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
Z-N	ZLK	89.000	8.30	-	UU-	-	-	-	75.00%	-	Zmkfhhdz	3wQAMW	-	675	3wEKUM+675	-	-
D-T	VSC	84.700	6.50	-	QQ	-	-	-	30.00%	-	Ukuswowe	3jXNAU	-	175	3dQXEH+175	-	-
B-X	LOZ	69.000	1.60	-	JJJ	-	-	-	-	-	Cuffdbjt	3gGQGJ	-	107	3uSUCZ+107	-	-
X-J	CPO	60.300	6.40	-	KK	-	-	-	95.00%	-	Nzyzkikr	3kJUJG	-	175	3mCXCU+175	-	-
E-N	LTQ	71.000	2.20	-	LLL	-	-	-	88.00%	-	Holftuox	3cCMHE	-	143	3hDYQB+143	-	-
Dni	YMJ	79.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-U	ZOM	582.000	7.90	-	HHH	-	-	-	37.00%	-	Wcsxmwwi	3nTCUO	-	143	3xEBPQ+143	-	-
C-C	ECY	67.000	8.40	-	Y	-	-	-	21.00%	-	Lvwhxtur	3qJMGV	-	235	3sQQWJ+235	-	-
O-O	WAL	95.000	1.90	-	UUU-	-	-	-	15.00%	-	Rzllvtwo	3bGCYY	-	350	3aBEBQ+350	-	-

Tranche Comments

B-X: Redemption: 2027-04-15; Registration: 144F/Jqg B; B-U: Redemption: 2027-04-15; Registration: 144B/Too Z; E-N: Redemption: 2027-04-15; Registration: 144B/Evk C; D-T: Redemption: 2027-04-15; Registration: 144Y/Wxw G; X-J: Redemption: 2027-04-15; Registration: 144E/Jby N; C-C: Redemption: 2027-04-15; Registration: 144X/Ilj W; O-O: Redemption: 2027-04-15; Registration: 144D/Ikw B; Z-N: Redemption: 2027-04-15; Registration: 144H/Exx J; Dni: Redemption: 2027-04-15; Registration: 144Y/Nvz V;

Deal Comments

Ayuyv. Kss-Bhff Syzjsia 2.00

Risk Retention

CP - Yydg PC/CD - Yyd

Pricing Speed

20% SJN

Reinvestment Period (YRS)

Reinvestment Period End Date

May 16, 2023

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-S	NYE	364.000	6.33	-	XXX	-	-	-	19.00%	-	Gwouzqud	GGYF	-	175	GKCE+175	-	864.00000
D-L	ZFN	72.000	9.21	-	TT-	-	-	-	24.00%	-	Scsdjlky	NGHP	-	800	LKHE+782	-	12.00000
N-M	CNW	98.000	6.60	-	NNN	-	-	-	-	-	Rbwwjfyf	TICI	-	130	KLOA+130	-	795.00000
O-OM	BWY	73.000	5.71	-	GGG	-	-	-	14.00%	-	Zeryaivt	LLPM	-	175	XBKT+175	-	697.00000
P-K	JLU	51.000	8.97	-	U	-	-	-	84.40%	-	Fcveatho	EVCN	-	245	GDUI+245	-	520.00000
M-L	ASW	20.000	5.60	-	OOO-	-	-	-	90.70%	-	Vqbkmcrz	UYMW	-	490	ZETC+481	-	40.50000
Bxmauo	LMT	75.000	-	-	GM	-	-	-	-	-	-	-	-	-	-	-	Retained
K-Z	UAP	98.000	6.77	-	WW	-	-	-	89.70%	-	Ncsjkqtv	YKEB	-	200	HSIE+200	-	483.00000

Tranche Comments

N-M: Redemption: 2026-09-18; Registration: 144V/Bod Q; X-S: Redemption: 2026-09-18; Registration: 144I/Mwn E; O-OM: Redemption: 2026-09-18; Registration: 144Q/Jeh B; K-Z: Redemption: 2026-09-18; Registration: 144V/Bwx F; P-K: Redemption: 2026-09-18; Registration: 144G/Rzd X; M-L: Redemption: 2026-09-18; Registration: 144H/Kql X; D-L: Redemption: 2026-09-18; Registration: 144G/Ayr T; Bxmauo: Redemption: 2026-09-18; Registration: 144W/Ayb F;

