I(R)

ABPCI Direct Lending Fund CLO (ABPCI) I(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1A2	USD	201.000	5.45	-	AAA	-	-	-	44.00%	-	Floating	3mL	-	170	3mL+170	-	-
A1B2	USD	23.000	5.45	-	AAA	-	-	-	44.00%	-	Fixed	-	-	170	2.75%	-	-
A2A2	USD	5.500	7.03	-	AAA	-	-	-	39.00%	-	Floating	3mL	-	185	3mL+185	-	-
A2B2	USD	14.500	7.03	-	AAA	-	-	-	39.00%	-	Fixed	-	-	185	3.17%	-	-
B12	USD	24.000	7.39	-	AA	-	-	-	32.00%	-	Floating	3mL	-	200	3mL+200	-	-
B22	USD	4.000	7.39	-	AA	-	-	-	32.00%	-	Fixed	-	-	200	3.37%	-	-
C2	USD	32.000	7.91	-	A	-	-	-	24.00%	-	Floating	3mL	-	300	3mL+300	-	-
D2	USD	20.000	8.42	-	BBB-	-	-	-	19.00%	-	Floating	3mL	-	480	3mL+480	-	-
E2	USD	12.000	8.76	-	BB-	-	-	-	16.00%	-	Floating	3mL	-	925	3mL+873	-	-
Sub	USD	59.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A1A2: First Pay: 2021-10-20; Redemption: 2023-07-20; A1B2: First Pay: 2021-10-20; Redemption: 2023-07-20; A2A2: First Pay: 2021-10-20; Redemption: 2023-07-20; A2B2: First Pay: 2021-10-20; Redemption: 2023-07-20; B12: First Pay: 2021-10-20; Redemption: 2023-07-20; B22: First Pay: 2021-10-20; Redemption: 2023-07-20; C2: First Pay: 2021-10-20; Redemption: 2023-07-20; D2: First Pay: 2021-10-20; Redemption: 2023-07-20; E2: First Pay: 2021-10-20; Redemption: 2023-07-20; Sub: First Pay: 2021-10-20; Redemption: 2023-07-20;

Deal Comments

Reset. Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 20, 2025

Reset

Yes

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