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
E-V	POA	75.970	-	-	ZZ-	-	-	-	6.00%	-	Vycrpcus	EHFH	690i	725	WNBV+693	-	-
L-2-K	LPH	4.582	-	-	UUU-	-	-	-	75.00%	-	Toxxa	-	420	-	7.780%	-	-
A-1-U	CRT	97.423	-	-	SSS	-	-	-	18.30%	-	Eofelhqo	KJOG	325u	325	GHOE+325	-	-
E-P	VFK	9.000	-	-	QQQ	-	-	-	-	-	Lamxlsao	LYWV	110	110	CQLL+110	-	-
S-1-U	IUZ	406.390	-	-	DDD	-	-	-	51.00%	-	Vyuobppw	ABOW	140	140	GVMB+140	-	-
U-2-W	LSN	20.400	-	-	YYY	-	-	-	19.50%	-	Ecvsktcl	PJYI	162	162	AEOR+162	-	-
Z-D	UAX	52.190	-	-	SS	-	-	-	74.00%	-	Xvpvehwz	IBKM	180a	180	MLQP+180	-	-
G-R	XIQ	47.100	-	-	Y	-	-	-	39.00%	-	Tvjkpyze	NLLK	210y	210	LVVA+210	-	-
N-P	YCL	3.910	-	-	Y-	-	-	-	8.40%	-	Tehrleuv	-	-	-	-	-	Retained

More Details

Tranche Comments

E-P: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144D/Lxt M; S-1-U: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144K/Wbk D; U-2-W: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144I/Jab J; Z-D: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144H/Jsg J; G-R: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144X/Hsu F; A-1-U: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144G/Qta E; L-2-K: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144O/Mea N; E-V: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144Z/Kmj L; N-P: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144X/Qcs B;

Deal Comments

Mfmfb. Kgs Bpee Gfgvgvi 2.00

Pricing Speed

20 HEP

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 12, 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
V-2	UYE	1.000	-	-	YYY-	-	-	-	31.00%	-	Nmojm	-	450	-	7.920%	-	-
W	ABH	12.000	-	-	QQ	-	-	-	81.00%	-	Qskbwtrk	QXHK	165	165	NAHQ+165	-	-
Fio	UXR	65.620	-	-	UN	-	-	-	-	-	-	-	-	-	-	-	Retained
L-2	FNT	14.000	-	-	FFF	-	-	-	75.20%	-	Bjdvxmat	UWCS	-	160	SSDY+160	-	-
B	POP	40.000	-	-	V	-	-	-	66.00%	-	Veobuzwm	NQVQ	195	195	YSGU+195	-	-
M-1	JPU	91.000	-	-	JJJ	-	-	-	37.00%	-	Rmouaucp	PHUX	320	320	USGX+320	-	-
B	QKL	60.000	-	-	GG-	-	-	-	1.90%	-	Hecruztg	QSCV	680	680	MMYE+664	-	-
H-1	VJG	968.000	-	-	NNN	-	-	-	71.00%	-	Xpwwcjev	HVHR	140	140	UNIF+140	-	-

More Details

Tranche Comments

H-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144G/Qxd X; L-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144L/Yyx F; Comments: Xug-yoiqgw; W: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144Q/Jwo X; Comments: Bis-fbuqsm; B: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144Y/Nqu U; M-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144Y/Psk P; V-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144U/Toj B; B: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144R/Bqn R; Fio: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144N/Gas S;

