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
B	GXU	50.000	-	-	DD-	-	-	-	7.00%	-	Bclplbzq	MTIL	575	575	XXBD+575	-	-
O	JHD	59.000	-	-	W	-	-	-	24.00%	-	Vwjahrpo	VBPW	195	195	BSBW+195	-	-
H-2	MUT	2.000	-	-	AAA-	-	-	-	39.00%	-	Ihqswhhx	DGQH	400	400	YDFM+400	-	-
Xku	FRD	32.000	-	-	AW	-	-	-	-	-	-	-	-	-	-	-	Retained
K	MSY	88.000	-	-	OO	-	-	-	17.00%	-	Duchwcuk	UZLO	170	170	YYSQ+170	-	-
X-1	TRJ	54.000	-	-	HHH	-	-	-	10.00%	-	Ledzwcpc	UQBR	295	295	AUBB+295	-	-
F-2	OPH	60.000	-	-	WWW	-	-	-	97.00%	-	Tefmzkum	JQWG	160	160	MOKQ+160	-	-
D-1	QGU	491.000	-	-	EEE	-	-	-	92.00%	-	Dvkhehxp	UTNJ	134	134	UDJJ+134	-	-

Tranche Comments

D-1: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144C/Hwc M; Comments: Rit-iioztu; F-2: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144L/Wfn V; K: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144U/Rid I; O: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144X/Bod C; X-1: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144O/Rpk T; H-2: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144N/Vse A; B: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144T/Aye Q; Xku: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144Q/Xpz X;

Deal Comments

Uym Rcnn Ylgvysb 2.00

Pricing Speed

20 AHN

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 17, 2011

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-2-O	JVV	7.694	-	-	SSS-	-	-	-	21.00%	-	Acalw	-	420	-	7.780%	-	-
Q-P	YXW	5.000	-	-	YYY	-	-	-	-	-	Svqrkeji	DTBR	110	110	HOSD+110	-	-
A-C	FOO	67.600	-	-	Z	-	-	-	85.00%	-	Xqockmru	CSMF	210o	210	UMDO+210	-	-
Y-I	UWE	7.660	-	-	R-	-	-	-	6.20%	-	Nfemrdkp	-	-	-	-	-	Retained
D-2-W	LNS	19.600	-	-	QQQ	-	-	-	88.90%	-	Atulbstc	ADDB	162	162	LXCW+162	-	-
Q-1-Z	GNW	372.900	-	-	RRR	-	-	-	89.00%	-	Hmzhcpqk	DDHG	140	140	DMXB+140	-	-
S-1-Z	TSC	49.381	-	-	TTT	-	-	-	20.40%	-	Jzzqslyw	ULDU	325h	325	AJNT+325	-	-
G-O	AMC	63.170	-	-	FF	-	-	-	27.00%	-	Ilbazqnm	IAVE	180a	180	UWIH+180	-	-
V-C	RXA	31.290	-	-	TT-	-	-	-	4.00%	-	Xcloqwkh	ICKN	690m	725	JIBY+693	-	-

Tranche Comments

Q-P: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144O/Qea X; Q-1-Z: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144J/Ijb N; D-2-W: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144P/Bli F; G-O: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144N/Ofj W; A-C: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144G/Xjg N; S-1-Z: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144Q/Ije F; D-2-O: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144W/Ubb U; V-C: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144C/Grw Z; Y-I: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144H/Zjd D;

Deal Comments

Ghhhm. Oqt Cokk Nhfcqqz 2.00

Pricing Speed

20 MGC

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 23, 2021

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	UJP	96.000	-	-	FF-	-	-	-	9.55%	-	Turldptt	KDXR	680	680	GSON+664	-	-
V-2	PNO	8.000	-	-	TTT-	-	-	-	96.00%	-	Sgltq	-	450	-	7.920%	-	-
B-1	IEI	11.000	-	-	ZZZ	-	-	-	11.00%	-	Nvxlqowi	CSBT	320	320	EAQO+320	-	-
O-1	AWK	959.000	-	-	NNN	-	-	-	60.00%	-	Gwedvzvz	UDJX	140	140	LNND+140	-	-
Jnh	ZIU	74.650	-	-	PB	-	-	-	-	-	-	-	-	-	-	-	Retained
A	PUW	45.000	-	-	DD	-	-	-	92.00%	-	Nchdhxxd	BCWX	165	165	GMNI+165	-	-
F	BKU	28.000	-	-	C	-	-	-	19.00%	-	Epxdzptj	AQZY	195	195	XFIF+195	-	-
Z-2	HFR	27.000	-	-	AAA	-	-	-	79.10%	-	Yqoovrnm	CHVW	-	160	USIY+160	-	-

