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
Y-A	YEO	56.000	5.50	K2	-	-	-	-	28.00%	-	Nmwmdrbc	GWML	200-210	225	THVC+225	-	-
B	KYB	27.000	3.80	Bo3	-	-	-	-	9.11%	-	-	-	625-650	-	-	-	Retained
V	MPD	46.000	1.10	Duu3	-	-	-	-	30.80%	-	-	-	315-325	-	-	-	Retained
S-2	JBH	96.000	9.10	Gnn	-	-	-	-	21.40%	-	-	-	145-150	-	-	-	Retained
Y-C	PVV	34.000	6.20	Wc2	-	-	-	-	85.31%	-	Dfvomidn	NDJU	160-170	180	VVLU+180	-	-
Z-1-N	JAF	202.000	5.90	Znn	-	-	-	-	92.90%	-	Pscxxpmw	TNCA	113	113	VNSG+113	-	-

Tranche Comments

Z-1-N: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144X/Lzb P; S-2: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144M/Pld X; Comments: Wut mhtqbzbihv; Y-C: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144P/Rem J; Y-A: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144E/Cnr T; V: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144X/Lei B; Comments: Yhs ywfeyfyqwr; B: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144H/Yzd S; Comments: Elq hmovhuhlmb;

Deal Comments

Fzeznpnqznm. Hyn Kpvv Tzyzyog 1.00

Pricing Speed

20% EJK

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 14, 2016

Refinancing

Yes

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-M	CLE	38.000	3.10	-	TT	-	-	-	18.34%	-	Ofowxhfj	YVMB	-	157	XAPG+157	-	-
S-T	KJM	97.000	8.20	-	Z	-	-	-	55.79%	-	Nwbqfsyt	LLFC	-	195	NZXA+195	-	-
J-T	KGB	661.000	8.60	-	CCC	-	-	-	39.86%	-	Yfdhdfsn	QTUK	-	99	JMJR+99	-	-

Tranche Comments

J-T: Redemption: 2025-08-20; Registration: 144X/Cuu T; U-M: Redemption: 2025-08-20; Registration: 144L/Xuf Q; S-T: Redemption: 2025-08-20; Registration: 144X/Tut Y;

Deal Comments

Btpfufuifux. Btu Cfww Utcftbm 1.00

Reinvestment Period (YRS)

2.8

Reinvestment Period End Date

Aug 8, 2006

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1KZ	JFI	74.000	4.80	Ynn	-	-	-	-	96.00%	-	Cclpwqlr	LZJA	-	133	VAKU+133	-	-
E-2	ZHY	7.000	8.10	-	-	NNN	-	-	74.90%	-	Pxqobprk	EUCB	150-155	160	ZMHE+160	-	-
N-2	UTM	7.000	2.80	-	-	EEE-	-	-	37.00%	-	Ptmev	Xlxby	400	400	7.90%	-	-
W	BBK	25.000	9.30	-	-	NN-	-	-	5.00%	-	Wluwuvlz	KLMA	550-575	575	GLVQ+575	-	-
F	HWA	8.400	87.80	N3	-	-	-	-	2.15%	-	Dlcblqfe	HUVJ	Zlw cl Hna 800a	-	WJCJ+780	-	-
T-1	GRH	86.000	4.70	Wyy	-	-	-	-	74.00%	-	Mzdkfmux	GQCI	133	133	NXMI+133	-	-
D-1AW	CFY	980.000	8.20	Uqq	-	-	-	-	84.00%	-	Fpzmwver	TEPR	-	133	XDQU+133	-	-
M-1	FNX	84.000	3.30	-	-	LLL	-	-	19.00%	-	Cmrfzxrr	SMWV	280	280	EAZD+280	-	-
V	QAK	74.000	7.00	-	-	C	-	-	57.00%	-	Lppymtrr	NDFO	190-200	200	QVTC+200	-	-
K	BKH	83.000	4.30	-	-	PP	-	-	23.00%	-	Esmzxudb	AEKX	170p	170	ZTOP+170	-	-
Cmsgpd	KBU	57.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z-1KZ: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144V/Uxk U; D-1AW: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144V/Adc B; T-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144U/Iph F; E-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Ojm O; K: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Q/Oxh J; V: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144K/Wqh A; M-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Oqw F; N-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144W/Zsv A; W: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144W/Kiy W; F: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144U/Pdd H; Cmsgpd: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Pdk P;

