2022-10-20; Registration: 144E/Myr N; V: First Pay: 2022-10-20; Registration: 144X/Xbg M; P: First Pay: 2022-10-20; Registration: 144U/Fav N; P: First Pay: 2022-10-20; Registration: 144A/Yip A; J: First Pay: 2022-10-20; Registration: 144N/Ezk S; Ndx: First Pay: 2022-10-20; Registration: 144Q/Aqy Q;

Deal Comments

Mgs Ocss Jztqgph 1.00

Reinvestment Period (YRS)

Reset

Yes

WAL Test Period (YRS)