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-K	TQC	45.980	-	-	DD-	-	-	-	3.00%	-	Xjjmsujy	BQQB	690y	725	XQYX+693	-	-
L-2-R	EBV	43.400	-	-	III	-	-	-	67.40%	-	Isomhmva	IAHG	162	162	COCD+162	-	-
H-2-K	BHZ	5.640	-	-	NNN-	-	-	-	86.00%	-	Pqmke	-	420	-	7.780%	-	-
S-1-C	HWT	74.498	-	-	ZZZ	-	-	-	19.40%	-	Lmzpwkhv	DHBV	325w	325	CHIM+325	-	-
W-C	RQI	7.500	-	-	I-	-	-	-	1.60%	-	Pmjjslmz	-	-	-	-	-	Retained
A-P	OXM	6.000	-	-	MMM	-	-	-	-	-	Lrdemjnp	HDUK	110	110	MAMG+110	-	-
G-S	FEJ	72.200	-	-	L	-	-	-	40.00%	-	Lfuybvpt	QCDS	210b	210	XEPG+210	-	-
X-1-H	UJT	902.610	-	-	SSS	-	-	-	76.00%	-	Ulrrryxo	AEZC	140	140	XSXM+140	-	-
T-F	TGV	41.990	-	-	OO	-	-	-	88.00%	-	Upmvpqnm	UNVH	180d	180	QMFP+180	-	-

More Details

Tranche Comments

A-P: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144A/Rhz E; X-1-H: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144G/Pum L; L-2-R: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144Z/Iyy S; T-F: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144Y/Yjy I; G-S: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144V/Cfc D; S-1-C: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144E/Idr G; H-2-K: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144F/Krt D; P-K: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144L/Htw A; W-C: First Pay: 2025-01-20; Redemption: 2026-11-06; Registration: 144G/Oxm J;

Deal Comments

Eavau. Gjn Ohss Kaeajhy 2.00

Pricing Speed

20 HZE

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 29, 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
D-1	BXJ	239.000	-	-	DDD	-	-	-	73.00%	-	Lxojtqhl	KZJX	140	140	JSXT+140	-	-
L	AYX	90.000	-	-	G	-	-	-	10.00%	-	Vzbdujco	EBPS	195	195	QJWE+195	-	-
V	TSD	50.000	-	-	LL-	-	-	-	3.12%	-	Ksbsvfpk	UISR	680	680	MJTF+664	-	-
Tmu	ZCW	32.600	-	-	ZO	-	-	-	-	-	-	-	-	-	-	-	Retained
V	EWK	52.000	-	-	RR	-	-	-	82.00%	-	Xvfoyamk	AGZJ	165	165	DUIM+165	-	-
C-1	RSM	35.000	-	-	DDD	-	-	-	59.00%	-	Fddyvhwb	VYEA	320	320	HVUT+320	-	-
F-2	ZXI	99.000	-	-	VVV	-	-	-	83.60%	-	Gpfbeyax	WBMF	-	160	ADOU+160	-	-
N-2	CMB	6.000	-	-	DDD-	-	-	-	33.00%	-	Xbxon	-	450	-	7.920%	-	-

More Details

Tranche Comments

D-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144Y/Bwf G; F-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144X/Gif E; Comments: Sus-ubggsq; V: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144Y/Yfv F; Comments: Ofz-eyhxzi; L: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144H/Ojo D; C-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144B/Fqv M; N-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144V/Vcb M; V: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144M/Maf L; Tmu: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144W/Qld E;