Deal Comments

Guy-Cvaa Qgbtuzw 2.00

Pricing Speed

20% BZN

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 4, 2024

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-W	KSJ	64.000	7.00	-	PP	-	-	-	49.00%	-	Zhswqpnq	JLXS	-	175	LOIR+175	-	-
C-N	QAL	23.000	9.60	-	L	-	-	-	71.00%	-	Awowhjky	WAJT	-	205	GEYS+205	-	-
C	LQG	8.000	7.40	-	SSS	-	-	-	-	-	Uzvsjxlk	VQUA	-	103	QXNX+103	-	-
M-U	CON	75.000	3.50	-	FF-	-	-	-	4.00%	-	Sjvuuzcv	XJMZ	-	725	USJO+715	-	-
Xix	BOX	42.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U2-O	LKI	16.000	3.30	-	JJJ	-	-	-	87.00%	-	Fxyprzpo	VNQH	-	162	MIUL+162	-	-
K1-O	EQR	667.000	2.40	-	AAA	-	-	-	42.00%	-	Pkrcpkpl	HOWW	-	129	STHM+129	-	-
I1-B	NFD	13.000	8.00	-	OOO	-	-	-	67.00%	-	Fjlrtiuz	YHAJ	-	325	LNLN+325	-	-
K2-S	NTR	3.000	9.70	-	XXX-	-	-	-	74.50%	-	Ujwmo	-	-	-	8.00%	-	-
Fll Zfs	QYA	52.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: Redemption: 2025-10-20; Registration: 144B/Onx D; K1-O: Redemption: 2025-10-20; Registration: 144D/Dvs E; U2-O: Redemption: 2025-10-20; Registration: 144D/Tvm O; A-W: Redemption: 2025-10-20; Registration: 144A/Mej G; C-N: Redemption: 2025-10-20; Registration: 144M/Udh W; I1-B: Redemption: 2025-10-20; Registration: 144Z/Ynq E; K2-S: Redemption: 2025-10-20; Registration: 144Q/Fpi X; M-U: Redemption: 2025-10-20; Registration: 144H/Cak Z; Xix: Redemption: 2025-10-20; Registration: 144C/Fdk O; Fll Zfs: Redemption: 2025-10-20; Registration: 144D/Mqq R;

Deal Comments

Oueut. Hwm Xtss Euhpwyx 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 2, 2001

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-1	JEF	880.000	-	-	YYY	-	-	-	38.00%	-	Iuojcxdq	BSQN	-	151	YPSA+151	-	-
V-2	OZF	7.000	-	-	N	-	-	-	67.00%	-	Wjeoqbva	IQHZ	-	255	YWLJ+255	-	-
Y	VXY	40.000	-	-	CC-	-	-	-	6.00%	-	Urolrxvs	SFXF	625-650	625	GQIO+625	-	-
Ria	CKP	95.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-1	HXQ	42.000	-	-	M+	-	-	-	85.00%	-	Wqvtotqs	TVBI	-	210	HUTA+210	-	-
D-2	RHB	98.000	-	-	BB	-	-	-	34.00%	-	Hacry	-	-	-	5.926%	-	-
Z-1	PAY	26.000	-	-	III	-	-	-	24.82%	-	Pbpselbw	CTYO	-	320	KSDT+320	-	-
M-2	HHF	1.000	-	-	TTT-	-	-	-	72.00%	-	Shczdztb	MLNI	-	475	PLIX+475	-	-
D-2	GLQ	89.000	-	-	III	-	-	-	62.00%	-	Dqofciex	NEDZ	170l	170	STAE+170	-	-
E-1	YYW	13.000	-	-	UU	-	-	-	97.00%	-	Mfdfrpnt	SHCH	-	185	UWLU+185	-	-

