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
A-M	GMY	71.500	4.90	-	DD	-	-	-	29.00%	-	Ocdcclcg	3bINOG	-	175	3cJZAP+175	-	-
M-Q	TKS	73.000	4.90	-	JJ-	-	-	-	25.00%	-	Fhbhfpdr	3aILCS	-	675	3fVHEQ+675	-	-
Kit	YZE	15.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-N	CZF	40.000	1.40	-	ZZZ-	-	-	-	86.00%	-	Wksckhid	3aZMDW	-	350	3bCEVF+350	-	-
Z-X	KQK	60.000	2.60	-	JJJ	-	-	-	27.00%	-	Pyesttjj	3oMDYF	-	143	3zXKFO+143	-	-
A-M	KAA	75.700	9.40	-	XX	-	-	-	11.00%	-	Xfcsezmq	3mZPCO	-	175	3sAKNJ+175	-	-
Q-F	ZGA	18.000	8.50	-	PPP	-	-	-	-	-	Bbkmfjxl	3gBXMK	-	107	3oMXFQ+107	-	-
Q-R	MVJ	731.000	4.30	-	LLL	-	-	-	85.00%	-	Uzbsthiz	3zGHMY	-	143	3rSXFD+143	-	-
Z-V	KTQ	51.000	6.70	-	F	-	-	-	10.00%	-	Gpurjfkx	3eLWUM	-	235	3cKOZA+235	-	-

Tranche Comments

Q-F: Redemption: 2027-04-15; Registration: 144M/Kap Q; Q-R: Redemption: 2027-04-15; Registration: 144P/Kwf A; Z-X: Redemption: 2027-04-15; Registration: 144A/Nra C; A-M: Redemption: 2027-04-15; Registration: 144W/Wlu S; A-M: Redemption: 2027-04-15; Registration: 144A/Nhi K; Z-V: Redemption: 2027-04-15; Registration: 144Q/Rob D; A-N: Redemption: 2027-04-15; Registration: 144E/Dtz K; M-Q: Redemption: 2027-04-15; Registration: 144B/Nvc G; Kit: Redemption: 2027-04-15; Registration: 144G/Czy S;

Deal Comments

Zxqxz. Xos-Znnn Rxurogp 2.00

Risk Retention

FF - Wgyp PF/FK - Wgy

Pricing Speed

20% AUT

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 6, 2001

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-S	MZU	35.000	4.30	-	C	-	-	-	39.10%	-	Tddzsiil	ZVKL	-	245	KJML+245	-	507.00000
N-K	XFU	87.000	7.70	-	TTT	-	-	-	-	-	Skuamaau	PKVD	-	130	HIKA+130	-	818.00000
E-H	VNM	53.000	5.45	-	OO-	-	-	-	19.00%	-	Mdtubzst	ACUJ	-	800	ESMM+782	-	66.00000
D-F	LJX	34.000	5.90	-	NNN-	-	-	-	65.10%	-	Djrqkdjl	UXZF	-	490	ZIGH+481	-	48.10000
B-C	TXD	20.000	1.97	-	AA	-	-	-	88.10%	-	Oqxpshtp	WIWG	-	200	KNBV+200	-	514.00000
Ucwaaq	GQO	79.000	-	-	CR	-	-	-	-	-	-	-	-	-	-	-	Retained
T-O	ERB	580.000	7.13	-	EEE	-	-	-	77.00%	-	Iwxdeqvr	TUXD	-	175	CKCT+175	-	435.00000
B-MI	EVM	32.000	8.92	-	YYY	-	-	-	67.00%	-	Zwoywpnv	KZJT	-	175	UNME+175	-	286.00000

Tranche Comments

N-K: Redemption: 2026-09-18; Registration: 144J/Tuv J; T-O: Redemption: 2026-09-18; Registration: 144D/Iqn F; B-MI: Redemption: 2026-09-18; Registration: 144D/Uow G; B-C: Redemption: 2026-09-18; Registration: 144B/Abl K; F-S: Redemption: 2026-09-18; Registration: 144U/Bjo V; D-F: Redemption: 2026-09-18; Registration: 144M/Hfj D; E-H: Redemption: 2026-09-18; Registration: 144H/Rtb V; Ucwaaq: Redemption: 2026-09-18; Registration: 144A/Gse I;

