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
E-2	JKQ	77.000	9.40	Cmm	-	-	-	-	60.77%	-	-	-	145-150	-	-	-	Retained
V-W	ZYI	55.000	8.30	Zy2	-	-	-	-	99.21%	-	Bwpawyah	PQER	160-170	180	QMJR+180	-	-
B	FFK	23.000	4.20	Qdd3	-	-	-	-	11.50%	-	-	-	315-325	-	-	-	Retained
C-1-L	GQB	969.000	9.40	Itt	-	-	-	-	14.40%	-	Muvxkvwe	JHQF	113	113	DDHV+113	-	-
D-Q	YAT	70.000	1.20	E2	-	-	-	-	20.00%	-	Dfwecsim	NDGP	200-210	225	QLOL+225	-	-
U	ZKA	41.000	2.10	Dc3	-	-	-	-	3.70%	-	-	-	625-650	-	-	-	Retained

Tranche Comments

C-1-L: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144I/Xbn W; E-2: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144C/Ops N; Comments: Lwj suypmymluu; V-W: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144T/Tef L; D-Q: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144I/Mne Z; B: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144C/Ftg Q; Comments: Bwg jqrtvfvzqz; U: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144F/Njh J; Comments: Svy kphxglgmpt;

Deal Comments

Xkegbubqgbh. Nyb Yujj Nkggyln 1.00

Pricing Speed

20% SBM

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 18, 2007

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-F	JCH	44.000	2.30	-	W	-	-	-	58.47%	-	Ullkbxce	NHYC	-	195	BQTD+195	-	-
T-D	WEA	29.000	3.80	-	KK	-	-	-	94.33%	-	Selqhssq	WBYP	-	157	ENQW+157	-	-
W-U	XVP	600.000	5.30	-	YYY	-	-	-	27.64%	-	Bxfldtxd	VUNP	-	99	WPET+99	-	-

Tranche Comments

W-U: Redemption: 2025-08-20; Registration: 144D/Hnc P; T-D: Redemption: 2025-08-20; Registration: 144O/Vqc Q; S-F: Redemption: 2025-08-20; Registration: 144V/Trl T;

Deal Comments

Fawwzszmwzq. Gcz Zsaa Tapwckn 1.00

Reinvestment Period (YRS)

1.4

Reinvestment Period End Date

May 6, 1998

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	RHS	7.900	38.10	V3	-	-	-	-	7.17%	-	Rlhckwhz	EDKR	Huh pu Opk 800s	-	PINL+780	-	-
D-2	SFS	6.000	6.60	-	-	UUU	-	-	98.80%	-	Vzdtieti	CYDT	150-155	160	ETPD+160	-	-
X	TPV	95.000	6.50	-	-	SS	-	-	11.00%	-	Yfodpxuy	JASM	170e	170	ZWPV+170	-	-
P	UHX	27.000	8.00	-	-	M	-	-	95.00%	-	Vdmlstju	EVAG	190-200	200	LTOI+200	-	-
Q	WCM	92.000	7.20	-	-	ZZ-	-	-	7.00%	-	Oloxapau	AUXJ	550-575	575	LJWF+575	-	-
Y-1AY	MNK	56.000	9.10	Eyy	-	-	-	-	86.00%	-	Nepubsrp	VYZN	-	133	IWUK+133	-	-
A-1NU	NMB	237.000	9.50	Fww	-	-	-	-	50.00%	-	Msjdrmjk	MDQW	-	133	KHJG+133	-	-
R-2	FGC	6.000	3.50	-	-	JJJ-	-	-	73.00%	-	Gbwao	Uruvs	400	400	7.90%	-	-
K-1	QFU	71.000	5.30	-	-	QQQ	-	-	22.00%	-	Ayeetevg	KZJS	280	280	GOWI+280	-	-
M-1	GOP	65.000	4.40	Dww	-	-	-	-	66.00%	-	Hbvevbpj	VNTG	133	133	YZLF+133	-	-
Ziraix	NCK	14.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-1AY: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Z/Ixw T; A-1NU: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144P/Zha T; M-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144G/Ufz B; D-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144P/Iaq X; X: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144X/Rjf H; P: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144O/Pya E; K-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144L/Wic I; R-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Jzc H; Q: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144D/Nsf V; V: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144H/Gmi Y; Ziraix: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144N/Bzr T;

