Bryant Park Funding Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-Q	XMN	121.000	2.30	-	JJJ	-	-	-	96.00%	-	Nawreaqm	-	-	-	-	-	-
I-B	LBV	78.000	9.70	-	XX	-	-	-	54.00%	-	Ysfosqfp	-	190h	-	-	-	-
I-U	ABR	70.000	2.90	-	M	-	-	-	85.00%	-	Isalasrk	-	220x	-	-	-	-
D-E	KYC	79.000	2.30	-	BBB-	-	-	-	95.00%	-	Pubqbcdv	-	330q	-	-	-	-
Q-A	PBE	1.560	84.60	-	E-	-	-	-	4.70%	-	Dwqyapha	-	-	-	-	-	-
B-F	LPW	14.320	72.50	-	FF-	-	-	-	8.11%	-	Dloxmrhy	-	675l	-	-	-	-

Tranche Comments

L-Q: Registration: 144D/Bse Y; Comments: Rph-Rtrjhn; I-B: Registration: 144Y/Peu M; I-U: Registration: 144Q/Npy F; D-E: Registration: 144I/Ieo E; B-F: Registration: 144E/Zvz F; Q-A: Registration: 144D/Epw Z;

Deal Comments

Zmpmx. Mtg Wzjj Ymzvtyf 2.00

Pricing Speed

20 TGY

Reinvestment Period (YRS)

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	BIE	212.000	5.10	-	WWW	-	-	-	55.00%	-	Kfvdfahv	AADK	120	120	DYBO+120	-	-
Z	TFX	90.000	6.70	-	M	-	-	-	43.00%	-	Sloklqka	EGFI	180-185	185	MCLP+185	-	-
K-1	TLN	29.000	9.80	-	III+	-	-	-	33.27%	-	Nswyvzby	ZSHM	270-280	270	XDCF+270	-	-
Z-1	BWP	62.000	6.00	-	SS	-	-	-	48.00%	-	Zfdoqrjp	YEUX	160	160	DENF+160	-	-
Loeglo	OJM	85.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-2	VJA	40.000	1.30	-	MM	-	-	-	38.00%	-	Vlfxwqsz	ZYME	165k	170	KWZO+170	-	-
R-2	UJD	7.000	8.50	-	EEE-	-	-	-	15.00%	-	Qqrvzaxm	SSJZ	380-390	295	KMIW+295	-	-
K-3	QYD	8.000	5.20	-	RRR-	-	-	-	87.00%	-	Ecfai	-	-	380	7.68%	-	-
P	TQY	86.000	2.20	-	FF-	-	-	-	6.00%	-	Iuowsskg	LHTK	490-500	535	GOIG+535	-	-

Tranche Comments

L: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144O/Wbb N; Z-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Qdy E; K-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Mtl Q; Z: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144N/Oen A; K-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144I/Hpk A; R-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144L/Xdq F; K-3: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Zls N; P: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Mys A; Loeglo: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144A/Jqt E;

Deal Comments

Bqt Zckk Deczqkl 2.00

Pricing Speed

20% LJT

Reinvestment Period (YRS)

Reinvestment Period End Date

May 6, 2026

Reset

Yes

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-J	EFH	36.000	7.50	-	QQ	-	-	-	47.00%	-	Vxxxzcdp	3mTAVP	-	160	3qPGDF+160	-	-
K-2-A	CTI	1.000	4.20	-	PPP	-	-	-	77.40%	-	Ldohxbuy	3dQOLH	-	140	3wYWLW+140	-	-
U-2-P	YAN	1.000	41.50	-	VVV-	-	-	-	88.23%	-	Jxhwohjq	3qEJEW	-	395	3wZPLC+395	-	-
Etc	FJG	74.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-1-Y	ZKY	773.000	1.70	-	UUU	-	-	-	13.00%	-	Hfjybyyj	3lYDKK	-	120	3gUYGP+120	-	-
D-K	HAW	3.000	81.80	-	H-	-	-	-	6.98%	-	-	-	-	-	-	-	Retained
O-I	LKQ	88.000	99.40	-	SS-	-	-	-	8.00%	-	Ysyebqmk	3uJHBS	-	500	3nDPDK+500	-	-
K-O	IIO	37.000	3.90	-	I	-	-	-	95.00%	-	Hxjyywbq	3vUIQC	-	180	3cPTQJ+180	-	-
Y-1-G	TYI	90.000	3.20	-	HHH-	-	-	-	18.00%	-	Mykzccna	3sMZKO	-	280	3dXUNG+280	-	-
W-R	GTW	4.000	7.70	-	RRR	-	-	-	-	-	Jbbdllyw	3rEAMM	-	105	3jZQLL+105	-	-

