II(R)

ABPCI Direct Lending Fund CLO (ABPCI) II(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
PII	KOE	76.200	6.10	-	HH	-	-	-	91.00%	-	Szzkvpvv	3uSOYJ	-	-	195	3aNQPK+195	-	-
Lgb	VQG	55.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y1QQ	PGY	851.900	1.60	-	CCC	-	-	-	74.00%	-	Nwdhwqvw	3rXWHX	-	-	165	3dNYCV+165	-	-
S1U	PHA	53.000	1.20	-	LLL	-	-	-	10.00%	-	Qwlezrso	3jTCWW	-	-	165	3cGLBJ+165	-	-
GAA	JTN	17.900	4.90	-	PPP-	-	-	-	91.00%	-	Bmpxycin	3eJQMA	-	-	415	3tVIEW+415	-	-
F2BB	QEE	15.400	3.60	-	UUU	-	-	-	45.00%	-	Kqbusdia	3nNKGT	-	-	185	3aJHBI+185	-	-
IOO	XEY	51.400	5.40	-	AA-	-	-	-	89.00%	-	Ankhvwxn	3zJANO	-	-	750	3hXUHQ+750	-	-
EXX	UVS	40.900	6.80	-	Z	-	-	-	37.00%	-	Lqbsyrbi	3qILTM	-	-	240	3aMXWR+240	-	-

Tranche Comments

Y1QQ: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144W/Bdp F; S1U: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144A/Nui V; F2BB: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144B/Nce W; PII: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144L/Ikr Z; EXX: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144Q/Isf W; GAA: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144A/Kwk H; IOO: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144G/Fyo W; Lgb: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144Q/Qmz B;

Deal Comments

Svmvu. Ypf Ghxx Wvgqpxw 2.00

Risk Retention

CF - Yhmu BC/CO - Yhm

Pricing Speed

20% CWW

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 26, 2010