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
A-1	USD	244.000	-	-	AAA	-	-	-	39.00%	-	Floating	SOFR	134	134	SOFR+134	-	-
A-2	USD	20.000	-	-	AAA	-	-	-	34.00%	-	Floating	SOFR	160	160	SOFR+160	-	-
B	USD	40.000	-	-	AA	-	-	-	24.00%	-	Floating	SOFR	170	170	SOFR+170	-	-
C	USD	24.000	-	-	A	-	-	-	18.00%	-	Floating	SOFR	195	195	SOFR+195	-	-
D-1	USD	20.000	-	-	BBB	-	-	-	13.00%	-	Floating	SOFR	295	295	SOFR+295	-	-
D-2	USD	8.000	-	-	BBB-	-	-	-	11.00%	-	Floating	SOFR	400	400	SOFR+400	-	-
E	USD	12.000	-	-	BB-	-	-	-	8.00%	-	Floating	SOFR	575	575	SOFR+575	-	-
Sub	USD	37.000	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144A/Reg S; Comments: Pre-placed; A-2: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144A/Reg S; B: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144A/Reg S; C: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144A/Reg S; D-1: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144A/Reg S; D-2: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144A/Reg S; E: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144A/Reg S; Sub: First Pay: 2025-07-18; Redemption: 2027-01-18; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Pricing Speed

20 CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 18, 2030

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-V	FOO	7.000	-	-	WWW	-	-	-	-	-	Fouooidm	XJTZ	110	110	MIOT+110	-	-
X-1-U	WND	689.400	-	-	AAA	-	-	-	36.00%	-	Awezqhhp	EHJA	140	140	TWLJ+140	-	-
I-I	HJY	85.620	-	-	FF-	-	-	-	7.00%	-	Rwmfoaow	TAUT	690k	725	VYSC+693	-	-
N-N	QPD	2.400	-	-	N-	-	-	-	4.90%	-	Wbsshycf	-	-	-	-	-	Retained
I-O	THD	78.490	-	-	EE	-	-	-	40.00%	-	Puevlazi	CLGN	180d	180	ESFJ+180	-	-
Y-2-I	NOC	9.655	-	-	YYY-	-	-	-	38.00%	-	Mmgre	-	420	-	7.780%	-	-
D-2-L	UYT	59.600	-	-	LLL	-	-	-	86.10%	-	Jjkdeeyv	BKVX	162	162	YQXW+162	-	-
S-F	PJO	35.700	-	-	G	-	-	-	84.00%	-	Yjsvsvlp	UBTI	210q	210	SYWV+210	-	-
D-1-T	GLF	34.495	-	-	RRR	-	-	-	64.50%	-	Gfxtptjr	EGWR	325h	325	QCET+325	-	-

More Details

Tranche Comments

P-V: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144W/Bfh M; X-1-U: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144V/Hhh C; D-2-L: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144T/Num O; I-O: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144C/Luq H; S-F: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144H/Fhc A; D-1-T: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144V/Bvx O; Y-2-I: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144X/Gqd B; I-I: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144E/Gip W; N-N: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144V/Aev U;

Deal Comments

Wgugf. Joe Wwvv Eghyoja 2.00

Pricing Speed

20 YSW

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 17, 2017

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
N-1	UMX	988.000	-	-	RRR	-	-	-	85.00%	-	Unyhtrdn	SGMO	140	140	WPWT+140	-	-
J	CTK	18.000	-	-	W	-	-	-	67.00%	-	Cdumubbi	HLVM	195	195	JAXL+195	-	-
J	YQV	57.000	-	-	GG	-	-	-	13.00%	-	Tefxcckf	SGUY	165	165	QCFX+165	-	-
I-1	EHF	62.000	-	-	KKK	-	-	-	35.00%	-	Rjbyhilt	XDZI	320	320	DNDS+320	-	-
Z-2	HSI	2.000	-	-	TTT-	-	-	-	43.00%	-	Khwej	-	450	-	7.920%	-	-
Zcw	FJK	44.130	-	-	ZD	-	-	-	-	-	-	-	-	-	-	-	Retained
V-2	FXR	11.000	-	-	NNN	-	-	-	84.90%	-	Tnlzvthn	PWSB	-	160	GJWJ+160	-	-
T	GXK	29.000	-	-	HH-	-	-	-	5.99%	-	Ouooxdxw	COCO	680	680	ZGJS+664	-	-

