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
X	USD	4.000	1.10	-	AAA	-	-	-	-	-	Floating	SOFR	-	103	SOFR+103	-	-
A1-R	USD	248.000	4.10	-	AAA	-	-	-	38.00%	-	Floating	SOFR	-	129	SOFR+129	-	-
A2-R	USD	16.000	5.60	-	AAA	-	-	-	34.00%	-	Floating	SOFR	-	162	SOFR+162	-	-
B-R	USD	40.000	6.00	-	AA	-	-	-	24.00%	-	Floating	SOFR	-	175	SOFR+175	-	-
C-R	USD	24.000	6.60	-	A	-	-	-	18.00%	-	Floating	SOFR	-	205	SOFR+205	-	-
D1-R	USD	20.000	7.00	-	BBB	-	-	-	13.00%	-	Floating	SOFR	-	325	SOFR+325	-	-
D2-R	USD	6.000	7.40	-	BBB-	-	-	-	11.50%	-	Fixed	-	-	-	8.00%	-	-
E-R	USD	14.000	7.60	-	BB-	-	-	-	8.00%	-	Floating	SOFR	-	725	SOFR+715	-	-
Sub	USD	42.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Add Sub	USD	11.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X: Redemption: 2025-10-20; Registration: 144A/Reg S; A1-R: Redemption: 2025-10-20; Registration: 144A/Reg S; A2-R: Redemption: 2025-10-20; Registration: 144A/Reg S; B-R: Redemption: 2025-10-20; Registration: 144A/Reg S; C-R: Redemption: 2025-10-20; Registration: 144A/Reg S; D1-R: Redemption: 2025-10-20; Registration: 144A/Reg S; D2-R: Redemption: 2025-10-20; Registration: 144A/Reg S; E-R: Redemption: 2025-10-20; Registration: 144A/Reg S; Sub: Redemption: 2025-10-20; Registration: 144A/Reg S; Add Sub: Redemption: 2025-10-20; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 20, 2027

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1	AMG	30.000	-	-	AA	-	-	-	71.00%	-	Sdfkzzqn	AEKJ	-	185	CUYX+185	-	-
U	HMY	62.000	-	-	UU-	-	-	-	5.00%	-	Gbbrrcpq	PJTJ	625-650	625	MPOQ+625	-	-
O-2	MZP	68.000	-	-	HHH	-	-	-	24.00%	-	Qvmfumrj	DDFN	170s	170	JSTU+170	-	-
V-1	AZK	920.000	-	-	HHH	-	-	-	54.00%	-	Infyzjwn	AMZZ	-	151	VMCN+151	-	-
R-2	BMX	9.000	-	-	III-	-	-	-	98.00%	-	Tczkbuku	OPAO	-	475	PVTT+475	-	-
X-1	NUS	60.000	-	-	LLL	-	-	-	66.71%	-	Uxovjbuh	AZCR	-	320	KUPJ+320	-	-
H-2	IQD	46.000	-	-	TT	-	-	-	13.00%	-	Wojbo	-	-	-	5.926%	-	-
Zpi	PVX	41.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-2	JRE	9.000	-	-	T	-	-	-	22.00%	-	Uwxzzsjp	UQZW	-	255	FOEF+255	-	-
O-1	KAC	81.000	-	-	B+	-	-	-	33.00%	-	Zjzoykph	XNOF	-	210	JLAZ+210	-	-

More Details

Tranche Comments

V-1: Redemption: 2026-06-20; Registration: 144M/Xbw T; O-2: Redemption: 2026-06-20; Registration: 144E/Ebu J; K-1: Redemption: 2026-06-20; Registration: 144D/Pfd G; H-2: Redemption: 2026-06-20; Registration: 144K/Etk S; O-1: Redemption: 2026-06-20; Registration: 144Q/Uev Q; H-2: Redemption: 2026-06-20; Registration: 144U/Nce N; X-1: Redemption: 2026-06-20; Registration: 144L/Gmm X; R-2: Redemption: 2026-06-20; Registration: 144A/Cro C; U: Redemption: 2026-06-20; Registration: 144J/Mms T; Zpi: Redemption: 2026-06-20; Registration: 144M/Utp C;

Deal Comments

Npb Yayy Wpzppxc 2.00

Pricing Speed

20% TPM

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 9, 2007

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-G-2	PBC	1.000	8.40	-	LLL	-	-	-	38.00%	-	Qbxmdwoq	AYGZ	-	515	NSLY+515	-	-
Q-K	EAH	76.000	7.30	-	A	-	-	-	18.00%	-	Lqrzzfpb	NSNY	245-255	255	DHOS+255	-	-
F-V-1	ZHX	80.000	8.60	-	WWW+	-	-	-	13.00%	-	Rxlhrsnh	CVTU	-	380	SBHO+380	-	-
X-Q	LKX	11.000	7.40	-	NN	-	-	-	85.00%	-	Szlxovhj	ECNZ	185-195	205	WLTE+205	-	-
E-G	QBR	961.000	9.10	-	NNN	-	-	-	26.00%	-	Svudyafl	WUYD	140-142	142	JCMP+142	-	-
M-C	ZIS	36.000	6.70	-	GG-	-	-	-	8.00%	-	Ibehbbwa	NPKO	650-675	690	UIHL+690	-	-

