ABPCI Direct Lending Fund CLO (ABPCI) XX

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
Q-1	KTL	191.000	1.30	-	EEE	XXX	-	-	99.00%	-	Xwjusmvg	TSKB	-	-	139	EXCF+139	-	-
K	BTX	13.000	4.80	-	EE-	-	-	-	35.00%	-	Bqkryfrh	IHGA	-	-	625	UBTV+625	-	-
Urt	OUK	61.900	-	-	UL	YC	-	-	-	-	-	-	-	-	-	-	-	Retained
V-2	GTD	80.000	6.20	-	TTT	-	-	-	53.00%	-	Ilzmxesd	LDOV	-	155	155	WMHE+155	-	-
V	XZV	78.000	6.20	-	R	-	-	-	58.50%	-	Mvkzrhcy	BIXA	-	190-200	205	NDUU+205	-	-
F	UHV	95.400	5.60	-	WWW-	-	-	-	14.00%	-	Gwkwxdrt	QHCL	-	-	310	EPLT+310	-	-
T	QFJ	76.700	7.70	-	QQ	-	-	-	35.30%	-	Hsdcpmqv	XDOB	-	165-170	175	EVAJ+175	-	-

Tranche Comments

Q-1: Redemption: 2027-03-20; Registration: 144Q/Lzk W; V-2: Redemption: 2027-03-20; Registration: 144N/Gbi U; T: Redemption: 2027-03-20; Registration: 144B/Rmh Y; V: Redemption: 2027-03-20; Registration: 144O/Wwu V; F: Redemption: 2027-03-20; Registration: 144L/Ebr A; K: Redemption: 2027-03-20; Registration: 144C/Dha J; Urt: Redemption: 2027-03-20; Registration: 144Y/Xwk Q;

Deal Comments

Xtq-Itww Tkfftqb 2.00

Risk Retention

LC - Qad

Pricing Speed

20% LKX

Reinvestment Period (YRS)

4.6

Reinvestment Period End Date

May 2, 2018