Deal Comments

Okp Enpp Pknxkfw 2.00

Pricing Speed

20 YGF

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 13, 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
M-2	III	6.000	2.90	-	FFF-	-	-	-	25.00%	-	Shhkfmsm	EGAR	-	505	AEXA+505	-	-
H-1D	QMB	600.500	3.20	-	TTT	-	-	-	31.00%	-	Mvqysfwl	MAXH	-	157	MXAQ+157	-	-
I-1I	OHS	609.900	7.10	-	RRR	-	-	-	36.00%	-	Ysofjscj	ENEJ	-	157	VTXP+157	-	-
A-2	GIA	45.000	9.70	-	YYY	-	-	-	43.50%	-	Oqxupxdy	TYKC	170-175	175	DYAE+175	-	-
F	EEU	45.000	5.10	-	FF	-	-	-	22.00%	-	Ctxphbth	EKSK	200-210	210	PYKM+210	-	-
Lqkgnu	XQH	24.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-2	IOV	84.000	5.00	-	R	-	-	-	55.00%	-	Xfbtc	-	-	-	6.50%	-	-
X-1	PVD	43.000	6.30	-	VVV	-	-	-	13.00%	-	Ppyoqaie	YGKU	370-390	385	XBNU+385	-	-
R	NVU	29.000	3.90	-	TT-	-	-	-	3.10%	-	Zluhrdla	IOTT	700b	690	BYHV+673	-	-
O-1	TYK	43.000	8.00	-	V	-	-	-	68.00%	-	Pryaxeng	SWKS	-	250	GBUL+250	-	-

More Details

Tranche Comments

H-1D: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144U/Beg D; I-1I: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144E/Rmn T; A-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144P/Kqp Q; F: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144G/Uay W; O-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144L/Vfm N; Q-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144X/Woz W; X-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144O/Vfg W; M-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144J/Oia W; R: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144W/Eeb I; Lqkgnu: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144X/Lqg P;

Deal Comments

Rhq Kuhh Wftjhtp 2.00

Pricing Speed

20% QQB

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 15, 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
Q	XYM	90.000	-	-	QQQ-	-	-	-	-	-	Dklbxkfc	JNMU	385-400	430	KGLX+430	-	-
Z-1	HEQ	601.000	-	-	NNN	-	-	-	-	-	Xkdezybu	TMGN	160t	162	QKNA+162	-	-
M	BNS	46.000	-	-	RR	-	-	-	-	-	Bykffcng	YEXK	210q	210	MPGA+210	-	-
G-2	JQS	1.000	-	-	S	-	-	-	-	-	Adlpzlsk	SINJ	-	360	VPYQ+360	-	-
O-2	HPC	2.000	-	-	NNN	-	-	-	-	-	Mqxvdlcp	MXII	180w	180	GWPY+180	-	-
H-1	XIY	72.000	-	-	C	-	-	-	-	-	Ifwjqsqy	XDHW	-	260	DGMS+260	-	-
X	OHR	29.000	-	-	WW-	-	-	-	-	-	Aqdoerwm	WILX	700-725	713	VFHF+713	-	-
Mcz	ZIS	39.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

Z-1: Redemption: 2026-04-15; Registration: 144W/Uqr P; O-2: Redemption: 2026-04-15; Registration: 144Y/Rns D; M: Redemption: 2026-04-15; Registration: 144Q/Qaa E; H-1: Redemption: 2026-04-15; Registration: 144P/Ibn V; G-2: Redemption: 2026-04-15; Registration: 144T/Ceu R; Q: Redemption: 2026-04-15; Registration: 144V/Pfu O; X: Redemption: 2026-04-15; Registration: 144P/Tyj P; Mcz: Redemption: 2026-04-15; Registration: 144U/Osd Z;

Deal Comments

Rhm Xquu Tlrzhhk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 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
L	XJG	54.000	1.20	-	BB	-	-	-	64.00%	-	Kdwojllx	VKFT	-	275	GMSY+275	-	-
Lwo	CSY	80.600	-	-	MT	-	-	-	-	-	-	-	-	-	-	-	Retained
N-2	ZSD	38.000	7.70	-	TTT	-	-	-	40.00%	-	Apuxfamc	KUGE	-	235	AEXX+235	-	-
W	LUE	61.000	7.10	-	D+	-	-	-	90.00%	-	Ucwjuhyx	UKFQ	-	350	BWDA+350	-	-
L-1	LEM	997.000	3.80	-	CCC	-	-	-	87.00%	-	Trqdbztq	UGVP	-	205	SPPX+205	-	-
X	HUQ	17.000	8.50	-	QQQ-	-	-	-	88.90%	-	Ykwhjfrg	QAHM	-	545	WWNF+545	-	-
M	VOB	76.400	49.10	-	HH-	-	-	-	4.30%	-	Vrpfthku	CKZF	-	900	XIBE+847	-	-

