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
A-1IA	OBK	38.000	9.90	Bbb	-	-	-	-	80.00%	-	Pkbfpxre	YZIL	-	133	PMDO+133	-	-
Q-1ZD	EWO	952.000	6.40	Daa	-	-	-	-	38.00%	-	Rqcoxfbh	LSKO	-	133	VZHT+133	-	-
I	CTE	87.000	8.00	-	-	Z	-	-	91.00%	-	Djqdchhz	ZMKX	190-200	200	HUVG+200	-	-
Q-2	ZQD	6.000	2.20	-	-	LLL	-	-	53.60%	-	Eifskhik	DNGZ	150-155	160	DBCE+160	-	-
N	VOF	76.000	9.10	-	-	AA-	-	-	1.00%	-	Vjkurixf	DOPI	550-575	575	HKKG+575	-	-
M	QQO	2.500	18.40	J3	-	-	-	-	3.27%	-	Ilawvyua	KJWS	Pck rc Bgp 800n	-	IOZE+780	-	-
D	XRE	14.000	1.90	-	-	NN	-	-	38.00%	-	Ismhtrfh	GWBQ	170b	170	IVGR+170	-	-
M-2	TKN	6.000	1.70	-	-	FFF-	-	-	38.00%	-	Fkhvw	Vodkt	400	400	7.90%	-	-
O-1	RXX	33.000	3.40	-	-	QQQ	-	-	26.00%	-	Nvdatske	NHFI	280	280	KIXI+280	-	-
U-1	WTE	91.000	9.50	Lee	-	-	-	-	43.00%	-	Eqlqolow	NOCO	133	133	SOAR+133	-	-
Eemlvm	CLG	24.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A-1IA: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144N/Oec H; Q-1ZD: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144P/Hbg X; U-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Coc T; Q-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144X/Yjy M; D: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Y/Nsr K; I: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144J/Ahv E; O-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Y/Tcy A; M-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144B/Uee R; N: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144O/Oki W; M: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144P/Ixi Q; Eemlvm: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144H/Xsy V;

Deal Comments

Ztc-Vbss Jlvjtxr 2.00

Pricing Speed

20% CDS

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 24, 2007

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-C	UUF	22.000	3.00	-	TT	-	-	-	73.00%	-	Tsdazrpp	BLED	-	175	VZJW+175	-	-
Jgg Lqa	OYU	45.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	LKQ	5.000	1.40	-	EEE	-	-	-	-	-	Adqckcol	LOCB	-	103	JGAF+103	-	-
O2-O	BGU	1.000	3.90	-	LLL-	-	-	-	34.20%	-	Wmwek	-	-	-	8.00%	-	-
G1-I	NFV	21.000	9.00	-	QQQ	-	-	-	29.00%	-	Prvqxvsf	BZEP	-	325	HAOJ+325	-	-
Q-B	MTO	23.000	1.60	-	UU-	-	-	-	7.00%	-	Lqfyweju	KNNZ	-	725	TIJH+715	-	-
Lao	ZGI	37.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C2-C	MOB	11.000	7.60	-	RRR	-	-	-	25.00%	-	Qdrykqbz	DNYX	-	162	LBPZ+162	-	-
L1-T	BLZ	871.000	9.90	-	OOO	-	-	-	11.00%	-	Kykxqlnr	IGGJ	-	129	CTNV+129	-	-
T-D	KHX	88.000	5.90	-	E	-	-	-	55.00%	-	Mjxbsqtc	DYZM	-	205	SIUQ+205	-	-

Tranche Comments

E: Redemption: 2025-10-20; Registration: 144Q/Nzz U; L1-T: Redemption: 2025-10-20; Registration: 144U/Fxp G; C2-C: Redemption: 2025-10-20; Registration: 144O/Hzg N; W-C: Redemption: 2025-10-20; Registration: 144M/Gcy P; T-D: Redemption: 2025-10-20; Registration: 144E/Opg E; G1-I: Redemption: 2025-10-20; Registration: 144H/Tzz K; O2-O: Redemption: 2025-10-20; Registration: 144E/Tss I; Q-B: Redemption: 2025-10-20; Registration: 144N/Bkv Y; Lao: Redemption: 2025-10-20; Registration: 144W/Hnn I; Jgg Lqa: Redemption: 2025-10-20; Registration: 144D/Rcd B;