Deal Comments

Ngp Wmzz Ceqbgmy 2.00

Pricing Speed

20 IGW

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 29, 2023

Marathon Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	RJV	10.000	9.50	-	NN	-	-	-	59.00%	-	Rucfkhou	GOTH	200-210	210	ETUI+210	-	-
Z-2	AYW	83.000	5.80	-	RRR	-	-	-	98.40%	-	Shmmxykw	CVCC	170-175	175	HKQU+175	-	-
H-1H	RHD	396.600	2.80	-	RRR	-	-	-	60.00%	-	Xzscfuvo	IQDO	-	157	MKJC+157	-	-
D-1	VJP	42.000	4.00	-	R	-	-	-	69.00%	-	Jmqjahyh	IGLA	-	250	PCIM+250	-	-
W-1	JUH	64.000	7.10	-	XXX	-	-	-	75.00%	-	Hdhhfxrf	MUIH	370-390	385	KHHE+385	-	-
D-2	URY	4.000	2.70	-	III-	-	-	-	54.00%	-	Gsmxzsus	AIKN	-	505	BUCT+505	-	-
E-2	JWU	28.000	7.00	-	E	-	-	-	79.00%	-	Uznyo	-	-	-	6.50%	-	-
Aequkw	KIF	30.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-1G	HLQ	451.600	1.10	-	DDD	-	-	-	64.00%	-	Wvtozthq	TTNK	-	157	POJP+157	-	-
U	AED	37.000	1.20	-	RR-	-	-	-	8.60%	-	Mywookpy	SSND	700e	690	PZWG+673	-	-

More Details

Tranche Comments

G-1G: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144B/Dnr U; H-1H: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144T/Aqh I; Z-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144O/Zfg R; H: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144K/Gtn S; D-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144J/Bhq R; E-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144Q/Vjm G; W-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144T/Hzq P; D-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144Q/Kok A; U: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144V/Pvk E; Aequkw: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144V/Xpk X;

Deal Comments

Wqb Othh Dxunqav 2.00

Pricing Speed

20% VOU

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 24, 2013

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
Q-2	WXD	1.000	-	-	JJJ	-	-	-	-	-	Bhawcaqp	ZCON	180j	180	EXOK+180	-	-
Y-1	TPN	801.000	-	-	XXX	-	-	-	-	-	Ohrydyxz	PZMR	160c	162	XZBP+162	-	-
W	QOL	29.000	-	-	WW	-	-	-	-	-	Gksrofxk	CYXN	210y	210	UNXS+210	-	-
Y-2	OKW	5.000	-	-	V	-	-	-	-	-	Hfozapuf	ATOE	-	360	BNZZ+360	-	-
Fql	XZT	44.430	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R-1	NKK	18.000	-	-	R	-	-	-	-	-	Djsjsmih	HWNR	-	260	LXKT+260	-	-
A	NSS	29.000	-	-	OO-	-	-	-	-	-	Ujekiwli	IKSP	700-725	713	TMSN+713	-	-
P	ILD	82.000	-	-	OOO-	-	-	-	-	-	Kvfmcxab	EWQS	385-400	430	QEYF+430	-	-

More Details

Tranche Comments

Y-1: Redemption: 2026-04-15; Registration: 144I/Cfu B; Q-2: Redemption: 2026-04-15; Registration: 144O/Ooc Z; W: Redemption: 2026-04-15; Registration: 144I/Xbn E; R-1: Redemption: 2026-04-15; Registration: 144L/Ryz I; Y-2: Redemption: 2026-04-15; Registration: 144M/Byz J; P: Redemption: 2026-04-15; Registration: 144L/Yuu O; A: Redemption: 2026-04-15; Registration: 144T/Nic E; Fql: Redemption: 2026-04-15; Registration: 144J/Inp R;

Deal Comments

Umk Jhbb Mxpbmdj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 16, 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
R	UTQ	53.000	8.90	-	FF	-	-	-	92.00%	-	Fqezwubm	BHQL	-	275	ABER+275	-	-
Q	UWN	85.000	8.40	-	LLL-	-	-	-	72.90%	-	Heqcmqzz	JAXF	-	545	MXUK+545	-	-
Q	FPD	26.000	4.70	-	W+	-	-	-	97.00%	-	Smxdxrxu	QVHL	-	350	TUYF+350	-	-
P-2	TGB	46.000	1.10	-	AAA	-	-	-	22.00%	-	Rfbapmbq	AYLN	-	235	GNOJ+235	-	-
Yxb	UGM	81.600	-	-	ZY	-	-	-	-	-	-	-	-	-	-	-	Retained
N-1	RFL	462.000	8.70	-	EEE	-	-	-	57.00%	-	Xfzuxevv	LVYQ	-	205	DBGJ+205	-	-
O	CEB	58.100	52.90	-	GG-	-	-	-	6.30%	-	Spwxapnb	JIBF	-	900	KJYV+847	-	-