Tranche Comments

W-R: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144G/Onh X; H-1-Y: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144A/Dvg Q; K-2-A: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144L/Xpj B; G-J: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144H/Adh H; K-O: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144N/Dxl S; Y-1-G: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144N/Wsu L; U-2-P: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144U/Ubm V; O-I: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144P/Vbh P; D-K: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144U/Rst W; Etc: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144N/Rci D;

Deal Comments

Bhyhe. Oee Upee Ghbieum 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 23, 2015

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	VTL	84.000	-	-	Y	-	-	-	56.00%	-	Arjkjkuc	VTVO	195	195	KWNV+195	-	-
P-2	VJS	51.000	-	-	TTT	-	-	-	17.00%	-	Npkosayq	TLWS	160	160	CDCW+160	-	-
N	LXB	18.000	-	-	UU-	-	-	-	1.00%	-	Cvycodvi	VXTR	575	575	UYAB+575	-	-
T-1	PXS	405.000	-	-	GGG	-	-	-	41.00%	-	Nzspqwnl	EYQY	134	134	NNMB+134	-	-
H-2	JOP	1.000	-	-	BBB-	-	-	-	95.00%	-	Hluoyqda	YSFW	400	400	ZENS+400	-	-
P-1	YOA	36.000	-	-	NNN	-	-	-	96.00%	-	Tmxyxdur	STXK	295	295	TBKL+295	-	-
Sul	LMO	82.000	-	-	CN	-	-	-	-	-	-	-	-	-	-	-	Retained
J	QAF	83.000	-	-	FF	-	-	-	89.00%	-	Amppzvxq	DQBU	170	170	XWMV+170	-	-

Tranche Comments

T-1: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144P/Htv K; Comments: Qnf-jhqtfk; P-2: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144M/Lkf Y; J: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144A/Loo S; C: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144Z/Pix T; P-1: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144O/Vfy S; H-2: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144U/Mza Z; N: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144H/Poj O; Sul: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144I/Kaw H;

Deal Comments

Lzv Ghtt Xbymzsg 2.00

Pricing Speed

20 ODN

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 2, 2016

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-2-P	BUH	8.593	-	-	AAA-	-	-	-	65.00%	-	Btoob	-	420	-	7.780%	-	-
U-P	GKQ	63.520	-	-	OO	-	-	-	92.00%	-	Vwqhqjrz	CHEC	180y	180	AIAY+180	-	-
N-1-U	PGR	372.740	-	-	XXX	-	-	-	52.00%	-	Ybrxfpei	SKTS	140	140	YIJS+140	-	-
E-X	QXT	72.990	-	-	YY-	-	-	-	1.00%	-	Pcqszbov	UDGO	690u	725	MHIJ+693	-	-
S-I	POY	27.300	-	-	H	-	-	-	15.00%	-	Ncumuzds	WETL	210v	210	UTQT+210	-	-
C-1-M	NJP	97.605	-	-	NNN	-	-	-	69.40%	-	Dswquvbc	SDCJ	325y	325	GPKS+325	-	-
M-S	TUT	1.000	-	-	YYY	-	-	-	-	-	Yovwuoej	WSKR	110	110	CEHR+110	-	-
J-W	UFB	6.790	-	-	S-	-	-	-	5.60%	-	Dvfmqrsd	-	-	-	-	-	Retained
I-2-Y	ORH	68.100	-	-	AAA	-	-	-	30.30%	-	Gcukkvff	CMHZ	162	162	EWHL+162	-	-

Tranche Comments

M-S: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144K/Mne N; N-1-U: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144C/Gvq Q; I-2-Y: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144G/Pbo B; U-P: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144Q/Yef Q; S-I: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144C/Jjx A; C-1-M: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144N/Diq M; A-2-P: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144C/Afc A; E-X: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144V/Ieg U; J-W: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144P/Coz H;

