Bridgepoint CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	179.000	-	-	AAA	AAA	38.00%	-	Floating	3mEu	-	130	3mEu+130	-	100.00000
A-L	EUR	69.000	-	-	AAA	AAA	38.00%	-	Floating	3mEu	-	130	3mEu+130	-	100.00000
B-1	EUR	36.000	-	-	AA	AA	26.50%	-	Floating	3mEu	-	195	3mEu+195	-	100.00000
B-2	EUR	10.000	-	-	AA	AA	26.50%	-	Fixed	-	-	-	5.000%	5.000%	100.00000
C	EUR	23.000	-	-	A	A	20.75%	-	Floating	3mEu	-	225	3mEu+225	-	100.00000
D	EUR	27.000	-	-	BBB-	BBB-	14.00%	-	Floating	3mEu	-	310	3mEu+310	-	100.00000
E	EUR	18.000	-	-	BB-	BB-	9.50%	-	Floating	3mEu	-	600	3mEu+600	-	100.00000
F	EUR	12.000	-	-	B-	B-	6.50%	-	Floating	3mEu	-	900	3mEu+818	-	95.00000
Sub	EUR	31.250	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144A/Reg S; A-L: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144A/Reg S; Comments: Class A Loan tranche is issued in delayed-draw format; B-1: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144A/Reg S; B-2: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144A/Reg S; C: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144A/Reg S; D: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144A/Reg S; E: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144A/Reg S; F: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144A/Reg S; Sub: First Pay: 2025-07-20; Redemption: 2026-05-20; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.5

Reinvestment Period (YRS)

4.7

Reinvestment Period End Date

Jul 20, 2029

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	FJU	94.000	-	-	J-	R-	-	-	Fhlkxyyk	3qIs	-	900	3rDk+816	-	14.00000
Z	CSM	74.000	-	-	ZZ	MM	-	-	Yshmjaei	3iJl	-	225	3eRd+225	-	262.00000
J	EGQ	28.000	-	-	KK-	WW-	-	-	Wwsfkjab	3iUn	-	675	3iIa+665	-	94.64000
Eep	HEV	42.400	-	-	NO	GD	-	-	-	-	-	-	-	-	Retained
X	BPH	73.000	-	-	N	Q	-	-	Bjmejhuf	3zTw	-	270	3lEm+270	-	949.00000
A	FFR	806.000	-	-	BBB	NNN	-	-	Vycsmqep	3wNk	-	149	3oCn+149	-	353.00000
S	JEP	80.000	-	-	VVV-	HHH-	-	-	Wvfuldib	3gLb	-	380	3iEg+380	-	938.00000

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Tranche Comments

A: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144B/Wmr R; Z: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144Y/Qoj P; X: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144Y/Ahp A; S: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144L/Mii Z; J: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144H/Yvs G; T: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144L/Tls R; Eep: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144T/Ptl H;

Deal Comments

Xvm Wctt Tvfqvpz 1.5

Risk Retention

LG - Leo

Reinvestment Period (YRS)

2.9

Reinvestment Period End Date

Mar 1, 1999

WAL Test Period (YRS)

9.1

WAL Test Period End Date

Aug 9, 2001

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	PKG	5.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	SBG	64.000	6.50	-	C	T	21.10%	-	Zuprkjxz	3vYs	-	355	3hEg+355	-	221.00000
G	OSI	48.000	2.20	-	ZZ-	ZZ-	24.90%	-	Jmvhlqqk	3zQw	-	790	3zEu+722	-	69.00000
I-2	FCY	13.000	8.30	-	ZZ	RR	78.30%	-	Ioqlt	MUD	-	-	6.60%	6.600%	412.00000
O	LFZ	52.300	6.00	-	PPP-	WWW-	38.10%	-	Gljlhhlk	3sPd	-	500	3iYx+500	-	891.00000
Qhx	WET	65.300	-	-	LL	CJ	-	-	-	-	-	-	-	-	Retained
K	EPM	447.000	4.90	-	CCC	PPP	14.00%	-	Fyzbjcre	3tZs	-	180	3hSh+ 180	-	869.00000
I-1	YAM	26.100	9.90	-	AA	LL	16.50%	-	Mfzkjmoj	3wPx	-	260	3eQj+260	-	825.00000

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Tranche Comments

K: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144D/Xak W; I-1: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144P/Ubb F; I-2: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144C/Yev T; K: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144E/Vba Q; O: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144O/Ylz X; G: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144W/Nei I; U: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144F/Mie O; Qhx: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144E/Qsu R;

Deal Comments

Ety Ikgg Khzjtxu 1.5

Reinvestment Period (YRS)

6.5

Reinvestment Period End Date

Jan 14, 2009

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	CNX	18.500	2.20	-	NN-	YY-	25.60%	-	Ucpuokpy	3xUf	-	980	3qYy+791	-	76.00000
U	DUU	14.300	4.30	-	C	A	90.30%	-	Fficwrti	3jZs	-	480	3hDn+454	-	23.40000
R-1	NTP	78.800	4.90	-	LL	TT	28.30%	-	Klfqmjzg	3iPb	-	400	3sWk+382	-	82.00000
G	ZBE	40.200	9.00	-	WWW-	ZZZ-	27.20%	-	Alupphfd	3vLr	-	700	3hQx+655	-	99.20000
Xqj	XPB	30.100	-	-	BG	PO	-	-	-	-	-	-	-	-	Retained
Q-2	XUZ	4.800	1.40	-	AA	YY	83.60%	-	Bvfxq	ROB	-	-	6.88%	-	40.00000
S	XWJ	33.300	-	-	Z-	Z-	-	-	-	-	-	-	-	-	Retained
P	HMM	901.900	9.80	-	LLL	JJJ	29.70%	-	Exkdfqrh	3fOh	-	220	3aOi+220	-	488.00000

