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-3	FVQ	5.000	4.20	-	JJJ-	-	-	-	68.00%	-	Ubkzn	-	-	380	7.68%	-	-
E	YZF	17.000	9.90	-	K	-	-	-	50.00%	-	Vhhjpcua	TBLK	180-185	185	HCAZ+185	-	-
V-2	GNR	7.000	9.80	-	WWW-	-	-	-	15.00%	-	Zhbwdunm	IWVH	380-390	295	IVWL+295	-	-
M-1	RJV	63.000	3.00	-	KK	-	-	-	19.00%	-	Hsvlfbzl	JXCU	160	160	VDSJ+160	-	-
G	TMT	69.000	8.40	-	XX-	-	-	-	7.00%	-	Kbwqjhnh	HWZC	490-500	535	SNLA+535	-	-
Jddcoc	MPO	60.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-2	LIN	16.000	5.50	-	KK	-	-	-	48.00%	-	Flwhbsbb	GGKR	165m	170	TJFW+170	-	-
N-1	IKM	43.000	5.30	-	HHH+	-	-	-	96.13%	-	Hjqwraks	TABV	270-280	270	QWFB+270	-	-
K	JOQ	615.000	9.50	-	KKK	-	-	-	75.00%	-	Pwycjczh	TWMT	120	120	ZIXV+120	-	-

Tranche Comments

K: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Fwe C; M-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144G/Wcm D; X-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144H/Qpq F; E: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144J/Xey H; N-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144A/Jzf T; V-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144I/Rfn D; R-3: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144H/Zrb N; G: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144W/Nth X; Jddcoc: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144J/Rjn O;

Deal Comments

Bxs Qmww Wsubxoj 2.00

Pricing Speed

20% IOK

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 26, 2024

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-2-I	IEN	7.000	2.80	-	JJJ	-	-	-	76.70%	-	Ddejvwwu	3cMYFA	-	140	3aYUYM+140	-	-
L-V	IQR	1.000	7.60	-	BBB	-	-	-	-	-	Zssvfypu	3gVJMW	-	105	3rPEEZ+105	-	-
W-2-H	EPL	5.000	19.90	-	NNN-	-	-	-	56.49%	-	Qvrxrdec	3oASFV	-	395	3vYVZX+395	-	-
J-1-S	GRV	52.000	2.50	-	OOO-	-	-	-	39.00%	-	Zraexjaw	3xZOZK	-	280	3cTJWH+280	-	-
Y-V	BEM	14.000	5.50	-	K	-	-	-	13.00%	-	Vjchakxh	3vVMFJ	-	180	3dUCUH+180	-	-
S-W	HYF	1.000	44.40	-	Z-	-	-	-	7.27%	-	-	-	-	-	-	-	Retained
G-1-N	QMV	862.000	7.60	-	OOO	-	-	-	26.00%	-	Pxbxekbm	3pYAKQ	-	120	3iZMVX+120	-	-
F-H	MFG	90.000	5.10	-	HH	-	-	-	51.00%	-	Wejhzvet	3aMKKO	-	160	3wQQKI+160	-	-
Wto	PYZ	37.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-C	MVZ	43.000	93.90	-	ZZ-	-	-	-	1.00%	-	Ihdmpfss	3wWUEV	-	500	3cIBAU+500	-	-

Tranche Comments

L-V: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144G/Fnn B; G-1-N: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144W/Nsf J; J-2-I: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144C/Kys U; F-H: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144Z/Vez S; Y-V: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144M/Blw P; J-1-S: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144O/Ewv R; W-2-H: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144M/Urb V; S-C: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144V/Ymj T; S-W: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144H/Pak V; Wto: First Pay: 2025-07-15; Redemption: 2027-03-03; Registration: 144M/Deg X;

Deal Comments

Bkgkt. Ahk Fjoo Oktzhzc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 9, 2023

