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
R	OXR	912.000	4.90	-	OOO	-	-	-	73.00%	-	Rrrmexbs	LTSB	120	120	SMFZ+120	-	-
I-3	HIA	1.000	1.90	-	LLL-	-	-	-	44.00%	-	Xoczx	-	-	380	7.68%	-	-
V-1	ZBH	45.000	4.00	-	ZZ	-	-	-	86.00%	-	Gsshhppx	LQYC	160	160	WAOK+160	-	-
V-1	YEA	59.000	5.20	-	PPP+	-	-	-	56.57%	-	Lxwezqbq	EPCG	270-280	270	JOSQ+270	-	-
W-2	JBY	5.000	1.20	-	MMM-	-	-	-	59.00%	-	Hzxoflow	PQVU	380-390	295	GAAD+295	-	-
V	FPE	52.000	3.70	-	SS-	-	-	-	1.00%	-	Okqdcozh	UAMI	490-500	535	VQQG+535	-	-
Ghumpk	FZM	33.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R-2	MFL	37.000	7.10	-	YY	-	-	-	31.00%	-	Dxovthqf	QCJT	165c	170	LHBP+170	-	-
G	JRZ	87.000	2.40	-	Q	-	-	-	34.00%	-	Ovwdxjap	LQFL	180-185	185	HCDJ+185	-	-

Tranche Comments

R: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144F/Uvl C; V-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144U/Vfe U; R-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144C/Tzn Y; G: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Bhw Y; V-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144B/Dzy N; W-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Amh R; I-3: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144G/Qpu U; V: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144C/Hug X; Ghumpk: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Pfu U;

Deal Comments

Ehy Fahh Snzehko 2.00

Pricing Speed

20% CKK

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 16, 2005

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-I	KMR	864.000	8.30	-	NNN	-	-	-	64.00%	-	Ocvmxzqy	3jXUZQ	-	120	3cNLSJ+120	-	-
O-2-P	LYN	5.000	72.20	-	SSS-	-	-	-	98.12%	-	Fmkqteua	3zJHSG	-	395	3iHLVH+395	-	-
Kti	FBV	29.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-C	QBR	1.000	99.60	-	T-	-	-	-	6.49%	-	-	-	-	-	-	-	Retained
B-P	VYG	3.000	1.20	-	JJJ	-	-	-	-	-	Kfzsatta	3hVXEF	-	105	3qWKAJ+105	-	-
I-F	PZZ	69.000	70.10	-	TT-	-	-	-	6.00%	-	Xtbqctpn	3cPUKD	-	500	3cWBEN+500	-	-
Z-S	BMI	54.000	8.80	-	RR	-	-	-	50.00%	-	Vsqoxoxl	3qNVMV	-	160	3iXKNM+160	-	-
D-1-S	EME	77.000	9.60	-	MMM-	-	-	-	40.00%	-	Cjzwvewl	3mQWLY	-	280	3tYTMW+280	-	-
V-2-Y	ATG	5.000	4.40	-	TTT	-	-	-	35.30%	-	Ufmrxyuy	3cEXPB	-	140	3gKADM+140	-	-
S-T	LAW	20.000	1.10	-	R	-	-	-	71.00%	-	Vvfoqiaq	3rLZBW	-	180	3vCJSD+180	-	-

Tranche Comments

B-P: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144L/Jfw G; K-1-I: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144F/Okl T; V-2-Y: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144B/Jtn C; Z-S: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144Y/Nwf B; S-T: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144I/Tsq E; D-1-S: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144U/Gti V; O-2-P: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144T/Dmp Z; I-F: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144P/Hjq U; Y-C: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144Z/Rlg L; Kti: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144C/Ccr P;

Deal Comments

Lbmbw. Qbm Yzkk Ebcubpj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 6, 2002

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1	HIA	729.000	-	-	WWW	-	-	-	73.00%	-	Yyflokok	PXYG	134	134	SBPC+134	-	-
Z	JEM	40.000	-	-	V	-	-	-	72.00%	-	Zkwshbjc	BPGA	195	195	CQHD+195	-	-
C-1	NMN	12.000	-	-	NNN	-	-	-	26.00%	-	Rwraxtdv	PIVU	295	295	LZIR+295	-	-
I-2	RJH	2.000	-	-	III-	-	-	-	80.00%	-	Apbkpsyx	XDBH	400	400	KDUI+400	-	-
Iav	XPK	74.000	-	-	WU	-	-	-	-	-	-	-	-	-	-	-	Retained
X	LPV	90.000	-	-	VV	-	-	-	90.00%	-	Mlkstvvx	HVYF	170	170	NWCM+170	-	-
O	BYP	68.000	-	-	UU-	-	-	-	5.00%	-	Qccetprx	MZUW	575	575	NQGB+575	-	-
W-2	HVR	44.000	-	-	WWW	-	-	-	21.00%	-	Mqmjmxnv	XIKK	160	160	BPCL+160	-	-

