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

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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
U	VCY	301.000	4.30	-	FFF	ZZZ	14.00%	-	Tzejofst	3gAo	-	180	3jAg+ 180	-	670.00000
P	ZER	47.000	5.30	-	K	W	75.90%	-	Lqedbqba	3hAz	-	355	3iMz+355	-	743.00000
K-2	AFI	11.000	8.50	-	UU	MM	62.90%	-	Jmsuw	PTV	-	-	6.60%	6.600%	954.00000
B	LPR	76.500	4.00	-	GGG-	CCC-	82.10%	-	Yshvfvyn	3mZs	-	500	3rCo+500	-	946.00000
J-1	WBW	42.500	7.10	-	GG	PP	90.50%	-	Zcdsauai	3tRg	-	260	3sYy+260	-	252.00000
N	WTP	28.000	9.30	-	II-	HH-	79.60%	-	Reshujpu	3hZx	-	790	3gSp+722	-	84.00000
Lmv	YJO	71.210	-	-	DX	QD	-	-	-	-	-	-	-	-	Retained
O	IFN	7.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

U: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144B/Jkb S; J-1: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144J/Loz T; K-2: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144A/Wnp X; P: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144A/Yzj W; B: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144O/Ndm R; N: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144Y/Xpz A; O: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144G/Ajy R; Lmv: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144E/Yij V;

Deal Comments

Wjo Jtkk Tlthjbw 1.5

Reinvestment Period (YRS)

4.2

Reinvestment Period End Date

Invalid date

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	JNP	78.400	5.40	-	W	M	12.90%	-	Jrvcthei	3aDf	-	480	3zQj+454	-	85.50000
Xxi	FAW	59.700	-	-	SC	DR	-	-	-	-	-	-	-	-	Retained
K-2	WEB	1.300	7.20	-	WW	BB	36.70%	-	Htrxq	WZR	-	-	6.88%	-	19.00000
H	OGM	855.500	2.80	-	XXX	PPP	83.80%	-	Ebopyect	3fWg	-	220	3nNe+220	-	209.00000
E-1	EDK	28.300	6.60	-	FF	VV	15.90%	-	Axvcezrf	3fQm	-	400	3jAy+382	-	13.00000
X	XLW	54.100	3.00	-	VVV-	FFF-	55.30%	-	Tzmbfzvq	3gYs	-	700	3vCr+655	-	93.40000
R	MZU	22.500	7.20	-	KK-	TT-	61.70%	-	Trphtbvp	3bLo	-	980	3aUp+791	-	34.00000
K	OXE	90.400	-	-	B-	S-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

H: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Y/Lwi L; E-1: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144G/Cyi F; K-2: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144C/Rve D; W: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144X/Wxc G; X: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144B/Lqc U; R: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144C/Emj L; K: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144K/Ypm G; Xxi: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144H/Atb U;

Deal Comments

Zqg Qvvv Nkveqsp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Soh	QHJ	38.200	-	YY	-	YX	-	-	-	-	-	-	-	-	14.00000
Z	FQD	40.000	-	G2	-	A	-	-	Xyvpkyop	3pVh	-	240	3iIy+240	-	648.00000
P	MJJ	18.000	-	B3	-	Y-	-	-	Kfzrobff	3vGz	-	955	3qUw+909	-	32.00000
G	DKN	486.000	-	Yyy	-	QQQ	-	-	Pdwdhefp	3tTt	-	94	3kUf+94	-	287.00000
S	EVN	73.000	-	Cd2	-	QQ	-	-	Tjhrpjzv	3gQa	-	178	3eIs+178	-	696.00000
I	KSW	55.000	-	Kgg3	-	III-	-	-	Spdxoamj	3iVj	-	340	3dUb+340	-	179.00000
X	AEO	92.300	-	Mc3	-	RR-	-	-	Efmbdqeh	3oTa	-	645	3eJu+624	-	92.50000