Deal Comments

Okj-Ycqq Coeqkxm 2.00

Pricing Speed

20% VND

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 13, 2021

Reset

Yes

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H1-Y	NRF	343.000	3.40	-	QQQ	-	-	-	85.00%	-	Spwxazqk	IUUK	-	129	GTTU+129	-	-
E-M	AGX	61.000	1.00	-	RR	-	-	-	36.00%	-	Fdmynzpn	INAN	-	175	IHJM+175	-	-
Z1-S	LOT	68.000	3.00	-	UUU	-	-	-	46.00%	-	Dpwjjhvs	JLYU	-	325	NBIR+325	-	-
Ako	YEO	74.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	UCH	6.000	5.10	-	TTT	-	-	-	-	-	Oxywbovt	WDQX	-	103	KCIM+103	-	-
Oss Tkk	OVT	38.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-I	BWB	14.000	1.20	-	I	-	-	-	75.00%	-	Sexkyjiq	AYAL	-	205	PLJY+205	-	-
Y-D	NJK	31.000	4.10	-	FF-	-	-	-	1.00%	-	Garxkkta	HHEZ	-	725	KUZE+715	-	-
O2-R	HLX	72.000	4.90	-	PPP	-	-	-	99.00%	-	Lqvhomjc	KUOB	-	162	SXKU+162	-	-
P2-X	ETQ	2.000	6.80	-	FFF-	-	-	-	78.60%	-	Krnhc	-	-	-	8.00%	-	-

Tranche Comments

D: Redemption: 2025-10-20; Registration: 144Y/Myg X; H1-Y: Redemption: 2025-10-20; Registration: 144E/Xrr S; O2-R: Redemption: 2025-10-20; Registration: 144K/Ulo G; E-M: Redemption: 2025-10-20; Registration: 144F/Tjm H; F-I: Redemption: 2025-10-20; Registration: 144I/Ujw A; Z1-S: Redemption: 2025-10-20; Registration: 144A/Wya U; P2-X: Redemption: 2025-10-20; Registration: 144A/Bfi E; Y-D: Redemption: 2025-10-20; Registration: 144K/Jjh R; Ako: Redemption: 2025-10-20; Registration: 144A/Lkt T; Oss Tkk: Redemption: 2025-10-20; Registration: 144M/Rzm E;

Deal Comments

Imcmz. Uvy Xjll Jmoqvha 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 4, 2021

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	BMG	415.000	-	-	HHH	-	-	-	11.00%	-	Ceqkyfto	HVOY	-	151	XUPY+151	-	-
Z	UGN	89.000	-	-	SS-	-	-	-	1.00%	-	Fmfdytze	CQZC	625-650	625	XULV+625	-	-
Ysh	GNL	99.620	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-2	FPA	88.000	-	-	LLL	-	-	-	43.00%	-	Whpbqzlf	ZZQR	170f	170	ALWC+170	-	-
V-1	EIL	79.000	-	-	K+	-	-	-	63.00%	-	Usypzwsa	GPBS	-	210	DPCX+210	-	-
O-1	FZV	49.000	-	-	AAA	-	-	-	77.35%	-	Cbvwdrbw	ZBAY	-	320	EHJT+320	-	-
G-1	MNY	81.000	-	-	LL	-	-	-	84.00%	-	Yvrrmdsk	ANPH	-	185	TDOD+185	-	-
G-2	ESY	49.000	-	-	PP	-	-	-	67.00%	-	Srnep	-	-	-	5.926%	-	-
D-2	HLN	6.000	-	-	S	-	-	-	26.00%	-	Zhjreiie	TDON	-	255	YDST+255	-	-
D-2	AIZ	6.000	-	-	KKK-	-	-	-	36.00%	-	Ylcrzflm	HSVH	-	475	IPMA+475	-	-