Tranche Comments

D-1: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144G/Blb E; Comments: Vfm-ebpqmt; W-2: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144C/Dur R; X: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144B/Xqs G; Z: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144G/Mth B; C-1: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144W/Eow X; I-2: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144E/Dkv Z; O: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144X/Ras J; Iav: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144A/Bcb J;

Deal Comments

Ejg Rqaa Aebwjqs 2.00

Pricing Speed

20 UCW

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 19, 2006

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-1-T	HPB	785.800	-	-	WWW	-	-	-	46.00%	-	Xelwrood	VONC	140	140	XCMJ+140	-	-
D-J	FKV	23.900	-	-	P	-	-	-	39.00%	-	Dhyywtmh	ETFV	210s	210	DCWI+210	-	-
Y-Z	XNV	4.510	-	-	O-	-	-	-	3.80%	-	Kkuphzmx	-	-	-	-	-	Retained
T-E	RQI	86.450	-	-	XX	-	-	-	71.00%	-	Pvorfujx	TCSQ	180m	180	CPYA+180	-	-
N-U	CWO	3.000	-	-	CCC	-	-	-	-	-	Rvkwwznc	GKCC	110	110	MKTB+110	-	-
H-2-L	FVL	30.300	-	-	MMM	-	-	-	98.30%	-	Nwvcbbku	WITT	162	162	TOHN+162	-	-
P-1-M	OON	19.695	-	-	LLL	-	-	-	88.10%	-	Sbjzspes	DINV	325t	325	LDIE+325	-	-
I-2-U	FTO	5.295	-	-	OOO-	-	-	-	12.00%	-	Vpwfr	-	420	-	7.780%	-	-
U-H	LVC	83.820	-	-	QQ-	-	-	-	2.00%	-	Ppfhuzza	VHZX	690y	725	NPWR+693	-	-

Tranche Comments

N-U: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144T/Ezf M; G-1-T: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144J/Oxt N; H-2-L: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144X/Thz X; T-E: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144A/Cft D; D-J: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144M/Rkt I; P-1-M: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144Y/Crt Y; I-2-U: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144H/Wzm B; U-H: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144B/Rdg Q; Y-Z: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144P/Upm H;

Deal Comments

Ucuck. Zmo Euww Ycbhmjn 2.00

Pricing Speed

20 SBV

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 9, 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
A-2	QCP	13.000	-	-	CCC	-	-	-	63.50%	-	Oydeeujp	ZSNN	-	160	AVKB+160	-	-
I	FEJ	57.000	-	-	XX-	-	-	-	6.87%	-	Fzcrebxq	XIQO	680	680	DLCT+664	-	-
P	JAR	91.000	-	-	T	-	-	-	72.00%	-	Hzvrxpho	KAEA	195	195	QOWC+195	-	-
Pev	JUR	37.960	-	-	BG	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-1	RFN	37.000	-	-	FFF	-	-	-	11.00%	-	Iyfsowdv	UJWH	320	320	PCPL+320	-	-
V	YQM	96.000	-	-	NN	-	-	-	36.00%	-	Ppevswov	YXOF	165	165	CDUX+165	-	-
J-1	KGQ	398.000	-	-	NNN	-	-	-	75.00%	-	Aefuhwtt	GKNJ	140	140	PQSI+140	-	-
Q-2	ACL	8.000	-	-	RRR-	-	-	-	20.00%	-	Mzjqf	-	450	-	7.920%	-	-

Tranche Comments

J-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144B/Gfy X; A-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144Q/Vke W; Comments: Fvn-ylnznc; V: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144W/Cva Z; Comments: Snl-nmellw; P: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144P/Pbo D; Z-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144K/Uee S; Q-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144F/Qhf O; I: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144P/Efp Y; Pev: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144Y/Nsv K;

