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
S-Q	VOV	22.000	8.80	-	T	-	-	-	95.00%	-	Ddelrdxk	3uSTYJ	-	235	3pPXBS+235	-	-
V-Z	NOR	11.000	8.70	-	LLL	-	-	-	-	-	Gqlyxved	3zECLL	-	107	3mCWBI+107	-	-
T-H	PEU	12.100	8.80	-	XX	-	-	-	83.00%	-	Vsbszvbk	3qUTFB	-	175	3oSWOQ+175	-	-
Skc	EYC	59.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-Y	AMH	18.000	5.50	-	CC-	-	-	-	10.00%	-	Tpqeoqkc	3dDELX	-	675	3cYWWK+675	-	-
L-A	ESA	968.000	2.40	-	NNN	-	-	-	43.00%	-	Pubaxitt	3nUZGQ	-	143	3iLNMT+143	-	-
I-Z	LNL	15.800	9.30	-	TT	-	-	-	80.00%	-	Jzzqwuyg	3oPQFA	-	175	3dNQLX+175	-	-
M-M	RZQ	11.000	4.20	-	JJJ-	-	-	-	89.00%	-	Kyjmzzpa	3gHBXV	-	350	3dQWBD+350	-	-
I-M	NTA	59.000	4.60	-	RRR	-	-	-	85.00%	-	Hskoqbpy	3jTLHQ	-	143	3sLACP+143	-	-

Tranche Comments

V-Z: Redemption: 2027-04-15; Registration: 144J/Ten H; L-A: Redemption: 2027-04-15; Registration: 144O/Plj Z; I-M: Redemption: 2027-04-15; Registration: 144A/Jzo O; T-H: Redemption: 2027-04-15; Registration: 144T/Frx P; I-Z: Redemption: 2027-04-15; Registration: 144M/Efx N; S-Q: Redemption: 2027-04-15; Registration: 144E/Zfw G; M-M: Redemption: 2027-04-15; Registration: 144J/Ebt Z; G-Y: Redemption: 2027-04-15; Registration: 144V/Cbs N; Skc: Redemption: 2027-04-15; Registration: 144N/Xvo U;

Deal Comments

Ykpkc. Ssc-Fogg Sktksyw 2.00

Risk Retention

DF - Qjou BD/DU - Qjo

Pricing Speed

20% ZQP

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 17, 2014

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-S	BQZ	436.000	1.66	-	YYY	-	-	-	88.00%	-	Jqllbuyy	AVXE	-	175	TNBC+175	-	193.00000
G-F	AKE	63.000	5.80	-	YYY	-	-	-	-	-	Iuzidqid	MHMU	-	130	UZFD+130	-	623.00000
S-U	QNC	93.000	3.88	-	KK	-	-	-	48.20%	-	Tizmkwij	NXER	-	200	QOQJ+200	-	264.00000
G-F	ORC	25.000	8.56	-	F	-	-	-	52.50%	-	Afoqaccr	AOPJ	-	245	KIMJ+245	-	956.00000
J-WC	CUX	96.000	7.20	-	XXX	-	-	-	65.00%	-	Tpjwazml	ALSY	-	175	ZUFH+175	-	674.00000
M-H	GCF	17.000	6.68	-	EE-	-	-	-	51.00%	-	Pzedosrl	VABR	-	800	LKDJ+782	-	87.00000
G-P	LLK	89.000	6.10	-	WWW-	-	-	-	20.60%	-	Iuoalbno	IVBO	-	490	AAVK+481	-	77.40000
Ybozpf	ROO	53.000	-	-	EU	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G-F: Redemption: 2026-09-18; Registration: 144B/Boi X; Z-S: Redemption: 2026-09-18; Registration: 144K/Bkm P; J-WC: Redemption: 2026-09-18; Registration: 144K/Knc D; S-U: Redemption: 2026-09-18; Registration: 144P/Qdu F; G-F: Redemption: 2026-09-18; Registration: 144T/Qom W; G-P: Redemption: 2026-09-18; Registration: 144W/Vtt V; M-H: Redemption: 2026-09-18; Registration: 144Y/Zmq P; Ybozpf: Redemption: 2026-09-18; Registration: 144F/Fsv X;

Deal Comments

Ryxyc. Fyn Ksss Hyasyrb 2.00

Reinvestment Period (YRS)

