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
H-1	GUN	29.200	3.90	DD	-	DDD	-	-	81.00%	-	Nuurbwzc	QATO	-	280-290	290	DAIC+290	-	-
Olp	HPO	45.200	-	GF	-	OP	-	-	-	-	-	-	-	-	-	-	-	Retained
R	YQC	95.620	4.50	QD	-	II	-	-	20.00%	-	Kbrahupe	IUHV	-	165-170	180	NITM+180	-	-
A	YJM	37.700	7.00	CM	-	E	-	-	68.00%	-	Hqyozonf	WBTN	-	180-185	195	VSSU+195	-	-
Y	BNT	7.400	46.70	C3	-	OF	-	-	9.54%	-	-	-	-	-	-	-	-	Retained
T	YPA	125.800	9.90	Xnn	-	TS	-	-	87.00%	-	Vejvsppr	PXQQ	-	135	135	HYCO+135	-	-
T	MLC	24.500	40.40	ZZ	-	SS-	-	-	1.00%	-	Wzrleiil	MUNG	-	525s	575	CXHR+575	-	-
E-2	ILA	4.200	69.00	DL	-	EEE-	-	-	45.00%	-	Xlwet	-	-	400-415	-	8.21%	-	-

Tranche Comments

T: First Pay: 2026-01-20; Redemption: 2027-08-06; Registration: 144E/Wuj B; R: First Pay: 2026-01-20; Redemption: 2027-08-06; Registration: 144L/Yyn S; A: First Pay: 2026-01-20; Redemption: 2027-08-06; Registration: 144C/Boo U; H-1: First Pay: 2026-01-20; Redemption: 2027-08-06; Registration: 144U/Yzr U; E-2: First Pay: 2026-01-20; Redemption: 2027-08-06; Registration: 144I/Rqa A; T: First Pay: 2026-01-20; Redemption: 2027-08-06; Registration: 144T/Wte R; Y: First Pay: 2026-01-20; Redemption: 2027-08-06; Registration: 144O/Qwj N; Olp: First Pay: 2026-01-20; Registration: 144Q/Cux O;

Deal Comments

Xwp-Ysjj Kxsbwlm 2.00

Pricing Speed

20% ATZ

Reinvestment Period (YRS)

Reinvestment Period End Date

May 6, 2008

Reset

Yes