Deal Comments

Xnb Qmnn Mcgmnzt 2.00

Pricing Speed

20 MMD

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 31, 2022

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
C	HXZ	11.000	4.80	-	HH-	-	-	-	5.90%	-	Czofwzou	BOYZ	700w	690	AWHS+673	-	-
Q-1P	VLY	972.500	3.50	-	GGG	-	-	-	30.00%	-	Lvzqahnq	YOKK	-	157	SAMK+157	-	-
V-1	BHC	69.000	3.30	-	TTT	-	-	-	80.00%	-	Pzeumtja	QUBM	370-390	385	NOCW+385	-	-
U-2	FVE	58.000	4.10	-	VVV	-	-	-	14.90%	-	Lhmofacw	JJBC	170-175	175	LBXL+175	-	-
R-1	HUU	84.000	9.00	-	U	-	-	-	60.00%	-	Trjwxjjr	BYFW	-	250	MMZL+250	-	-
O-2	HYQ	83.000	5.00	-	X	-	-	-	47.00%	-	Zmoof	-	-	-	6.50%	-	-
Wncqgn	WZP	36.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-1L	FLY	131.200	4.60	-	NNN	-	-	-	97.00%	-	Upjrbhvb	QJBQ	-	157	KIPW+157	-	-
S	RUG	26.000	2.80	-	AA	-	-	-	64.00%	-	Xdzzhbbb	QCLT	200-210	210	LKFM+210	-	-
H-2	WPO	1.000	8.70	-	PPP-	-	-	-	86.00%	-	Lfvwezqo	ECKF	-	505	JNEJ+505	-	-

Tranche Comments

Q-1P: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144Z/Eie K; L-1L: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144T/Mjc K; U-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144Z/Vaq L; S: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144K/Tme P; R-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144C/Utw Z; O-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144J/Bpe L; V-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144W/Uvj T; H-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144C/Tcb K; C: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144D/Koj C; Wncqgn: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144N/Noh B;

Deal Comments

Xhs Jtuu Jnvfhrp 2.00

Pricing Speed

20% ENP

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 14, 2021

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	RZZ	82.000	-	-	EE	-	-	-	-	-	Yrphqafg	VZKY	210j	210	IPGL+210	-	-
O-1	FVT	26.000	-	-	F	-	-	-	-	-	Zhpqkyww	MCWS	-	260	VTYW+260	-	-
H-2	BLI	5.000	-	-	H	-	-	-	-	-	Kscdhios	QUIT	-	360	BBPG+360	-	-
P	OAP	61.000	-	-	QQ-	-	-	-	-	-	Nfdjtzac	IKIZ	700-725	713	BDXV+713	-	-
C-1	FJF	907.000	-	-	MMM	-	-	-	-	-	Jkqvukhy	WSYT	160i	162	KWAN+162	-	-
L-2	PAM	7.000	-	-	HHH	-	-	-	-	-	Xfepxowg	YQVM	180i	180	BYOX+180	-	-
W	AQC	24.000	-	-	YYY-	-	-	-	-	-	Buxcozli	JQTY	385-400	430	VUXN+430	-	-
Xvv	JYA	67.530	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C-1: Redemption: 2026-04-15; Registration: 144X/Nza Q; L-2: Redemption: 2026-04-15; Registration: 144G/Bve S; O: Redemption: 2026-04-15; Registration: 144M/Fmh K; O-1: Redemption: 2026-04-15; Registration: 144F/Cip L; H-2: Redemption: 2026-04-15; Registration: 144N/Gaf B; W: Redemption: 2026-04-15; Registration: 144X/Qqi C; P: Redemption: 2026-04-15; Registration: 144A/Kji R; Xvv: Redemption: 2026-04-15; Registration: 144E/Dcd D;

Deal Comments

Hnj Uscc Telnnkb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 28, 2014

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2	JJF	16.000	4.60	-	OOO	-	-	-	68.00%	-	Gelzytfg	MZZY	-	235	AOBS+235	-	-
T-1	NEA	275.000	2.60	-	FFF	-	-	-	93.00%	-	Iazpaucr	PXQA	-	205	JACL+205	-	-
B	UJL	72.800	10.30	-	KK-	-	-	-	6.90%	-	Kqrrktbl	SGCT	-	900	YMTX+847	-	-
L	QYW	42.000	7.70	-	JJ	-	-	-	51.00%	-	Qkzyuuxl	VZVB	-	275	UXMT+275	-	-
Kjy	KKC	71.600	-	-	KC	-	-	-	-	-	-	-	-	-	-	-	Retained
J	QWO	22.000	7.80	-	U+	-	-	-	30.00%	-	Nqsraltn	NIBO	-	350	VEAA+350	-	-
F	AEG	31.000	3.10	-	NNN-	-	-	-	54.70%	-	Pybhmpco	SSHE	-	545	MELA+545	-	-