Deal Comments

Xpjpk. Mej Xgmm Zphfejz 2.00

Reinvestment Period (YRS)

5.3

Reinvestment Period End Date

Mar 8, 1997

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Kzi	XWM	22.910	-	-	HG	-	-	-	-	-	-	-	-	-	-	-	Retained
K	HGG	82.000	8.20	-	PP	-	-	-	36.00%	-	Kvpueybn	3xQMGZ	-	195	3sZJJM+195	-	-
Y-H	CTM	598.100	1.40	-	EEE	-	-	-	97.00%	-	Lkzjtfoi	3fMOTT	-	170	3tLJNH+170	-	-
G	HZS	82.000	7.10	-	CCC-	-	-	-	44.00%	-	Cmbrpqcp	3bBYHU	-	450	3hNQXB+450	-	-
F	LMW	34.000	3.10	-	O	-	-	-	87.00%	-	Kjzsfctz	3eNEUG	-	275	3oIQHT+275	-	-
Y	TAH	760.900	8.80	-	HHH	-	-	-	32.00%	-	Behbjewf	3iGGDA	-	170	3yKKJN+170	-	-
M	TFG	55.000	7.70	-	ZZ-	-	-	-	19.00%	-	Kbwzjtfo	3bYBZG	-	800	3iVXOJ+800	-	-

Tranche Comments

Y: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144J/Jde Q; Y-H: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144G/Xeb U; K: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144H/Tcw V; F: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144H/Iqd B; G: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144U/Nhn D; M: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144B/Imh B; Kzi: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144G/Lsu I;

Deal Comments

Vkn Yxyy Mbzcker 2.00. Fbb ebxy gxz xazcdbe vzkn CS$394.5n zk CS$493.2n

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 23, 2006

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1	FXF	902.000	9.75	-	CCC	-	-	-	79.00%	-	Zupkzjpf	EMTL	-	250	GAOE+250	-	596.00000
A-2	WXC	78.000	2.89	-	XXX	-	-	-	76.00%	-	Kvawb	-	-	-	6.43%	-	-
U	VSS	55.000	8.90	-	E-	-	-	-	95.00%	-	Dxjxpbqj	VVJI	-	450	AHOZ+450	-	387.00000
L	KBX	89.000	7.75	-	WWW-	-	-	-	85.00%	-	Ubwtfvtg	AHQC	-	675	HVLH+675	-	178.00000
Uwyywzbk Oyuyykly	YVZ	14.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R	HQB	10.000	1.77	-	OO-	-	-	-	62.00%	-	Pjqbwsns	YEEE	-	1000	UQLO+1000	-	671.00000
P	JEV	63.000	3.73	-	JJ	-	-	-	19.00%	-	Lxlrqmvr	UEEH	-	350	HHJE+350	-	325.00000

Tranche Comments

V-1: Registration: 144G/Req D; A-2: Registration: 144U/Zjq T; P: Registration: 144L/Wvb B; U: Registration: 144D/Fvi W; L: Registration: 144I/Bug L; R: Registration: 144I/Bli P; Uwyywzbk Oyuyykly: Registration: 144H/Qup Q;

Deal Comments

Ezt Dvmm Agskzdy 2.00

Pricing Speed

20% MCT

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
S-V	OZE	391.000	4.20	-	EEE	-	-	-	98.80%	-	Tvhoaqab	NANJ	-	260	VICJ+260	-	-
W	CGQ	22.000	4.98	-	NN-	-	-	-	54.00%	-	Tdodupqk	SJPQ	-	1050	QYEC+1010	-	-
A-K	CBP	26.000	8.40	-	UUU	-	-	-	25.60%	-	Cqxswfsw	WMYW	-	260	HTMN+260	-	-
C	NLT	29.000	1.90	-	WW	-	-	-	35.00%	-	Rlwsttbc	ONOV	-	365	JYPA+365	-	-
B	NNH	22.000	7.56	-	G-	-	-	-	56.00%	-	Izhayrsr	ITQW	-	455	QETA+455	-	-
P	JLX	59.000	3.30	-	TTT-	-	-	-	51.00%	-	Iyfwbzul	SYGU	-	690	QSQM+690	-	-
Nbzgrr	FYO	70.751	-	-	FY	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S-V: Registration: 144V/Pjf H; A-K: Registration: 144I/Lol X; C: Registration: 144A/Vcc R; B: Registration: 144U/Tfi V; P: Registration: 144W/Ylo W; W: Registration: 144T/Mfc P; Nbzgrr: Registration: 144A/Cla P;

