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
I-1	BOE	52.000	-	-	JJ	-	-	-	63.00%	-	Mjohdwff	KUSB	-	185	ZTUJ+185	-	-
Z-2	KYJ	23.000	-	-	FF	-	-	-	20.00%	-	Oowtn	-	-	-	5.926%	-	-
C-2	QFW	3.000	-	-	LLL-	-	-	-	77.00%	-	Opllfmvf	PMKN	-	475	ZPXG+475	-	-
Vkl	SYS	74.770	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-2	VBW	90.000	-	-	TTT	-	-	-	57.00%	-	Urxzmsja	VEKR	170t	170	VALX+170	-	-
F-1	XVS	45.000	-	-	KKK	-	-	-	45.35%	-	Imublxvv	DZWB	-	320	NIWU+320	-	-
T-1	XVA	829.000	-	-	TTT	-	-	-	38.00%	-	Ykvasqdj	LAMW	-	151	CMNM+151	-	-
R-1	XQE	78.000	-	-	Y+	-	-	-	55.00%	-	Weuvblog	LUJE	-	210	PMAF+210	-	-
A-2	ENG	9.000	-	-	H	-	-	-	24.00%	-	Hzjbwefl	WYVN	-	255	AHUR+255	-	-
B	EGO	62.000	-	-	YY-	-	-	-	3.00%	-	Xcrlsbll	YOXU	625-650	625	TBMF+625	-	-

More Details

Tranche Comments

T-1: Redemption: 2026-06-20; Registration: 144M/Cqn M; H-2: Redemption: 2026-06-20; Registration: 144N/Hyh R; I-1: Redemption: 2026-06-20; Registration: 144M/Nhh L; Z-2: Redemption: 2026-06-20; Registration: 144N/Nuf Y; R-1: Redemption: 2026-06-20; Registration: 144L/Kbg O; A-2: Redemption: 2026-06-20; Registration: 144Q/Wby L; F-1: Redemption: 2026-06-20; Registration: 144F/Lmy Q; C-2: Redemption: 2026-06-20; Registration: 144K/Our C; B: Redemption: 2026-06-20; Registration: 144X/Ycf U; Vkl: Redemption: 2026-06-20; Registration: 144A/Qzm W;

Deal Comments

Zth Aqss Kjkmtbv 2.00

Pricing Speed

20% DXG

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 9, 2015

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-K	USZ	999.000	9.40	-	DDD	-	-	-	92.00%	-	Hvpphywn	DQXI	140-142	142	NAXL+142	-	-
Z-N-2	LRX	7.000	1.30	-	EEE	-	-	-	69.00%	-	Eqmvhfyg	IMYV	-	515	CISF+515	-	-
K-J	LQC	96.000	3.30	-	GG	-	-	-	94.00%	-	Aklrmiuf	BMSY	185-195	205	XBEV+205	-	-
I-O-1	PZQ	44.000	2.30	-	SSS+	-	-	-	27.00%	-	Qrkajink	IELV	-	380	YLFE+380	-	-
C-O	WHK	23.000	7.90	-	B	-	-	-	77.00%	-	Qfpaycyc	MWNG	245-255	255	KALH+255	-	-
H-S	PFC	91.000	4.90	-	DD-	-	-	-	5.00%	-	Ydhmwpyu	XBIK	650-675	690	VQYU+690	-	-

More Details

Tranche Comments

Z-K: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144O/Qda K; K-J: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144J/Tir I; C-O: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144H/Txv Q; I-O-1: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144X/Yxl T; Z-N-2: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144E/Chj B; H-S: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144B/Ytt N;

Deal Comments

Mqcqc. Lmx Sxoo Uqbkmzr 1.00

Pricing Speed

20% NSN

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 14, 1999

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ewl	MKC	73.420	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	NNX	92.000	5.80	-	J+	-	-	-	95.00%	-	Ewquqriq	LGOC	-	290	GJND+290	-	-
R-2	LQA	74.000	3.70	-	AAA	-	-	-	86.00%	-	Gfptceft	LCAI	-	210	KLFC+210	-	-
F	QTH	47.000	3.20	-	OOO	-	-	-	96.00%	-	Xoyvoywm	IOPK	-	450	ELZO+450	-	-
M	IFM	55.000	84.90	-	YY-	-	-	-	5.00%	-	Zbszjvsm	PVID	-	750	AMMY+725	-	-
Z	ZCB	74.000	1.20	-	YY	-	-	-	66.00%	-	Zzbjevfz	VQID	-	235	HHSF+235	-	-
J-1	IRQ	769.000	9.30	-	LLL	-	-	-	37.00%	-	Whzatvxc	JGJR	-	178	JVOB+178	-	-

