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
R	CYP	57.000	2.10	-	Y	U	51.90%	-	Zhrqyyls	3jZa	-	355	3bDi+355	-	677.00000
O-1	QZE	86.400	4.40	-	LL	EE	31.70%	-	Wwhzkoso	3jOf	-	260	3cIj+260	-	123.00000
N	LGE	9.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	KPI	541.000	6.70	-	OOO	PPP	75.00%	-	Xqmxvkrh	3jHl	-	180	3eMm+ 180	-	885.00000
T-2	SJK	66.000	8.30	-	OO	RR	74.30%	-	Hckxa	ZHN	-	-	6.60%	6.600%	680.00000
M	GKT	85.000	5.40	-	YY-	FF-	45.40%	-	Nzvcdqim	3vOz	-	790	3fPm+722	-	86.00000
Aos	EPM	63.150	-	-	NN	LX	-	-	-	-	-	-	-	-	Retained
Z	CTX	91.800	4.00	-	BBB-	HHH-	99.80%	-	Tskdfoik	3dQj	-	500	3gCx+500	-	205.00000

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Tranche Comments

X: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144J/Uxq Z; O-1: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144T/Buy F; T-2: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144D/Xpz Z; R: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144C/Rvd C; Z: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144X/Kbo M; M: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144J/Fqu F; N: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144K/Ote I; Aos: First Pay: 2024-04-15; Redemption: 2025-03-27; Registration: 144N/Tyt K;

Deal Comments

Sls Fmaa Xkmqlly 1.5

Reinvestment Period (YRS)

6.1

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
A-2	KFO	5.100	6.30	-	QQ	KK	59.80%	-	Dvcir	FXT	-	-	6.88%	-	18.00000
Vld	DDK	14.800	-	-	YQ	QC	-	-	-	-	-	-	-	-	Retained
W-1	KQP	42.600	6.60	-	EE	VV	99.60%	-	Jjmhptxq	3aRv	-	400	3bPq+382	-	93.00000
U	TYN	60.900	4.00	-	OOO-	MMM-	50.60%	-	Jeeztklf	3dRt	-	700	3nLr+655	-	36.10000
N	BJS	90.500	6.70	-	K	R	85.50%	-	Vmqkxkug	3rSh	-	480	3cSd+454	-	46.60000
P	KYR	92.900	4.80	-	TT-	JJ-	90.70%	-	Zyqumdnm	3rCw	-	980	3vXy+791	-	68.00000
G	YDO	302.700	6.50	-	PPP	QQQ	36.10%	-	Sbvdyhua	3rTc	-	220	3lEp+220	-	555.00000
S	ZWQ	41.100	-	-	Q-	X-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

G: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144I/Uua E; W-1: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Z/Opy Y; A-2: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144O/Dxr G; N: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144R/Vze R; U: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Y/Knr I; P: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144X/Ibx I; S: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144P/Dey Q; Vld: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Q/Ruo L;

Deal Comments

Skx Igmm Lkrhkvl 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
Spw	APQ	27.500	-	UW	-	TM	-	-	-	-	-	-	-	-	87.00000
A	OCK	578.000	-	Puu	-	III	-	-	Yleuordl	3zGh	-	94	3xLa+94	-	262.00000
X	PCH	78.000	-	G2	-	X	-	-	Gumvlwfn	3mCk	-	240	3vDm+240	-	681.00000
E	SBI	17.000	-	I3	-	R-	-	-	Qucakssi	3lAa	-	955	3yCx+909	-	12.00000
E	CIC	16.000	-	Jrr3	-	WWW-	-	-	Ohkwlzxn	3qZq	-	340	3oXd+340	-	870.00000
V	PNL	65.000	-	Au2	-	BB	-	-	Gsefrshh	3aIf	-	178	3cJt+178	-	551.00000
X	CWG	82.900	-	Bw3	-	GG-	-	-	Yhldajmd	3oSo	-	645	3jOi+624	-	11.60000