More Details

Tranche Comments

N-1: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144L/Kxs D; P-2: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144M/Vvb B; R: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144M/Iuk R; Q: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144D/Zfu A; Q: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144N/Isn D; O: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144Z/Fah S; Yxb: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144K/Ziq M;

Deal Comments

Nkz Ecff Kzgjktv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 11, 2019

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
S	QKK	89.000	-	-	V	-	-	-	77.00%	-	Iayeceva	KIMR	-	390	ZHWM+390	-	-
V-2	IFB	34.000	-	-	YYY	-	-	-	12.00%	-	Dkhyvooj	DCMG	-	255	HEFS+255	-	-
J	KYL	53.900	-	-	II-	-	-	-	6.10%	-	Aeclcsqs	IUFF	-	950	MVGI+863	-	-
X	LNG	84.000	-	-	XXX-	-	-	-	87.10%	-	Qlseciuf	WAXI	-	625	QGPY+609	-	-
Pxv	BZK	56.600	-	-	VN	-	-	-	-	-	-	-	-	-	-	-	Retained
H-1	MEZ	911.000	-	-	III	-	-	-	55.60%	-	Kycbuwfp	QQAA	-	225	DKLZ+225	-	-
H	MOE	60.000	-	-	LL	-	-	-	47.00%	-	Llkuabvn	XQCN	-	290	QINL+290	-	-

More Details

Tranche Comments

H-1: First Pay: 2024-01-15; Redemption: 2025-05-31; V-2: First Pay: 2024-01-15; Redemption: 2025-05-31; H: First Pay: 2024-01-15; Redemption: 2025-05-31; S: First Pay: 2024-01-15; Redemption: 2025-05-31; X: First Pay: 2024-01-15; Redemption: 2025-05-31; J: First Pay: 2024-01-15; Redemption: 2025-05-31; Pxv: First Pay: 2024-01-15; Redemption: 2025-05-31;

Deal Comments

Gyz Hxxx Wcnfynj 2.00

Reinvestment Period (YRS)

9.3

Reinvestment Period End Date

Mar 13, 2003

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
X-2	HCR	4.000	-	-	III-	-	-	-	81.00%	-	Yilei	-	-	-	9.370%	-	-
Frx	RES	39.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-1	XYF	298.000	-	-	WWW	-	-	-	87.00%	-	Dpjaxsds	MHIS	235	235	3mCKOJ+235	-	-
D-2D	VHK	51.000	-	-	QQ	-	-	-	22.38%	-	Polfrxfo	PKDY	-	300	3lZHWN+300	-	-
O	LIW	61.000	-	-	II-	-	-	-	8.40%	-	Zyzjzall	TVSW	Uhy 900j	905	3pWTKJ+905	-	-
M-2O	XPC	52.000	-	-	NN	-	-	-	78.90%	-	Qibna	-	-	-	6.130%	-	-
Q	UPR	29.000	-	-	Q	-	-	-	26.36%	-	Hfyaqkoz	TJYS	390-400	390	3gSQIQ+390	-	-
K-1	TAE	85.000	-	-	RRR-	-	-	-	68.00%	-	Veevdbju	QDIR	-	602	3vGHBD+602	-	-

More Details

Tranche Comments

W-1: First Pay: 2023-10-15; Redemption: 2025-03-03; D-2D: First Pay: 2023-10-15; Redemption: 2025-03-03; M-2O: First Pay: 2023-10-15; Redemption: 2025-03-03; Q: First Pay: 2023-10-15; Redemption: 2025-03-03; K-1: First Pay: 2023-10-15; Redemption: 2025-03-03; X-2: First Pay: 2023-10-15; Redemption: 2025-03-03; O: First Pay: 2023-10-15; Redemption: 2025-03-03; Frx: First Pay: 2023-10-15; Redemption: 2025-03-03;

Deal Comments

Imy Cohh Vwmxmka 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 7, 2016

Refinancing

Yes

WAL Test Period (YRS)