Tranche Comments

T-1: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144J/Qkg F; T-2: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144A/Hqa A; L: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144E/Uew D; J: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144F/Pyh Y; F: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144F/Dul O; B: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144V/Lip P; Kjy: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144M/Ujd C;

Deal Comments

Ygc Hztt Obpmgpx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 13, 2012

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	WRX	44.300	-	-	BB-	-	-	-	9.90%	-	Dpdxcmma	DZIJ	-	950	YDPU+863	-	-
Gdk	BSS	56.800	-	-	MY	-	-	-	-	-	-	-	-	-	-	-	Retained
G	OGL	71.000	-	-	B	-	-	-	37.00%	-	Bqplclcc	SGPF	-	390	MQTL+390	-	-
R	GRG	89.000	-	-	KKK-	-	-	-	93.20%	-	Vjdxsiwo	KAZG	-	625	GICX+609	-	-
N-1	GEG	379.000	-	-	VVV	-	-	-	61.70%	-	Cwkeqqoz	LJJN	-	225	QISO+225	-	-
F	NAN	34.000	-	-	OO	-	-	-	22.00%	-	Yzppxwfx	MQXY	-	290	EBIT+290	-	-
W-2	HHD	91.000	-	-	CCC	-	-	-	10.00%	-	Zfdutwqd	QZFL	-	255	DMZG+255	-	-

Tranche Comments

N-1: First Pay: 2024-01-15; Redemption: 2025-05-31; W-2: First Pay: 2024-01-15; Redemption: 2025-05-31; F: First Pay: 2024-01-15; Redemption: 2025-05-31; G: First Pay: 2024-01-15; Redemption: 2025-05-31; R: First Pay: 2024-01-15; Redemption: 2025-05-31; F: First Pay: 2024-01-15; Redemption: 2025-05-31; Gdk: First Pay: 2024-01-15; Redemption: 2025-05-31;

Deal Comments

Nov Sfqq Cpkfoxc 2.00

Reinvestment Period (YRS)

9.1

Reinvestment Period End Date

Apr 28, 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
Paj	HIE	80.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	LWV	64.000	-	-	NN-	-	-	-	2.83%	-	Fkubfebl	BGLQ	Rnw 900c	905	3bZIQA+905	-	-
V-1	KKB	349.000	-	-	OOO	-	-	-	96.00%	-	Abplaznu	UKSV	235	235	3tDBIU+235	-	-
B-2B	GRV	76.000	-	-	DD	-	-	-	21.76%	-	Gbqcpfsk	JUBZ	-	300	3zAJTA+300	-	-
H-2H	FSK	49.000	-	-	AA	-	-	-	55.59%	-	Ccikz	-	-	-	6.130%	-	-
O	KEZ	61.000	-	-	B	-	-	-	15.97%	-	Kbxwsklv	JVVK	390-400	390	3qGUPK+390	-	-
F-1	WGQ	85.000	-	-	KKK-	-	-	-	97.00%	-	Wykuzjab	DMNQ	-	602	3lNXDB+602	-	-
L-2	FJC	8.000	-	-	UUU-	-	-	-	23.00%	-	Citeo	-	-	-	9.370%	-	-

Tranche Comments

V-1: First Pay: 2023-10-15; Redemption: 2025-03-03; B-2B: First Pay: 2023-10-15; Redemption: 2025-03-03; H-2H: First Pay: 2023-10-15; Redemption: 2025-03-03; O: First Pay: 2023-10-15; Redemption: 2025-03-03; F-1: First Pay: 2023-10-15; Redemption: 2025-03-03; L-2: First Pay: 2023-10-15; Redemption: 2025-03-03; S: First Pay: 2023-10-15; Redemption: 2025-03-03; Paj: First Pay: 2023-10-15; Redemption: 2025-03-03;

Deal Comments

Ocg Vfmm Vbxbcms 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 3, 2013

Reset

Yes

WAL Test Period (YRS)