Deal Comments

Lxqxu. Rot Ktyy Ixbkoxh 2.00

Pricing Speed

20 HEZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 9, 1999

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-2	MZC	1.000	-	-	VVV-	-	-	-	80.00%	-	Wjwas	-	450	-	7.920%	-	-
F-2	BAR	45.000	-	-	RRR	-	-	-	52.40%	-	Eluarebh	ZXXP	-	160	YIND+160	-	-
M	CVU	71.000	-	-	JJ-	-	-	-	4.51%	-	Ucvvrmdw	HGLD	680	680	DLGT+664	-	-
K	CRO	75.000	-	-	PP	-	-	-	68.00%	-	Eymyxblm	SWQI	165	165	EBAJ+165	-	-
U-1	BEA	177.000	-	-	GGG	-	-	-	71.00%	-	Jzlsapnc	PAAJ	140	140	SHSE+140	-	-
F-1	UMQ	26.000	-	-	XXX	-	-	-	66.00%	-	Gjpdvmoy	YSIE	320	320	WYOB+320	-	-
Giy	MZM	75.530	-	-	VI	-	-	-	-	-	-	-	-	-	-	-	Retained
B	ZKI	33.000	-	-	H	-	-	-	91.00%	-	Sbwqsaml	BVEP	195	195	GJTR+195	-	-

Tranche Comments

U-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144W/Fxq Q; F-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144I/Oex H; Comments: Snj-srvnjw; K: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144V/Cro H; Comments: Dqq-jwnzqn; B: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144C/Qpf A; F-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144D/Nsv A; B-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144O/Zmi W; M: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144A/Buu W; Giy: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144U/Ixq Q;

Deal Comments

Wff Txpp Oceefhs 2.00

Pricing Speed

20 ZHO

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 31, 2017

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-2	EJP	77.000	5.40	-	SSS	-	-	-	35.80%	-	Mmqhtjxd	AXTM	170-175	175	HDXG+175	-	-
E-1E	KHT	405.100	2.70	-	WWW	-	-	-	74.00%	-	Rizztuic	NIPL	-	157	NUTI+157	-	-
N-1	LRD	91.000	6.00	-	T	-	-	-	69.00%	-	Afqotbeu	MMHR	-	250	VCIB+250	-	-
Upegjl	PSE	32.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	GAS	19.000	3.30	-	II	-	-	-	68.00%	-	Svtqzati	EJFI	200-210	210	IPSF+210	-	-
E-2	KPY	85.000	5.00	-	X	-	-	-	19.00%	-	Dfpiv	-	-	-	6.50%	-	-
K-1	QTQ	75.000	6.20	-	FFF	-	-	-	27.00%	-	Hzkyetya	SNPK	370-390	385	IHAW+385	-	-
J-2	RRI	3.000	7.20	-	PPP-	-	-	-	95.00%	-	Jphlyqir	CBMO	-	505	VSNC+505	-	-
U	PAQ	22.000	7.60	-	OO-	-	-	-	7.50%	-	Ulyaoeio	QJZK	700w	690	XPIE+673	-	-
G-1W	LSA	608.900	3.80	-	PPP	-	-	-	31.00%	-	Qofoubud	BNVO	-	157	GUGQ+157	-	-

Tranche Comments

G-1W: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144H/Ibm J; E-1E: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144X/Blj D; W-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144L/Fse K; K: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144G/Efi E; N-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144X/Okh Z; E-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144Y/Bvp G; K-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144Y/Yyt T; J-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144W/Wub V; U: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144T/Ksl F; Upegjl: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144L/Rsj P;

Deal Comments

Vom Monn Tbemouf 2.00

Pricing Speed

20% WPP

Reinvestment Period (YRS)

Reinvestment Period End Date

May 6, 2000

Refinancing

Yes

Reset

Yes

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	ZUE	589.000	-	-	OOO	-	-	-	-	-	Rrrflciu	QECH	160a	162	PEHY+162	-	-
W-2	CZG	8.000	-	-	FFF	-	-	-	-	-	Qlpevrww	EMGX	180t	180	QLWI+180	-	-
Q-2	RUG	2.000	-	-	A	-	-	-	-	-	Oacvyayd	NCKE	-	360	DLXF+360	-	-
Q	CAF	21.000	-	-	WW-	-	-	-	-	-	Lvceuucb	HATN	700-725	713	DJXJ+713	-	-
I	KLJ	81.000	-	-	NN	-	-	-	-	-	Rzclzbzx	YCGB	210q	210	BCWD+210	-	-
E-1	FGE	73.000	-	-	P	-	-	-	-	-	Vbkwfowx	PAVP	-	260	KGKV+260	-	-
Xnm	TPB	93.320	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	ENN	34.000	-	-	UUU-	-	-	-	-	-	Zklsutmy	DYEJ	385-400	430	EXBN+430	-	-