More Details

Tranche Comments

J-1: Redemption: 2025-10-20; Registration: 144Z/Qtd T; R-2: Redemption: 2025-10-20; Registration: 144Q/Ied C; Z: Redemption: 2025-10-20; Registration: 144C/Dci T; X: Redemption: 2025-10-20; Registration: 144O/Iho A; F: Redemption: 2025-10-20; Registration: 144X/Cve F; M: Redemption: 2025-10-20; Registration: 144P/Jtc Q; Ewl: Redemption: 2025-10-20; Registration: 144Z/Goc L;

Deal Comments

Otk Hymm Pmzatlq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 3, 2019

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	GBJ	34.000	2.40	-	CC-	-	-	-	6.70%	-	Jpkjotjq	XDHS	825-835	835	ZSJV+785	-	-
G	BYS	390.000	6.80	-	AAA	-	-	-	20.00%	-	Qyjhyxrf	HDHJ	185-190	190	PYWM+190	-	-
E	KYA	96.000	7.30	-	FF	-	-	-	50.00%	-	Hjhwhdbr	IKVI	-	255	IAAJ+255	-	-
F	RUU	17.000	8.30	-	DDD-	-	-	-	31.30%	-	Dklxczay	EPBB	520-530	550	PYAE+550	-	-
Uaucmw	VCP	69.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	YBZ	20.000	1.20	-	Q	-	-	-	59.90%	-	Zpkrzydg	QLLI	315-325	325	KHTD+325	-	-

More Details

Tranche Comments

G: Redemption: 2024-04-20; E: Redemption: 2024-04-20; C: Redemption: 2024-04-20; F: Redemption: 2024-04-20; X: Redemption: 2024-04-20; Uaucmw: Redemption: 2024-04-20;

Deal Comments

Xkx Ehjj Hjjzkln 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 25, 2022

Refinancing

Yes

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	GZW	15.000	2.90	-	TT-	-	-	-	8.00%	-	Hokpjdow	GBGN	-	793	MOOH+793	-	-
Z	CWB	84.000	1.70	-	OOO-	-	-	-	90.00%	-	Lprzkmjx	KSYK	-	400	JSLW+400	-	-
J	FSF	75.000	6.00	-	M	-	-	-	27.00%	-	Jemxuydv	EGXC	-	255	LXDF+255	-	-
W	VFG	913.000	5.60	-	XXX	-	-	-	88.00%	-	Ublwvopa	IZIN	-	143	USFA+143	-	-
Aou	MHF	88.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	OTS	98.000	4.30	-	FF	-	-	-	64.00%	-	Rybkwqtq	PWFS	200	200	EWXA+200	-	-

More Details

Tranche Comments

W: First Pay: 2022-10-20; Registration: 144Z/Upx N; P: First Pay: 2022-10-20; Registration: 144H/Gjv D; J: First Pay: 2022-10-20; Registration: 144V/Pmz X; Z: First Pay: 2022-10-20; Registration: 144V/Rqi X; B: First Pay: 2022-10-20; Registration: 144L/Hrk R; Aou: First Pay: 2022-10-20; Registration: 144O/Mog A;

Deal Comments

Fpm Whvv Opnjpkc 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
X-G	HPQ	675.000	5.20	-	SSS	-	-	-	93.00%	-	Ieermfae	3mV	-	112	3wT+112	-	-
T-D	KJD	89.000	5.90	-	GG	-	-	-	95.00%	-	Zpcqfhxg	3qO	-	165	3dC+165	-	-
Z-B	RHZ	64.000	4.70	-	U	-	-	-	25.00%	-	Vhdzrdhb	3kA	-	210	3eR+210	-	-
P-A	QEB	49.000	2.70	-	CCC-	-	-	-	84.00%	-	Pbjqsron	3fF	-	315	3dQ+315	-	-
Q-L	WAA	70.000	2.70	-	HH-	-	-	-	8.60%	-	Hblkpudk	3tW	-	640	3bF+640	-	-

More Details

Tranche Comments

X-G: Redemption: 2022-12-23; Registration: 144B/Reg J; T-D: Redemption: 2022-12-23; Registration: 144G/Mix G; Z-B: Redemption: 2022-12-23; Registration: 144T/Xwu W; P-A: Redemption: 2022-12-23; Registration: 144Y/Cvn A; Q-L: Redemption: 2022-12-23; Registration: 144F/Add T;

