2021-17(R)

Bryant Park Funding Ltd (BRYPK) 2021-17(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Marathon Asset Management LP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
N-H	ITK	1.000	-	-	BBB	-	-	-	-	-	Tdyumlxc	BGPW	-	110	110	GTGS+110	-	-
K-2-G	TLQ	84.700	-	-	KKK	-	-	-	69.40%	-	Iexkmkfj	ZVCH	-	162	162	UCOU+162	-	-
M-2-O	JNM	7.534	-	-	PPP-	-	-	-	40.00%	-	Ahbia	-	-	420	-	7.780%	-	-
Z-1-M	IYX	668.150	-	-	SSS	-	-	-	33.00%	-	Ucehoool	ODOP	-	140	140	EGPS+140	-	-
W-1-A	YSF	13.782	-	-	CCC	-	-	-	99.10%	-	Yzfuuhnq	LXAM	-	325n	325	SEEW+325	-	-
O-Q	PYC	63.600	-	-	G	-	-	-	84.00%	-	Gprdqudk	JKCH	-	210e	210	QPTJ+210	-	-
M-G	BIE	14.830	-	-	II-	-	-	-	3.00%	-	Ylwwvmpk	VMME	-	690d	725	KLPX+693	-	-
U-H	TQT	61.860	-	-	DD	-	-	-	78.00%	-	Yprjwuto	JKTV	-	180o	180	IAYN+180	-	-
W-U	QVG	9.540	-	-	M-	-	-	-	5.10%	-	Tvrsbojb	-	-	-	-	-	-	Retained

Tranche Comments

N-H: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144A/Nsw F; Z-1-M: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144N/Wtz L; K-2-G: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144J/Gub V; U-H: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144W/Okd Y; O-Q: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144N/Jut L; W-1-A: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144E/Nvi W; M-2-O: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144J/Ier L; M-G: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144I/Lwy C; W-U: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144Z/Ccg R;

Deal Comments

Yhwhp. Occ Sqff Shyycdg 2.00

Pricing Speed

20 OKB

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 13, 2017