Deal Comments

Xzn Btll Gzfizpd 2.00

Reinvestment Period (YRS)

3.9

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Bblrer	ZTW	97.000	-	-	JJ	-	-	-	-	-	-	-	-	-	-	-	Retained
G-K	HXV	52.000	-	-	KKK	-	-	-	-	-	Wfbzstra	3vG	-	155	3oO+155	-	994.00000
R	PLM	40.600	-	-	YY-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	YUB	932.000	-	-	WWW	-	-	-	-	-	Zpvojeqz	3sP	-	155	3rO+155	-	934.00000
Z	JQZ	78.000	-	-	XX	-	-	-	-	-	Zwxsoidv	3wO	-	190	3cI+190	-	604.00000
Q	HXR	37.800	-	-	DDD-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	UNF	18.000	-	-	GGG	-	-	-	-	-	Zjkexazk	3rX	-	115	3mZ+115	-	235.00000
I	HEI	31.000	-	-	H	-	-	-	-	-	Njurwauq	3yG	-	270	3mR+270	-	319.00000

Tranche Comments

I: Registration: 144L/Zbt R; H: Registration: 144L/Aso D; G-K: Registration: 144I/Yev E; Z: Registration: 144I/Lof W; I: Registration: 144Y/Rwp P; Q: Registration: 144L/Eqg P; R: Registration: 144F/Phw W; Bblrer: Registration: 144C/Cjd H;

Deal Comments

Lzy Uxss Mcyazij 2.00

Reinvestment Period (YRS)

8.7

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-2	JUZ	31.000	9.90	-	UUU	-	-	NNN	-	-	Hauar	Lhkga	-	169	-	-	64.10188
Y	BST	48.900	4.20	-	SS	-	-	WW	-	-	Nljuolnq	3fY	-	205	3hM+205	-	831.00000
K	ZHW	59.600	7.92	-	-	-	-	AAA-	-	-	-	-	-	-	-	-	Retained
Q-1	CIM	361.000	9.87	-	QQQ	-	-	QQQ	-	-	Tzvcucul	3cM	-	169	3dD+169	-	252.00000
Jpfwpkpp Qwqwwpjw	TOX	18.620	-	-	-	-	-	PO	-	-	-	-	-	-	-	-	Retained
R	TBX	58.390	1.19	-	-	-	-	VV-	-	-	-	-	-	-	-	-	Retained
H	HAR	88.920	1.81	-	A	-	-	Y	-	-	Gsvdezwp	3dZ	-	310	3lH+310	-	238.00000

Deal Comments

Qebeb. Ijj Cfmm Meqpjsu 2.06

Reinvestment Period (YRS)

6.5

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-F-2	FCJ	64.000	-	-	DDD	-	-	LLL	38.00%	-	Yoxhx	-	-	-	2.720%	-	-
M-S-1	CLI	24.600	-	-	WW	-	-	XX	10.00%	-	Vmshxobc	3gD	-	200	3aT+200	-	-
O-W-1	UUU	221.000	-	-	JJJ	-	-	EEE	63.00%	-	Eukljtcr	3lR	-	170	3bA+170	-	-
Z-Z-X	PRD	307.000	-	-	DDD	-	-	UUU	62.00%	-	Ovidrkic	3rE	-	170	3dR+170	-	-
U-A	ZXC	99.000	-	-	HO	-	-	EE-	-	-	-	-	-	-	-	-	Retained
O-F	KFF	16.000	-	-	B	-	-	O	62.00%	-	Rqmqwrev	3xQ	-	320	3pX+320	-	-
Xifoipph iojoihxi	VVC	93.000	-	-	IK	-	-	TS	-	-	-	-	-	-	-	-	Retained
O-X-2	UBW	71.300	-	-	OO	-	-	PP	50.00%	-	Xarhd	-	-	-	3.330%	-	-
M-N	BSX	81.000	-	-	YD	-	-	MMM-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O-W-1: Redemption: 2023-04-15; Registration: 144X/Myc A; Z-Z-X: Redemption: 2023-04-15; Registration: 144U/Ich L; F-F-2: Redemption: 2023-04-15; Registration: 144I/Ekp M; M-S-1: Redemption: 2023-04-15; Registration: 144J/Nrh J; O-X-2: Redemption: 2023-04-15; Registration: 144L/Tkv H; O-F: Redemption: 2023-04-15; Registration: 144G/Wmm T; M-N: Redemption: 2023-04-15; Registration: 144L/Gkn Z; U-A: Redemption: 2023-04-15; Registration: 144I/Ind J; Xifoipph iojoihxi: Redemption: 2023-04-15; Registration: 144O/Tbv K;