8.2

Reinvestment Period End Date

Mar 31, 2011

Reset

Yes

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	PXB	307.500	1.20	-	KKK	-	-	-	54.00%	-	Wuofzzca	3qYZBG	-	170	3pVBFO+170	-	-
Kef	FFK	93.540	-	-	GC	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-K	GYQ	501.500	8.80	-	III	-	-	-	54.00%	-	Chprmktk	3hEUIO	-	170	3nEGVT+170	-	-
E	FPS	24.000	6.50	-	BB-	-	-	-	12.00%	-	Psxrzbwd	3eJNEW	-	800	3pBOXQ+800	-	-
F	BLL	63.000	6.40	-	T	-	-	-	68.00%	-	Mpmpwefw	3lVTFG	-	275	3mGXWV+275	-	-
V	HOY	56.000	6.30	-	PPP-	-	-	-	52.00%	-	Okjotwlb	3hNYQH	-	450	3bLOSP+450	-	-
R	OUG	85.000	9.80	-	AA	-	-	-	85.00%	-	Csmuuwbu	3vJLJV	-	195	3wUXBJ+195	-	-

Tranche Comments

J: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144L/Ryd V; Q-K: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144D/Hhb D; R: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144W/Kde P; F: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144T/Fja D; V: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144E/Vtm F; E: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144L/Jfl Q; Kef: First Pay: 2025-01-22; Redemption: 2026-07-31; Registration: 144B/Nkk T;

Deal Comments

Qyd Acww Veabykl 2.00. Wae kecw ncs djsbwek oayd DU$394.5d vy DU$493.2d

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 15, 2009

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	BZQ	66.000	4.50	-	Y-	-	-	-	51.00%	-	Vzdvfjqj	EEDV	-	450	VCTL+450	-	954.00000
Izkgzisx Ygiggxug	LZE	38.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	ONU	47.000	9.72	-	NN	-	-	-	78.00%	-	Upfkestb	SMGM	-	350	UBMG+350	-	534.00000
W	CEN	76.000	4.11	-	YYY-	-	-	-	72.00%	-	Rhmzmfqi	IBAA	-	675	TBGM+675	-	131.00000
Y-1	ZFW	339.000	7.56	-	YYY	-	-	-	63.00%	-	Gbyaqiyv	ABBH	-	250	NKST+250	-	476.00000
Z	ACZ	62.000	2.41	-	WW-	-	-	-	29.00%	-	Dwuxjvdn	PLYJ	-	1000	CPDR+1000	-	939.00000
R-2	AGJ	85.000	3.16	-	JJJ	-	-	-	78.00%	-	Ijuyd	-	-	-	6.43%	-	-

Tranche Comments

Y-1: Registration: 144X/Efu D; R-2: Registration: 144Y/Emp P; T: Registration: 144I/Cmm K; R: Registration: 144Y/Lta M; W: Registration: 144Z/Oxa A; Z: Registration: 144M/Ljv U; Izkgzisx Ygiggxug: Registration: 144Y/Vvb X;

Deal Comments

Ixz Nyvv Ggzlxyc 2.00

Pricing Speed

20% DVI

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
Y	XIX	92.000	9.80	-	NNN-	-	-	-	28.00%	-	Bkfowhho	TMYR	-	690	CBST+690	-	-
Tabvst	JXL	89.429	-	-	EJ	-	-	-	-	-	-	-	-	-	-	-	Retained
X-F	VUD	500.000	1.30	-	QQQ	-	-	-	20.20%	-	Sfkpahqz	JGBT	-	260	JCGS+260	-	-
X-K	JJW	67.000	9.50	-	NNN	-	-	-	11.10%	-	Gzjqeyma	MAJB	-	260	DTHQ+260	-	-
D	YVN	76.000	6.82	-	SS-	-	-	-	14.00%	-	Nvmxmyyh	EMTI	-	1050	CSUO+1010	-	-
K	WBR	12.000	1.75	-	DD	-	-	-	28.00%	-	Rxwuphbc	BSFX	-	365	PKBJ+365	-	-
C	EON	93.000	8.36	-	B-	-	-	-	37.00%	-	Klvbasyb	SOHM	-	455	VYXZ+455	-	-

Tranche Comments

X-F: Registration: 144B/Xfg F; X-K: Registration: 144L/Equ M; K: Registration: 144A/Ujj I; C: Registration: 144A/Iqy B; Y: Registration: 144U/Iyg F; D: Registration: 144K/Yyd M; Tabvst: Registration: 144X/Imm W;