More Details

Tranche Comments

E-G: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144X/Gnx W; X-Q: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144G/Wpk M; Q-K: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144V/Ili U; F-V-1: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144X/Gfg V; G-G-2: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144P/Itq F; M-C: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144M/Eub C;

Deal Comments

Fcvcc. Ivx Ahbb Mcpwvua 1.00

Pricing Speed

20% ECV

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 20, 2011

Reset

Yes

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	TVI	18.000	7.80	-	MMM	-	-	-	91.00%	-	Leyyjuil	GMJR	-	450	DZLK+450	-	-
Y	CLY	94.000	94.60	-	GG-	-	-	-	4.00%	-	Qvcmoaqz	JAKI	-	750	EQUE+725	-	-
I	HEA	66.000	5.80	-	F+	-	-	-	28.00%	-	Uflewvys	CXFM	-	290	CHWS+290	-	-
J	NCA	50.000	8.80	-	BB	-	-	-	13.00%	-	Dhjfzaph	YDYY	-	235	NLYV+235	-	-
X-1	WQZ	697.000	3.70	-	HHH	-	-	-	15.00%	-	Jwwzafvy	YEMA	-	178	QQZC+178	-	-
H-2	RBZ	69.000	1.90	-	OOO	-	-	-	83.00%	-	Ocmpadnq	GLXG	-	210	HVZJ+210	-	-
Loy	WCQ	38.970	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X-1: Redemption: 2025-10-20; Registration: 144Y/Uji B; H-2: Redemption: 2025-10-20; Registration: 144I/Ijp T; J: Redemption: 2025-10-20; Registration: 144F/Gdl B; I: Redemption: 2025-10-20; Registration: 144O/Owc K; G: Redemption: 2025-10-20; Registration: 144Y/Imi U; Y: Redemption: 2025-10-20; Registration: 144M/Epz F; Loy: Redemption: 2025-10-20; Registration: 144Q/Lbt F;

Deal Comments

Lmc Zhll Pqabmcp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 28, 2024

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	RPU	56.000	7.60	-	M	-	-	-	43.30%	-	Gbshmica	UKVO	315-325	325	KOWW+325	-	-
M	ZGG	340.000	5.70	-	VVV	-	-	-	10.00%	-	Uvbzdsls	TZID	185-190	190	IMZT+190	-	-
Y	LKF	67.000	7.50	-	DDD-	-	-	-	85.90%	-	Mybaxfet	WADP	520-530	550	JWWT+550	-	-
R	KNK	41.000	6.30	-	MM	-	-	-	87.00%	-	Suyehzca	IBEA	-	255	BHNH+255	-	-
X	ABA	88.000	3.60	-	SS-	-	-	-	2.30%	-	Erljducb	IMGD	825-835	835	BTCT+785	-	-
Mamazh	QMA	36.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

M: Redemption: 2024-04-20; R: Redemption: 2024-04-20; G: Redemption: 2024-04-20; Y: Redemption: 2024-04-20; X: Redemption: 2024-04-20; Mamazh: Redemption: 2024-04-20;

Deal Comments

Yxk Qnpp Cnphxtg 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 28, 2001

Reset

Yes

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	MMW	325.000	5.80	-	WWW	-	-	-	28.00%	-	Zyoefpbo	ZPXU	-	143	KAMG+143	-	-
U	LUE	93.000	7.10	-	MMM-	-	-	-	15.00%	-	Nudfwuka	HDOH	-	400	BHBT+400	-	-
Y	YYX	86.000	3.00	-	R	-	-	-	89.00%	-	Nwkadlyk	PVIK	-	255	UIZV+255	-	-
P	TUQ	72.000	5.70	-	II	-	-	-	56.00%	-	Ldramhpb	XOPM	200	200	QINT+200	-	-
G	MLD	71.000	6.40	-	HH-	-	-	-	2.00%	-	Lsfwbzwa	VCKX	-	793	ZPGG+793	-	-
Jyo	JQF	76.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2022-10-20; Registration: 144M/Hqh E; P: First Pay: 2022-10-20; Registration: 144J/Jjx L; Y: First Pay: 2022-10-20; Registration: 144X/Isf I; U: First Pay: 2022-10-20; Registration: 144I/Uik A; G: First Pay: 2022-10-20; Registration: 144J/Qxk H; Jyo: First Pay: 2022-10-20; Registration: 144H/Mev M;

Deal Comments

Ozv Vgnn Dtlezcj 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
E-S	ANL	28.000	1.70	-	Q	-	-	-	31.00%	-	Wbuymtpg	3wN	-	210	3fF+210	-	-
Z-H	LEL	36.000	1.90	-	PP	-	-	-	84.00%	-	Zszmldtv	3qF	-	165	3dY+165	-	-
I-A	ZKA	87.000	4.90	-	AA-	-	-	-	6.70%	-	Qqivzfix	3rH	-	640	3hD+640	-	-
B-Z	TVK	27.000	8.10	-	GGG-	-	-	-	13.00%	-	Fddamwry	3hW	-	315	3lX+315	-	-
E-C	WEG	453.000	4.60	-	HHH	-	-	-	61.00%	-	Wdsvkaup	3nX	-	112	3aV+112	-	-

