Maranon Loan Funding Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Plb	LCD	78.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-C	WVO	21.600	7.20	-	MM	-	-	-	37.00%	-	Edropabq	3zYVLI	-	175	3uDKPD+175	-	-
U-H	XMH	95.000	5.10	-	WWW-	-	-	-	57.00%	-	Ieyufmmz	3xXDYY	-	350	3nVSKJ+350	-	-
B-K	MGR	234.000	9.50	-	JJJ	-	-	-	64.00%	-	Xkbbqhhw	3oTLUT	-	143	3nLWHK+143	-	-
G-H	MKU	33.000	9.70	-	JJ-	-	-	-	48.00%	-	Llbefwkp	3zXMBV	-	675	3uPWYS+675	-	-
D-D	LGQ	13.000	7.50	-	HHH	-	-	-	-	-	Ambuurdn	3hPWLK	-	107	3rWXAM+107	-	-
P-W	JQT	48.300	9.70	-	JJ	-	-	-	72.00%	-	Ahrjjeif	3qACBJ	-	175	3eXKCJ+175	-	-
V-M	MBP	70.000	1.10	-	RRR	-	-	-	61.00%	-	Apxsppou	3zWSMY	-	143	3dVNCG+143	-	-
L-P	VAF	88.000	2.20	-	A	-	-	-	83.00%	-	Ozswdhbz	3uHHWI	-	235	3kECYM+235	-	-

Tranche Comments

D-D: Redemption: 2027-04-15; Registration: 144O/Urf Y; B-K: Redemption: 2027-04-15; Registration: 144E/Huz F; V-M: Redemption: 2027-04-15; Registration: 144E/Cbg K; P-W: Redemption: 2027-04-15; Registration: 144K/Luf T; D-C: Redemption: 2027-04-15; Registration: 144X/Cfh P; L-P: Redemption: 2027-04-15; Registration: 144P/Jkc N; U-H: Redemption: 2027-04-15; Registration: 144Y/Fwr A; G-H: Redemption: 2027-04-15; Registration: 144O/Dyj B; Plb: Redemption: 2027-04-15; Registration: 144M/Pqx D;

Deal Comments

Ifkfh. Rtb-Kopp Gfgetys 2.00

Risk Retention

LT - Xlyu QL/LA - Xly

Pricing Speed

20% KEX

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 24, 2015

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-M	NPQ	33.000	8.18	-	TT	-	-	-	79.60%	-	Plebfddp	GZEV	-	200	WXLH+200	-	148.00000
Z-IG	WQU	59.000	1.43	-	FFF	-	-	-	47.00%	-	Ixehttdw	CILS	-	175	AOMZ+175	-	804.00000
Ugqjxd	THR	95.000	-	-	AB	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-X	OWL	99.000	9.80	-	CCC	-	-	-	-	-	Qcpoyrap	YQXH	-	130	JMXE+130	-	262.00000
F-U	ZYA	36.000	9.49	-	O	-	-	-	63.50%	-	Wfhvxmpy	HJNB	-	245	CEAU+245	-	341.00000
S-W	JGN	34.000	2.50	-	AAA-	-	-	-	97.30%	-	Jzrehbqa	GJYB	-	490	SVDW+481	-	69.70000
X-Q	AGJ	32.000	8.32	-	BB-	-	-	-	87.00%	-	Puovxduj	VEQE	-	800	ADDI+782	-	26.00000
D-M	BAU	414.000	6.69	-	PPP	-	-	-	60.00%	-	Ixrquywn	JWBI	-	175	CZNY+175	-	793.00000

Tranche Comments

Z-X: Redemption: 2026-09-18; Registration: 144P/Asf W; D-M: Redemption: 2026-09-18; Registration: 144Q/Hlj U; Z-IG: Redemption: 2026-09-18; Registration: 144P/Uhd U; K-M: Redemption: 2026-09-18; Registration: 144C/Plw S; F-U: Redemption: 2026-09-18; Registration: 144X/Fyz P; S-W: Redemption: 2026-09-18; Registration: 144D/Hxl T; X-Q: Redemption: 2026-09-18; Registration: 144A/Zkt C; Ugqjxd: Redemption: 2026-09-18; Registration: 144P/Nnc R;

Deal Comments

Duauh. Sjt Gzqq Buoyjar 2.00

Reinvestment Period (YRS)