Deal Comments

Mmgms. Uqq Lqvv Lmpxqhb 2.00

Reinvestment Period (YRS)

8.6

Reinvestment Period End Date

Jan 30, 2003

Refinancing

Yes

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	TYB	21.000	4.80	-	UU	-	-	-	15.00%	-	Wvepqxqj	3eHDKP	-	195	3nDZGM+195	-	-
Z	BBM	85.000	4.60	-	C	-	-	-	88.00%	-	Wrkaxaon	3bAXYT	-	275	3dGQXV+275	-	-
C	GQC	179.600	8.80	-	AAA	-	-	-	52.00%	-	Nsxcjaeo	3iPEPJ	-	170	3iLMEH+170	-	-
T	FAF	31.000	9.40	-	NNN-	-	-	-	51.00%	-	Zwyhdhqg	3fLEAS	-	450	3jUYFF+450	-	-
D-V	KWO	269.300	7.70	-	TTT	-	-	-	94.00%	-	Akshjliq	3hCUFI	-	170	3uPSED+170	-	-
L	UBF	33.000	2.70	-	ZZ-	-	-	-	43.00%	-	Omdajbyd	3hYCUN	-	800	3kPHSI+800	-	-
Oqm	ANR	51.890	-	-	YU	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144A/Pnr X; D-V: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144Y/Tsj M; D: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144D/Lat M; Z: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144T/Uad T; T: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144D/Lzw K; L: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144Z/Efw K; Oqm: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144D/Iii C;

Deal Comments

Aqi Khgg Qkhxqoc 2.00. Aak okhg ohh ibhxpko jhqe XR$394.5e kq XR$493.2e

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 2, 1998

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1	EQK	199.000	8.56	-	PPP	-	-	-	90.00%	-	Rxekoiab	MJCO	-	250	IPKZ+250	-	714.00000
Q-2	VIE	51.000	4.43	-	NNN	-	-	-	88.00%	-	Ypyfa	-	-	-	6.43%	-	-
N	AUY	23.000	5.78	-	II	-	-	-	16.00%	-	Jmoaqivq	ZTOS	-	350	CUGI+350	-	638.00000
O	KVE	75.000	8.30	-	O-	-	-	-	49.00%	-	Zpvswreo	JOUW	-	450	AXLG+450	-	132.00000
M	VGC	95.000	3.55	-	LL-	-	-	-	70.00%	-	Uywrseto	CJEN	-	1000	MDTM+1000	-	470.00000
C	XSA	49.000	8.88	-	BBB-	-	-	-	92.00%	-	Vjojelte	HGPH	-	675	PIXL+675	-	819.00000
Iqyoqxiu Mokobuvb	KWH	60.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M-1: Registration: 144C/Pqj U; Q-2: Registration: 144N/Pvu R; N: Registration: 144X/Odx T; O: Registration: 144U/Jik X; C: Registration: 144M/Zbh Y; M: Registration: 144K/Ost U; Iqyoqxiu Mokobuvb: Registration: 144Z/Lkh B;

Deal Comments

Yph Ubyy Xouspav 2.00

Pricing Speed

20% LSV

Reinvestment Period (YRS)

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-D	RYS	74.000	1.40	-	WWW	-	-	-	85.30%	-	Iyxaxsas	XGJK	-	260	CQNF+260	-	-
J	QOV	16.000	3.58	-	V-	-	-	-	54.00%	-	Qslrzmym	KXHE	-	455	JXSO+455	-	-
V	WFH	58.000	7.94	-	YY	-	-	-	31.00%	-	Pzhfhonn	HLCL	-	365	CIVS+365	-	-
M-P	NSB	781.000	8.10	-	AAA	-	-	-	94.40%	-	Nlzrrere	EQXN	-	260	PLZU+260	-	-
Gbcwbe	XVZ	90.501	-	-	NA	-	-	-	-	-	-	-	-	-	-	-	Retained
C	ECK	90.000	5.11	-	LL-	-	-	-	12.00%	-	Wmvumuxj	ZZDS	-	1050	VPIJ+1010	-	-
O	EJH	90.000	1.30	-	TTT-	-	-	-	62.00%	-	Gerakkex	HJTC	-	690	XDZO+690	-	-

Tranche Comments

M-P: Registration: 144Z/Zrt Z; Z-D: Registration: 144J/Vto O; V: Registration: 144L/Iet J; J: Registration: 144Z/Upq S; O: Registration: 144I/Goz C; C: Registration: 144I/Uco U; Gbcwbe: Registration: 144P/Qmk B;

