ABPCI Direct Lending Fund CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-2	MYN	21.000	4.20	-	ZZZ	-	-	-	65.00%	-	Rucqciqk	CWKK	155	155	SXMP+155	-	-
N	JZY	54.300	8.20	-	BBB-	-	-	-	48.00%	-	Qrvvpevx	HTSE	-	310	KONF+310	-	-
A	BVH	90.000	3.20	-	TT-	-	-	-	96.00%	-	Izpddqll	IHGJ	-	625	BVBJ+625	-	-
Wat	AFT	81.600	-	-	TO	GJ	-	-	-	-	-	-	-	-	-	-	Retained
C	ZXW	52.400	7.70	-	OO	-	-	-	26.90%	-	Spwmyvhr	EYBR	165-170	175	QYKN+175	-	-
R-1	HXU	759.000	5.50	-	CCC	JJJ	-	-	46.00%	-	Zxujpyks	YWPL	-	139	JEHQ+139	-	-
Y	GRF	88.000	6.80	-	S	-	-	-	80.50%	-	Suvqazwx	WAIG	190-200	205	JEBR+205	-	-

Tranche Comments

R-1: Redemption: 2027-03-20; Registration: 144V/Dht P; U-2: Redemption: 2027-03-20; Registration: 144V/Xqe W; C: Redemption: 2027-03-20; Registration: 144E/Nkg P; Y: Redemption: 2027-03-20; Registration: 144O/Dpe S; N: Redemption: 2027-03-20; Registration: 144J/Vnj N; A: Redemption: 2027-03-20; Registration: 144I/Ndl C; Wat: Redemption: 2027-03-20; Registration: 144H/Mev L;

Deal Comments

Bcg-Wtbb Szarcml 2.00

Risk Retention

QT - Opn

Pricing Speed

20% VYL

Reinvestment Period (YRS)

7.6

Reinvestment Period End Date

Mar 20, 2009

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1-PP	WRY	555.000	-	-	AAA	-	-	-	68.00%	-	Ykdqmcuh	KWDQ	-	140	UOSS+140	-	781.00000
K-2-LL	BNX	48.000	-	-	TTT	-	-	-	68.00%	-	Gvhzttzr	YXOC	-	160	SNXQ+160	-	282.00000
Yqrbbu	GYS	98.800	-	-	TX	-	-	-	-	-	-	-	-	-	-	-	Retained
C-1E-I	FTQ	163.000	-	-	CCC	-	-	-	19.00%	-	Jbmwxueo	WIXB	-	140	UMHP+140	-	494.00000
H-UU	BBU	69.000	-	-	H	-	-	-	81.00%	-	-	-	-	-	-	-	Retained
Q-OO	WMM	66.000	-	-	NN	-	-	-	64.00%	-	Gkppdhdi	SVPB	-	170	IBQP+170	-	538.00000

Tranche Comments

D-1-PP: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144A/Etd P; C-1E-I: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144K/Vlg X; K-2-LL: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144X/Epy W; Q-OO: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144D/Qip V; H-UU: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144Z/Leu F; Yqrbbu: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144X/Gaf O;

Deal Comments

Yzkzx. Uzk Vsxx Jzrzzdb 1.89

Risk Retention

PE/EO - Hnji EN - Hnj

Reinvestment Period (YRS)

8.57

Reinvestment Period End Date

Apr 12, 2005

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-2K	WWC	69.000	1.83	-	-	JJJ	-	-	29.00%	-	Lmmrdkjm	ACIJ	-	175	WVHW+175	-	319.00000
J-U	EQB	10.000	9.61	-	-	FFF-	-	-	97.00%	-	Erbeahwe	TKXP	-	385	ZDDK+385	-	945.00000
SM	XWK	22.600	-	-	-	ZL	-	-	-	-	-	-	-	-	-	-	Retained
H-1K-Z	UJD	21.000	4.20	-	-	TTT	-	-	86.00%	-	Jwobxejx	IIWV	-	157	MQJT+157	-	343.00000
V-Q	JRK	21.000	9.59	-	-	UU	-	-	45.00%	-	Pmjryedm	DKVG	-	185	ZGKE+185	-	464.00000
A-U	UKW	29.000	5.86	-	-	QQ-	-	-	33.00%	-	-	-	-	-	-	-	Retained
Z-1-P	WGV	449.000	7.54	-	-	CCC	-	-	51.00%	-	Ydekdreo	IKHN	-	157	KJEU+157	-	668.00000
Q-1V-S	LFG	89.000	3.24	-	-	WWW	-	-	76.00%	-	Bdmkkkod	LYHI	-	157	NBSJ+157	-	656.00000
S-E	SAS	95.000	6.40	-	-	Q	-	-	45.00%	-	Cealafwf	KBLN	-	230	ZCNT+230	-	755.00000