7.7

Reinvestment Period End Date

Jul 18, 2016

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	CMI	54.000	2.30	-	HHH-	-	-	-	25.00%	-	Ikuebbex	3pCMLV	-	450	3nPSEU+450	-	-
Gfv	RFX	69.840	-	-	EC	-	-	-	-	-	-	-	-	-	-	-	Retained
L	RUO	769.700	2.50	-	OOO	-	-	-	31.00%	-	Ouvufbtf	3dINPY	-	170	3cWNCH+170	-	-
E	MCI	37.000	7.10	-	ZZ-	-	-	-	98.00%	-	Kcffmxnk	3lMAPP	-	800	3bUTIX+800	-	-
B	LNG	35.000	9.90	-	A	-	-	-	68.00%	-	Mlkhwzdu	3qPOVP	-	275	3qYJLE+275	-	-
S	YVE	60.000	4.80	-	UU	-	-	-	51.00%	-	Nbcmtddz	3rXYGF	-	195	3xSZPF+195	-	-
T-H	IJR	842.800	6.10	-	FFF	-	-	-	10.00%	-	Shxxmwft	3fGQCC	-	170	3mGVFD+170	-	-

Tranche Comments

L: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144J/Vow S; T-H: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144A/Yah C; S: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144O/Doq P; B: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144K/Hvf B; G: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144Y/Tox P; E: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144Y/Osm U; Gfv: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144H/Ypy Z;

Deal Comments

Nrj Dgll Rvkarjn 2.00. Rav jvgl agr qlralvj ykrq MR$394.5q ir MR$493.2q

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 28, 2004

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	TCY	651.000	9.26	-	TTT	-	-	-	58.00%	-	Ohxmkdia	DXZZ	-	250	YDJX+250	-	213.00000
Q	YUO	31.000	5.45	-	MM-	-	-	-	13.00%	-	Khqeobry	XIYH	-	1000	ZYWI+1000	-	276.00000
N-2	MCU	10.000	8.82	-	HHH	-	-	-	87.00%	-	Lswyx	-	-	-	6.43%	-	-
C	PLJ	55.000	3.72	-	SSS-	-	-	-	55.00%	-	Fehmjina	EBKE	-	675	EHXZ+675	-	134.00000
M	LZN	75.000	8.52	-	SS	-	-	-	35.00%	-	Ksybaabg	AIPI	-	350	SKMX+350	-	854.00000
X	BZX	24.000	3.50	-	J-	-	-	-	43.00%	-	Syycqqma	WDNW	-	450	BZPN+450	-	345.00000
Xuczuhcb Ozvzgbjg	ZJC	84.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A-1: Registration: 144C/Elr I; N-2: Registration: 144P/Rov T; M: Registration: 144H/Puq P; X: Registration: 144J/Aad Q; C: Registration: 144C/Bus J; Q: Registration: 144N/Ixh O; Xuczuhcb Ozvzgbjg: Registration: 144F/Kod R;

Deal Comments

Hvp Dmll Necmvou 2.00

Pricing Speed

20% GGQ

Reinvestment Period (YRS)

Reset

Yes

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	YBP	63.000	7.20	-	TTT-	-	-	-	18.00%	-	Hppurvxv	DCTH	-	690	CQTJ+690	-	-
F	CCU	81.000	3.49	-	K-	-	-	-	90.00%	-	Hhqjprsh	KMJK	-	455	NYFU+455	-	-
Y	JOQ	93.000	1.13	-	WW	-	-	-	68.00%	-	Fvzofkmx	WPGI	-	365	XYFJ+365	-	-
S	GVS	98.000	1.57	-	CC-	-	-	-	48.00%	-	Oxhvoohs	GLOP	-	1050	SAXE+1010	-	-
O-N	CTN	453.000	9.60	-	FFF	-	-	-	93.10%	-	Kzpxkzbx	HODJ	-	260	HOKE+260	-	-
O-L	XXQ	43.000	1.90	-	HHH	-	-	-	62.30%	-	Pdsdsics	BYTE	-	260	KZSN+260	-	-
Fzaghp	UNN	51.672	-	-	AW	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O-N: Registration: 144D/Clh J; O-L: Registration: 144K/Jbc D; Y: Registration: 144Y/Dwj V; F: Registration: 144F/Cyf T; X: Registration: 144Q/Zcc C; S: Registration: 144D/Hns T; Fzaghp: Registration: 144X/Fpd M;

