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
B-D	CNS	93.000	5.30	-	JJ	-	-	-	37.00%	-	Tqhjofff	TEZN	-	185	CBPO+185	-	333.00000
Nxq(Qii)	ZAF	68.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-Z Keiy	QTA	72.000	2.90	-	HHH	-	-	-	84.00%	-	Swkohbly	PQYJ	-	119	SYFW+119	-	852.00000
O-X	JNY	81.000	3.80	-	QQ-	-	-	-	5.20%	-	Cdhtjtub	CQUV	-	700	VWOJ+663	-	42.00000
D-S	YGF	7.000	7.40	-	JJJ	-	-	-	-	-	Whrpssvy	PSTB	-	105	PQAY+105	-	227.00000
K-M	ZTO	20.000	3.00	-	H	-	-	-	82.00%	-	Utokfiti	WLMT	-	230	AEEP+230	-	798.00000
H-1-Z	MBX	40.000	9.90	-	PPP	-	-	-	38.46%	-	Jrmsnfzn	ZEIA	-	330	BHTL+330	-	128.00000
B-U	JTS	253.000	8.40	-	AAA	-	-	-	46.00%	-	Xolyoqzj	OQOV	-	119	XIBI+119	-	934.00000
F-2-E	AKR	6.000	1.20	-	BBB-	-	-	-	80.60%	-	Lafpa	-	-	440	7.93%	7.930%	548.00000
Tvd	UFW	42.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D-S: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144V/Ejl C; B-U: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144Z/Ixy N; C-Z Keiy: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144O/Fja X; B-D: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144V/Zsz F; K-M: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144O/Uon P; H-1-Z: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144E/Pyr C; F-2-E: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144F/Vhr Y; O-X: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144W/Rkm G; Nxq(Qii): First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144C/Rae S; Tvd: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144M/Pxw P;

Deal Comments

Wsfss. Ivb Mhqq Csfcvqp 1.00

Pricing Speed

20 LNR

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 23, 2015

WAL Test Period (YRS)

WAL Test Period End Date

Oct 21, 2003

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	MLW	81.000	1.70	Qtt3	-	-	-	-	59.60%	-	-	-	315-325	-	-	-	Retained
T-2	QRC	51.000	1.80	Bxx	-	-	-	-	72.40%	-	-	-	145-150	-	-	-	Retained
A-V	LTX	60.000	7.80	S2	-	-	-	-	75.00%	-	Dpwwjdhk	MCTW	200-210	225	JNZA+225	-	-
E-E	HEC	27.000	2.30	Ac2	-	-	-	-	61.22%	-	Cmhpvxja	KGTY	160-170	180	SUZH+180	-	-
W-1-E	CVM	296.000	4.10	Mee	-	-	-	-	52.10%	-	Odxcrpsm	KTQB	113	113	AULO+113	-	-
D	PER	98.000	4.40	Zo3	-	-	-	-	8.47%	-	-	-	625-650	-	-	-	Retained

Tranche Comments

W-1-E: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144D/Htp B; T-2: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144N/Cqr T; Comments: Qjw hzuhbrblza; E-E: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144P/Umf F; A-V: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144X/Zna A; O: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144Z/Iub G; Comments: Bmo stywjpjltm; D: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144N/Xly H; Comments: Oej prjiezebrd;

Deal Comments

Aepfvmvcfvm. Yxv Umbb Zebfxbi 1.00

Pricing Speed

20% SFM

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 17, 2020

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-M	PIM	10.000	7.10	-	J	-	-	-	57.74%	-	Hxxduhns	NSWI	-	195	KIPQ+195	-	-
O-V	KUB	60.000	2.50	-	VV	-	-	-	78.17%	-	Rbwctvpe	YZIK	-	157	YHYW+157	-	-
D-Q	AAN	635.000	1.20	-	SSS	-	-	-	31.63%	-	Ydbpqdlh	VDZW	-	99	EEXM+99	-	-

Tranche Comments

D-Q: Redemption: 2025-08-20; Registration: 144Q/Eto R; O-V: Redemption: 2025-08-20; Registration: 144X/Ulz Q; P-M: Redemption: 2025-08-20; Registration: 144Q/Czu K;

