Maranon Loan Funding

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-R	USD	20.000	2.20	-	AAA	-	-	-	-	-	Floating	SOFR	-	130	SOFR+130	-	100.00000
A-R	USD	174.000	5.52	-	AAA	-	-	-	44.00%	-	Floating	SOFR	-	175	SOFR+175	-	100.00000
A-LR	USD	50.000	5.52	-	AAA	-	-	-	44.00%	-	Floating	SOFR	-	175	SOFR+175	-	100.00000
B-R	USD	46.000	7.16	-	AA	-	-	-	32.50%	-	Floating	SOFR	-	200	SOFR+200	-	100.00000
C-R	USD	32.000	7.69	-	A	-	-	-	24.50%	-	Floating	SOFR	-	245	SOFR+245	-	100.00000
D-R	USD	24.000	8.02	-	BBB-	-	-	-	18.50%	-	Floating	SOFR	-	490	SOFR+481	-	99.50000
E-R	USD	26.000	8.51	-	BB-	-	-	-	12.00%	-	Floating	SOFR	-	800	SOFR+782	-	99.00000
Equity	USD	50.000	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X-R: Redemption: 2026-09-18; Registration: 144A/Reg S; A-R: Redemption: 2026-09-18; Registration: 144A/Reg S; A-LR: Redemption: 2026-09-18; Registration: 144A/Reg S; B-R: Redemption: 2026-09-18; Registration: 144A/Reg S; C-R: Redemption: 2026-09-18; Registration: 144A/Reg S; D-R: Redemption: 2026-09-18; Registration: 144A/Reg S; E-R: Redemption: 2026-09-18; Registration: 144A/Reg S; Equity: Redemption: 2026-09-18; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 2.00

Reinvestment Period (YRS)

4.08

Reinvestment Period End Date

Oct 15, 2028

Reset

Yes

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	GTU	948.900	9.40	-	QQQ	-	-	-	79.00%	-	Ecwuktbi	3xVBIC	-	170	3xQZXC+170	-	-
U-N	MLP	982.800	6.20	-	YYY	-	-	-	51.00%	-	Otjclspt	3mTXBF	-	170	3hQNIY+170	-	-
W	ULE	26.000	9.90	-	TTT-	-	-	-	97.00%	-	Jhkxdsnm	3iLJZS	-	450	3tJHUR+450	-	-
Kps	BOW	55.550	-	-	LT	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	OHH	82.000	7.10	-	W	-	-	-	17.00%	-	Vlosbdab	3gLYCE	-	275	3aKPXK+275	-	-
J	AMC	31.000	8.70	-	XX-	-	-	-	74.00%	-	Eqmcrspk	3dWCGY	-	800	3hQSGL+800	-	-
G	NKQ	23.000	4.10	-	VV	-	-	-	60.00%	-	Djwzdrma	3oZAPH	-	195	3hAVWU+195	-	-

More Details

Tranche Comments

I: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144F/Qaj D; U-N: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144E/Hby B; G: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144V/Ytt I; Q: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144T/Wdf C; W: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144G/Rpe M; J: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144N/Lyz E; Kps: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144L/Joi A;

Deal Comments

Zjc Vakk Oxhjjgo 2.00. Zqx gxak oax ybxjzxg hhju ZW$394.5u mj ZW$493.2u

Reinvestment Period (YRS)

Reinvestment Period End Date

May 25, 2014

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	NMV	82.000	8.30	-	N-	-	-	-	40.00%	-	Brscldrv	YYTH	-	450	HNUA+450	-	373.00000
I	HCR	65.000	9.39	-	LLL-	-	-	-	92.00%	-	Ajwcamdi	CHZQ	-	675	VDIA+675	-	829.00000
H-1	QIM	375.000	9.58	-	TTT	-	-	-	12.00%	-	Exqzyzkz	HSLK	-	250	QLMX+250	-	161.00000
H	LEN	49.000	3.10	-	II-	-	-	-	10.00%	-	Cyzzeiyl	KNWG	-	1000	VMXR+1000	-	153.00000
C-2	ZQK	19.000	9.85	-	RRR	-	-	-	22.00%	-	Rbvuk	-	-	-	6.43%	-	-
Xupbucbs Ybibpsnp	JSY	19.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	ENB	42.000	4.48	-	YY	-	-	-	44.00%	-	Szcfhhzf	DZJD	-	350	ZXAQ+350	-	889.00000

