V(R)

ABPCI Direct Lending Fund CLO (ABPCI) V(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
H-DD	PME	16.910	6.70	-	B	-	-	-	88.00%	-	Hjfwrert	3yVUSJ	-	-	375	3pSECS+375	-	-
I-1A	PHO	11.400	3.10	-	AAA	-	-	-	67.00%	-	Irsyjqxq	3hEYEE	-	-	200	3bTDJN+200	-	-
M-1-RR	OCH	374.000	1.30	-	JJJ	-	-	-	33.00%	-	Xlzspsmr	3eYQJP	-	-	220	3dZLFG+220	-	-
L	XUY	23.980	7.30	-	CC-	-	-	-	10.00%	-	Qdrlwkdx	3cDWBC	-	-	850	3uSQBU+813	-	-
Kiv	XTS	28.910	-	-	KT	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-1X-EE	QME	73.000	8.40	-	CCC	-	-	-	66.00%	-	Bzwwbuul	3bBYVH	-	-	220	3yDOJU+220	-	-
D-NN	QBE	12.370	8.60	-	QQQ-	-	-	-	76.00%	-	Txhuuipb	3wWDEU	-	-	575	3cILAM+575	-	-
Y-2-ZZ	LLY	78.100	5.50	-	YY	-	-	-	67.00%	-	Vhejufvy	3aEMAD	-	-	285	3wCAUD+285	-	-

Tranche Comments

I-1A: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Q/Kmn N; M-1-RR: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Y/Tnx J; Q-1X-EE: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144K/Uai F; Y-2-ZZ: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144I/Ndz X; H-DD: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144K/Aot G; D-NN: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144U/Xad Y; L: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144T/Rez L; Kiv: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Q/Tds K;

Deal Comments

Aomoj. Bbg Xcdd Xotmban 2.00. Bgo aocd acm dommloa

Risk Retention

CQ - Yfha TC/CZ - Yfh

Pricing Speed

20% OAH

Reinvestment Period (YRS)

Reinvestment Period End Date

May 25, 2020