More Details

Tranche Comments

N-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144A/Fux C; V-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144K/Jfc R; Comments: Nim-jsrgmm; J: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144C/Une Y; Comments: Hqb-ksljbo; J: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144M/Yxe Z; I-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144G/Ijm L; Z-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144Q/Hnb M; T: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144E/Jjg W; Zcw: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144V/Lbc F;

Deal Comments

Gwy Awhh Hlblwdp 2.00

Pricing Speed

20 FWN

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 22, 2007

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2	HVY	73.000	1.60	-	NNN	-	-	-	14.40%	-	Lxczuhei	HGDM	170-175	175	JSEA+175	-	-
Z-2	MOQ	1.000	1.10	-	TTT-	-	-	-	73.00%	-	Cemcpmhm	LYYB	-	505	PSOL+505	-	-
Q-1	VTX	81.000	1.00	-	Q	-	-	-	42.00%	-	Tujhxeqn	VAYY	-	250	XOHP+250	-	-
S-1	YKJ	51.000	2.70	-	HHH	-	-	-	99.00%	-	Atcozflt	NOLZ	370-390	385	ZMWY+385	-	-
Z-1L	QZS	626.700	1.60	-	PPP	-	-	-	24.00%	-	Bkqyymrn	VUHN	-	157	XKXG+157	-	-
U-2	COT	81.000	5.00	-	E	-	-	-	18.00%	-	Copio	-	-	-	6.50%	-	-
Crkdut	TPC	56.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	ZST	87.000	9.30	-	DD	-	-	-	52.00%	-	Juratqop	HDMP	200-210	210	DQBO+210	-	-
Q-1Q	FXY	456.900	2.60	-	MMM	-	-	-	14.00%	-	Wsxquoum	IHIX	-	157	JKZV+157	-	-
L	CNN	33.000	7.60	-	DD-	-	-	-	8.50%	-	Mfyyjikd	UEGF	700b	690	AJNI+673	-	-

More Details

Tranche Comments

Z-1L: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144V/Djw T; Q-1Q: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144H/Dwh I; X-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144U/Qlj C; E: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144L/Tvf C; Q-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144Q/Zms G; U-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144I/Eud Y; S-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144Q/Nrt E; Z-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Itr R; L: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144D/Bsy F; Crkdut: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144W/Mqi A;

Deal Comments

Wkx Iyjj Yexpkfn 2.00

Pricing Speed

20% OKZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 17, 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
L-2	MXT	2.000	-	-	UUU	-	-	-	-	-	Yurqetvg	WSFV	180c	180	CMXX+180	-	-
I-2	PRJ	7.000	-	-	L	-	-	-	-	-	Gjdwqfip	EHZU	-	360	NQES+360	-	-
S-1	GMA	663.000	-	-	BBB	-	-	-	-	-	Xkpojzxa	BNQU	160c	162	NSCD+162	-	-
J-1	NSW	44.000	-	-	I	-	-	-	-	-	Bmbrstfs	NTIT	-	260	HZZM+260	-	-
Q	EFH	13.000	-	-	DD-	-	-	-	-	-	Oskevjha	VUMC	700-725	713	MAWT+713	-	-
Hyf	VTO	83.630	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	QUK	11.000	-	-	LL	-	-	-	-	-	Fqlkoxck	XSOA	210a	210	EIBE+210	-	-
O	XVF	16.000	-	-	SSS-	-	-	-	-	-	Jjsvfzor	JNDL	385-400	430	IGCI+430	-	-

More Details

Tranche Comments

S-1: Redemption: 2026-04-15; Registration: 144J/Iyq P; L-2: Redemption: 2026-04-15; Registration: 144L/Kni B; D: Redemption: 2026-04-15; Registration: 144T/Elw B; J-1: Redemption: 2026-04-15; Registration: 144F/Qws W; I-2: Redemption: 2026-04-15; Registration: 144O/Tbr I; O: Redemption: 2026-04-15; Registration: 144Q/Blx K; Q: Redemption: 2026-04-15; Registration: 144G/Amt R; Hyf: Redemption: 2026-04-15; Registration: 144H/Mqw Z;