Tranche Comments

U-1: Redemption: 2026-06-20; Registration: 144Y/Gnc L; O-2: Redemption: 2026-06-20; Registration: 144T/Tes A; G-1: Redemption: 2026-06-20; Registration: 144L/Xwy S; G-2: Redemption: 2026-06-20; Registration: 144V/Wki E; V-1: Redemption: 2026-06-20; Registration: 144G/Pij W; D-2: Redemption: 2026-06-20; Registration: 144E/Gpq M; O-1: Redemption: 2026-06-20; Registration: 144P/Cfm T; D-2: Redemption: 2026-06-20; Registration: 144U/Zqg W; Z: Redemption: 2026-06-20; Registration: 144H/Ulh G; Ysh: Redemption: 2026-06-20; Registration: 144V/Thi Y;

Deal Comments

Ntp Cmff Ftoctcg 2.00

Pricing Speed

20% KNF

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 28, 2015

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-A-2	VYE	3.000	3.60	-	ZZZ	-	-	-	38.00%	-	Nwxzdvzv	QIOM	-	515	LSUN+515	-	-
G-X	LGK	846.000	4.10	-	TTT	-	-	-	46.00%	-	Xweuozfr	VHDE	140-142	142	AUMO+142	-	-
X-H-1	KCO	88.000	1.90	-	LLL+	-	-	-	14.00%	-	Jkxjdwyi	VKJP	-	380	UHGL+380	-	-
M-G	TNO	79.000	9.60	-	PP	-	-	-	27.00%	-	Qublrqwf	XPOG	185-195	205	VOXT+205	-	-
O-Q	WYR	12.000	2.60	-	N	-	-	-	21.00%	-	Gvipuxci	XJSJ	245-255	255	LMPL+255	-	-
U-G	ZCJ	94.000	5.90	-	EE-	-	-	-	7.00%	-	Xjyvcdon	ZNCG	650-675	690	MVLM+690	-	-

Tranche Comments

G-X: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144C/Oex E; M-G: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144C/Jvc A; O-Q: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144O/Rlj W; X-H-1: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144X/Yvm H; T-A-2: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144I/Tbl Y; U-G: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144Z/Gvo S;

Deal Comments

Fbabh. Tkw Hvmm Ybsakeu 1.00

Pricing Speed

20% ESV

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 25, 2003

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	WIX	99.000	6.10	-	VV	-	-	-	34.00%	-	Cudavdon	SFVF	-	235	AOWO+235	-	-
Xrg	OWY	10.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	LQF	18.000	25.20	-	GG-	-	-	-	4.00%	-	Meydjjqt	PXTV	-	750	BGLL+725	-	-
M-1	OAA	937.000	2.70	-	YYY	-	-	-	52.00%	-	Wwbjsoay	GSBR	-	178	WBNU+178	-	-
A	PLO	48.000	9.40	-	AAA	-	-	-	22.00%	-	Gzkxawfe	UJEH	-	450	VSBX+450	-	-
E-2	FYC	23.000	9.40	-	TTT	-	-	-	14.00%	-	Fsnfvran	ZWIP	-	210	AXPA+210	-	-
L	PQT	14.000	7.80	-	Z+	-	-	-	35.00%	-	Vubtfjtd	YSDG	-	290	ASKZ+290	-	-

Tranche Comments

M-1: Redemption: 2025-10-20; Registration: 144M/Ufo F; E-2: Redemption: 2025-10-20; Registration: 144F/Qas F; I: Redemption: 2025-10-20; Registration: 144D/Kvq R; L: Redemption: 2025-10-20; Registration: 144Z/Zxi S; A: Redemption: 2025-10-20; Registration: 144X/Dac M; X: Redemption: 2025-10-20; Registration: 144I/Txi K; Xrg: Redemption: 2025-10-20; Registration: 144V/Odl U;

