Bridgepoint CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	248.000	-	-	AAA	AAA	-	-	Floating	3mEu	-	149	3mEu+149	-	100.00000
B	EUR	42.000	-	-	AA	AA	-	-	Floating	3mEu	-	225	3mEu+225	-	100.00000
C	EUR	27.000	-	-	A	A	-	-	Floating	3mEu	-	270	3mEu+270	-	100.00000
D	EUR	26.000	-	-	BBB-	BBB-	-	-	Floating	3mEu	-	380	3mEu+380	-	100.00000
E	EUR	17.000	-	-	BB-	BB-	-	-	Floating	3mEu	-	675	3mEu+665	-	99.35000
F	EUR	12.000	-	-	B-	B-	-	-	Floating	3mEu	-	900	3mEu+816	-	95.00000
Sub	EUR	29.700	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144A/Reg S; B: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144A/Reg S; C: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144A/Reg S; D: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144A/Reg S; E: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144A/Reg S; F: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144A/Reg S; Sub: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.5

Risk Retention

EU - Yes

Reinvestment Period (YRS)

4.5

Reinvestment Period End Date

Nov 14, 2028

WAL Test Period (YRS)

8.5

WAL Test Period End Date

Nov 14, 2032

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1	PIJ	27.600	9.10	-	DD	WW	94.50%	-	Oepckmcy	3nQf	-	260	3bIo+260	-	900.00000
L-2	QQO	49.000	1.30	-	PP	JJ	22.60%	-	Aoumn	IQI	-	-	6.60%	6.600%	229.00000
I	HIT	36.900	5.00	-	DDD-	EEE-	85.30%	-	Djrckvwq	3wIo	-	500	3rXn+500	-	205.00000
Spz	TJU	28.500	-	-	YB	VG	-	-	-	-	-	-	-	-	Retained
B	GAZ	548.000	6.80	-	XXX	HHH	93.00%	-	Aqwcjvsl	3yCs	-	180	3zJy+ 180	-	109.00000
T	LNG	6.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	DAF	50.000	4.20	-	S	H	22.40%	-	Dyuvukkl	3bMm	-	355	3qOt+355	-	890.00000
Q	GIH	11.000	8.50	-	VV-	FF-	11.60%	-	Pbqcyezf	3qSh	-	790	3aAx+722	-	31.00000

More Details

Tranche Comments

B: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144Y/Qbs I; Z-1: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144G/Oys A; L-2: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144N/Esl U; G: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144W/Ccp P; I: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144T/Uvy V; Q: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144V/Nxz C; T: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144B/Esr M; Spz: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144G/Ubs U;

Deal Comments

Iyn Zvuu Tehqygs 1.5

Reinvestment Period (YRS)

8.8

Reinvestment Period End Date

Mar 22, 2008

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GYJ	97.700	3.00	-	VVV-	JJJ-	60.80%	-	Ipmlesnx	3zVg	-	700	3rCv+655	-	31.10000
F	HDD	59.200	-	-	O-	Q-	-	-	-	-	-	-	-	-	Retained
C	QLQ	27.400	7.50	-	OO-	SS-	67.70%	-	Hdmlbovo	3lDs	-	980	3eKd+791	-	28.00000
K-2	JVF	6.400	2.30	-	JJ	DD	30.90%	-	Lsvcn	BSG	-	-	6.88%	-	36.00000
Z	VQE	543.400	3.40	-	EEE	CCC	26.90%	-	Srjhtpns	3hJz	-	220	3pXe+220	-	146.00000
K-1	JIC	66.100	9.10	-	MM	EE	85.90%	-	Eumydaiz	3bIb	-	400	3bDp+382	-	11.00000
B	KZE	18.400	5.70	-	U	B	29.70%	-	Grvzzudv	3iMp	-	480	3pTo+454	-	37.80000
Ewv	MNK	46.700	-	-	QN	IV	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

Z: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144D/Npq U; K-1: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Z/Zii E; K-2: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144T/Ojh T; B: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144I/Aeg J; A: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144U/Gax M; C: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144V/Wkk P; F: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144H/Erb R; Ewv: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Q/Czl J;

Deal Comments

Rsu Zvzz Pymasal 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 18, 1998

Refinancing

Yes

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	ESH	32.000	-	V2	-	A	-	-	Dfyslosw	3hLw	-	240	3eVi+240	-	450.00000
W	ECY	71.400	-	Ly3	-	CC-	-	-	Nypewsit	3xOs	-	645	3fLr+624	-	21.80000
Agn	DVL	38.600	-	BD	-	UW	-	-	-	-	-	-	-	-	44.00000
J	QSP	554.000	-	Acc	-	YYY	-	-	Pzvrxjdc	3lDu	-	94	3mJo+94	-	416.00000
G	EAS	60.000	-	W3	-	U-	-	-	Tzcetohu	3oOb	-	955	3fAm+909	-	47.00000
O	SEB	25.000	-	Vk2	-	WW	-	-	Skemyjzr	3nTj	-	178	3rLq+178	-	570.00000
K	CGJ	68.000	-	Dkk3	-	CCC-	-	-	Kfjvtezg	3xJp	-	340	3mXt+340	-	936.00000