Tranche Comments

R-1: Redemption: 2026-06-20; Registration: 144Q/Gmz M; D-2: Redemption: 2026-06-20; Registration: 144E/Yzw X; E-1: Redemption: 2026-06-20; Registration: 144K/Aeb K; D-2: Redemption: 2026-06-20; Registration: 144T/Yyn Y; S-1: Redemption: 2026-06-20; Registration: 144G/Neo P; V-2: Redemption: 2026-06-20; Registration: 144G/Qlz W; Z-1: Redemption: 2026-06-20; Registration: 144W/Wdw G; M-2: Redemption: 2026-06-20; Registration: 144Y/Nxy A; Y: Redemption: 2026-06-20; Registration: 144M/Geb M; Ria: Redemption: 2026-06-20; Registration: 144A/Hoq Z;

Deal Comments

Jvu Eqcc Bcnmvrz 2.00

Pricing Speed

20% LPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 16, 2013

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-B	BUN	23.000	7.30	-	O	-	-	-	55.00%	-	Ijxhrvia	HPXS	245-255	255	CANR+255	-	-
A-Y	CVD	22.000	4.40	-	DD-	-	-	-	3.00%	-	Kulldixg	HAWZ	650-675	690	SELR+690	-	-
T-N-1	XFX	91.000	6.20	-	TTT+	-	-	-	15.00%	-	Pwzltlre	NDDU	-	380	QAFW+380	-	-
G-Z-2	WQX	6.000	2.90	-	FFF	-	-	-	50.00%	-	Wrltjtnm	YJZJ	-	515	YQCI+515	-	-
Z-C	FSF	97.000	6.30	-	OO	-	-	-	67.00%	-	Veypykjv	EWMF	185-195	205	YTNP+205	-	-
W-H	ACU	777.000	3.80	-	NNN	-	-	-	80.00%	-	Luljfdsd	ZDTG	140-142	142	CIOW+142	-	-

Tranche Comments

W-H: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144L/Eqy L; Z-C: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144U/Xcm T; V-B: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144U/Gct Z; T-N-1: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144Z/Rnr A; G-Z-2: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144F/Ebe G; A-Y: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144N/Ghi L;

Deal Comments

Zbcbm. Iup Hokk Vbywuvg 1.00

Pricing Speed

20% CED

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 28, 1999

Reset

Yes

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	VWC	66.000	70.20	-	UU-	-	-	-	1.00%	-	Zjfpqubk	HKYG	-	750	HAPH+725	-	-
K	KKM	99.000	1.80	-	S+	-	-	-	18.00%	-	Eshmmhya	NMAP	-	290	MVJD+290	-	-
V-1	NTI	739.000	5.60	-	MMM	-	-	-	69.00%	-	Hmyrpxjm	GGIG	-	178	YGAP+178	-	-
D	HHU	75.000	6.70	-	QQQ	-	-	-	37.00%	-	Gjxudmbl	YJSP	-	450	ILSO+450	-	-
Ddu	KHO	60.170	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-2	VVD	87.000	2.10	-	UUU	-	-	-	94.00%	-	Byduzlex	HPFN	-	210	IYMG+210	-	-
R	MMV	31.000	8.70	-	RR	-	-	-	81.00%	-	Rvjfzbar	XOJJ	-	235	IWKP+235	-	-

Tranche Comments

V-1: Redemption: 2025-10-20; Registration: 144Q/Cmn Z; F-2: Redemption: 2025-10-20; Registration: 144A/Bxz M; R: Redemption: 2025-10-20; Registration: 144N/Wvn G; K: Redemption: 2025-10-20; Registration: 144Y/Pks U; D: Redemption: 2025-10-20; Registration: 144W/Liq H; J: Redemption: 2025-10-20; Registration: 144P/Izd T; Ddu: Redemption: 2025-10-20; Registration: 144Z/Zuq H;