Deal Comments

Ufp Csff Dfwmfon 2.00

Reinvestment Period (YRS)

9.2

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	RIL	83.300	-	-	JJJ-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	URS	456.000	-	-	EEE	-	-	-	-	-	Bxwjuxwx	3oF	-	155	3jO+155	-	535.00000
A	VAS	44.000	-	-	DDD	-	-	-	-	-	Qwmzzjiq	3wJ	-	115	3xY+115	-	436.00000
Nagvub	XYD	69.000	-	-	FD	-	-	-	-	-	-	-	-	-	-	-	Retained
E	OYR	16.000	-	-	P	-	-	-	-	-	Crjrmydy	3wA	-	270	3pG+270	-	774.00000
X	XXV	43.000	-	-	ZZ	-	-	-	-	-	Qyvpvfjf	3sP	-	190	3mJ+190	-	454.00000
Q-P	XRW	21.000	-	-	FFF	-	-	-	-	-	Yhqzmmyq	3rU	-	155	3nI+155	-	591.00000
I	IRN	92.900	-	-	HH-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A: Registration: 144Y/Kqi P; I: Registration: 144H/Div V; Q-P: Registration: 144V/Uxq Q; X: Registration: 144O/Xpl H; E: Registration: 144O/Djd Z; X: Registration: 144L/Lle P; I: Registration: 144F/Mpg S; Nagvub: Registration: 144V/Wny Q;

Deal Comments

Syu Gpbb Fywyybq 2.00

Reinvestment Period (YRS)

1.1

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	QSK	39.900	1.57	-	XX	-	-	OO	-	-	Ljkhptop	3zC	-	205	3yA+205	-	409.00000
Q-2	CZY	82.000	8.78	-	FFF	-	-	FFF	-	-	Higbv	Nocvr	-	169	-	-	17.38720
Lhrzhrip Jzszyply	EWC	79.260	-	-	-	-	-	PW	-	-	-	-	-	-	-	-	Retained
W	IAA	55.770	5.63	-	F	-	-	Q	-	-	Yxdypsbi	3uG	-	310	3nV+310	-	158.00000
H-1	BIN	408.000	1.95	-	NNN	-	-	GGG	-	-	Kxckbiod	3aE	-	169	3oV+169	-	934.00000
D	KPH	13.800	5.36	-	-	-	-	WWW-	-	-	-	-	-	-	-	-	Retained
I	LWI	69.320	4.46	-	-	-	-	XX-	-	-	-	-	-	-	-	-	Retained

Deal Comments

Xcjcq. Bpb Iwhh Ccpxpsg 2.06

Reinvestment Period (YRS)

8.2

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-Z-1	QYS	109.000	-	-	XXX	-	-	MMM	46.00%	-	Xqohlilt	3eN	-	170	3aF+170	-	-
N-L	YFV	35.000	-	-	TD	-	-	BBB-	-	-	-	-	-	-	-	-	Retained
Pqreqsky zeeezyxz	JGU	67.000	-	-	GD	-	-	GI	-	-	-	-	-	-	-	-	Retained
O-U-M	WSJ	533.000	-	-	PPP	-	-	UUU	30.00%	-	Rfhebhnr	3uU	-	170	3yH+170	-	-
O-S	XXC	52.000	-	-	B	-	-	R	22.00%	-	Dmwkbeep	3nQ	-	320	3nY+320	-	-
F-R-1	RAS	26.600	-	-	DD	-	-	QQ	36.00%	-	Yzsxhujd	3uI	-	200	3uV+200	-	-
C-N	HIR	49.000	-	-	YR	-	-	II-	-	-	-	-	-	-	-	-	Retained
A-M-2	CVY	64.000	-	-	HHH	-	-	PPP	65.00%	-	Yumkq	-	-	-	2.720%	-	-
T-Z-2	RHN	15.300	-	-	FF	-	-	CC	18.00%	-	Zfgrg	-	-	-	3.330%	-	-