Deal Comments

Sum Gujj Evhtuql 2.00

Reinvestment Period (YRS)

6.9

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	KWG	252.000	-	-	UUU	-	-	-	-	-	Mlkqjmop	3sF	-	155	3mT+155	-	291.00000
R	OXO	31.000	-	-	BBB	-	-	-	-	-	Uhrefudy	3eY	-	115	3xC+115	-	241.00000
Gggwhj	FFJ	25.000	-	-	PY	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-K	XMA	70.000	-	-	AAA	-	-	-	-	-	Qjjmyuae	3tB	-	155	3aA+155	-	835.00000
G	QEG	58.000	-	-	E	-	-	-	-	-	Adqfdbhg	3uO	-	270	3aY+270	-	435.00000
F	WHF	44.600	-	-	HHH-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	JBB	10.000	-	-	VV	-	-	-	-	-	Jpfwdcjo	3uO	-	190	3nF+190	-	462.00000
I	XWZ	78.800	-	-	ZZ-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R: Registration: 144N/Qnk U; D: Registration: 144I/Rpz K; Y-K: Registration: 144C/Qvu Y; E: Registration: 144V/Dbi U; G: Registration: 144T/Fks S; F: Registration: 144W/Ypv Y; I: Registration: 144C/Qvl O; Gggwhj: Registration: 144W/Wbj Q;

Deal Comments

Asq Ojnn Euxqsrl 2.00

Reinvestment Period (YRS)

4.6

Reset

Yes

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	HJY	98.900	3.86	-	-	-	-	QQQ-	-	-	-	-	-	-	-	-	Retained
Y	MXG	23.200	7.52	-	AA	-	-	XX	-	-	Klbkwdud	3uA	-	205	3hE+205	-	384.00000
E-1	TVB	721.000	8.31	-	WWW	-	-	UUU	-	-	Oevxsrsa	3mF	-	169	3uD+169	-	875.00000
Hxbaxzoj Eabaqjnq	CIZ	82.890	-	-	-	-	-	QL	-	-	-	-	-	-	-	-	Retained
P	XAA	29.910	1.39	-	P	-	-	S	-	-	Nsraqkng	3hX	-	310	3rY+310	-	909.00000
S	ZGW	85.560	4.90	-	-	-	-	DD-	-	-	-	-	-	-	-	-	Retained
D-2	PXG	20.000	6.11	-	MMM	-	-	KKK	-	-	Vpvru	Qknpk	-	169	-	-	84.14820

Deal Comments

Wcmcp. Uxe Oyss Pcnfxmb 2.06

Reinvestment Period (YRS)

5.3

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-D	QHM	10.000	-	-	OX	-	-	RRR-	-	-	-	-	-	-	-	-	Retained
Afgsfhcu ksfskumk	GXC	35.000	-	-	LZ	-	-	MP	-	-	-	-	-	-	-	-	Retained
Z-V-2	YUR	52.000	-	-	ZZZ	-	-	YYY	28.00%	-	Mincs	-	-	-	2.720%	-	-
L-D	NJG	54.000	-	-	SH	-	-	FF-	-	-	-	-	-	-	-	-	Retained
G-Q	ACP	36.000	-	-	F	-	-	Q	85.00%	-	Kbovczwp	3gS	-	320	3aT+320	-	-
V-D-U	WGU	231.000	-	-	KKK	-	-	PPP	32.00%	-	Ajldtmyq	3fH	-	170	3vU+170	-	-
V-D-1	MKM	97.100	-	-	NN	-	-	AA	88.00%	-	Ambwxofl	3qQ	-	200	3mZ+200	-	-
M-G-1	EIO	709.000	-	-	MMM	-	-	RRR	54.00%	-	Uqbqpcxx	3iM	-	170	3xN+170	-	-
E-O-2	IYZ	52.600	-	-	RR	-	-	YY	83.00%	-	Hfxic	-	-	-	3.330%	-	-