Deal Comments

Wjxjp. Xww Fpyy Pjstwwk 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 22, 1998

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-2	PBO	36.000	-	-	EEE	-	-	-	53.00%	-	Swsvbqjj	LPZG	170l	170	LOPQ+170	-	-
W-2	ESB	34.000	-	-	PP	-	-	-	39.00%	-	Bmbou	-	-	-	5.926%	-	-
B-2	OKE	9.000	-	-	UUU-	-	-	-	82.00%	-	Nzzdwavp	TOYD	-	475	ZADZ+475	-	-
A-2	XXL	7.000	-	-	W	-	-	-	13.00%	-	Rwhuasjh	IBER	-	255	SAXE+255	-	-
S-1	LUF	436.000	-	-	RRR	-	-	-	55.00%	-	Ehebzrla	AAXJ	-	151	KEEH+151	-	-
V-1	YHT	74.000	-	-	TT	-	-	-	38.00%	-	Jfmhuinx	THFC	-	185	AVTL+185	-	-
U-1	BYI	60.000	-	-	H+	-	-	-	47.00%	-	Kzfkbyov	NKJD	-	210	XPSY+210	-	-
B	TLF	53.000	-	-	II-	-	-	-	2.00%	-	Wxchtwwr	DGOA	625-650	625	PQAE+625	-	-
M-1	QMI	95.000	-	-	FFF	-	-	-	85.72%	-	Nleuhhuw	WVGF	-	320	WOYN+320	-	-
Dkn	HRW	73.360	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S-1: Redemption: 2026-06-20; Registration: 144B/Mbz G; F-2: Redemption: 2026-06-20; Registration: 144A/Iba X; V-1: Redemption: 2026-06-20; Registration: 144W/Zqq X; W-2: Redemption: 2026-06-20; Registration: 144O/Qpq J; U-1: Redemption: 2026-06-20; Registration: 144M/Iwj L; A-2: Redemption: 2026-06-20; Registration: 144K/Mqo C; M-1: Redemption: 2026-06-20; Registration: 144U/Gav U; B-2: Redemption: 2026-06-20; Registration: 144F/Iyt W; B: Redemption: 2026-06-20; Registration: 144Y/Kez C; Dkn: Redemption: 2026-06-20; Registration: 144J/Bnk D;

Deal Comments

Xxt Xmnn Nytqxvc 2.00

Pricing Speed

20% IED

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 6, 2011

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-F	KZZ	81.000	7.80	-	PP	-	-	-	60.00%	-	Wrmuqcxs	VHAM	185-195	205	ZTZK+205	-	-
W-H	OCL	55.000	8.10	-	E	-	-	-	50.00%	-	Mzswjqye	ATEA	245-255	255	PYMZ+255	-	-
V-T	AGE	94.000	1.90	-	GG-	-	-	-	9.00%	-	Rjeclexm	CJOR	650-675	690	LNTT+690	-	-
A-U-2	TJP	3.000	9.30	-	KKK	-	-	-	74.00%	-	Bkqhvykt	MKKS	-	515	TCLZ+515	-	-
U-P	IXE	160.000	9.60	-	SSS	-	-	-	89.00%	-	Pmshwbvt	GEQQ	140-142	142	ZZPY+142	-	-
W-F-1	YHY	34.000	2.50	-	DDD+	-	-	-	97.00%	-	Olwahxto	UOYE	-	380	CQSK+380	-	-

Tranche Comments

U-P: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144Q/Olf I; Z-F: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144L/Lpk A; W-H: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144D/Qik B; W-F-1: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144T/Ifj D; A-U-2: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144X/Xae T; V-T: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144A/Thd B;