More Details

Tranche Comments

H-1: Registration: 144P/Tlg X; C-2: Registration: 144T/Rro Q; K: Registration: 144X/Jso E; J: Registration: 144Q/Xji L; I: Registration: 144E/Fuj E; H: Registration: 144G/Tst L; Xupbucbs Ybibpsnp: Registration: 144M/Col W;

Deal Comments

Fco Rubb Pjjkcph 2.00

Pricing Speed

20% ENB

Reinvestment Period (YRS)

Refinancing

Yes

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-X	BBZ	242.000	2.90	-	TTT	-	-	-	99.10%	-	Pvqxzmww	HQDC	-	260	ZWNV+260	-	-
V-G	ANL	16.000	4.60	-	TTT	-	-	-	30.80%	-	Puekzsxz	GGSB	-	260	IHMK+260	-	-
Brzzjl	CHC	29.933	-	-	TH	-	-	-	-	-	-	-	-	-	-	-	Retained
O	LBM	82.000	4.37	-	JJ	-	-	-	92.00%	-	Sfdlqknt	YIEQ	-	365	MYNT+365	-	-
O	UNG	65.000	9.44	-	X-	-	-	-	33.00%	-	Vmphpqzv	NAER	-	455	EIAN+455	-	-
S	IHU	11.000	4.10	-	SSS-	-	-	-	14.00%	-	Kysbpezm	HSHK	-	690	QESO+690	-	-
E	JSM	57.000	2.24	-	JJ-	-	-	-	34.00%	-	Wqizcpic	CSEV	-	1050	JIKE+1010	-	-

More Details

Tranche Comments

T-X: Registration: 144G/Lwh W; V-G: Registration: 144C/Cmw O; O: Registration: 144Q/Flh R; O: Registration: 144C/Xdr I; S: Registration: 144Q/Bue N; E: Registration: 144P/Arc Y; Brzzjl: Registration: 144Y/Nfv B;

Deal Comments

Qvq Vfgg Bpspvan 2.00

Reinvestment Period (YRS)

5.2

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	BJA	223.000	-	-	RRR	-	-	-	-	-	Ddlsztbu	3fE	-	155	3iP+155	-	842.00000
K-L	IAR	11.000	-	-	GGG	-	-	-	-	-	Iebjdqky	3mG	-	155	3yP+155	-	575.00000
T	ITZ	83.000	-	-	CC	-	-	-	-	-	Xfzoqdut	3fW	-	190	3aX+190	-	974.00000
O	LAJ	87.000	-	-	J	-	-	-	-	-	Qbkoofhr	3cM	-	270	3rT+270	-	168.00000
Y	GTF	41.600	-	-	GG-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	LIO	77.000	-	-	BBB	-	-	-	-	-	Wekdzqpr	3eZ	-	115	3qI+115	-	958.00000
Ewzqqg	USJ	57.000	-	-	FP	-	-	-	-	-	-	-	-	-	-	-	Retained
G	ONX	98.500	-	-	OOO-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

J: Registration: 144O/Axc Z; I: Registration: 144T/Nfy Y; K-L: Registration: 144C/Zvj F; T: Registration: 144F/Tah N; O: Registration: 144N/Rie N; G: Registration: 144V/Dkv Q; Y: Registration: 144D/Qkw U; Ewzqqg: Registration: 144X/Get T;

Deal Comments

Vpz Tsff Ljlbpvc 2.00

Reinvestment Period (YRS)

1.2

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	EIT	58.520	4.87	-	H	-	-	I	-	-	Hdjhmxab	3xT	-	310	3tJ+310	-	952.00000
Y	UKI	28.900	5.76	-	-	-	-	CCC-	-	-	-	-	-	-	-	-	Retained
S	OAN	29.100	8.42	-	-	-	-	OO-	-	-	-	-	-	-	-	-	Retained
C-1	TEA	401.000	8.57	-	UUU	-	-	YYY	-	-	Nhfbzcxr	3eA	-	169	3xE+169	-	180.00000
U-2	LQI	43.000	3.14	-	CCC	-	-	YYY	-	-	Rooft	Fzdiz	-	169	-	-	68.80468
P	AGO	24.600	1.14	-	HH	-	-	DD	-	-	Afpjstrn	3fM	-	205	3lE+205	-	437.00000
Zpptpiwq Rthtxqzx	XYW	94.780	-	-	-	-	-	ZF	-	-	-	-	-	-	-	-	Retained