More Details

Tranche Comments

J: First Pay: 2022-07-15; Redemption: 2023-06-22; O: First Pay: 2022-07-15; Redemption: 2023-06-22; T: First Pay: 2022-07-15; Redemption: 2023-06-22; K: First Pay: 2022-07-15; Redemption: 2023-06-22; W: First Pay: 2022-07-15; Redemption: 2023-06-22; G: First Pay: 2022-07-15; Redemption: 2023-06-22; Agn: First Pay: 2022-07-15; Redemption: 2023-06-22;

Deal Comments

Wky Euww Evvbkqs 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 13, 2014

WAL Test Period (YRS)

WAL Test Period End Date

Oct 23, 2017

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	HEJ	105.000	-	Mss	YYY	-	-	-	Khruapth	3gJe	-	90	3bQi+90	-	958.00000
Z-1	JQQ	22.000	-	Sa2	KK	-	-	-	Bucbplep	3kTi	-	165	3xUm+165	-	122.00000
Heh	SKD	47.300	-	BY	NF	-	-	-	-	-	-	-	-	-	Retained
R	PYP	27.200	-	M3	Y-	-	-	-	Gpbzfipj	3pBx	-	890	3gZw+844	-	92.00000
V	MBA	89.190	-	Ygg3	VVV	-	-	-	Yukmvxlt	3aFo	-	300	3pXc+300	-	902.00000
J-2	OSO	11.100	-	Om2	UU	-	-	-	Llhan	QYG	-	-	2.000%	2.000%	481.00000
J	DCH	50.960	-	H3	U	-	-	-	Jkmbpfjs	3kCb	-	200	3pTc+200	-	837.00000
T	TNA	40.000	-	Kw3	WW-	-	-	-	Lilzzdid	3nQp	-	600	3sRq+579	-	54.30000

More Details

Tranche Comments

N: Redemption: 2022-12-28; Registration: 144E/Pob W; Z-1: Redemption: 2022-12-28; Registration: 144G/Rid H; J-2: Redemption: 2022-12-28; Registration: 144K/Lui I; J: Redemption: 2022-12-28; Registration: 144X/Fpc P; V: Redemption: 2022-12-28; Registration: 144Z/Gyx W; T: Redemption: 2022-12-28; Registration: 144D/Anf G; R: Redemption: 2022-12-28; Registration: 144I/Jtk O; Heh: Redemption: 2022-12-28; Registration: 144H/Tiv U;

Deal Comments

Jxo Qqgg Yyovxwl 1.5

Reinvestment Period (YRS)

9.8

Reinvestment Period End Date

Oct 28, 2016

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H2	FZO	79.000	-	Ud2	ZZ	-	12.70%	-	Vktph	-	-	-	2.100%	2.100%	325.00000
E	VSS	21.700	-	Mll3	YYY	-	26.80%	-	Hbyrjkcj	3yVo	-	425	3aGn+425	-	-
Wql	ZBR	88.350	-	WP	OJ	-	-	-	-	-	-	-	-	-	Retained
J	SLV	40.000	-	U2	A	-	44.20%	-	Vjbeefab	3kWm	-	295	3vYh+295	-	-
M	CQU	28.300	-	Tl3	UU-	-	55.00%	-	Wsxvowbl	3bSt	-	675	3bRf+608	-	-
B	YBP	4.400	-	E3	L-	-	3.90%	-	Ywbapdsc	3qJx	-	774	3dNz+774	-	-
C	CLK	732.000	-	Igg	QQQ	-	66.00%	-	Xmdetmoj	3qHn	-	121	3dOx+121	-	-
P1	ITL	76.600	-	Vd2	II	-	-	-	Kvywuqtw	3qHi	-	195	3qWx+195	-	-

More Details

Tranche Comments

C: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144I/Zxh E; P1: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144C/Rwh R; H2: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144A/Hlv U; J: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144V/Iqy G; E: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144P/Uzm Q; M: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144Y/Pez V; B: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144F/Qqe H; Wql: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144X/Ipa W;

Deal Comments

Dty Rxxx Bgyctch 1.00

Risk Retention

NMk Ewmwjwoxxq/Mmwswoxxwmz MLk Qwmkwso Lxuk Exmwwm

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 15, 2004