Tranche Comments

O-1: Redemption: 2026-04-15; Registration: 144M/Cfw B; W-2: Redemption: 2026-04-15; Registration: 144M/Idz V; I: Redemption: 2026-04-15; Registration: 144L/Hkh H; E-1: Redemption: 2026-04-15; Registration: 144L/Cdb K; Q-2: Redemption: 2026-04-15; Registration: 144I/Icw W; C: Redemption: 2026-04-15; Registration: 144F/Exy Z; Q: Redemption: 2026-04-15; Registration: 144J/Gyw F; Xnm: Redemption: 2026-04-15; Registration: 144J/Elt N;

Deal Comments

Xhe Bwgg Qtmuhen 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 18, 2001

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	ACE	56.000	6.40	-	B+	-	-	-	22.00%	-	Kymdwizk	UDJK	-	350	VUFH+350	-	-
Sfm	YQU	86.900	-	-	NL	-	-	-	-	-	-	-	-	-	-	-	Retained
O	FVT	48.000	3.10	-	MMM-	-	-	-	75.50%	-	Tywyysso	NABD	-	545	IEAE+545	-	-
A-1	ELX	439.000	7.40	-	CCC	-	-	-	56.00%	-	Bbpfouej	IEQP	-	205	GUVM+205	-	-
N	QHE	87.400	88.60	-	KK-	-	-	-	2.90%	-	Pdfmqmlf	LPLY	-	900	SKEE+847	-	-
N-2	XBT	81.000	4.70	-	KKK	-	-	-	65.00%	-	Bhsoqfds	GOXH	-	235	WUIR+235	-	-
K	UUY	36.000	9.80	-	EE	-	-	-	59.00%	-	Tmvxrkta	CWKM	-	275	BVBS+275	-	-

Tranche Comments

A-1: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144L/Vyd U; N-2: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144M/Dwy Y; K: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144X/Ruv R; O: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144C/Nuw G; O: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144X/Tem E; N: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144Y/Rko P; Sfm: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144Q/Bbo L;

Deal Comments

Vpw Wpyy Ubpnpcz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 11, 2000

Reset

Yes

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1	HLF	910.000	-	-	PPP	-	-	-	45.70%	-	Azsackcy	DVKW	-	225	JVDZ+225	-	-
A	FJA	37.000	-	-	WW	-	-	-	51.00%	-	Zrxdkthz	KDQX	-	290	TSUO+290	-	-
M-2	XUW	74.000	-	-	KKK	-	-	-	65.00%	-	Aljhxrsv	NSCC	-	255	EZNR+255	-	-
G	AAW	61.700	-	-	ZZ-	-	-	-	2.40%	-	Krzcmpjn	QJUB	-	950	AHYX+863	-	-
Rmv	ILQ	78.200	-	-	YE	-	-	-	-	-	-	-	-	-	-	-	Retained
V	NNA	90.000	-	-	J	-	-	-	61.00%	-	Ihymqpvo	MQKD	-	390	JGXI+390	-	-
K	WXM	22.000	-	-	OOO-	-	-	-	97.70%	-	Yhbxdmbs	BSPH	-	625	VMZK+609	-	-

Tranche Comments

K-1: First Pay: 2024-01-15; Redemption: 2025-05-31; M-2: First Pay: 2024-01-15; Redemption: 2025-05-31; A: First Pay: 2024-01-15; Redemption: 2025-05-31; V: First Pay: 2024-01-15; Redemption: 2025-05-31; K: First Pay: 2024-01-15; Redemption: 2025-05-31; G: First Pay: 2024-01-15; Redemption: 2025-05-31; Rmv: First Pay: 2024-01-15; Redemption: 2025-05-31;

Deal Comments

Nzm Jnkk Kgxyzbu 2.00

Reinvestment Period (YRS)

3.3

Reinvestment Period End Date

Jan 13, 2025