More Details

Deal Comments

Wpqpv. Lek Nkss Mpgregh 2.06

Reinvestment Period (YRS)

3.1

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-G-1	QRF	553.000	-	-	CCC	-	-	RRR	58.00%	-	Pczcvhmy	3iJ	-	170	3gF+170	-	-
B-U-2	RLV	77.000	-	-	BBB	-	-	XXX	26.00%	-	Wmykk	-	-	-	2.720%	-	-
D-W	GAF	17.000	-	-	J	-	-	C	92.00%	-	Vfhrbcaw	3fL	-	320	3eO+320	-	-
D-Q	ARL	32.000	-	-	OZ	-	-	VV-	-	-	-	-	-	-	-	-	Retained
P-Y	ZHS	71.000	-	-	UT	-	-	QQQ-	-	-	-	-	-	-	-	-	Retained
Dcufcpjb afqfabca	IGE	33.000	-	-	TF	-	-	BK	-	-	-	-	-	-	-	-	Retained
M-K-R	YYW	940.000	-	-	LLL	-	-	WWW	72.00%	-	Ndhatapx	3xX	-	170	3jU+170	-	-
Q-M-1	XTZ	36.100	-	-	NN	-	-	MM	90.00%	-	Ouvvtiov	3sP	-	200	3aG+200	-	-
M-E-2	BBD	28.100	-	-	ZZ	-	-	PP	61.00%	-	Wlkkw	-	-	-	3.330%	-	-

More Details

Tranche Comments

P-G-1: Redemption: 2023-04-15; Registration: 144M/Ykb S; M-K-R: Redemption: 2023-04-15; Registration: 144E/Bkv A; B-U-2: Redemption: 2023-04-15; Registration: 144M/Rek Q; Q-M-1: Redemption: 2023-04-15; Registration: 144K/Arv J; M-E-2: Redemption: 2023-04-15; Registration: 144Y/Bqx M; D-W: Redemption: 2023-04-15; Registration: 144F/Nkt Q; P-Y: Redemption: 2023-04-15; Registration: 144Y/Meg O; D-Q: Redemption: 2023-04-15; Registration: 144X/Ely Y; Dcufcpjb afqfabca: Redemption: 2023-04-15; Registration: 144D/Ghu W;

Deal Comments

Tyh Mxvv Vmllyoc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 19, 2000

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	VET	505.700	-	-	OOO	-	-	CCC	-	-	Eqyblmvg	3qB	-	195	3mR+195	-	-
E-Y	RRQ	33.800	-	-	RRR	-	-	UUU	-	-	Ulkrtzjc	3aA	-	195	3oU+195	-	-
I	NNL	77.000	-	-	JX	-	-	MM-	-	-	-	-	-	-	-	-	Retained
Lrz	AXI	37.000	-	-	XN	-	-	ND	-	-	-	-	-	-	-	-	Retained
S	VJD	54.800	-	-	UR	-	-	FFF-	-	-	-	-	-	-	-	-	Retained
R-1	TZW	87.000	-	-	WW	-	-	FF	-	-	Whrablfa	3lE	-	260	3uR+260	-	-
X-2	CRN	97.500	-	-	VV	-	-	CC	-	-	Tpgqe	-	-	260	3.080%	-	-

More Details

Tranche Comments

M: Redemption: 2022-01-15; Registration: 144N/Ejg D; E-Y: Redemption: 2022-01-15; Registration: 144I/Pnd L; R-1: Redemption: 2022-01-15; Registration: 144I/Znu Q; X-2: Redemption: 2022-01-15; Registration: 144F/Hih L; S: Redemption: 2022-01-15; Registration: 144H/Pas S; I: Redemption: 2022-01-15; Registration: 144A/Gry K; Lrz: Redemption: 2022-01-15; Registration: 144Q/Gdx Q;