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Tranche Comments

A: First Pay: 2022-07-15; Redemption: 2023-06-22; V: First Pay: 2022-07-15; Redemption: 2023-06-22; X: First Pay: 2022-07-15; Redemption: 2023-06-22; E: First Pay: 2022-07-15; Redemption: 2023-06-22; X: First Pay: 2022-07-15; Redemption: 2023-06-22; E: First Pay: 2022-07-15; Redemption: 2023-06-22; Spw: First Pay: 2022-07-15; Redemption: 2023-06-22;

Deal Comments

Jqc Wckk Ovegqtb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Refinancing

Yes

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
B	PAY	63.000	-	Yz3	ZZ-	-	-	-	Dejuwbnh	3xXl	-	600	3cVy+579	-	96.10000
C	ZDN	619.000	-	Spp	RRR	-	-	-	Slpawwad	3yDk	-	90	3lZh+90	-	289.00000
B	XTI	55.300	-	J3	K-	-	-	-	Ylbwlmwy	3cEt	-	890	3qZr+844	-	65.00000
W	GCD	46.570	-	Hee3	GGG	-	-	-	Kepyxqzr	3mYm	-	300	3xAj+300	-	374.00000
U-1	QIX	80.000	-	Mw2	KK	-	-	-	Yhxofmuw	3qOb	-	165	3mRz+165	-	611.00000
T	XDO	99.550	-	H3	R	-	-	-	Fwohhahw	3mMk	-	200	3eSo+200	-	654.00000
Qgs	MDE	37.800	-	PK	IZ	-	-	-	-	-	-	-	-	-	Retained
G-2	IIM	52.600	-	Cx2	UU	-	-	-	Vitau	CRR	-	-	2.000%	2.000%	677.00000

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Tranche Comments

C: Redemption: 2022-12-28; Registration: 144M/Yov H; U-1: Redemption: 2022-12-28; Registration: 144K/Blc T; G-2: Redemption: 2022-12-28; Registration: 144Z/Wxi C; T: Redemption: 2022-12-28; Registration: 144E/Eff T; W: Redemption: 2022-12-28; Registration: 144X/Wkl X; B: Redemption: 2022-12-28; Registration: 144G/Ihj M; B: Redemption: 2022-12-28; Registration: 144C/Qfs V; Qgs: Redemption: 2022-12-28; Registration: 144W/Pvz F;

Deal Comments

Hbp Zqoo Mkakbvx 1.5

Reinvestment Period (YRS)

4.8

Reinvestment Period End Date

Invalid date

Reset

Yes

Bridgepoint Advisers Group Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	VAN	59.100	-	Rn3	RR-	-	68.00%	-	Wvzcspcd	3lPf	-	675	3fGl+608	-	-
F1	ZJC	11.400	-	Uu2	MM	-	-	-	Axbmcoya	3hJi	-	195	3vUe+195	-	-
N	EDA	96.000	-	U2	P	-	28.50%	-	Nzvevkho	3lGv	-	295	3xIw+295	-	-
C	LXZ	72.300	-	Ntt3	CCC	-	38.40%	-	Jkdupsxl	3sPl	-	425	3lTr+425	-	-
S	KMR	2.200	-	O3	P-	-	6.10%	-	Yhddmvjp	3nQq	-	774	3iSd+774	-	-
Rrh	KWN	10.460	-	AV	DV	-	-	-	-	-	-	-	-	-	Retained
Q	CYP	665.000	-	Ozz	EEE	-	89.00%	-	Wdxdhjev	3mUa	-	121	3fPz+121	-	-
T2	KKA	73.000	-	Iu2	WW	-	50.20%	-	Bvmas	-	-	-	2.100%	2.100%	702.00000

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Tranche Comments

Q: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144Q/Yal G; F1: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144Z/Xil H; T2: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144P/Nho L; N: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144K/Bvn L; C: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144B/Nkw I; T: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144Z/Leu V; S: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144G/Xqm T; Rrh: First Pay: 2021-07-15; Redemption: 2021-12-18; Registration: 144U/Tjs R;

Deal Comments

Vbo Obff Sspsbxg 1.00

Risk Retention

GLp Luukcuiqzo/Cukjkizquul LVp Guuikji Vzsi Lzuouu

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date