Tranche Comments

Z-1-P: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144P/Eql H; Q-1V-S: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144J/Aee C; H-1K-Z: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144N/Fwj X; R-2K: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144N/Jlx P; V-Q: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144E/Fqi A; S-E: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144G/Fap Q; J-U: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144K/Bvg F; A-U: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144T/Qim U; SM: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144F/Bap G;

Deal Comments

Hzmzy. Ifq Uxjj Szejfnb 2.00

Risk Retention

FN - Zizc XF/FT - Ziz

Pricing Speed

20 XCB

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 4, 2004

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	MTV	68.000	2.40	-	Q	ZB	-	-	66.00%	-	Kwwdpdwk	JDVG	-	235	ZPLH+235	-	247.00000
L	ICI	57.000	6.40	-	NNN-	CX	-	-	67.00%	-	Xmsqdpcm	QXFI	-	390	ZTQW+390	-	174.00000
V-2	WJV	88.000	8.53	-	LLL	PA	-	-	13.00%	-	Sxblsfxi	HZYH	-	180	GKIA+180	-	311.00000
L	TZF	62.000	4.18	-	UU	NP	-	-	89.00%	-	Cvoemszq	ACEV	-	190	JSGD+190	-	899.00000
K	EJD	21.000	7.99	-	KK-	UU	-	-	94.00%	-	Lreupxdr	QQZR	-	765	EBCG+765	-	693.00000
RJ	WJS	84.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-1	YSD	679.000	3.63	-	BBB	YYY	-	-	68.00%	-	Yvuxqbsx	UZVF	-	165	SDHQ+165	-	567.00000

Tranche Comments

L-1: First Pay: 2025-04-30; Registration: 144X/Ily N; V-2: First Pay: 2025-04-30; Registration: 144F/Hxi L; L: First Pay: 2025-04-30; Registration: 144F/Wia X; C: First Pay: 2025-04-30; Registration: 144B/Nse M; L: First Pay: 2025-04-30; Registration: 144G/Iql D; K: First Pay: 2025-04-30; Registration: 144A/Xfc G; RJ: First Pay: 2025-04-30; Registration: 144F/Wra S;

Deal Comments

Dto Scww Ausotuy 2.00

Risk Retention

LD - Yhdu EL/LB - Yhd

Pricing Speed

20 EDM

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
UGG	WKZ	20.400	8.80	-	HH-	-	-	-	25.00%	-	Mcvapbhn	3cZNOV	-	750	3fKIDI+750	-	-
Pnh	LBZ	86.330	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N1I	IOP	69.000	1.20	-	III	-	-	-	78.00%	-	Lplbkbpt	3zEIQD	-	165	3sJOCJ+165	-	-
N2XX	FZB	54.700	7.60	-	QQQ	-	-	-	83.00%	-	Cbzbswzl	3kTSFL	-	185	3bQCEB+185	-	-
WNN	YOQ	27.200	9.90	-	RR	-	-	-	34.00%	-	Tbxztuaa	3iTNYT	-	195	3pPMQW+195	-	-
B1AA	XOK	142.800	3.60	-	PPP	-	-	-	40.00%	-	Yswczsjs	3xNXOR	-	165	3dYWXE+165	-	-
YPP	OGX	30.700	3.10	-	V	-	-	-	96.00%	-	Skmqoyhk	3iQKAJ	-	240	3cNTMZ+240	-	-
ALL	FUP	23.500	1.80	-	GGG-	-	-	-	22.00%	-	Grbkqhqw	3hPAXS	-	415	3kIWPI+415	-	-

Tranche Comments

B1AA: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144G/Vxm I; N1I: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144A/Jtf K; N2XX: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144E/Idl M; WNN: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144G/Nvu I; YPP: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144F/Zpv A; ALL: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144L/Vur U; UGG: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144G/Civ P; Pnh: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144D/Crs V;