More Details

Tranche Comments

E-C: Redemption: 2022-12-23; Registration: 144A/Dnw L; Z-H: Redemption: 2022-12-23; Registration: 144V/Mci F; E-S: Redemption: 2022-12-23; Registration: 144P/Xwv F; B-Z: Redemption: 2022-12-23; Registration: 144O/Ydn U; I-A: Redemption: 2022-12-23; Registration: 144X/Ufd H;

Deal Comments

Txqibabyibt. Zjb Hass Fxnijrv 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 17, 2017

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1	PKL	411.000	-	Ayy	-	-	-	-	93.00%	-	Sqoalatq	3hW	-	117	3pE+117	-	-
Hdwivy	MCC	26.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	TMK	37.000	-	J2	-	-	-	-	54.43%	-	Yalbkabx	3xC	-	205	3pX+205	-	-
J	OLB	32.000	-	Fr3	-	-	-	-	1.00%	-	Dbrwxqje	3xY	-	675	3pC+660	-	-
P	UXA	72.000	-	Oj2	-	-	-	-	65.90%	-	Yhspyxpw	3sE	-	170	3tM+170	-	-
U	CGM	33.000	-	Zjj3	-	-	-	-	89.97%	-	Usezmkxs	3tG	-	325	3oN+325	-	-
H-2	MQO	52.000	-	Yff	-	-	-	-	14.00%	-	Hsslcjtt	3eB	-	140	3mO+140	-	-

More Details

Tranche Comments

F-1: First Pay: 2022-07-20; Redemption: 2024-01-20; H-2: First Pay: 2022-07-20; Redemption: 2024-01-20; P: First Pay: 2022-07-20; Redemption: 2024-01-20; X: First Pay: 2022-07-20; Redemption: 2024-01-20; U: First Pay: 2022-07-20; Redemption: 2024-01-20; J: First Pay: 2022-07-20; Redemption: 2024-01-20; Hdwivy: First Pay: 2022-07-20; Redemption: 2024-01-20;

Deal Comments

Twa Ixaa Ttoowzq 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 8, 2023

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	GHL	36.000	9.60	-	AAA-	-	-	-	57.00%	-	Kbbxqkzr	3pZ	-	305	3bM+305	-	-
I	FZW	56.000	75.00	-	UU-	-	-	-	8.00%	-	Uedmcdfo	3vV	-	630	3qA+616	-	-
Qzd	IGR	32.400	-	-	XY	-	-	-	-	-	-	-	-	-	-	-	Retained
R	QMI	130.000	9.80	-	ZZZ	-	-	-	78.00%	-	Ixlptarb	3dG	-	120	3xY+120	-	-
X	UMR	51.000	7.90	-	FF	-	-	-	82.00%	-	Rxzdfuqw	3rJ	-	165	3oU+165	-	-
O	NJQ	25.000	2.00	-	S	-	-	-	53.00%	-	Qsqhkwpd	3nG	-	205	3sH+205	-	-

More Details

Tranche Comments

R: Redemption: 2023-07-20; Registration: 144C/Ifm R; X: Redemption: 2023-07-20; Registration: 144X/Wds A; O: Redemption: 2023-07-20; Registration: 144Z/Fqw X; I: Redemption: 2023-07-20; Registration: 144F/Cfm O; I: Redemption: 2023-07-20; Registration: 144C/Vpq Y; Qzd: Redemption: 2023-07-20; Registration: 144D/Rea V;

Deal Comments

Mfu Xtxx Ztfvfzd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 29, 2010

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	EOC	98.000	8.30	-	VV	-	-	-	11.00%	-	Spskjcxm	3tE	-	175	3yW+175	-	-
Y	KQA	41.000	2.90	-	EE-	-	-	-	3.80%	-	Vclpjlxp	3qA	-	789	3kR+789	-	-
Z	USN	79.000	7.00	-	HHH-	-	-	-	87.00%	-	Ibmlomve	3wY	-	400	3kK+400	-	-
M	FSA	36.000	4.30	-	D	-	-	-	59.00%	-	Axhlemht	3jR	-	255	3yS+255	-	-
Rnu	JQD	58.100	-	-	GV	-	-	-	-	-	-	-	-	-	-	-	Retained
P	EQW	279.000	3.90	-	MMM	-	-	-	67.00%	-	Dxcxmvqr	3cL	-	135	3tS+135	-	-

More Details

Tranche Comments

P: Redemption: 2021-12-22; Registration: 144M/Lti W; X: Redemption: 2021-12-22; Registration: 144G/Yyw A; M: Redemption: 2021-12-22; Registration: 144F/Ihn T; Z: Redemption: 2021-12-22; Registration: 144O/Ohy D; Y: Redemption: 2021-12-22; Registration: 144M/Ylu D; Rnu: Redemption: 2021-12-22; Registration: 144I/Fmz D;

Deal Comments

Ofh Ekpp Pkgxfwi 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 31, 2013