Deal Comments

Vgziixikiia. Ogi Wxtt Ugfigij 1.00

Reinvestment Period (YRS)

1.7

Reinvestment Period End Date

Apr 30, 2020

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1VY	VJG	84.000	6.90	Hpp	-	-	-	-	64.00%	-	Zhumlcyq	UEYJ	-	133	SQWA+133	-	-
H-1OZ	MLK	793.000	6.20	Tss	-	-	-	-	91.00%	-	Ekmzzeol	YOWF	-	133	KWOZ+133	-	-
I	YST	3.400	31.90	K3	-	-	-	-	4.52%	-	Sthxdtfk	YQCE	Vjr mj Ztb 800l	-	XYEI+780	-	-
O-2	PUD	2.000	1.10	-	-	OOO	-	-	58.70%	-	Jlfjlimh	DTBI	150-155	160	DGZW+160	-	-
D	LHZ	28.000	4.10	-	-	QQ	-	-	35.00%	-	Rofokskb	UVHQ	170r	170	WTWC+170	-	-
V-1	AEK	71.000	5.70	-	-	ZZZ	-	-	57.00%	-	Udqeyusq	ANXW	280	280	LXPG+280	-	-
A	XWC	56.000	5.90	-	-	YY-	-	-	9.00%	-	Evrcyihm	MMQA	550-575	575	ZCNU+575	-	-
S	LLE	37.000	5.00	-	-	X	-	-	79.00%	-	Zpdywwwr	KIMH	190-200	200	ESYL+200	-	-
Q-1	NUQ	32.000	7.60	Xyy	-	-	-	-	74.00%	-	Hysemufr	SKQH	133	133	PXSG+133	-	-
X-2	IQQ	7.000	9.40	-	-	QQQ-	-	-	85.00%	-	Ruznh	Dibjl	400	400	7.90%	-	-
Tauikf	QRC	90.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-1VY: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144O/Wrh A; H-1OZ: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144C/Hti S; Q-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144F/Luk A; O-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144G/Mej W; D: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Y/Ipf L; S: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Y/Eft E; V-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144X/Vmc D; X-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144V/Hsi G; A: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144P/Gbp E; I: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144W/Qre C; Tauikf: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144H/Lbv N;

Deal Comments

Jjb-Hfbb Fmrqjay 2.00

Pricing Speed

20% OZV

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 17, 2013

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J1-U	ERY	50.000	6.00	-	LLL	-	-	-	53.00%	-	Jjfzrptx	YCQY	-	325	NXIU+325	-	-
J2-B	YLD	1.000	8.80	-	III-	-	-	-	17.20%	-	Mqauo	-	-	-	8.00%	-	-
K-U	GBO	69.000	9.50	-	ZZ-	-	-	-	5.00%	-	Izhwohhr	YAHU	-	725	UMSU+715	-	-
Xxl	FJJ	33.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Wqq Luo	UOE	56.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	RQR	5.000	7.50	-	MMM	-	-	-	-	-	Fffaxebv	UKCQ	-	103	WUFU+103	-	-
T1-C	WVN	939.000	7.90	-	BBB	-	-	-	89.00%	-	Kwjrexnj	LQEH	-	129	QASA+129	-	-
A2-S	XXE	91.000	5.30	-	NNN	-	-	-	17.00%	-	Oseclqtd	VHKM	-	162	KLPK+162	-	-
F-G	ZKT	20.000	5.10	-	Y	-	-	-	90.00%	-	Mvqouqlt	VNPJ	-	205	ZHOT+205	-	-
D-W	RTB	19.000	6.00	-	WW	-	-	-	48.00%	-	Fdrwumks	KVCB	-	175	MWZI+175	-	-

Tranche Comments

Q: Redemption: 2025-10-20; Registration: 144Z/Vkk C; T1-C: Redemption: 2025-10-20; Registration: 144D/Quh C; A2-S: Redemption: 2025-10-20; Registration: 144M/Cqi C; D-W: Redemption: 2025-10-20; Registration: 144Z/Hhw X; F-G: Redemption: 2025-10-20; Registration: 144M/Hlp K; J1-U: Redemption: 2025-10-20; Registration: 144A/Pyg N; J2-B: Redemption: 2025-10-20; Registration: 144D/Fkx R; K-U: Redemption: 2025-10-20; Registration: 144J/Aod H; Xxl: Redemption: 2025-10-20; Registration: 144E/Oqg B; Wqq Luo: Redemption: 2025-10-20; Registration: 144U/Ned D;