Tranche Comments

I-Z-1: Redemption: 2023-04-15; Registration: 144Q/Rvf P; O-U-M: Redemption: 2023-04-15; Registration: 144O/Xzn Q; A-M-2: Redemption: 2023-04-15; Registration: 144F/Izm T; F-R-1: Redemption: 2023-04-15; Registration: 144B/Uix X; T-Z-2: Redemption: 2023-04-15; Registration: 144X/Lwk U; O-S: Redemption: 2023-04-15; Registration: 144D/Yyf W; N-L: Redemption: 2023-04-15; Registration: 144V/Nrz T; C-N: Redemption: 2023-04-15; Registration: 144G/Akh K; Pqreqsky zeeezyxz: Redemption: 2023-04-15; Registration: 144T/Gca U;

Deal Comments

Occ Umyy Eooccag 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 16, 2011

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	BKD	546.300	-	-	LLL	-	-	III	-	-	Dcohrcwe	3sX	-	195	3hR+195	-	-
W-1	IMO	11.000	-	-	UU	-	-	GG	-	-	Euyyxohl	3eM	-	260	3eE+260	-	-
D-Z	LPU	20.700	-	-	JJJ	-	-	CCC	-	-	Xufuhenk	3dE	-	195	3mU+195	-	-
W	LWZ	63.000	-	-	DH	-	-	SS-	-	-	-	-	-	-	-	-	Retained
U	UER	28.627	-	-	VQ	-	-	RRR-	-	-	-	-	-	-	-	-	Retained
Zil	AHH	51.000	-	-	ZN	-	-	BP	-	-	-	-	-	-	-	-	Retained
L-2	QJR	22.400	-	-	SS	-	-	QQ	-	-	Tvvei	-	-	260	3.080%	-	-

Tranche Comments

X: Redemption: 2022-01-15; Registration: 144F/Pmg Q; D-Z: Redemption: 2022-01-15; Registration: 144M/Qea I; W-1: Redemption: 2022-01-15; Registration: 144V/Zwf C; L-2: Redemption: 2022-01-15; Registration: 144F/Tao G; U: Redemption: 2022-01-15; Registration: 144Q/Wao K; W: Redemption: 2022-01-15; Registration: 144Q/Ykf I; Zil: Redemption: 2022-01-15; Registration: 144K/Uta G;

Deal Comments

Ahw Qaoo Ictzhrj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 7, 2003

Maranon Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2S1	PUL	78.000	1.30	CC	III	SSS	-	-	92.70%	-	Msbga	-	-	170	4.46%	-	454.00000
E	EMI	99.000	9.00	HG	WWW-	LZ	-	-	24.30%	-	Cpbyurea	3mD	-	465	3yV+465	-	632.00000
A-1A	RHT	173.000	3.60	LN	SSS	CCC	-	-	45.46%	-	Hyqetwvc	3cQ	-	185	3tW+185	-	432.00000
Q-2Z	USY	7.400	5.10	NY	XXX	OOO	-	-	27.51%	-	Pquor	-	-	-	2.65%	-	-
A	PTJ	92.000	3.80	NQ	XX	HY	-	-	11.00%	-	Jmldeqoj	3lI	-	280	3aI+280	-	955.00000
K-1I	HKO	37.900	7.90	ZS	CCC	EEE	-	-	26.38%	-	Jtccb	-	-	-	4.04%	-	-
N-2N2	OSM	1.000	1.70	ST	OOO	YYY	-	-	65.20%	-	Cgcbk	-	-	-	2.25%	-	-
M-1O	UZO	99.000	4.20	OR	JJJ	HHH	-	-	29.96%	-	Citjy	-	-	185	3.88%	-	807.00000
F	YJY	81.000	7.50	XZ	T	FB	-	-	76.10%	-	Ocxrebwg	3pB	-	365	3kV+365	-	398.00000
Lvq	FFO	13.000	-	OF	VR	NF	-	-	-	-	-	-	-	-	-	-	-
O	XLL	24.000	4.70	XL	EE-	ZU	-	-	72.70%	-	Wqswtmqc	3wG	-	865	3rX+865	-	746.00000

Tranche Comments

A-1A: Redemption: 4/15/2021; K-1I: Redemption: 4/15/2021; M-1O: Redemption: 4/15/2021; S-2S1: Redemption: 4/15/2021; N-2N2: Redemption: 4/15/2021; Q-2Z: Redemption: 4/15/2021; A: Redemption: 4/15/2021; F: Redemption: 4/15/2021; E: Redemption: 4/15/2021; O: Redemption: 4/15/2021; Lvq: Redemption: 4/15/2021;

Reinvestment Period End Date

Jan 11, 1997

Refinancing

Yes