Tranche Comments

O-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144W/Ivz L; Z-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144L/Fou K; Comments: Rgb-yjnvbr; A: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144B/Kpt L; Comments: Aku-gtwjuu; F: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144E/Vhi Q; B-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144O/Ely V; V-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144T/Ezh L; L: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144V/Nnz L; Jnh: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144L/Ucd B;

Deal Comments

Syz Gpyy Csvnyvo 2.00

Pricing Speed

20 SBY

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 22, 2004

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-2	NLO	15.000	9.80	-	EEE	-	-	-	44.70%	-	Jmjeuvmy	EVPL	170-175	175	KZGJ+175	-	-
V-1Y	EJT	165.200	4.10	-	XXX	-	-	-	40.00%	-	Fwvakitx	BHQO	-	157	UMMN+157	-	-
G-2	JWL	65.000	2.00	-	J	-	-	-	32.00%	-	Vhrhg	-	-	-	6.50%	-	-
Usanis	TBK	14.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	OCM	95.000	5.80	-	DD	-	-	-	41.00%	-	Qsjefatd	IGJS	200-210	210	SKEK+210	-	-
X-2	NLK	5.000	3.50	-	UUU-	-	-	-	38.00%	-	Ospbesfr	IGTO	-	505	LAHQ+505	-	-
Y	WSY	11.000	3.10	-	MM-	-	-	-	6.40%	-	Tdmwkrkw	AQXS	700l	690	IZBM+673	-	-
X-1X	FUJ	434.800	6.90	-	OOO	-	-	-	74.00%	-	Upqukout	NQPV	-	157	ZEZK+157	-	-
A-1	JEM	26.000	6.00	-	C	-	-	-	32.00%	-	Uvlfjzyz	USIH	-	250	LJNX+250	-	-
K-1	KHN	81.000	2.70	-	WWW	-	-	-	39.00%	-	Ruqzzyoa	CEDK	370-390	385	SMHH+385	-	-

Tranche Comments

V-1Y: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144W/Juk F; X-1X: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144J/Ywq M; I-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144I/Kvf W; J: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144J/Png B; A-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144I/Cmu P; G-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144B/Faa M; K-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144P/Yqy R; X-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144X/Iwy G; Y: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144Q/Ihf P; Usanis: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144L/Jst I;

Deal Comments

Exz Dktt Ykptxgd 2.00

Pricing Speed

20% JUP

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 26, 2001

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
K-1	WZO	38.000	-	-	H	-	-	-	-	-	Issvzpjy	PUYM	-	260	QEYY+260	-	-
O	OQS	70.000	-	-	FFF-	-	-	-	-	-	Evroovok	PYUQ	385-400	430	DXIC+430	-	-
J-2	TYW	3.000	-	-	JJJ	-	-	-	-	-	Mylkeeqs	PBEX	180m	180	BTQE+180	-	-
N	MAA	69.000	-	-	EE	-	-	-	-	-	Oejumyyl	IHYM	210a	210	KETQ+210	-	-
O-2	XZH	9.000	-	-	H	-	-	-	-	-	Raakaeae	LVMJ	-	360	MNMR+360	-	-
L	PYW	90.000	-	-	RR-	-	-	-	-	-	Xlrmkmfx	GTMN	700-725	713	GUYK+713	-	-
Qeq	RNT	37.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-1	YBI	281.000	-	-	OOO	-	-	-	-	-	Krcavlzb	KAFO	160h	162	TVAJ+162	-	-

Tranche Comments

D-1: Redemption: 2026-04-15; Registration: 144G/Ifc Z; J-2: Redemption: 2026-04-15; Registration: 144M/Muh X; N: Redemption: 2026-04-15; Registration: 144B/Zir L; K-1: Redemption: 2026-04-15; Registration: 144Y/Una X; O-2: Redemption: 2026-04-15; Registration: 144J/Xdt O; O: Redemption: 2026-04-15; Registration: 144Z/Ros I; L: Redemption: 2026-04-15; Registration: 144F/Pqq E; Qeq: Redemption: 2026-04-15; Registration: 144E/Onr J;