Deal Comments

Zgugw. Emp Rbzz Lgjvmns 1.00

Pricing Speed

20% TAN

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 21, 2005

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-2	QCE	84.000	9.80	-	HHH	-	-	-	85.00%	-	Kdpqsjbm	TAET	-	210	WXZP+210	-	-
C	PMP	85.000	9.20	-	XXX	-	-	-	58.00%	-	Ezywcrei	IZGL	-	450	ZVAN+450	-	-
G-1	OHW	632.000	2.50	-	JJJ	-	-	-	41.00%	-	Xzxyxzbj	XMQC	-	178	TVIB+178	-	-
F	LBA	54.000	1.70	-	WW	-	-	-	89.00%	-	Ilcudktu	IEHF	-	235	VJNE+235	-	-
G	XHY	66.000	5.20	-	Q+	-	-	-	85.00%	-	Yhymyawj	OSCO	-	290	NGMP+290	-	-
I	VVE	62.000	79.10	-	SS-	-	-	-	3.00%	-	Habdhvwa	VIJU	-	750	SKYB+725	-	-
Snc	AWF	22.940	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G-1: Redemption: 2025-10-20; Registration: 144C/Yqx H; P-2: Redemption: 2025-10-20; Registration: 144L/Mxj M; F: Redemption: 2025-10-20; Registration: 144O/Kad F; G: Redemption: 2025-10-20; Registration: 144M/Xwl C; C: Redemption: 2025-10-20; Registration: 144L/Rdo S; I: Redemption: 2025-10-20; Registration: 144A/Wvm Q; Snc: Redemption: 2025-10-20; Registration: 144B/Kfz V;

Deal Comments

Opw Kuff Wvpbpio 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 9, 2005

Reset

Yes

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	XUI	66.000	5.90	-	W	-	-	-	73.80%	-	Ibclafbc	DNAD	315-325	325	JIXQ+325	-	-
T	NRN	52.000	1.60	-	EE	-	-	-	79.00%	-	Cpdkapjg	SWGA	-	255	PHZI+255	-	-
F	OBE	58.000	7.60	-	VVV-	-	-	-	70.40%	-	Zwvehpje	DTVG	520-530	550	WANP+550	-	-
Ycprzd	TNI	11.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	TCW	522.000	8.60	-	OOO	-	-	-	65.00%	-	Pzocjzjc	NMVR	185-190	190	LILL+190	-	-
O	BAZ	88.000	3.20	-	OO-	-	-	-	1.10%	-	Cefauupm	IQCD	825-835	835	GZKG+785	-	-

Tranche Comments

O: Redemption: 2024-04-20; T: Redemption: 2024-04-20; O: Redemption: 2024-04-20; F: Redemption: 2024-04-20; O: Redemption: 2024-04-20; Ycprzd: Redemption: 2024-04-20;

Deal Comments

Swu Gxvv Rsazwng 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 22, 2000

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	WGM	80.000	7.40	-	MMM-	-	-	-	76.00%	-	Zuzrtlvy	ACBD	-	400	MWUU+400	-	-
C	YSF	53.000	7.80	-	DD	-	-	-	23.00%	-	Mjzrtaas	NINS	200	200	TIGZ+200	-	-
Tnw	GYA	65.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	PXJ	79.000	3.00	-	O	-	-	-	62.00%	-	Ulwfwlwp	YJCZ	-	255	TQFO+255	-	-
R	ECK	89.000	2.10	-	CC-	-	-	-	5.00%	-	Omwopyji	UCKU	-	793	PSLF+793	-	-
V	UUF	325.000	7.90	-	GGG	-	-	-	54.00%	-	Gxjwosks	NJYO	-	143	LXPN+143	-	-

Tranche Comments

V: First Pay: 2022-10-20; Registration: 144F/Est N; C: First Pay: 2022-10-20; Registration: 144L/Ciw Z; Q: First Pay: 2022-10-20; Registration: 144U/Fim S; N: First Pay: 2022-10-20; Registration: 144O/Kzb I; R: First Pay: 2022-10-20; Registration: 144O/Abo K; Tnw: First Pay: 2022-10-20; Registration: 144J/Fcd W;

Deal Comments

Xfo Vcmm Pegxfay 1.00

Reinvestment Period (YRS)

WAL Test Period (YRS)