Deal Comments

Lwfwh. Fzz Vkqq Hwulzid 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 4, 2006

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	GND	924.000	-	-	BBB	-	-	-	74.00%	-	Xyjszwma	NQVW	-	151	QLLT+151	-	-
T-2	JVZ	69.000	-	-	GGG	-	-	-	30.00%	-	Jrzfoypy	IXNJ	170a	170	VAHX+170	-	-
B-1	XWY	13.000	-	-	J+	-	-	-	39.00%	-	Opputlup	HQPE	-	210	EVWH+210	-	-
X-1	BOI	49.000	-	-	ZZ	-	-	-	89.00%	-	Dbsrfhzz	MDXG	-	185	IKMT+185	-	-
K-2	UPR	6.000	-	-	VVV-	-	-	-	75.00%	-	Kllscrpi	SHEK	-	475	JCUD+475	-	-
T-2	MKK	91.000	-	-	AA	-	-	-	70.00%	-	Wstql	-	-	-	5.926%	-	-
A-1	QIC	33.000	-	-	KKK	-	-	-	84.14%	-	Xysccmqx	ETGT	-	320	INOD+320	-	-
E-2	AWP	1.000	-	-	Y	-	-	-	37.00%	-	Usluvejg	EZHX	-	255	AAXH+255	-	-
Gvz	FJA	67.630	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	ZQQ	71.000	-	-	TT-	-	-	-	9.00%	-	Jubufhod	GOOW	625-650	625	NJBA+625	-	-

Tranche Comments

U-1: Redemption: 2026-06-20; Registration: 144Q/Axu K; T-2: Redemption: 2026-06-20; Registration: 144B/Gnx H; X-1: Redemption: 2026-06-20; Registration: 144X/Gcl E; T-2: Redemption: 2026-06-20; Registration: 144Q/Drz N; B-1: Redemption: 2026-06-20; Registration: 144U/Apb R; E-2: Redemption: 2026-06-20; Registration: 144Z/Pmf B; A-1: Redemption: 2026-06-20; Registration: 144F/Dax J; K-2: Redemption: 2026-06-20; Registration: 144I/Abg X; D: Redemption: 2026-06-20; Registration: 144T/Jas Z; Gvz: Redemption: 2026-06-20; Registration: 144D/Xoa R;

Deal Comments

Bwt Gakk Vnbrwqd 2.00

Pricing Speed

20% AOK

Reinvestment Period (YRS)

Reinvestment Period End Date

May 26, 2021

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-C-1	ULZ	91.000	6.40	-	DDD+	-	-	-	74.00%	-	Jryofwyb	XBAS	-	380	VLLW+380	-	-
I-T	PJO	87.000	4.60	-	C	-	-	-	32.00%	-	Yhexhzsk	EAYW	245-255	255	IYHK+255	-	-
Y-Q	RAD	58.000	5.40	-	BB-	-	-	-	2.00%	-	Zabdscad	LOCW	650-675	690	YEUF+690	-	-
S-U	OXG	39.000	7.50	-	HH	-	-	-	55.00%	-	Kdfdbzso	TQHH	185-195	205	JCEW+205	-	-
M-Z	OKT	957.000	9.50	-	LLL	-	-	-	61.00%	-	Dwkxwwrq	QVPL	140-142	142	MGGP+142	-	-
S-S-2	QHO	9.000	5.80	-	XXX	-	-	-	91.00%	-	Eosszfvo	WSEX	-	515	HDZH+515	-	-

Tranche Comments

M-Z: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144N/Omh Y; S-U: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144F/Jbt A; I-T: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144C/Rtd N; H-C-1: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144F/Oho I; S-S-2: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144H/Rcr V; Y-Q: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144B/Upu I;

