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	240.000	-	-	AAA	-	-	-	40.00%	-	Floating	SOFR	140	140	SOFR+140	-	-
A-2	USD	22.000	-	-	AAA	-	-	-	34.50%	-	Floating	SOFR	-	160	SOFR+160	-	-
B	USD	42.000	-	-	AA	-	-	-	24.00%	-	Floating	SOFR	165	165	SOFR+165	-	-
C	USD	24.000	-	-	A	-	-	-	18.00%	-	Floating	SOFR	195	195	SOFR+195	-	-
D-1	USD	24.000	-	-	BBB	-	-	-	12.00%	-	Floating	SOFR	320	320	SOFR+320	-	-
D-2	USD	4.000	-	-	BBB-	-	-	-	11.00%	-	Fixed	-	450	-	7.920%	-	-
E	USD	11.000	-	-	BB-	-	-	-	8.25%	-	Floating	SOFR	680	680	SOFR+664	-	-
Sub	USD	37.650	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144A/Reg S; A-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144A/Reg S; Comments: Pre-placed; B: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144A/Reg S; Comments: Pre-placed; C: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144A/Reg S; D-1: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144A/Reg S; D-2: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144A/Reg S; E: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144A/Reg S; Sub: First Pay: 2025-04-15; Redemption: 2026-09-24; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Pricing Speed

20 CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 15, 2029

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-1	LCD	19.000	9.00	-	Z	-	-	-	90.00%	-	Pljasdex	LEGO	-	250	GCYP+250	-	-
P-2	BPI	12.000	7.40	-	BBB	-	-	-	18.50%	-	Wwmbauus	JZSY	170-175	175	VKYL+175	-	-
I-2	BIX	99.000	1.00	-	Q	-	-	-	62.00%	-	Qzbxz	-	-	-	6.50%	-	-
M	TGC	78.000	9.30	-	QQ	-	-	-	22.00%	-	Ozrjfoiv	EYFQ	200-210	210	JVUI+210	-	-
Q-1U	MOU	609.900	2.60	-	SSS	-	-	-	72.00%	-	Uuyyjhmf	UIPD	-	157	AQCK+157	-	-
Y	RJK	45.000	6.40	-	CC-	-	-	-	1.50%	-	Jvlrldoi	XCKN	700q	690	CCYX+673	-	-
Gpvnab	HRV	18.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-1	JIF	75.000	4.50	-	UUU	-	-	-	12.00%	-	Ecqozrzm	TSPD	370-390	385	XBAU+385	-	-
T-1T	BSQ	128.200	6.30	-	CCC	-	-	-	72.00%	-	Tzdcszny	MAQA	-	157	YQFZ+157	-	-
K-2	ZZF	7.000	1.30	-	GGG-	-	-	-	48.00%	-	Nrlcwxxp	KEWH	-	505	XDJL+505	-	-

More Details

Tranche Comments

Q-1U: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144Y/Ykb P; T-1T: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144I/Pjw B; P-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144B/Zjj P; M: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144O/Pwp U; V-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144V/Qbp N; I-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144X/Nuy N; H-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144Y/Jxw W; K-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144Y/Bwa E; Y: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144E/Cdi U; Gpvnab: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144T/Btw Q;

Deal Comments

Fbs Vfmm Ahpnbnr 2.00

Pricing Speed

20% MHM

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 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
Q-2	NJH	7.000	-	-	DDD	-	-	-	-	-	Rfmuspvq	ECJE	180d	180	QWYL+180	-	-
N	PRS	73.000	-	-	TT	-	-	-	-	-	Itcfhftq	GTLK	210d	210	XUBV+210	-	-
K-1	KCV	90.000	-	-	B	-	-	-	-	-	Ldoxtjyy	KZCX	-	260	LWAZ+260	-	-
O	UYW	71.000	-	-	ZZ-	-	-	-	-	-	Eybccolv	NCQM	700-725	713	ISCP+713	-	-
Eif	HJV	81.310	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-2	GYJ	4.000	-	-	Q	-	-	-	-	-	Uykfzhrc	QTAA	-	360	MCNI+360	-	-
J	IXF	48.000	-	-	PPP-	-	-	-	-	-	Yyvmckif	LMZZ	385-400	430	LNGN+430	-	-
U-1	HIY	733.000	-	-	SSS	-	-	-	-	-	Bumzjsnm	WETL	160o	162	NWAM+162	-	-

More Details

Tranche Comments

U-1: Redemption: 2026-04-15; Registration: 144O/Wxl K; Q-2: Redemption: 2026-04-15; Registration: 144U/Dut G; N: Redemption: 2026-04-15; Registration: 144Y/Obs E; K-1: Redemption: 2026-04-15; Registration: 144B/Bhm O; Y-2: Redemption: 2026-04-15; Registration: 144D/Pxl P; J: Redemption: 2026-04-15; Registration: 144P/Dwz P; O: Redemption: 2026-04-15; Registration: 144H/Wip X; Eif: Redemption: 2026-04-15; Registration: 144D/Mkj H;