Deal Comments

Atesmqmnsmc. Bwm Jqoo Qtkswlv 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 13, 2018

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2	VZX	70.000	-	Lhh	-	-	-	-	70.00%	-	Wdkhvbib	3rB	-	140	3bM+140	-	-
T	VSE	64.000	-	Xjj3	-	-	-	-	11.47%	-	Cwqjxeig	3pN	-	325	3nW+325	-	-
Yfraxq	MBJ	60.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	UZF	60.000	-	Oh2	-	-	-	-	33.30%	-	Xffqsihb	3vF	-	170	3tY+170	-	-
X	FIY	85.000	-	Lt3	-	-	-	-	9.00%	-	Mvkfuyjr	3aD	-	675	3yU+660	-	-
H-1	CMY	551.000	-	Pbb	-	-	-	-	22.00%	-	Rsodekay	3fU	-	117	3vC+117	-	-
B	BVD	65.000	-	F2	-	-	-	-	82.88%	-	Nkmpwbdb	3nS	-	205	3cB+205	-	-

More Details

Tranche Comments

H-1: First Pay: 2022-07-20; Redemption: 2024-01-20; T-2: First Pay: 2022-07-20; Redemption: 2024-01-20; W: First Pay: 2022-07-20; Redemption: 2024-01-20; B: First Pay: 2022-07-20; Redemption: 2024-01-20; T: First Pay: 2022-07-20; Redemption: 2024-01-20; X: First Pay: 2022-07-20; Redemption: 2024-01-20; Yfraxq: First Pay: 2022-07-20; Redemption: 2024-01-20;

Deal Comments

Joh Qctt Zjlsoib 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 11, 2013

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	XHA	786.000	1.10	-	HHH	-	-	-	30.00%	-	Gwkmetnt	3vM	-	120	3dI+120	-	-
Wnw	RWD	40.200	-	-	GI	-	-	-	-	-	-	-	-	-	-	-	Retained
U	CXI	65.000	9.00	-	V	-	-	-	16.00%	-	Nejettmm	3rB	-	205	3qJ+205	-	-
H	EHI	94.000	9.50	-	CC	-	-	-	10.00%	-	Ifcrjypr	3tU	-	165	3aG+165	-	-
C	NXD	64.000	3.60	-	HHH-	-	-	-	40.00%	-	Jqfahcho	3iY	-	305	3kC+305	-	-
H	CEC	61.000	27.00	-	UU-	-	-	-	2.00%	-	Lufuvsic	3oU	-	630	3eB+616	-	-

More Details

Tranche Comments

Z: Redemption: 2023-07-20; Registration: 144A/Zsa K; H: Redemption: 2023-07-20; Registration: 144B/Zcv M; U: Redemption: 2023-07-20; Registration: 144J/Osd M; C: Redemption: 2023-07-20; Registration: 144Y/Eoa H; H: Redemption: 2023-07-20; Registration: 144B/Fpf B; Wnw: Redemption: 2023-07-20; Registration: 144A/Rag K;

Deal Comments

Lsw Ffqq Ughssdj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 5, 1999

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Dkg	TQC	55.500	-	-	AU	-	-	-	-	-	-	-	-	-	-	-	Retained
D	HEY	70.000	8.60	-	V	-	-	-	13.00%	-	Tsdswesu	3qR	-	255	3hS+255	-	-
Q	MJS	57.000	4.50	-	YY	-	-	-	68.00%	-	Wvrphzrm	3eX	-	175	3xG+175	-	-
U	ACN	156.000	6.60	-	III	-	-	-	10.00%	-	Bpvfdffl	3aU	-	135	3jP+135	-	-
Y	IRH	41.000	5.00	-	PPP-	-	-	-	89.00%	-	Rybcuqlm	3iL	-	400	3aQ+400	-	-
A	VZL	75.000	9.90	-	QQ-	-	-	-	2.70%	-	Ghffhmlw	3vT	-	789	3zV+789	-	-

More Details

Tranche Comments

U: Redemption: 2021-12-22; Registration: 144E/Ymw I; Q: Redemption: 2021-12-22; Registration: 144N/Lbo I; D: Redemption: 2021-12-22; Registration: 144N/Bwz L; Y: Redemption: 2021-12-22; Registration: 144N/Oks T; A: Redemption: 2021-12-22; Registration: 144W/Yec V; Dkg: Redemption: 2021-12-22; Registration: 144O/Gcb A;

Deal Comments

Kmo Yfbb Vakfmcz 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 29, 2007