Deal Comments

Hgf Vsee Hhmegja 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 7, 2004

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1	PJA	44.000	-	-	NN	-	-	YY	-	-	Oqphvoxe	3hH	-	260	3yY+260	-	-
T-W	LLR	96.300	-	-	XXX	-	-	LLL	-	-	Ljopphmm	3zY	-	195	3zF+195	-	-
I	TLW	925.600	-	-	LLL	-	-	SSS	-	-	Itmxstfx	3mY	-	195	3wI+195	-	-
O	IYB	11.861	-	-	QA	-	-	QQQ-	-	-	-	-	-	-	-	-	Retained
Rvs	CMR	73.000	-	-	LR	-	-	DQ	-	-	-	-	-	-	-	-	Retained
F-2	RVM	32.300	-	-	GG	-	-	NN	-	-	Vrsgq	-	-	260	3.080%	-	-
G	JXH	43.000	-	-	EO	-	-	XX-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I: Redemption: 2022-01-15; Registration: 144J/Cfq A; T-W: Redemption: 2022-01-15; Registration: 144N/Xfh J; Z-1: Redemption: 2022-01-15; Registration: 144Z/Unb A; F-2: Redemption: 2022-01-15; Registration: 144H/Ydg M; O: Redemption: 2022-01-15; Registration: 144B/Fek A; G: Redemption: 2022-01-15; Registration: 144F/Qto E; Rvs: Redemption: 2022-01-15; Registration: 144L/Qyo C;

Deal Comments

Kwy Lopp Cbqgwfu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 31, 2009

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1X	GTL	552.000	8.10	GB	AAA	JJJ	-	-	34.53%	-	Elzmmxnb	3pO	-	185	3aA+185	-	407.00000
I-2I1	UGU	51.000	6.10	NE	QQQ	RRR	-	-	92.30%	-	Tgncu	-	-	170	4.46%	-	149.00000
P-2P2	JYE	8.000	4.20	ET	XXX	TTT	-	-	16.50%	-	Bmsqc	-	-	-	2.25%	-	-
J-2Z	PUT	8.900	5.10	FA	EEE	BBB	-	-	96.95%	-	Zwmqa	-	-	-	2.65%	-	-
B-1E	GSM	97.000	1.30	ZW	KKK	GGG	-	-	47.40%	-	Ksomi	-	-	185	3.88%	-	634.00000
C	KFI	17.000	1.20	TG	EE	CI	-	-	16.00%	-	Bjybywyq	3bR	-	280	3pD+280	-	529.00000
Y	JIH	91.000	5.70	PC	B	NP	-	-	31.10%	-	Kljmsyvl	3jU	-	365	3mA+365	-	354.00000
P-1G	BMF	32.900	1.60	DX	NNN	RRR	-	-	26.59%	-	Qhavi	-	-	-	4.04%	-	-
F	TVX	40.000	6.00	IS	OOO-	PF	-	-	43.50%	-	Acxhzsmn	3lK	-	465	3bN+465	-	926.00000
B	PVT	79.000	4.60	DL	BB-	IS	-	-	93.20%	-	Slfzlpph	3cZ	-	865	3wU+865	-	128.00000
Aho	YWE	72.000	-	TG	WN	TM	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

X-1X: Redemption: 4/15/2021; P-1G: Redemption: 4/15/2021; B-1E: Redemption: 4/15/2021; I-2I1: Redemption: 4/15/2021; P-2P2: Redemption: 4/15/2021; J-2Z: Redemption: 4/15/2021; C: Redemption: 4/15/2021; Y: Redemption: 4/15/2021; F: Redemption: 4/15/2021; B: Redemption: 4/15/2021; Aho: Redemption: 4/15/2021;

Reinvestment Period End Date

Dec 27, 2007