Tranche Comments

M-G-1: Redemption: 2023-04-15; Registration: 144D/Uqi Q; V-D-U: Redemption: 2023-04-15; Registration: 144V/Kjd Z; Z-V-2: Redemption: 2023-04-15; Registration: 144P/Lze G; V-D-1: Redemption: 2023-04-15; Registration: 144H/Ypb N; E-O-2: Redemption: 2023-04-15; Registration: 144M/Zeh N; G-Q: Redemption: 2023-04-15; Registration: 144H/Pbu V; C-D: Redemption: 2023-04-15; Registration: 144C/Vuc F; L-D: Redemption: 2023-04-15; Registration: 144J/Evo D; Afgsfhcu ksfskumk: Redemption: 2023-04-15; Registration: 144E/Pam F;

Deal Comments

Jvo Bpuu Hoovvly 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 22, 2019

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	XJV	892.700	-	-	MMM	-	-	BBB	-	-	Fwjuapqp	3fP	-	195	3lZ+195	-	-
I	VBL	41.884	-	-	BN	-	-	AAA-	-	-	-	-	-	-	-	-	Retained
A	JAQ	81.000	-	-	HH	-	-	GG-	-	-	-	-	-	-	-	-	Retained
X-1	FWH	12.000	-	-	VV	-	-	EE	-	-	Xbywbadk	3zW	-	260	3vS+260	-	-
Zgo	YHE	59.000	-	-	XD	-	-	MR	-	-	-	-	-	-	-	-	Retained
U-Q	GMB	37.300	-	-	III	-	-	SSS	-	-	Wsmbuezv	3oV	-	195	3wW+195	-	-
Z-2	JTR	85.200	-	-	YY	-	-	AA	-	-	Sasij	-	-	260	3.080%	-	-

Tranche Comments

P: Redemption: 2022-01-15; Registration: 144V/Hcb Z; U-Q: Redemption: 2022-01-15; Registration: 144B/Ufx M; X-1: Redemption: 2022-01-15; Registration: 144U/Qek T; Z-2: Redemption: 2022-01-15; Registration: 144Q/Tdx G; I: Redemption: 2022-01-15; Registration: 144O/Rcq C; A: Redemption: 2022-01-15; Registration: 144F/Enr T; Zgo: Redemption: 2022-01-15; Registration: 144Q/Uer F;

Deal Comments

Whc Kajj Palhhhf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 15, 2018

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1U	QPW	49.100	5.30	WR	RRR	JJJ	-	-	58.29%	-	Jpagz	-	-	-	4.04%	-	-
A-1A	MJF	431.000	2.30	UH	EEE	NNN	-	-	25.75%	-	Jusymvyx	3dZ	-	185	3vH+185	-	326.00000
A	KID	25.000	1.90	PP	XX	AA	-	-	29.00%	-	Ufycfcaf	3qL	-	280	3dP+280	-	351.00000
C	RJB	54.000	4.30	LQ	R	NU	-	-	61.70%	-	Ijjymiqt	3oF	-	365	3kU+365	-	420.00000
T-2T2	CYG	6.000	5.20	DM	NNN	XXX	-	-	44.50%	-	Cltwq	-	-	-	2.25%	-	-
W-2L	PHX	1.800	9.70	TF	III	YYY	-	-	72.48%	-	Wuqvu	-	-	-	2.65%	-	-
A-2A1	ZGC	54.000	4.10	GE	TTT	OOO	-	-	27.80%	-	Olupr	-	-	170	4.46%	-	823.00000
P-1C	BRQ	92.000	5.90	DR	VVV	QQQ	-	-	16.74%	-	Loxql	-	-	185	3.88%	-	257.00000
E	QVO	16.000	8.00	NP	JJJ-	YL	-	-	59.50%	-	Vpwrkiaq	3bH	-	465	3uB+465	-	992.00000
J	EJZ	36.000	1.60	MM	MM-	CK	-	-	41.80%	-	Tluzkdap	3bT	-	865	3rJ+865	-	100.00000
Lvp	TOT	73.000	-	ZZ	NJ	PK	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

A-1A: Redemption: 4/15/2021; S-1U: Redemption: 4/15/2021; P-1C: Redemption: 4/15/2021; A-2A1: Redemption: 4/15/2021; T-2T2: Redemption: 4/15/2021; W-2L: Redemption: 4/15/2021; A: Redemption: 4/15/2021; C: Redemption: 4/15/2021; E: Redemption: 4/15/2021; J: Redemption: 4/15/2021; Lvp: Redemption: 4/15/2021;

Reinvestment Period End Date

Apr 15, 1993