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Tranche Comments

P: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144L/Imm V; R-1: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Z/Jad K; Q-2: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144F/Dqf M; U: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144U/Iit Q; G: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Wtp A; Z: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144O/Nvy T; S: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Axp V; Xqj: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144E/Zen F;

Deal Comments

Faz Mcvv Fqwaajt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 23, 2023

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	JFU	61.000	-	Fh2	-	II	-	-	Gxdmtqka	3nTw	-	178	3oBj+178	-	391.00000
S	HQO	88.000	-	Cff3	-	III-	-	-	Fppjrjrc	3kTh	-	340	3oYu+340	-	556.00000
C	KDL	14.000	-	N3	-	Q-	-	-	Jdeaxvsz	3sJg	-	955	3aYo+909	-	29.00000
Q	KAY	37.000	-	J2	-	J	-	-	Svcmrfnm	3yTk	-	240	3wUq+240	-	636.00000
Rlq	DMB	21.800	-	AA	-	VY	-	-	-	-	-	-	-	-	39.00000
A	KFC	455.000	-	Avv	-	YYY	-	-	Wxpjzcar	3lQn	-	94	3iHi+94	-	300.00000
H	TVH	96.800	-	Ak3	-	GG-	-	-	Nwrbafmf	3eRh	-	645	3vRq+624	-	11.90000

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Tranche Comments

A: First Pay: 2022-07-15; Redemption: 2023-06-22; O: First Pay: 2022-07-15; Redemption: 2023-06-22; Q: First Pay: 2022-07-15; Redemption: 2023-06-22; S: First Pay: 2022-07-15; Redemption: 2023-06-22; H: First Pay: 2022-07-15; Redemption: 2023-06-22; C: First Pay: 2022-07-15; Redemption: 2023-06-22; Rlq: First Pay: 2022-07-15; Redemption: 2023-06-22;

Deal Comments

Zkf Ojhh Eobfklz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 28, 1997

WAL Test Period (YRS)

WAL Test Period End Date

Nov 25, 2018

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	WDL	37.960	-	K3	H	-	-	-	Cjxllehw	3hMm	-	200	3yKb+200	-	793.00000
T-1	OPL	62.000	-	Rh2	YY	-	-	-	Hxzymdcw	3aYm	-	165	3gOn+165	-	537.00000
Q-2	CVX	48.500	-	Dh2	CC	-	-	-	Byzlw	YAN	-	-	2.000%	2.000%	859.00000
X	NBA	98.900	-	Mtt3	WWW	-	-	-	Suwwtsbd	3pBx	-	300	3zIi+300	-	307.00000
Rdu	QVN	75.100	-	QZ	VE	-	-	-	-	-	-	-	-	-	Retained
X	BON	540.000	-	Zyy	GGG	-	-	-	Mxzuqhrc	3yHa	-	90	3nSs+90	-	966.00000
P	ZOT	19.500	-	F3	R-	-	-	-	Kcwpphen	3sJa	-	890	3kDg+844	-	27.00000
K	LEP	97.000	-	Pz3	LL-	-	-	-	Bcpxbjdz	3sLs	-	600	3iWo+579	-	40.40000

More Details

Tranche Comments

X: Redemption: 2022-12-28; Registration: 144C/Lik R; T-1: Redemption: 2022-12-28; Registration: 144I/Idu Y; Q-2: Redemption: 2022-12-28; Registration: 144E/Jov R; L: Redemption: 2022-12-28; Registration: 144U/Why Q; X: Redemption: 2022-12-28; Registration: 144Z/Puh K; K: Redemption: 2022-12-28; Registration: 144L/Tjc I; P: Redemption: 2022-12-28; Registration: 144Y/Fqq V; Rdu: Redemption: 2022-12-28; Registration: 144H/Fuk L;

Deal Comments

Zpt Yull Kshqphm 1.5

Reinvestment Period (YRS)

1.5

Reinvestment Period End Date

Feb 2, 2022

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	AMT	42.000	-	T2	O	-	89.40%	-	Sodzyooe	3qYy	-	295	3cCg+295	-	-
B	YIY	11.500	-	Cb3	YY-	-	82.00%	-	Pyzzcpob	3kRp	-	675	3zBr+608	-	-
Rlt	EQG	72.370	-	PW	TN	-	-	-	-	-	-	-	-	-	Retained
J	WKI	671.000	-	Bss	HHH	-	24.00%	-	Shvmhmxd	3aOw	-	121	3hAn+121	-	-
C2	FSD	60.000	-	Cf2	ZZ	-	73.30%	-	Clhqv	-	-	-	2.100%	2.100%	657.00000
L	PIV	64.200	-	Dnn3	NNN	-	76.40%	-	Dzhdpuex	3iKe	-	425	3fOi+425	-	-
X	PMC	5.600	-	P3	X-	-	2.20%	-	Zkfawyec	3fFc	-	774	3yYz+774	-	-
P1	KEI	20.400	-	Ht2	II	-	-	-	Cyaphcca	3zTt	-	195	3xSq+195	-	-

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Tranche Comments

J: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144B/Wac K; P1: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144Y/Jog F; C2: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144I/Cnc G; F: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144L/Nho S; L: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144J/Pxu V; B: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144H/Mvl R; X: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144R/Mjx R; Rlt: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144W/Lan T;

Deal Comments

Ozs Aqjj Iwggzrc 1.00

Risk Retention

WMv Qpdozpmkcq/Ndojomckpdr MHv Tpdeojm Hcte Qcdjpd

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 24, 2015