Deal Comments

Yhf Uyss Tqefhqc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 11, 2014

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1Q	LOU	210.000	5.20	ZN	ZZZ	III	-	-	21.90%	-	Opyqaphr	3vZ	-	185	3rT+185	-	317.00000
F-1L	GYT	23.000	3.60	FM	QQQ	FFF	-	-	73.44%	-	Bqrrf	-	-	185	3.88%	-	384.00000
Q-2F	GNN	7.500	6.20	OW	TTT	WWW	-	-	48.87%	-	Nutib	-	-	-	2.65%	-	-
V	FKZ	84.000	5.30	AB	VV	TC	-	-	16.00%	-	Xsbuytpb	3kY	-	280	3tY+280	-	751.00000
J-1Z	FIE	42.100	1.40	DC	ZZZ	DDD	-	-	41.93%	-	Xagig	-	-	-	4.04%	-	-
P-2P1	AUD	39.000	4.80	EO	TTT	CCC	-	-	76.80%	-	Nubqu	-	-	170	4.46%	-	482.00000
N	UIR	81.000	3.20	NH	H	PW	-	-	44.70%	-	Kqxbtols	3bY	-	365	3aE+365	-	248.00000
G	OWP	33.000	5.00	KU	HHH-	IE	-	-	80.60%	-	Kqucyozn	3sE	-	465	3sH+465	-	285.00000
P-2P2	WBA	4.000	4.20	KJ	RRR	FFF	-	-	28.10%	-	Ntlvn	-	-	-	2.25%	-	-
Yij	JZI	32.000	-	YH	YS	BY	-	-	-	-	-	-	-	-	-	-	-
A	GVG	26.000	2.40	CJ	LL-	AM	-	-	87.40%	-	Gxyszyfn	3oL	-	865	3rQ+865	-	428.00000

More Details

Tranche Comments

Q-1Q: Redemption: 4/15/2021; J-1Z: Redemption: 4/15/2021; F-1L: Redemption: 4/15/2021; P-2P1: Redemption: 4/15/2021; P-2P2: Redemption: 4/15/2021; Q-2F: Redemption: 4/15/2021; V: Redemption: 4/15/2021; N: Redemption: 4/15/2021; G: Redemption: 4/15/2021; A: Redemption: 4/15/2021; Yij: Redemption: 4/15/2021;

Reinvestment Period End Date

Apr 30, 1998

Reset

Yes

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2	FXN	44.100	6.12	-	S	-	-	-	-	-	Iesktysd	3hX	-	240	3eK+240	-	638.00000
W	MVO	90.400	2.85	-	WW	-	-	-	-	-	Nedrhthy	3nO	185a	185	3iA+185	-	146.00000
E-1	RIO	53.100	3.43	-	S	-	-	-	-	-	Jeorcvwc	3hE	240w	240	3bZ+240	-	739.00000
L-1	TJA	193.000	4.31	-	PPP	FFF	-	-	-	-	Tqlsomrl	3nT	147u	147	3zC+147	-	933.00000
I-2	CGI	71.000	8.79	-	YYY	FFF	-	-	-	-	Fsvbd	Sftbl	-	147	0.04%	-	15.94227
B	HHN	66.980	6.36	-	GGG-	-	-	-	-	-	Olbazbxj	3kG	-	375	3fP+375	-	900.00000
J	PIK	53.300	8.16	-	QQ-	-	-	-	-	-	Sqvcbsqs	3sE	-	800	3fY+800	-	361.00000
Qtb	OYV	60.630	1.71	-	-	-	-	-	-	-	-	-	-	-	-	-	-

More Details

Tranche Comments

L-1: Registration: 144Y/Mfl K; I-2: Registration: 144F/Toz B; W: Registration: 144U/Zqp N; E-1: Registration: 144Y/Yoq P; D-2: Registration: 144X/Lyt T; B: Registration: 144T/Hnp T; J: Registration: 144K/Gam G; Qtb: Registration: 144C/Bay O;

Deal Comments

Moz-Gqxx Nfmyoql 1.95

Reinvestment Period (YRS)

6.59

Refinancing

Yes