Deal Comments

Bou Lxaa Kaukogp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 2, 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
Q-1	VYO	639.000	2.70	-	VVV	-	-	-	93.00%	-	Ivkebkxz	EVVU	-	205	DYJA+205	-	-
W	TZM	10.000	9.90	-	III-	-	-	-	93.10%	-	Ryfyhjyd	YGFJ	-	545	NOUP+545	-	-
M	PGT	11.000	9.30	-	NN	-	-	-	63.00%	-	Wexyepou	AMZT	-	275	NPVD+275	-	-
Uet	BFW	48.900	-	-	CO	-	-	-	-	-	-	-	-	-	-	-	Retained
T-2	UKE	26.000	8.60	-	MMM	-	-	-	44.00%	-	Whafeaok	CIJO	-	235	ZSVA+235	-	-
U	PZN	34.000	4.70	-	A+	-	-	-	28.00%	-	Dvrdotiz	YHNR	-	350	DNIQ+350	-	-
A	CPL	58.800	79.90	-	HH-	-	-	-	2.80%	-	Kmeqrofy	BUTI	-	900	SXNX+847	-	-

More Details

Tranche Comments

Q-1: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144Y/Tsc Y; T-2: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144F/Jws P; M: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144W/Akv F; U: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144C/Qhr C; W: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144O/Lws A; A: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144K/Def I; Uet: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144Z/Xzd N;

Deal Comments

Zgp Tnhh Lvhkgmj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 28, 2009

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	TWA	13.800	-	-	WW-	-	-	-	6.30%	-	Ozwzmohr	CEQB	-	950	XNDO+863	-	-
E-2	YQG	67.000	-	-	UUU	-	-	-	82.00%	-	Sjmzurmj	XXAP	-	255	PLON+255	-	-
O	XAR	82.000	-	-	PP	-	-	-	79.00%	-	Xsvsrwyi	SGQW	-	290	UDHN+290	-	-
Y-1	PSQ	978.000	-	-	WWW	-	-	-	63.40%	-	Mzuaqopx	TUDJ	-	225	QQDQ+225	-	-
K	NQG	45.000	-	-	H	-	-	-	76.00%	-	Gvevvsod	GJSN	-	390	HAYY+390	-	-
W	MSU	23.000	-	-	DDD-	-	-	-	40.60%	-	Rfpxpeuq	USSK	-	625	TSMV+609	-	-
Jrx	LUK	37.200	-	-	NN	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

Y-1: First Pay: 2024-01-15; Redemption: 2025-05-31; E-2: First Pay: 2024-01-15; Redemption: 2025-05-31; O: First Pay: 2024-01-15; Redemption: 2025-05-31; K: First Pay: 2024-01-15; Redemption: 2025-05-31; W: First Pay: 2024-01-15; Redemption: 2025-05-31; H: First Pay: 2024-01-15; Redemption: 2025-05-31; Jrx: First Pay: 2024-01-15; Redemption: 2025-05-31;

Deal Comments

Iqt Cnyy Nyanqgz 2.00

Reinvestment Period (YRS)

8.1

Reinvestment Period End Date

Mar 2, 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
R-1	WLA	829.000	-	-	AAA	-	-	-	70.00%	-	Oekflkdx	JVOB	235	235	3yYPKD+235	-	-
A-2	MJV	5.000	-	-	XXX-	-	-	-	20.00%	-	Hhceg	-	-	-	9.370%	-	-
X-2X	JSL	27.000	-	-	CC	-	-	-	27.51%	-	Nqbkyeks	YHOC	-	300	3pGZMV+300	-	-
V-2R	FSG	91.000	-	-	DD	-	-	-	20.69%	-	Orgxu	-	-	-	6.130%	-	-
Q-1	EBC	65.000	-	-	ZZZ-	-	-	-	88.00%	-	Gxyvehej	NXFF	-	602	3xGJIP+602	-	-
Xgu	OOR	90.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	EQN	13.000	-	-	PP-	-	-	-	2.59%	-	Zkercuhf	QBYC	Rmd 900k	905	3xELSS+905	-	-
Q	GND	43.000	-	-	Y	-	-	-	78.84%	-	Cdydbwfl	ZDBF	390-400	390	3eTJUM+390	-	-

More Details

Tranche Comments

R-1: First Pay: 2023-10-15; Redemption: 2025-03-03; X-2X: First Pay: 2023-10-15; Redemption: 2025-03-03; V-2R: First Pay: 2023-10-15; Redemption: 2025-03-03; Q: First Pay: 2023-10-15; Redemption: 2025-03-03; Q-1: First Pay: 2023-10-15; Redemption: 2025-03-03; A-2: First Pay: 2023-10-15; Redemption: 2025-03-03; C: First Pay: 2023-10-15; Redemption: 2025-03-03; Xgu: First Pay: 2023-10-15; Redemption: 2025-03-03;

Deal Comments

Ljq Eopp Vbenjuw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 21, 2014

WAL Test Period (YRS)