More Details

Tranche Comments

L-1: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144E/Wcz A; N-2: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144L/Jcx D; L: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144X/Cmh P; W: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144Y/Uzs T; X: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144T/Clb X; M: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144X/Zmt G; Lwo: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144I/Lsj C;

Deal Comments

Xku Vhmm Fcbvkqd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 29, 2000

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
Dof	VXA	63.400	-	-	ST	-	-	-	-	-	-	-	-	-	-	-	Retained
W-2	NSX	61.000	-	-	UUU	-	-	-	15.00%	-	Vebapkwl	EVJZ	-	255	YQHF+255	-	-
B	BJW	80.500	-	-	VV-	-	-	-	3.10%	-	Xylkvwyq	LWGJ	-	950	KNUO+863	-	-
C	MOW	59.000	-	-	BB	-	-	-	19.00%	-	Brzuoxmo	HGOE	-	290	CBIL+290	-	-
Z-1	OLF	160.000	-	-	SSS	-	-	-	33.20%	-	Tdzpltoz	ACAV	-	225	ZHGD+225	-	-
S	RYM	29.000	-	-	C	-	-	-	26.00%	-	Zwvfcpxk	ZODZ	-	390	PSHP+390	-	-
S	NUM	83.000	-	-	JJJ-	-	-	-	79.10%	-	Tcqbexbp	XUGR	-	625	VOFQ+609	-	-

More Details

Tranche Comments

Z-1: First Pay: 2024-01-15; Redemption: 2025-05-31; W-2: First Pay: 2024-01-15; Redemption: 2025-05-31; C: First Pay: 2024-01-15; Redemption: 2025-05-31; S: First Pay: 2024-01-15; Redemption: 2025-05-31; S: First Pay: 2024-01-15; Redemption: 2025-05-31; B: First Pay: 2024-01-15; Redemption: 2025-05-31; Dof: First Pay: 2024-01-15; Redemption: 2025-05-31;

Deal Comments

Kyb Epcc Ujtrykx 2.00

Reinvestment Period (YRS)

8.3

Reinvestment Period End Date

Feb 8, 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
L-2	MYY	6.000	-	-	XXX-	-	-	-	13.00%	-	Xzjhg	-	-	-	9.370%	-	-
U	TVO	62.000	-	-	A	-	-	-	12.32%	-	Hwismxil	BHGC	390-400	390	3fNPFS+390	-	-
F-1	QQV	13.000	-	-	HHH-	-	-	-	50.00%	-	Ndjvbexy	JEYQ	-	602	3tBAIA+602	-	-
K-2K	VNA	55.000	-	-	VV	-	-	-	25.82%	-	Svcqomrv	LOXS	-	300	3aNWCI+300	-	-
W	QHS	21.000	-	-	SS-	-	-	-	2.14%	-	Shbdtcea	CYVE	Ejn 900s	905	3uUEKR+905	-	-
E-2D	BBK	31.000	-	-	GG	-	-	-	73.10%	-	Uakco	-	-	-	6.130%	-	-
Dcs	FMB	82.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-1	CYH	811.000	-	-	DDD	-	-	-	14.00%	-	Wbmdrmkl	SDBX	235	235	3uMLAN+235	-	-

More Details

Tranche Comments

M-1: First Pay: 2023-10-15; Redemption: 2025-03-03; K-2K: First Pay: 2023-10-15; Redemption: 2025-03-03; E-2D: First Pay: 2023-10-15; Redemption: 2025-03-03; U: First Pay: 2023-10-15; Redemption: 2025-03-03; F-1: First Pay: 2023-10-15; Redemption: 2025-03-03; L-2: First Pay: 2023-10-15; Redemption: 2025-03-03; W: First Pay: 2023-10-15; Redemption: 2025-03-03; Dcs: First Pay: 2023-10-15; Redemption: 2025-03-03;

Deal Comments

Nuq Vass Sjaguxe 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 22, 1999

WAL Test Period (YRS)