I(R)

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

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

AllianceBernstein Holding LP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
F1F2	QAX	913.000	6.76	-	OOO	-	-	-	34.00%	-	Ycyxhsld	3oB	-	-	170	3rA+170	-	-
Y2Y2	CNZ	5.200	6.60	-	PPP	-	-	-	19.00%	-	Gfopjfvk	3rY	-	-	185	3mC+185	-	-
V22	PMO	3.000	6.10	-	OO	-	-	-	88.00%	-	Yymas	-	-	-	200	3.37%	-	-
E2	FOY	55.000	8.56	-	BBB-	-	-	-	32.00%	-	Lebcxqrw	3dL	-	-	480	3tF+480	-	-
A12	LID	79.000	3.33	-	XX	-	-	-	95.00%	-	Ldekrkrl	3nO	-	-	200	3uR+200	-	-
G2X2	KOF	94.400	1.10	-	LLL	-	-	-	30.00%	-	Qchtp	-	-	-	185	3.17%	-	-
P2	MTV	44.000	6.55	-	Y	-	-	-	70.00%	-	Aplbtkmg	3rA	-	-	300	3dN+300	-	-
S2	QZJ	31.000	6.76	-	CC-	-	-	-	49.00%	-	Wzjboqro	3uD	-	-	925	3dR+873	-	-
G1W2	CLM	46.000	2.83	-	QQQ	-	-	-	85.00%	-	Gmzcg	-	-	-	170	2.75%	-	-
Zfe	REX	92.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F1F2: First Pay: 2021-10-20; Redemption: 2023-07-20; G1W2: First Pay: 2021-10-20; Redemption: 2023-07-20; Y2Y2: First Pay: 2021-10-20; Redemption: 2023-07-20; G2X2: First Pay: 2021-10-20; Redemption: 2023-07-20; A12: First Pay: 2021-10-20; Redemption: 2023-07-20; V22: First Pay: 2021-10-20; Redemption: 2023-07-20; P2: First Pay: 2021-10-20; Redemption: 2023-07-20; E2: First Pay: 2021-10-20; Redemption: 2023-07-20; S2: First Pay: 2021-10-20; Redemption: 2023-07-20; Zfe: First Pay: 2021-10-20; Redemption: 2023-07-20;

Deal Comments

Gmhmy. Vpx Ieqq Lmvypwd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 5, 2012