Refinancing

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
J	MPQ	78.000	-	-	S	-	-	-	72.00%	-	Rqlxrwxr	QNBW	195	195	XTEG+195	-	-
A-2	WBV	6.000	-	-	RRR-	-	-	-	17.00%	-	Dlvrjaxg	IBWH	400	400	SDLP+400	-	-
W	APJ	36.000	-	-	NN	-	-	-	66.00%	-	Yyazebar	JXJG	170	170	ZQTD+170	-	-
G-1	CZQ	22.000	-	-	OOO	-	-	-	14.00%	-	Sxwebzqc	NQLE	295	295	QCYN+295	-	-
I	WNJ	32.000	-	-	SS-	-	-	-	5.00%	-	Umelnedn	KBTR	575	575	AWNL+575	-	-
P-2	ZNM	37.000	-	-	YYY	-	-	-	37.00%	-	Gfwrmzfl	BUAC	160	160	MCTU+160	-	-
J-1	JVZ	955.000	-	-	YYY	-	-	-	43.00%	-	Tqrozdul	XDON	134	134	ZNZM+134	-	-
Osy	FCH	24.000	-	-	EY	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J-1: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144O/Eqf V; Comments: Riu-gmzrul; P-2: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144I/Mls S; W: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144Q/Hfh G; J: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144P/Wkc G; G-1: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144U/Czf F; A-2: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144U/Wws U; I: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144M/Fxm F; Osy: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144I/Dmb K;

Deal Comments

Dkn Egaa Hcwnkhz 2.00

Pricing Speed

20 DLB

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 14, 2000

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-1-I	FVV	608.240	-	-	TTT	-	-	-	27.00%	-	Xfykmjun	DBQU	140	140	TXBG+140	-	-
X-E	GWH	86.560	-	-	TT-	-	-	-	7.00%	-	Kkjwrihh	EAEQ	690t	725	MKOP+693	-	-
S-2-J	FFW	54.500	-	-	DDD	-	-	-	74.90%	-	Ndsvufmw	DMXP	162	162	BDDP+162	-	-
W-1-K	MTZ	60.729	-	-	HHH	-	-	-	61.30%	-	Wjlviuni	TGMV	325m	325	DLYP+325	-	-
M-O	QQF	5.160	-	-	B-	-	-	-	1.10%	-	Zymdfdeg	-	-	-	-	-	Retained
D-D	IYR	8.000	-	-	OOO	-	-	-	-	-	Plfzeevm	HZVD	110	110	VPDF+110	-	-
F-R	MHT	44.350	-	-	KK	-	-	-	89.00%	-	Dvwwlrls	GPAA	180d	180	ZDIZ+180	-	-
H-U	LPQ	11.700	-	-	A	-	-	-	16.00%	-	Axruubwq	QMQO	210o	210	NAEL+210	-	-
D-2-C	NTO	5.219	-	-	GGG-	-	-	-	22.00%	-	Luhjp	-	420	-	7.780%	-	-

Tranche Comments

D-D: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144N/Xkm N; T-1-I: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144X/Grx W; S-2-J: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144N/Xri T; F-R: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144U/Jey V; H-U: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144C/Dwk I; W-1-K: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144E/Bbw A; D-2-C: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144I/Yuz X; X-E: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144E/Ays U; M-O: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144F/Fow O;

Deal Comments

Tyfyv. Zwu Fyll Iyubwgq 2.00

Pricing Speed

20 KEI

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 5, 2003

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	MZI	91.000	-	-	TT	-	-	-	94.00%	-	Bmekzpar	MUAU	165	165	NXNQ+165	-	-
J	IVR	74.000	-	-	GG-	-	-	-	3.84%	-	Tvfyjbow	DPDB	680	680	PQDQ+664	-	-
Rjj	BYV	27.750	-	-	NE	-	-	-	-	-	-	-	-	-	-	-	Retained
R-2	XGR	93.000	-	-	YYY	-	-	-	22.10%	-	Wrfoyees	TAJA	-	160	GSSQ+160	-	-
H-1	UZZ	283.000	-	-	GGG	-	-	-	86.00%	-	Mhcsbrjq	WSZK	140	140	YMCG+140	-	-
P	NQH	83.000	-	-	E	-	-	-	82.00%	-	Jybespkf	HWZT	195	195	LJYQ+195	-	-
M-2	KVB	1.000	-	-	RRR-	-	-	-	61.00%	-	Cvrav	-	450	-	7.920%	-	-
W-1	RMV	44.000	-	-	KKK	-	-	-	47.00%	-	Oyzhcvzj	ZLFB	320	320	SXWI+320	-	-

Tranche Comments

H-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144T/Hta G; R-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144C/Moa Y; Comments: Ext-qfomti; M: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144I/Zfv I; Comments: Htg-ptzvgq; P: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144N/Mzk A; W-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144V/Hea G; M-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144J/Tih K; J: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144E/Vak V; Rjj: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144I/Jbw F;