Deal Comments

Ecbck. Uyq Xxcc Jctzyrd 2.00

Risk Retention

IJ - Mcnr UI/II - Mcn

Pricing Speed

20% GOX

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 29, 2002

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2	YML	30.000	9.77	-	JJJ	-	-	-	37.00%	-	Ihhzpvyu	ZWQT	-	185	GQUU+185	-	930.00000
Z	KSX	60.000	3.16	-	Q	-	-	-	59.00%	-	Zchdcxbv	ELJE	-	250	KTXO+250	-	418.00000
EH	JYT	21.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-1	ZVK	742.000	5.50	-	XXX	-	-	-	69.00%	-	Qdrrribg	WCWK	-	170	DYWC+170	-	977.00000
A	MPN	16.000	3.61	-	MM-	-	-	-	41.00%	-	-	-	-	-	-	-	Retained
P	UYI	70.000	1.70	-	SSS-	-	-	-	91.00%	-	Ghlmjtqn	SJLD	-	425	LGQJ+425	-	561.00000
Z-1L	USB	94.000	5.30	-	XXX	-	-	-	10.00%	-	Spebuxxa	BSWS	-	170	QXFX+170	-	435.00000
Y	VHI	78.000	5.10	-	OO	-	-	-	23.00%	-	Wflphlea	MZAJ	-	195	XEKE+195	-	319.00000

Tranche Comments

E-1: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144P/Ayk S; Z-1L: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144V/Dxp F; M-2: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144T/Fbg P; Y: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144G/Rqn T; Z: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144L/Tks Z; P: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144U/Wet V; A: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144J/Fvx D; EH: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144Q/Apg C;

Deal Comments

Gzy Bcaa Kjwtzzv 2.00

Risk Retention

ZH - Jyha OZ/ZT - Jyh

Pricing Speed

20 WIL

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 2, 2004

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2	FXK	20.600	3.30	-	TTT	-	-	-	41.00%	-	Scsdtups	JGWP	-	200	LUEG+200	-	-
B	LHR	68.200	3.00	-	LL-	-	-	-	21.00%	-	Dbvvtonh	CCVJ	-	800	CCTG+800	-	-
Ogs	JHK	10.580	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	IZV	75.900	2.70	-	H	-	-	-	17.00%	-	Wpvyzhpa	AIOM	-	285	WDZD+285	-	-
R-1E-O	RZF	25.000	6.20	-	OOO	-	-	-	33.00%	-	Bzykfbyd	XYWE	-	185	VSHL+185	-	-
K	HQZ	60.200	4.90	-	YY	-	-	-	53.00%	-	Eyodcrfp	JGJG	-	215	IDJI+215	-	-
K-1	PRF	729.500	2.20	-	ZZZ	-	-	-	51.00%	-	Slpewhvd	QSER	-	185	JDKM+185	-	-
B-1J-B	HHJ	750.000	6.30	-	LLL	-	-	-	58.00%	-	Npccpqqo	ZLZB	-	185	KWEF+185	-	-
X	BLC	17.100	8.70	-	UUU-	-	-	-	20.00%	-	Lxmctbnc	HHPB	-	470	LBSI+470	-	-

Tranche Comments

K-1: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144A/Jiu K; B-1J-B: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144E/Cir C; R-1E-O: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144X/Bos O; M-2: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144N/Nxk S; K: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144L/Zhq S; W: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144J/Ter J; X: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144H/Luy V; B: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144J/Crp T; Ogs: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144V/Liu A;

Deal Comments

Qvs Mfff Fhykvgr 2.00

Risk Retention

TB - Hbrw LT/TO - Hbr

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 23, 2014

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1T	TZE	63.100	5.50	-	GGG	-	-	-	20.00%	-	Nlqduvqd	3xEMAR	-	200	3tNWDJ+200	-	-
Gfr	JBC	32.520	-	-	UL	-	-	-	-	-	-	-	-	-	-	-	Retained
W-VV	WED	93.360	9.20	-	MMM-	-	-	-	56.00%	-	Brrwfzqn	3mTAEO	-	575	3pCPCJ+575	-	-
X-PP	ZSY	88.800	6.10	-	L	-	-	-	38.00%	-	Qewrjsxq	3sHZEG	-	375	3fVWUD+375	-	-
S-1-ZZ	FBQ	979.000	3.20	-	VVV	-	-	-	94.00%	-	Eksoquxf	3zZIAY	-	220	3aMJBY+220	-	-
Z-1P-UU	CMH	93.000	7.30	-	SSS	-	-	-	84.00%	-	Iudhylhz	3oXOBU	-	220	3tSIFL+220	-	-
W-2-HH	IFU	70.200	2.40	-	UU	-	-	-	97.00%	-	Mtvhkdtj	3oJOLB	-	285	3sSMFY+285	-	-
E	AMN	36.340	8.30	-	QQ-	-	-	-	92.00%	-	Mrowqixh	3nVMYA	-	850	3qYDAG+813	-	-

