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
W-1	GKU	148.000	2.50	-	UUU	VVV	-	-	75.00%	-	Xpavdppa	NKMA	-	-	139	TEHC+139	-	-
A	UHX	36.000	1.50	-	ZZ-	-	-	-	58.00%	-	Iulcsiht	VJQZ	-	-	625	LTUC+625	-	-
B	OHX	69.000	9.10	-	X	-	-	-	82.20%	-	Lwqvoaik	JIFN	-	190-200	205	WICX+205	-	-
S	CRL	44.400	3.90	-	KKK-	-	-	-	75.00%	-	Njkcwdpy	YSXG	-	-	310	VLYY+310	-	-
Xit	XRD	60.800	-	-	VT	XR	-	-	-	-	-	-	-	-	-	-	-	Retained
M-2	BOP	82.000	2.20	-	VVV	-	-	-	83.00%	-	Rvowzrlu	QHTO	-	155	155	DPZZ+155	-	-
C	HIM	98.700	2.40	-	WW	-	-	-	28.20%	-	Xxyjealm	SLIA	-	165-170	175	QMGB+175	-	-

Tranche Comments

W-1: Redemption: 2027-03-20; Registration: 144V/Dvy D; M-2: Redemption: 2027-03-20; Registration: 144Y/Man D; C: Redemption: 2027-03-20; Registration: 144U/Vsc Q; B: Redemption: 2027-03-20; Registration: 144G/Ijl V; S: Redemption: 2027-03-20; Registration: 144P/Orf Q; A: Redemption: 2027-03-20; Registration: 144F/Vrq G; Xit: Redemption: 2027-03-20; Registration: 144B/Wqc A;

Deal Comments

Npc-Joaa Lthvpix 2.00

Risk Retention

ZZ - Xls

Pricing Speed

20% SZU

Reinvestment Period (YRS)

3.9

Reinvestment Period End Date

Apr 19, 2020