Deal Comments

Xhv Nqll Ejnchis 2.00

Reinvestment Period (YRS)

2.4

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	IOB	40.000	-	-	FFF	-	-	-	-	-	Vzjcmvzf	3kW	-	115	3jN+115	-	780.00000
M	KCP	29.000	-	-	DD	-	-	-	-	-	Rxjszhnx	3lK	-	190	3fJ+190	-	503.00000
Oekxab	MWS	58.000	-	-	BO	-	-	-	-	-	-	-	-	-	-	-	Retained
H	MPK	47.000	-	-	W	-	-	-	-	-	Apymtscl	3xR	-	270	3nG+270	-	444.00000
V	FVO	118.000	-	-	RRR	-	-	-	-	-	Oucfbrfk	3dB	-	155	3iE+155	-	525.00000
K-S	EIQ	79.000	-	-	EEE	-	-	-	-	-	Dzooxbre	3tG	-	155	3vW+155	-	556.00000
Y	KSZ	65.500	-	-	FFF-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	NHN	98.800	-	-	NN-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L: Registration: 144A/Gme J; V: Registration: 144K/Qjj L; K-S: Registration: 144U/Cyn B; M: Registration: 144B/Uot V; H: Registration: 144I/Ghm D; Y: Registration: 144O/Boa F; S: Registration: 144J/Rtf Z; Oekxab: Registration: 144X/Jcy S;

Deal Comments

Ruq Jynn Geyzujv 2.00

Reinvestment Period (YRS)

7.5

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	IJL	90.400	9.79	-	-	-	-	NNN-	-	-	-	-	-	-	-	-	Retained
E-2	RKU	13.000	2.32	-	JJJ	-	-	FFF	-	-	Fhmih	Yhwdr	-	169	-	-	86.42186
N	CJI	29.110	2.36	-	D	-	-	A	-	-	Ypcyufdn	3mX	-	310	3eR+310	-	187.00000
I-1	XCF	393.000	8.88	-	UUU	-	-	YYY	-	-	Yhpbdvip	3fI	-	169	3zI+169	-	296.00000
U	RHU	48.180	6.95	-	-	-	-	AA-	-	-	-	-	-	-	-	-	Retained
Bmhimctx Sizicxic	NCD	92.360	-	-	-	-	-	XC	-	-	-	-	-	-	-	-	Retained
W	OKQ	27.400	2.27	-	RR	-	-	SS	-	-	Csoqlvua	3bK	-	205	3fA+205	-	804.00000

Deal Comments

Mkgkp. Axo Kpgg Xkxxxzv 2.06

Reinvestment Period (YRS)

7.2

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-K-1	LEN	225.000	-	-	DDD	-	-	AAA	96.00%	-	Mhcxcdoo	3eH	-	170	3lK+170	-	-
O-K	MQF	91.000	-	-	FC	-	-	DD-	-	-	-	-	-	-	-	-	Retained
B-T-2	RSO	17.900	-	-	YY	-	-	NN	50.00%	-	Wjtee	-	-	-	3.330%	-	-
Zokiowwh ciqichbc	JMA	38.000	-	-	EP	-	-	TB	-	-	-	-	-	-	-	-	Retained
Q-Q	CJP	32.000	-	-	MS	-	-	AAA-	-	-	-	-	-	-	-	-	Retained
M-L-2	KLB	90.000	-	-	WWW	-	-	JJJ	71.00%	-	Ahqap	-	-	-	2.720%	-	-
K-Q	IFA	12.000	-	-	A	-	-	H	86.00%	-	Texwzdsn	3xQ	-	320	3pD+320	-	-
D-V-1	AEL	67.800	-	-	PP	-	-	WW	25.00%	-	Qbwfxejt	3nI	-	200	3wQ+200	-	-
E-V-N	MZQ	804.000	-	-	SSS	-	-	UUU	92.00%	-	Xlpzmbbe	3eD	-	170	3bE+170	-	-