Deal Comments

Zum Mfyy Xgohuxq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 22, 2018

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Qksxvu	LPJ	26.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	XKG	45.000	2.30	-	E	-	-	-	68.10%	-	Uphcwclx	BAJA	315-325	325	JUEX+325	-	-
C	MSD	73.000	8.40	-	EE	-	-	-	19.00%	-	Uobdlodq	CSHN	-	255	BYEN+255	-	-
A	YBW	41.000	2.10	-	GGG-	-	-	-	89.50%	-	Uclxohem	MNGT	520-530	550	PGEW+550	-	-
K	FZI	306.000	8.60	-	III	-	-	-	36.00%	-	Uucskzxs	DQOX	185-190	190	HJAS+190	-	-
D	UQN	83.000	9.30	-	TT-	-	-	-	4.20%	-	Lfprtznm	BSZY	825-835	835	GAVM+785	-	-

Tranche Comments

K: Redemption: 2024-04-20; C: Redemption: 2024-04-20; Q: Redemption: 2024-04-20; A: Redemption: 2024-04-20; D: Redemption: 2024-04-20; Qksxvu: Redemption: 2024-04-20;

Deal Comments

Ihq Gbss Ftpahrc 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 26, 2016

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Yqh	BJC	54.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R	PZX	564.000	4.80	-	CCC	-	-	-	94.00%	-	Nodwjhlo	KMZF	-	143	LZDY+143	-	-
I	IRI	78.000	2.70	-	II-	-	-	-	5.00%	-	Zwddbouq	WHZP	-	793	MAYX+793	-	-
G	MOQ	74.000	4.00	-	G	-	-	-	41.00%	-	Nhljblrp	QOXY	-	255	BOSQ+255	-	-
W	AIO	54.000	6.80	-	XX	-	-	-	91.00%	-	Pwjfdycm	BDFZ	200	200	KDDX+200	-	-
R	RSS	58.000	3.90	-	YYY-	-	-	-	21.00%	-	Hadopawg	JHMG	-	400	TSSX+400	-	-

Tranche Comments

R: First Pay: 2022-10-20; Registration: 144O/Jfh S; W: First Pay: 2022-10-20; Registration: 144L/Hfg O; G: First Pay: 2022-10-20; Registration: 144J/Xro N; R: First Pay: 2022-10-20; Registration: 144B/Wxz K; I: First Pay: 2022-10-20; Registration: 144F/Rcw U; Yqh: First Pay: 2022-10-20; Registration: 144J/Koa D;

Deal Comments

Tzw Rzff Vycgzxn 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
N-L	KXL	89.000	6.30	-	J	-	-	-	79.00%	-	Jmcetach	3iZ	-	210	3rM+210	-	-
H-Q	HZY	96.000	8.80	-	AAA-	-	-	-	62.00%	-	Frzvkfap	3eC	-	315	3lL+315	-	-
T-Y	CJV	884.000	2.10	-	BBB	-	-	-	72.00%	-	Msvjzvle	3dX	-	112	3zY+112	-	-
X-R	XJS	93.000	1.90	-	ZZ-	-	-	-	2.50%	-	Tpsxdylg	3wB	-	640	3yD+640	-	-
A-Z	NLU	85.000	2.20	-	ZZ	-	-	-	96.00%	-	Nmwdsbvw	3sV	-	165	3dB+165	-	-

Tranche Comments

T-Y: Redemption: 2022-12-23; Registration: 144G/Dec D; A-Z: Redemption: 2022-12-23; Registration: 144N/Nfn H; N-L: Redemption: 2022-12-23; Registration: 144X/Vjf H; H-Q: Redemption: 2022-12-23; Registration: 144V/Ami K; X-R: Redemption: 2022-12-23; Registration: 144T/Aav R;

Deal Comments

Ewsvmmmqvmk. Hqm Cmee Mwuvqrn 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 12, 2014