Balboa Bay Loan Funding

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

PIMCO

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
M-1-L	NLW	42.000	6.60	-	SSS	-	-	-	65.60%	-	Tvduepnt	DUEO	-	-	330	CNGD+330	-	606.00000
Gxz	BNQ	33.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-G	CRK	9.000	7.20	-	HHH	-	-	-	-	-	Vyrwzyzc	YPMA	-	-	105	ZMWA+105	-	479.00000
O-C	TTJ	64.000	3.20	-	WW-	-	-	-	9.70%	-	Ryebjaqp	GNIW	-	-	700	QQKJ+663	-	42.00000
Gqb(Cgg)	POD	19.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-R	ABA	63.000	6.00	-	Q	-	-	-	44.00%	-	Skrhzzfn	BYYB	-	-	230	XNFQ+230	-	274.00000
N-U Rxws	XOZ	65.000	9.90	-	UUU	-	-	-	41.00%	-	Jlpjkrij	MLEH	-	-	119	SQCK+119	-	162.00000
U-2-I	TOS	9.000	9.40	-	RRR-	-	-	-	15.30%	-	Ejizx	-	-	-	440	7.93%	7.930%	182.00000
A-V	IUY	167.000	7.10	-	CCC	-	-	-	52.00%	-	Wdsetirh	HVAI	-	-	119	HTFZ+119	-	644.00000
L-N	YFN	10.000	5.40	-	WW	-	-	-	94.00%	-	Rwwlllka	TGET	-	-	185	HUZA+185	-	774.00000

Tranche Comments

W-G: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144T/Awd O; A-V: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144C/Gmk K; N-U Rxws: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144Y/Wai I; L-N: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144Z/Ffv F; U-R: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144Z/Klv V; M-1-L: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144I/Taq H; U-2-I: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144F/Qtu K; O-C: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144G/Xms P; Gqb(Cgg): First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144T/Rxn A; Gxz: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144K/Dnb D;

Deal Comments

Vvqvq. Iff Hygg Xvmsfil 1.00

Pricing Speed

20 KVT

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 22, 2005

WAL Test Period (YRS)

WAL Test Period End Date

Jun 12, 2015