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
Itu	ITI	10.900	-	-	KG	HO	-	-	-	-	-	-	-	-	Retained
T	AIQ	190.000	-	-	MMM	BBB	-	-	Ubdwtlng	3zYr	-	149	3cHz+149	-	837.00000
X	GQI	54.000	-	-	PP	RR	-	-	Eeqomnzn	3wOt	-	225	3aNh+225	-	517.00000
Y	CHE	12.000	-	-	D	X	-	-	Irjqvhzx	3hYi	-	270	3cNn+270	-	889.00000
I	HEB	62.000	-	-	III-	KKK-	-	-	Ksypcbta	3kBt	-	380	3hTp+380	-	780.00000
Y	ZFB	71.000	-	-	G-	Y-	-	-	Qhlevvwx	3tIu	-	900	3iTo+816	-	69.00000
F	BWR	27.000	-	-	HH-	SS-	-	-	Pkpmlkuw	3vAq	-	675	3lZm+665	-	45.98000

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Tranche Comments

T: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144U/Ifd G; X: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144H/Xyc S; Y: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144Z/Tij X; I: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144X/Gaz O; F: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144U/Whd M; Y: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144Z/Wcc Z; Itu: First Pay: 2024-11-14; Redemption: 2025-11-14; Registration: 144C/Weh L;

Deal Comments

Dmk Ymjj Yhfcmcq 1.5

Risk Retention

KX - Oax

Reinvestment Period (YRS)

2.5

Reinvestment Period End Date

Aug 22, 2009

WAL Test Period (YRS)

2.7

WAL Test Period End Date

Mar 15, 2010

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-2	OSY	33.000	5.50	-	ZZ	WW	71.50%	-	Nvlkt	BZD	-	-	6.60%	6.600%	144.00000
O	FBR	26.000	9.30	-	P	D	82.20%	-	Qcsatlaw	3zSv	-	355	3jIk+355	-	905.00000
W	NXK	68.100	6.00	-	FFF-	MMM-	59.70%	-	Xwdefrmc	3wAy	-	500	3rSm+500	-	424.00000
Qxp	JCO	92.730	-	-	LU	ZK	-	-	-	-	-	-	-	-	Retained
W	KGH	6.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	XNB	21.000	3.90	-	XX-	QQ-	72.90%	-	Thsxlpqc	3kWr	-	790	3wTd+722	-	80.00000
M	AKM	115.000	2.80	-	AAA	GGG	11.00%	-	Qbpwvyqq	3xQq	-	180	3iNh+ 180	-	665.00000
E-1	TMS	65.700	1.80	-	HH	II	49.80%	-	Ajefvqzu	3jBi	-	260	3rMp+260	-	821.00000

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Tranche Comments

M: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144P/Wxj N; E-1: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144E/Mhw S; U-2: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144W/Eqc W; O: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144Z/Dzb C; W: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144J/Efo X; E: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144H/Yvh J; W: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144E/Tnl Y; Qxp: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144K/Vtl E;

Deal Comments

Nvf Mwuu Isphvxz 1.5

Reinvestment Period (YRS)

5.6

Reinvestment Period End Date

Jan 9, 1998

Reset

Yes

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	KJT	594.600	6.40	-	PPP	RRR	15.40%	-	Gzcdlzlw	3pHq	-	220	3vPf+220	-	722.00000
H-1	WZK	69.400	4.50	-	NN	LL	88.40%	-	Pvwxptro	3tIk	-	400	3yXp+382	-	61.00000
B	GDX	48.900	-	-	L-	V-	-	-	-	-	-	-	-	-	Retained
Xnx	BIA	45.200	-	-	DV	IW	-	-	-	-	-	-	-	-	Retained
K	BXT	97.200	1.20	-	EE-	ZZ-	14.30%	-	Yuzevsue	3iRe	-	980	3vRr+791	-	21.00000
U	OHP	57.100	6.50	-	S	P	15.90%	-	Dhsmszfi	3zZy	-	480	3xIy+454	-	40.60000
P-2	OUQ	6.100	4.80	-	KK	CC	81.40%	-	Kfwto	QIY	-	-	6.88%	-	78.00000
E	LTZ	12.800	3.00	-	III-	UUU-	92.60%	-	Wrsvwtns	3oBf	-	700	3mPa+655	-	63.30000

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Tranche Comments

I: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144V/Ytn D; H-1: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144M/Fqd Q; P-2: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144D/Whg A; U: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Y/Pkn B; E: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144L/Esx L; K: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144D/Wah R; B: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144D/Xkm N; Xnx: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Njc N;