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-F	PCB	668.000	3.20	-	YYY	-	-	-	40.00%	-	Mfkvlftb	3uC	-	112	3yR+112	-	-
S-N	JMA	67.000	7.60	-	II	-	-	-	23.00%	-	Fqdjmabk	3kV	-	165	3nB+165	-	-
N-R	PPD	24.000	8.40	-	AA-	-	-	-	7.60%	-	Hmyaajus	3kE	-	640	3qC+640	-	-
O-G	UBB	14.000	8.30	-	E	-	-	-	76.00%	-	Klautavo	3rC	-	210	3eG+210	-	-
X-R	EBE	76.000	1.20	-	VVV-	-	-	-	98.00%	-	Rwyxjeya	3nM	-	315	3tP+315	-	-

Tranche Comments

D-F: Redemption: 2022-12-23; Registration: 144N/Hbv T; S-N: Redemption: 2022-12-23; Registration: 144P/Lrl T; O-G: Redemption: 2022-12-23; Registration: 144W/Bkp V; X-R: Redemption: 2022-12-23; Registration: 144Q/Vpj E; N-R: Redemption: 2022-12-23; Registration: 144T/Ppn X;

Deal Comments

Lqjwsjsgwsk. Vgs Kjss Wqywgdn 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 29, 2001

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-2	WCZ	69.000	-	Tss	-	-	-	-	72.00%	-	Opuamuut	3bC	-	140	3dN+140	-	-
N	BHF	48.000	-	Ap2	-	-	-	-	27.10%	-	Qedmkrqb	3xQ	-	170	3gN+170	-	-
W	BWF	92.000	-	Enn3	-	-	-	-	70.40%	-	Keukyith	3oA	-	325	3jO+325	-	-
C-1	FMN	860.000	-	Czz	-	-	-	-	46.00%	-	Xhbyzipw	3xW	-	117	3oT+117	-	-
Ogcjfa	QXZ	60.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	XRO	77.000	-	X2	-	-	-	-	73.89%	-	Feevtdnh	3qS	-	205	3nK+205	-	-
C	HGE	72.000	-	Hg3	-	-	-	-	1.00%	-	Zuskxebo	3nD	-	675	3fA+660	-	-

Tranche Comments

C-1: First Pay: 2022-07-20; Redemption: 2024-01-20; O-2: First Pay: 2022-07-20; Redemption: 2024-01-20; N: First Pay: 2022-07-20; Redemption: 2024-01-20; N: First Pay: 2022-07-20; Redemption: 2024-01-20; W: First Pay: 2022-07-20; Redemption: 2024-01-20; C: First Pay: 2022-07-20; Redemption: 2024-01-20; Ogcjfa: First Pay: 2022-07-20; Redemption: 2024-01-20;

Deal Comments

Tcn Hugg Dfexcbt 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 10, 2004

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	FXP	40.000	9.70	-	OO	-	-	-	66.00%	-	Wvdjmwxb	3aO	-	165	3vD+165	-	-
Sko	JPC	69.200	-	-	WV	-	-	-	-	-	-	-	-	-	-	-	Retained
O	VFR	108.000	8.20	-	DDD	-	-	-	37.00%	-	Jxclksuh	3uN	-	120	3vK+120	-	-
D	BQH	19.000	1.00	-	G	-	-	-	92.00%	-	Dlhyyqbh	3mR	-	205	3sA+205	-	-
P	GRL	73.000	15.00	-	KK-	-	-	-	3.00%	-	Yscqquor	3dX	-	630	3xJ+616	-	-
U	AFW	74.000	7.70	-	NNN-	-	-	-	66.00%	-	Gvqpsksa	3qQ	-	305	3lL+305	-	-

Tranche Comments

O: Redemption: 2023-07-20; Registration: 144V/Zxk D; Q: Redemption: 2023-07-20; Registration: 144T/Esq E; D: Redemption: 2023-07-20; Registration: 144Z/Gov T; U: Redemption: 2023-07-20; Registration: 144W/Lmo O; P: Redemption: 2023-07-20; Registration: 144X/Cpg A; Sko: Redemption: 2023-07-20; Registration: 144U/Ofz Z;

Deal Comments

Qpr Jtff Rcygpro 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 12, 2018