Deal Comments

Vxz Dyhh Gmalxzi 2.00

Pricing Speed

20 ZGO

Reinvestment Period (YRS)

Reinvestment Period End Date

May 5, 2013

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-2	WJJ	31.000	3.40	-	HHH	-	-	-	93.50%	-	Kkfrsoot	ATUB	170-175	175	YGTY+175	-	-
M-1	RKC	57.000	3.10	-	JJJ	-	-	-	55.00%	-	Prmhkybv	GCWJ	370-390	385	GSEI+385	-	-
V	FOJ	76.000	9.40	-	LL-	-	-	-	7.20%	-	Ibrfbeav	KFZF	700l	690	LVHS+673	-	-
K-1M	NBV	200.400	8.40	-	YYY	-	-	-	52.00%	-	Ofvdzhsf	CIXR	-	157	HBCY+157	-	-
E-2	MXU	6.000	7.60	-	CCC-	-	-	-	11.00%	-	Smvhdrjk	QPVF	-	505	LZOA+505	-	-
P-1	HVB	77.000	2.00	-	F	-	-	-	33.00%	-	Nfybyryo	WWDD	-	250	LWEP+250	-	-
G-2	BET	40.000	6.00	-	F	-	-	-	74.00%	-	Dnjfi	-	-	-	6.50%	-	-
Prmqid	UCF	28.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-1K	KUP	736.800	4.30	-	LLL	-	-	-	68.00%	-	Filzqhyi	KZPP	-	157	STDI+157	-	-
K	JCZ	31.000	6.70	-	CC	-	-	-	40.00%	-	Qyefjrfx	UVBI	200-210	210	AIWS+210	-	-

Tranche Comments

K-1M: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144P/Jib Z; K-1K: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144Z/Uwi M; C-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144V/Oii X; K: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144Y/Anr P; P-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144J/Dmh Y; G-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144L/Adf L; M-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144O/Ebl Y; E-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144C/Ezm R; V: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144F/Wxq L; Prmqid: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144J/Vax E;

Deal Comments

Dth Qpmm Nbzgtdu 2.00

Pricing Speed

20% IAX

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 15, 2022

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	CBZ	99.000	-	-	DD	-	-	-	-	-	Pmwzevvo	YPWZ	210r	210	JCCI+210	-	-
X	MWG	30.000	-	-	AAA-	-	-	-	-	-	Zzmjmcaa	IQZM	385-400	430	ULSM+430	-	-
F-2	HUY	9.000	-	-	OOO	-	-	-	-	-	Quxfjmze	XWSC	180u	180	ELLJ+180	-	-
Hlq	EAG	96.510	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-1	MVI	203.000	-	-	ZZZ	-	-	-	-	-	Nedxqcor	MNEJ	160w	162	THXL+162	-	-
G-1	XVW	18.000	-	-	Y	-	-	-	-	-	Fsfohycw	JDSH	-	260	QEKB+260	-	-
O-2	WJB	2.000	-	-	V	-	-	-	-	-	Fwpqpqcm	AOUX	-	360	PNWC+360	-	-
L	LNH	29.000	-	-	WW-	-	-	-	-	-	Yyfbkfbm	ZPOA	700-725	713	SYEB+713	-	-

Tranche Comments

A-1: Redemption: 2026-04-15; Registration: 144H/Gqw Y; F-2: Redemption: 2026-04-15; Registration: 144A/Wsx D; J: Redemption: 2026-04-15; Registration: 144U/Ern U; G-1: Redemption: 2026-04-15; Registration: 144U/Jmu E; O-2: Redemption: 2026-04-15; Registration: 144D/Vhx L; X: Redemption: 2026-04-15; Registration: 144E/Xex H; L: Redemption: 2026-04-15; Registration: 144N/Nff E; Hlq: Redemption: 2026-04-15; Registration: 144F/God U;

Deal Comments

Jxn Oaww Blccxpo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 23, 2025

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	TXY	642.000	8.90	-	VVV	-	-	-	71.00%	-	Zqppccqq	GDUV	-	205	CIAW+205	-	-
I	PUC	96.000	1.60	-	AAA-	-	-	-	24.50%	-	Jzoywqoz	SLEE	-	545	HBPB+545	-	-
E-2	YGN	19.000	8.90	-	MMM	-	-	-	97.00%	-	Cefwuiai	ZIYS	-	235	WAOZ+235	-	-
X	WEC	44.000	7.30	-	E+	-	-	-	24.00%	-	Oydhwsfp	VDUQ	-	350	LTGR+350	-	-
M	RTD	22.200	59.50	-	XX-	-	-	-	7.70%	-	Ceimljyi	YHQJ	-	900	VUAA+847	-	-
Orz	YYV	96.800	-	-	ZI	-	-	-	-	-	-	-	-	-	-	-	Retained
C	LBA	26.000	2.40	-	CC	-	-	-	51.00%	-	Bczdzhnb	EZZB	-	275	AYDM+275	-	-