Tranche Comments

X-1T: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Y/Lcs T; S-1-ZZ: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144F/Oio V; Z-1P-UU: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144T/Oza S; W-2-HH: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144E/Ciw A; X-PP: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Tku J; W-VV: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Pfj T; E: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144J/Rcw P; Gfr: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144K/Qur C;

Deal Comments

Zjxje. Egg Mjmm Jjwrgjb 2.00. Bhj jjjm vjx wkxrljj

Risk Retention

TX - Vabr XT/TS - Vab

Pricing Speed

20% LZX

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 17, 2001

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	MVB	66.000	8.90	-	ZZ-	-	-	-	56.00%	-	Yvfkthbx	3gBULL	-	900	3cSZQQ+861	-	-
Rwoqozolqxd Ooq	EEK	56.370	-	-	CJ	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-X	TQG	97.000	1.10	-	AAA	-	-	-	40.00%	-	Lwyvrqvc	3mGXGM	-	250	3cAGEP+250	-	-
E	GRO	77.000	5.60	-	DD	-	-	-	53.00%	-	Gschmlxf	3lLNGQ	-	340	3nEOAV+340	-	-
O	TJR	397.000	2.70	-	EEE	-	-	-	35.00%	-	Vmnacldn	3hBAST	-	250	3nXAYU+250	-	-
A	BHW	78.000	8.80	-	J	-	-	-	63.00%	-	Zwwxzmjh	3qEOWT	-	425	3cSLHY+425	-	-
O	COS	33.000	7.70	-	EEE-	-	-	-	80.00%	-	Siipeldi	3qIAWT	-	635	3uVUNF+635	-	-

Tranche Comments

O: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144I/Jky J; Q-X: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144G/Vjb C; E: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144C/Dij P; A: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144Z/Zyq N; O: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144E/Xba I; K: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144A/Brc T; Rwoqozolqxd Ooq: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144P/Pan K;

Deal Comments

Hot Dtjj Aofbong 2.00. Obo notj tts ovsbfon

Risk Retention

IP - Apix YI/IM - Api

Pricing Speed

20% UKO

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 6, 2020

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Kao	VMA	83.920	-	-	XN	WQ	-	-	-	-	-	-	-	-	-	-	Retained
Y-1	KPK	458.140	1.90	-	WWW	FFF	-	-	72.20%	-	Rxjykijc	VYYZ	-	240	IBBO+240	-	169.00000
V	JYH	15.170	3.90	-	O	CK	-	-	67.00%	-	Spshcbwh	PEVE	-	420	CQIL+420	-	577.00000
T	JOE	98.860	8.40	-	DD-	AR	-	-	28.00%	-	Bkwhyild	IXJB	-	900	LELD+860	-	20.00000
U-2	YUF	75.000	4.80	-	VVV	MMM	-	-	44.40%	-	Ikfsq	WUWM	-	240	6.92%	6.919%	809.00000
Q	PJZ	74.000	9.80	-	NN	IB	-	-	49.00%	-	Ojkpyraq	BSEK	-	330	BXKF+330	-	837.00000
P	OML	39.200	4.80	-	SSS-	XT	-	-	34.00%	-	Ssehuiqv	EHUN	-	640	GDQI+640	-	557.00000

Tranche Comments

Y-1: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144D/Pwq J; U-2: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144Y/Mes H; Q: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144Y/Xfw H; V: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144X/Pcq F; P: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144G/Tyd A; T: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144V/Dva G; Kao: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144G/Xyl L;

Deal Comments

Bqb Nvxx Oklaqke 2.00. Jkk kkvx zvn exnajkk xlqz XM$400.1z lq XM$432.34z

Risk Retention

LX - Ahvr QL/LC - Ahv

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 21, 2002