Deal Comments

Mxyxw. Ywp Ahpp Axsfwuz 1.00

Pricing Speed

20% NSP

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 26, 2016

Reset

Yes

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	EHG	90.000	8.10	-	TT	-	-	-	84.00%	-	Rjtkvpti	GKLW	-	235	VCPQ+235	-	-
D	NXP	82.000	5.80	-	U+	-	-	-	12.00%	-	Grbocsah	BSQM	-	290	TJXI+290	-	-
R-2	AEG	94.000	9.20	-	SSS	-	-	-	30.00%	-	Rexxtfho	JXDI	-	210	QAIO+210	-	-
A	HZC	89.000	3.50	-	GGG	-	-	-	55.00%	-	Pehftxnr	EUZM	-	450	IHYN+450	-	-
Ncm	BVL	67.290	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	AJX	30.000	39.90	-	WW-	-	-	-	3.00%	-	Bnebmiun	CSHB	-	750	EYNE+725	-	-
J-1	RZR	979.000	6.80	-	BBB	-	-	-	27.00%	-	Qrexodfe	SNLU	-	178	JOKB+178	-	-

Tranche Comments

J-1: Redemption: 2025-10-20; Registration: 144N/Zjl N; R-2: Redemption: 2025-10-20; Registration: 144U/Mkt T; U: Redemption: 2025-10-20; Registration: 144D/Nsn X; D: Redemption: 2025-10-20; Registration: 144U/Nzv I; A: Redemption: 2025-10-20; Registration: 144N/Yob O; G: Redemption: 2025-10-20; Registration: 144C/Jry E; Ncm: Redemption: 2025-10-20; Registration: 144J/Nls A;

Deal Comments

Ash Tzll Uovcsnu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 11, 2011

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	KGV	810.000	3.30	-	YYY	-	-	-	24.00%	-	Wlwmmofj	ANBH	185-190	190	AMEN+190	-	-
C	JOF	50.000	4.10	-	II-	-	-	-	9.80%	-	Yukhvwtl	JCZJ	825-835	835	IZOK+785	-	-
A	OLZ	77.000	6.80	-	TT	-	-	-	21.00%	-	Rqdfkivo	BLJR	-	255	UIPR+255	-	-
Y	TCD	67.000	6.80	-	CCC-	-	-	-	78.20%	-	Kqvwsonr	VMMM	520-530	550	EYYX+550	-	-
B	CLA	33.000	5.40	-	I	-	-	-	69.80%	-	Oudvtcfm	JXJL	315-325	325	DTJN+325	-	-
Sfsbxi	ZZX	71.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T: Redemption: 2024-04-20; A: Redemption: 2024-04-20; B: Redemption: 2024-04-20; Y: Redemption: 2024-04-20; C: Redemption: 2024-04-20; Sfsbxi: Redemption: 2024-04-20;

Deal Comments

Yjg Gnqq Ygbvjhr 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 18, 2003

PIMCO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	UIR	73.000	5.10	-	WW-	-	-	-	6.00%	-	Xydlxcjm	FBKF	-	793	NQGW+793	-	-
A	EXC	178.000	1.40	-	CCC	-	-	-	85.00%	-	Duxqmybh	DAYF	-	143	LMUI+143	-	-
L	KQT	21.000	8.50	-	MM	-	-	-	34.00%	-	Sdqsjxlf	HYZB	200	200	VGBL+200	-	-
Y	COD	15.000	2.00	-	Y	-	-	-	13.00%	-	Vvchtqps	SJOW	-	255	NDVA+255	-	-
D	XQM	87.000	3.80	-	III-	-	-	-	42.00%	-	Ijvvcquz	ZGCM	-	400	ULTZ+400	-	-
Clj	MMA	48.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A: First Pay: 2022-10-20; Registration: 144Y/Dfu O; L: First Pay: 2022-10-20; Registration: 144M/Xzz P; Y: First Pay: 2022-10-20; Registration: 144N/Jrz W; D: First Pay: 2022-10-20; Registration: 144B/Jao Y; D: First Pay: 2022-10-20; Registration: 144G/Tpt H; Clj: First Pay: 2022-10-20; Registration: 144C/Mng U;

Deal Comments

Umt Yogg Lgckmad 1.00

Reinvestment Period (YRS)

WAL Test Period (YRS)