Tranche Comments

U-1: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144J/Kzg T; E-2: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144E/Gqb E; C: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144K/Vla A; X: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144E/Ouw J; I: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144G/Wrh T; M: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144V/Muy C; Orz: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144N/Hae E;

Deal Comments

Bhx Ltqq Xksqhlg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 10, 2008

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-2	PNO	84.000	-	-	TTT	-	-	-	57.00%	-	Sdboicis	SQKQ	-	255	YVIV+255	-	-
Yqy	JJG	69.800	-	-	UG	-	-	-	-	-	-	-	-	-	-	-	Retained
F	RHC	42.000	-	-	BBB-	-	-	-	29.20%	-	Pvbwahsg	BMTO	-	625	OELO+609	-	-
X-1	PQZ	407.000	-	-	TTT	-	-	-	27.30%	-	Ideseqor	PVIO	-	225	NDKD+225	-	-
G	ZCE	73.000	-	-	NN	-	-	-	70.00%	-	Nloeeywd	YVAK	-	290	WITG+290	-	-
N	ROW	72.000	-	-	V	-	-	-	60.00%	-	Tqxljelr	ITHI	-	390	CYZM+390	-	-
F	UHC	32.300	-	-	WW-	-	-	-	1.80%	-	Lwwzxhsn	VNMF	-	950	BQPD+863	-	-

Tranche Comments

X-1: First Pay: 2024-01-15; Redemption: 2025-05-31; Z-2: First Pay: 2024-01-15; Redemption: 2025-05-31; G: First Pay: 2024-01-15; Redemption: 2025-05-31; N: First Pay: 2024-01-15; Redemption: 2025-05-31; F: First Pay: 2024-01-15; Redemption: 2025-05-31; F: First Pay: 2024-01-15; Redemption: 2025-05-31; Yqy: First Pay: 2024-01-15; Redemption: 2025-05-31;

Deal Comments

Sut Viww Rftnuiv 2.00

Reinvestment Period (YRS)

8.7

Reinvestment Period End Date

Jan 30, 1997

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	APU	11.000	-	-	SS-	-	-	-	2.94%	-	Bpemuyiz	PEVX	Jzr 900u	905	3pKIKI+905	-	-
K-2	NHH	1.000	-	-	OOO-	-	-	-	43.00%	-	Amlky	-	-	-	9.370%	-	-
L	PHE	60.000	-	-	K	-	-	-	61.91%	-	Ccrdkbzd	VMAY	390-400	390	3dQPYT+390	-	-
Q-2T	JVG	22.000	-	-	FF	-	-	-	70.29%	-	Tumgc	-	-	-	6.130%	-	-
X-1	OAN	612.000	-	-	EEE	-	-	-	20.00%	-	Ehokmwil	LEOJ	235	235	3dPTLR+235	-	-
A-2A	PKV	15.000	-	-	FF	-	-	-	49.91%	-	Yewdorzd	JQEC	-	300	3nXKOO+300	-	-
R-1	ZJP	60.000	-	-	ZZZ-	-	-	-	10.00%	-	Iqvppdwf	POOZ	-	602	3xYBSV+602	-	-
Vdp	EFN	17.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X-1: First Pay: 2023-10-15; Redemption: 2025-03-03; A-2A: First Pay: 2023-10-15; Redemption: 2025-03-03; Q-2T: First Pay: 2023-10-15; Redemption: 2025-03-03; L: First Pay: 2023-10-15; Redemption: 2025-03-03; R-1: First Pay: 2023-10-15; Redemption: 2025-03-03; K-2: First Pay: 2023-10-15; Redemption: 2025-03-03; C: First Pay: 2023-10-15; Redemption: 2025-03-03; Vdp: First Pay: 2023-10-15; Redemption: 2025-03-03;

Deal Comments

Usf Fhoo Qlsfsty 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 22, 2006

WAL Test Period (YRS)