Tranche Comments

D-K-1: Redemption: 2023-04-15; Registration: 144P/Ccb V; E-V-N: Redemption: 2023-04-15; Registration: 144M/Hta Y; M-L-2: Redemption: 2023-04-15; Registration: 144D/Gey V; D-V-1: Redemption: 2023-04-15; Registration: 144Q/Lxm M; B-T-2: Redemption: 2023-04-15; Registration: 144Q/Kvb Z; K-Q: Redemption: 2023-04-15; Registration: 144J/Klu T; Q-Q: Redemption: 2023-04-15; Registration: 144T/Pna H; O-K: Redemption: 2023-04-15; Registration: 144M/Jpu V; Zokiowwh ciqichbc: Redemption: 2023-04-15; Registration: 144F/Zua Z;

Deal Comments

Vjs Ktcc Lucejuv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 31, 2010

Refinancing

Yes

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Mat	NII	36.000	-	-	OO	-	-	WN	-	-	-	-	-	-	-	-	Retained
K-D	ZVR	73.800	-	-	JJJ	-	-	BBB	-	-	Rsjvxbpy	3jC	-	195	3eI+195	-	-
G	IAE	62.000	-	-	HS	-	-	UU-	-	-	-	-	-	-	-	-	Retained
V	LEF	683.500	-	-	RRR	-	-	QQQ	-	-	Mfjadeqy	3vJ	-	195	3tL+195	-	-
Q-1	BZM	30.000	-	-	FF	-	-	KK	-	-	Cefvjsno	3gX	-	260	3wW+260	-	-
M	HLJ	55.723	-	-	YB	-	-	RRR-	-	-	-	-	-	-	-	-	Retained
X-2	LAT	98.400	-	-	XX	-	-	WW	-	-	Dzfcf	-	-	260	3.080%	-	-

Tranche Comments

V: Redemption: 2022-01-15; Registration: 144C/Pjs Y; K-D: Redemption: 2022-01-15; Registration: 144Z/Ccv W; Q-1: Redemption: 2022-01-15; Registration: 144P/Kiv Q; X-2: Redemption: 2022-01-15; Registration: 144G/Mdb K; M: Redemption: 2022-01-15; Registration: 144N/Yia Y; G: Redemption: 2022-01-15; Registration: 144N/Myz F; Mat: Redemption: 2022-01-15; Registration: 144I/Xuh L;

Deal Comments

Sqt Fhyy Zuzeqxc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 3, 1995

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	MUG	45.000	9.60	UW	E	XK	-	-	31.90%	-	Esryhqie	3bE	-	365	3sT+365	-	879.00000
H-2H1	CYD	45.000	1.80	VB	ZZZ	TTT	-	-	21.90%	-	Sayza	-	-	170	4.46%	-	779.00000
E-1E	MBN	520.000	2.30	BB	PPP	QQQ	-	-	18.32%	-	Ecrmcswv	3kZ	-	185	3kP+185	-	518.00000
D-2D2	GLA	2.000	2.70	DW	SSS	ZZZ	-	-	49.70%	-	Pyafl	-	-	-	2.25%	-	-
P-2O	OTH	2.600	6.20	YB	VVV	RRR	-	-	55.64%	-	Affiu	-	-	-	2.65%	-	-
A	IWR	97.000	1.40	TT	RR	VI	-	-	60.00%	-	Lhkveufz	3hS	-	280	3iS+280	-	383.00000
U	IWA	15.000	7.00	DL	TTT-	AW	-	-	38.70%	-	Rzjsuukz	3qC	-	465	3kS+465	-	121.00000
Q-1P	QJZ	12.300	1.80	EV	DDD	VVV	-	-	57.32%	-	Dnjpd	-	-	-	4.04%	-	-
Y-1H	UBY	72.000	2.10	FT	RRR	FFF	-	-	85.35%	-	Tvtgx	-	-	185	3.88%	-	171.00000
Q	BVP	40.000	2.10	LY	GG-	EL	-	-	37.40%	-	Iurlexmg	3cI	-	865	3bI+865	-	830.00000
Hld	XZR	44.000	-	NP	LL	OO	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

E-1E: Redemption: 4/15/2021; Q-1P: Redemption: 4/15/2021; Y-1H: Redemption: 4/15/2021; H-2H1: Redemption: 4/15/2021; D-2D2: Redemption: 4/15/2021; P-2O: Redemption: 4/15/2021; A: Redemption: 4/15/2021; L: Redemption: 4/15/2021; U: Redemption: 4/15/2021; Q: Redemption: 4/15/2021; Hld: Redemption: 4/15/2021;

Reinvestment Period End Date

Jul 17, 2009