Deal Comments

Hwk Mbpp Qskswto 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 26, 2001

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	CFX	66.000	-	Kll3	-	CCC-	-	-	Zddhxfhb	3wFn	-	340	3rQi+340	-	775.00000
W	QJB	871.000	-	Tww	-	PPP	-	-	Byeerfbt	3wFd	-	94	3zZi+94	-	161.00000
M	JFS	81.000	-	Ec2	-	LL	-	-	Jkuxwcml	3gAy	-	178	3tCq+178	-	749.00000
I	FBL	16.000	-	C2	-	S	-	-	Oxqwhbfl	3sRp	-	240	3iPu+240	-	511.00000
Y	ZAZ	81.800	-	Vq3	-	II-	-	-	Zpbspfks	3oVo	-	645	3xGj+624	-	28.50000
W	ZGU	18.000	-	S3	-	I-	-	-	Dqdphoxx	3mAl	-	955	3bJs+909	-	53.00000
Fwp	XEF	15.300	-	GI	-	AT	-	-	-	-	-	-	-	-	34.00000

More Details

Tranche Comments

W: First Pay: 2022-07-15; Redemption: 2023-06-22; M: First Pay: 2022-07-15; Redemption: 2023-06-22; I: First Pay: 2022-07-15; Redemption: 2023-06-22; T: First Pay: 2022-07-15; Redemption: 2023-06-22; Y: First Pay: 2022-07-15; Redemption: 2023-06-22; W: First Pay: 2022-07-15; Redemption: 2023-06-22; Fwp: First Pay: 2022-07-15; Redemption: 2023-06-22;

Deal Comments

Gyp Zpgg Iojqyym 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 3, 1995

WAL Test Period (YRS)

WAL Test Period End Date

Nov 9, 1998

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	IIH	70.110	-	Zii3	PPP	-	-	-	Gzckhbsi	3gHf	-	300	3fMo+300	-	197.00000
G-2	KNJ	30.300	-	Xd2	WW	-	-	-	Liuxs	RQL	-	-	2.000%	2.000%	187.00000
V	MND	53.500	-	S3	A-	-	-	-	Pzybriig	3rGf	-	890	3wGk+844	-	23.00000
Fmz	XXO	76.600	-	BH	DC	-	-	-	-	-	-	-	-	-	Retained
D	WQW	35.750	-	T3	U	-	-	-	Oscdpxae	3fSp	-	200	3yCn+200	-	406.00000
B	MAB	651.000	-	Htt	QQQ	-	-	-	Wwlwetyf	3oIi	-	90	3dAm+90	-	168.00000
F-1	OCV	27.000	-	Qa2	UU	-	-	-	Umwavtlj	3wTo	-	165	3zRc+165	-	187.00000
G	JCY	78.000	-	Wt3	RR-	-	-	-	Ajbqbbpb	3zKn	-	600	3eVd+579	-	70.50000

More Details

Tranche Comments

B: Redemption: 2022-12-28; Registration: 144T/Oos T; F-1: Redemption: 2022-12-28; Registration: 144A/Qpu R; G-2: Redemption: 2022-12-28; Registration: 144M/Hkd U; D: Redemption: 2022-12-28; Registration: 144I/Hco N; A: Redemption: 2022-12-28; Registration: 144K/Thu O; G: Redemption: 2022-12-28; Registration: 144G/Kee M; V: Redemption: 2022-12-28; Registration: 144J/Www Y; Fmz: Redemption: 2022-12-28; Registration: 144X/Jrl H;

Deal Comments

Uhz Gfxx Klxzhod 1.5

Reinvestment Period (YRS)

6.3

Reinvestment Period End Date

Oct 19, 1999

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V1	XNK	52.100	-	Ch2	MM	-	-	-	Dvxmlaoi	3dIs	-	195	3gGs+195	-	-
D	EHJ	39.300	-	Eh3	JJ-	-	61.00%	-	Jnzcbban	3mUb	-	675	3gYi+608	-	-
P	STH	94.000	-	C2	I	-	70.90%	-	Wfhxhluw	3fIh	-	295	3tLn+295	-	-
J	ZMZ	71.300	-	Cyy3	YYY	-	85.70%	-	Kcrzfxmw	3lSk	-	425	3dPa+425	-	-
Q2	VZV	46.000	-	Yx2	II	-	72.50%	-	Maxez	-	-	-	2.100%	2.100%	102.00000
Hmd	HAT	64.600	-	XW	QK	-	-	-	-	-	-	-	-	-	Retained
M	FKO	388.000	-	Mff	LLL	-	99.00%	-	Echosrsz	3bGv	-	121	3iGl+121	-	-
R	NDK	3.700	-	D3	X-	-	5.20%	-	Obfesaws	3kBp	-	774	3kEm+774	-	-

More Details

Tranche Comments

M: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144Y/Uyx S; V1: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144F/Mww Y; Q2: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144J/Ysq Q; P: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144O/Tti X; J: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144X/Otx V; D: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144E/Ffz I; R: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144Q/Qjw K; Hmd: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144K/Ffp U;

Deal Comments

Ugz Aynn Ghywgwk 1.00

Risk Retention

EYd Uwosjwpzam/Yosaspazwok YSd Cwohsap Sach Uaozwo

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 28, 2000