Deal Comments

Aay Cvmm Dpakadn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 1, 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
G-1	UQA	885.000	5.80	-	JJJ	-	-	-	94.00%	-	Jeswfmer	HXNP	-	205	TCWJ+205	-	-
S	YNE	20.000	8.10	-	GG	-	-	-	57.00%	-	Dydwcthb	BWKW	-	275	HIZF+275	-	-
R-2	UMF	12.000	8.20	-	BBB	-	-	-	70.00%	-	Jquocshb	ALHB	-	235	PXSB+235	-	-
J	RFN	68.300	61.10	-	WW-	-	-	-	5.60%	-	Zfpcpkac	DSBN	-	900	DPML+847	-	-
W	RVZ	85.000	1.50	-	J+	-	-	-	88.00%	-	Vdlwbbuf	XHUV	-	350	HUHZ+350	-	-
Lur	GHB	57.500	-	-	XW	-	-	-	-	-	-	-	-	-	-	-	Retained
X	NYK	31.000	8.40	-	HHH-	-	-	-	79.90%	-	Jbvdkhjz	TFJF	-	545	JGNU+545	-	-

Tranche Comments

G-1: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144I/Qkf U; R-2: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144X/Xqv V; S: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144W/Lsb R; W: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144D/Fjx A; X: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144P/Zpi G; J: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144A/Wzx I; Lur: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144Z/Ize P;

Deal Comments

Fkg Wccc Rbabkrt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 5, 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
N	TME	25.100	-	-	ZZ-	-	-	-	7.90%	-	Aiiuczil	VWNT	-	950	WWCV+863	-	-
N-1	QKC	300.000	-	-	EEE	-	-	-	58.30%	-	Gdrqrpnp	TGCU	-	225	CWYV+225	-	-
Q	WRH	52.000	-	-	KK	-	-	-	49.00%	-	Ynqnmchn	SHQB	-	290	ZDWW+290	-	-
Zhx	HHM	18.500	-	-	UO	-	-	-	-	-	-	-	-	-	-	-	Retained
S	KKA	24.000	-	-	XXX-	-	-	-	42.80%	-	Qjbhyvhx	ONMO	-	625	XXUT+609	-	-
I-2	GAB	60.000	-	-	GGG	-	-	-	70.00%	-	Wrezsiel	KPQQ	-	255	SMXE+255	-	-
Q	BCD	10.000	-	-	X	-	-	-	53.00%	-	Fmeoyvmo	JUOG	-	390	VOZY+390	-	-

Tranche Comments

N-1: First Pay: 2024-01-15; Redemption: 2025-05-31; I-2: First Pay: 2024-01-15; Redemption: 2025-05-31; Q: First Pay: 2024-01-15; Redemption: 2025-05-31; Q: First Pay: 2024-01-15; Redemption: 2025-05-31; S: First Pay: 2024-01-15; Redemption: 2025-05-31; N: First Pay: 2024-01-15; Redemption: 2025-05-31; Zhx: First Pay: 2024-01-15; Redemption: 2025-05-31;

Deal Comments

Kfk Fsnn Vhkcfyt 2.00

Reinvestment Period (YRS)

7.7

Reinvestment Period End Date

Feb 23, 1998

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Wrl	ELV	84.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-2I	TKN	34.000	-	-	ZZ	-	-	-	32.31%	-	Ukukt	-	-	-	6.130%	-	-
E-2E	WEY	27.000	-	-	HH	-	-	-	73.61%	-	Guszkwye	AWZL	-	300	3fZAAL+300	-	-
Q	NPW	14.000	-	-	S	-	-	-	33.82%	-	Yyeyfthw	AHCM	390-400	390	3yONON+390	-	-
S-2	VQU	6.000	-	-	RRR-	-	-	-	84.00%	-	Otqcc	-	-	-	9.370%	-	-
U-1	WAQ	625.000	-	-	MMM	-	-	-	57.00%	-	Txcvkjcj	BUWW	235	235	3kOTOP+235	-	-
E-1	OBC	62.000	-	-	HHH-	-	-	-	92.00%	-	Crhmhhes	NSHA	-	602	3eSSMF+602	-	-
X	XYE	93.000	-	-	OO-	-	-	-	7.16%	-	Efoyujhx	EHGE	Xku 900q	905	3zEXPX+905	-	-

Tranche Comments

U-1: First Pay: 2023-10-15; Redemption: 2025-03-03; E-2E: First Pay: 2023-10-15; Redemption: 2025-03-03; K-2I: First Pay: 2023-10-15; Redemption: 2025-03-03; Q: First Pay: 2023-10-15; Redemption: 2025-03-03; E-1: First Pay: 2023-10-15; Redemption: 2025-03-03; S-2: First Pay: 2023-10-15; Redemption: 2025-03-03; X: First Pay: 2023-10-15; Redemption: 2025-03-03; Wrl: First Pay: 2023-10-15; Redemption: 2025-03-03;

Deal Comments

Gvj Eqqq Uwawvfc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 2010

WAL Test Period (YRS)