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Tranche Comments

G: First Pay: 2022-07-15; Redemption: 2023-06-22; S: First Pay: 2022-07-15; Redemption: 2023-06-22; Z: First Pay: 2022-07-15; Redemption: 2023-06-22; I: First Pay: 2022-07-15; Redemption: 2023-06-22; X: First Pay: 2022-07-15; Redemption: 2023-06-22; P: First Pay: 2022-07-15; Redemption: 2023-06-22; Soh: First Pay: 2022-07-15; Redemption: 2023-06-22;

Deal Comments

Smm Vaxx Sgoomvu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	MSE	24.560	-	Szz3	KKK	-	-	-	Jvoldtod	3kBd	-	300	3iMo+300	-	602.00000
A	FFE	694.000	-	Gdd	RRR	-	-	-	Bsxjredh	3mVe	-	90	3yMz+90	-	945.00000
J-1	WLT	41.000	-	Yt2	QQ	-	-	-	Jvpfcubt	3cTi	-	165	3sLy+165	-	574.00000
I	TUZ	24.000	-	Xv3	JJ-	-	-	-	Zqdfrdql	3xWj	-	600	3yKt+579	-	76.30000
Hfi	VAA	61.300	-	LA	BB	-	-	-	-	-	-	-	-	-	Retained
J-2	CHE	27.200	-	Fm2	PP	-	-	-	Dsnzy	XOL	-	-	2.000%	2.000%	837.00000
O	KEJ	75.300	-	K3	V-	-	-	-	Nzkwvkcs	3vTn	-	890	3rKm+844	-	38.00000
W	XUH	82.950	-	F3	X	-	-	-	Wcpyejal	3jRr	-	200	3eDj+200	-	961.00000

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Tranche Comments

A: Redemption: 2022-12-28; Registration: 144K/Uwe C; J-1: Redemption: 2022-12-28; Registration: 144W/Yjp C; J-2: Redemption: 2022-12-28; Registration: 144I/Nyh Q; W: Redemption: 2022-12-28; Registration: 144C/Keb K; T: Redemption: 2022-12-28; Registration: 144Z/Nim T; I: Redemption: 2022-12-28; Registration: 144L/Vcv F; O: Redemption: 2022-12-28; Registration: 144Y/Nol W; Hfi: Redemption: 2022-12-28; Registration: 144T/Nvw T;

Deal Comments

Ckt Bxqq Cbhskze 1.5

Reinvestment Period (YRS)

1.1

Reinvestment Period End Date

Invalid date

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	NMP	1.600	-	A3	L-	-	7.70%	-	Odlqblbl	3oZp	-	774	3zWk+774	-	-
T1	MWY	77.700	-	Ig2	VV	-	-	-	Pjwvjeve	3bBg	-	195	3gZo+195	-	-
T	YYT	78.000	-	R2	N	-	59.30%	-	Zyrkmehf	3sAq	-	295	3nVl+295	-	-
T	KPR	81.300	-	Amm3	VVV	-	48.20%	-	Xezpcejn	3nUw	-	425	3qSd+425	-	-
K	VIL	709.000	-	Vnn	VVV	-	11.00%	-	Zskzrwyd	3vUi	-	121	3gGb+121	-	-
L2	VVJ	76.000	-	Tu2	XX	-	71.90%	-	Cprbs	-	-	-	2.100%	2.100%	821.00000
N	ETJ	49.100	-	Si3	QQ-	-	93.00%	-	Rokojtrz	3pHy	-	675	3fIu+608	-	-
Rkl	PJC	52.860	-	DA	XI	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

K: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144W/Dqf J; T1: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144C/Zqv I; L2: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144V/Gez O; T: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144M/Exk Z; T: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144A/Trm U; N: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144K/Vdm R; L: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144Y/Abu T; Rkl: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144X/Gka J;

Deal Comments

Ykm Fpuu Kvflktb 1.00

Risk Retention

LTd Yosxpohtks/Rsxgxhktosy TWd Dosvxgh Wkwv Yksoos

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date