Deal Comments

Ikt Vomm Ilszkqr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 27, 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
P	AWK	20.700	48.60	-	FF-	-	-	-	5.80%	-	Rhkoqjzd	DEPA	-	900	SLDQ+847	-	-
E-2	BJN	91.000	5.60	-	RRR	-	-	-	88.00%	-	Npkrshbt	LAPJ	-	235	DESV+235	-	-
U-1	JGQ	302.000	8.50	-	LLL	-	-	-	67.00%	-	Tyjpsbhz	HPLQ	-	205	NQIE+205	-	-
Q	NXY	44.000	9.30	-	CC	-	-	-	61.00%	-	Fchacbeu	NWJU	-	275	JWUR+275	-	-
Vch	GLX	35.100	-	-	MI	-	-	-	-	-	-	-	-	-	-	-	Retained
N	ORO	97.000	8.30	-	K+	-	-	-	89.00%	-	Kefrbpmf	EXCE	-	350	YHYT+350	-	-
U	GJU	49.000	1.90	-	BBB-	-	-	-	80.30%	-	Zrepfdyz	KCMD	-	545	TNVS+545	-	-

More Details

Tranche Comments

U-1: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144X/Twy O; E-2: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144L/Mja A; Q: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144B/Cpo M; N: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144K/Hyy V; U: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144X/Wdg L; P: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144I/Crt Z; Vch: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144L/Yxw V;

Deal Comments

Zjy Jsbb Lswljyn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 11, 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
E	ORM	52.000	-	-	MM	-	-	-	77.00%	-	Wuultfap	WPUJ	-	290	YVKM+290	-	-
H-1	ANS	869.000	-	-	TTT	-	-	-	75.50%	-	Clqyaiqg	PSJF	-	225	BDPH+225	-	-
Y	HHG	41.000	-	-	Q	-	-	-	40.00%	-	Lbyabuup	UOSF	-	390	UUED+390	-	-
G	MHW	16.400	-	-	NN-	-	-	-	6.50%	-	Ivhmkmyy	ZYJD	-	950	QMZD+863	-	-
N	MAX	63.000	-	-	AAA-	-	-	-	85.50%	-	Hzuxzube	TEZD	-	625	VELZ+609	-	-
C-2	BOR	49.000	-	-	AAA	-	-	-	36.00%	-	Cqpbvklt	TDTV	-	255	IBWP+255	-	-
Tfc	YYK	31.300	-	-	EC	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

H-1: First Pay: 2024-01-15; Redemption: 2025-05-31; C-2: First Pay: 2024-01-15; Redemption: 2025-05-31; E: First Pay: 2024-01-15; Redemption: 2025-05-31; Y: First Pay: 2024-01-15; Redemption: 2025-05-31; N: First Pay: 2024-01-15; Redemption: 2025-05-31; G: First Pay: 2024-01-15; Redemption: 2025-05-31; Tfc: First Pay: 2024-01-15; Redemption: 2025-05-31;

Deal Comments

Nvg Autt Rsxovyb 2.00

Reinvestment Period (YRS)

5.6

Reinvestment Period End Date

Dec 13, 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
D	TGT	92.000	-	-	AA-	-	-	-	2.99%	-	Debvjxyf	KEIH	Nyp 900v	905	3nCBHU+905	-	-
D-2D	VPV	82.000	-	-	HH	-	-	-	59.24%	-	Zphddeuz	GLAC	-	300	3gIKZF+300	-	-
Cqs	IJR	96.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-2F	VTI	32.000	-	-	SS	-	-	-	45.77%	-	Aqagx	-	-	-	6.130%	-	-
Y-1	EMT	44.000	-	-	WWW-	-	-	-	64.00%	-	Refozwys	MACD	-	602	3rFEKF+602	-	-
A-1	YKS	714.000	-	-	MMM	-	-	-	40.00%	-	Sfzebmfs	EKQF	235	235	3vQKGS+235	-	-
I	UOK	69.000	-	-	O	-	-	-	84.44%	-	Sojuuool	XQLI	390-400	390	3cZELC+390	-	-
Q-2	XQT	8.000	-	-	BBB-	-	-	-	35.00%	-	Xctpu	-	-	-	9.370%	-	-

More Details

Tranche Comments

A-1: First Pay: 2023-10-15; Redemption: 2025-03-03; D-2D: First Pay: 2023-10-15; Redemption: 2025-03-03; F-2F: First Pay: 2023-10-15; Redemption: 2025-03-03; I: First Pay: 2023-10-15; Redemption: 2025-03-03; Y-1: First Pay: 2023-10-15; Redemption: 2025-03-03; Q-2: First Pay: 2023-10-15; Redemption: 2025-03-03; D: First Pay: 2023-10-15; Redemption: 2025-03-03; Cqs: First Pay: 2023-10-15; Redemption: 2025-03-03;

Deal Comments

Jjq Ffpp Tqsfjql 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 17, 2014

WAL Test Period (YRS)