Deal Comments

Gqm Sfzz Qtebqgl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 17, 2008

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	PHW	83.000	6.60	-	D	-	-	-	99.10%	-	Vmlhermh	TMFW	315-325	325	DMMA+325	-	-
F	JKO	710.000	9.70	-	GGG	-	-	-	73.00%	-	Zrbvecsg	UQXY	185-190	190	EHED+190	-	-
F	RNL	56.000	6.20	-	OO	-	-	-	58.00%	-	Ybwazbhp	QHHH	-	255	JSNU+255	-	-
M	FOT	18.000	4.40	-	LLL-	-	-	-	38.60%	-	Axovxbar	ZXJZ	520-530	550	DXAO+550	-	-
Ejbokh	AXS	91.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	HQQ	47.000	6.30	-	TT-	-	-	-	8.40%	-	Rcjvxfds	ZNVD	825-835	835	VSZQ+785	-	-

Tranche Comments

F: Redemption: 2024-04-20; F: Redemption: 2024-04-20; B: Redemption: 2024-04-20; M: Redemption: 2024-04-20; G: Redemption: 2024-04-20; Ejbokh: Redemption: 2024-04-20;

Deal Comments

Spz Ckvv Suhsphl 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 4, 2007

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	UTG	16.000	3.30	-	LLL-	-	-	-	39.00%	-	Kvhmsqvr	XZLR	-	400	AUYR+400	-	-
Z	LNG	42.000	1.90	-	WW-	-	-	-	2.00%	-	Apqeqeaw	NOZF	-	793	GPGZ+793	-	-
Osd	PPF	18.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	XPT	914.000	8.50	-	OOO	-	-	-	71.00%	-	Weujwcft	AWAL	-	143	GSCD+143	-	-
U	OTN	13.000	6.00	-	F	-	-	-	22.00%	-	Klwjpknu	GKAW	-	255	LWYY+255	-	-
C	QSX	32.000	9.60	-	II	-	-	-	81.00%	-	Edyfoxtc	WTEJ	200	200	VMQT+200	-	-

Tranche Comments

N: First Pay: 2022-10-20; Registration: 144I/Knj W; C: First Pay: 2022-10-20; Registration: 144E/Ztk K; U: First Pay: 2022-10-20; Registration: 144A/Uoo N; A: First Pay: 2022-10-20; Registration: 144A/Utl K; Z: First Pay: 2022-10-20; Registration: 144C/Bmm L; Osd: First Pay: 2022-10-20; Registration: 144D/Rjq S;

Deal Comments

Fow Csmm Nzazohv 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
Y-T	OTS	45.000	7.50	-	MM	-	-	-	90.00%	-	Ayhdtfoi	3eY	-	165	3aS+165	-	-
D-M	LHI	54.000	3.30	-	J	-	-	-	83.00%	-	Kvwbdjvm	3dI	-	210	3nR+210	-	-
S-I	MWY	65.000	2.20	-	TTT-	-	-	-	16.00%	-	Ollqdlsx	3uF	-	315	3uV+315	-	-
I-B	ZJC	130.000	6.40	-	BBB	-	-	-	67.00%	-	Ordxeysn	3xV	-	112	3kA+112	-	-
I-W	JAV	13.000	8.40	-	WW-	-	-	-	6.50%	-	Xdodpofq	3bH	-	640	3vU+640	-	-

Tranche Comments

I-B: Redemption: 2022-12-23; Registration: 144E/Izy C; Y-T: Redemption: 2022-12-23; Registration: 144W/Qlh H; D-M: Redemption: 2022-12-23; Registration: 144C/Hjh D; S-I: Redemption: 2022-12-23; Registration: 144U/Khu O; I-W: Redemption: 2022-12-23; Registration: 144W/Chy R;

Deal Comments

Bteizszzizt. Lwz Hsss Jtiiwbx 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 4, 2012