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
J-2	OHM	63.000	8.20	-	QQQ	-	-	-	11.00%	-	Hfrwjdny	KIKH	155	155	PJOB+155	-	-
N-1	PSY	214.000	9.40	-	YYY	RRR	-	-	34.00%	-	Kjjphxqu	QCCV	-	139	PWZB+139	-	-
H	PUT	99.000	9.40	-	CC-	-	-	-	39.00%	-	Vqefjxxh	HBWN	-	625	GOSD+625	-	-
Cfz	LGM	51.100	-	-	FC	BN	-	-	-	-	-	-	-	-	-	-	Retained
I	QZN	15.000	1.60	-	M	-	-	-	58.70%	-	Tohuyocl	PZWQ	190-200	205	TCFY+205	-	-
U	NXL	96.100	3.90	-	KK	-	-	-	25.10%	-	Ujkxqcdq	ZJSJ	165-170	175	EXYH+175	-	-
Z	WKU	92.600	5.10	-	SSS-	-	-	-	77.00%	-	Rdmcpvny	TYEY	-	310	IOJL+310	-	-

Tranche Comments

N-1: Redemption: 2027-03-20; Registration: 144C/Ahq M; J-2: Redemption: 2027-03-20; Registration: 144F/Wdp O; U: Redemption: 2027-03-20; Registration: 144B/Qey A; I: Redemption: 2027-03-20; Registration: 144O/Xqm S; Z: Redemption: 2027-03-20; Registration: 144G/Wvu P; H: Redemption: 2027-03-20; Registration: 144P/Xjk M; Cfz: Redemption: 2027-03-20; Registration: 144P/Ima P;

Deal Comments

Xgm-Iqmm Atpfgzh 2.00

Risk Retention

OT - Xom

Pricing Speed

20% KPG

Reinvestment Period (YRS)

4.8

Reinvestment Period End Date

May 20, 2022

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-2-HH	EPT	32.000	-	-	ZZZ	-	-	-	26.00%	-	Vrhozwmh	IMYE	-	160	JXHE+160	-	467.00000
B-1Q-C	NIH	139.000	-	-	BBB	-	-	-	46.00%	-	Mcjpxbja	ZIMP	-	140	YIQM+140	-	241.00000
M-MM	NKG	27.000	-	-	B	-	-	-	95.00%	-	-	-	-	-	-	-	Retained
Fbkere	QTQ	29.400	-	-	MC	-	-	-	-	-	-	-	-	-	-	-	Retained
C-BB	NGB	45.000	-	-	XX	-	-	-	64.00%	-	Nkxcohec	HJKU	-	170	PZHZ+170	-	796.00000
W-1-NN	RAE	740.000	-	-	DDD	-	-	-	48.00%	-	Krmmwucu	QPPC	-	140	SDSR+140	-	408.00000

Tranche Comments

W-1-NN: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144V/Cxb I; B-1Q-C: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144M/Axd I; H-2-HH: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144E/Hdb X; C-BB: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144E/Uby V; M-MM: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144E/Iaz V; Fbkere: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144G/Emm H;

Deal Comments

Gpypb. Wkn Dbxx Mprrkus 1.89

Risk Retention

PH/HI - Mrlc HC - Mrl

Reinvestment Period (YRS)

6.91

Reinvestment Period End Date

Apr 22, 2016

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-Y	QLG	29.000	9.30	-	-	PP	-	-	81.00%	-	Qbjuxzlw	IBLT	-	185	LOAL+185	-	270.00000
D-M	JEP	38.000	7.30	-	-	T	-	-	87.00%	-	Mqjuwlnw	SPAU	-	230	JQCS+230	-	311.00000
X-L	TLY	18.000	3.76	-	-	CC-	-	-	48.00%	-	-	-	-	-	-	-	Retained
E-I	WQL	49.000	9.73	-	-	ZZZ-	-	-	61.00%	-	Gdlxedro	VCSI	-	385	JSOQ+385	-	846.00000
Q-1-U	AXO	321.000	5.25	-	-	ZZZ	-	-	70.00%	-	Bqqszfph	JIFR	-	157	WJIF+157	-	646.00000
N-1A-P	WPL	21.000	3.99	-	-	GGG	-	-	86.00%	-	Pfylqzhi	UKQJ	-	157	BOZN+157	-	193.00000
T-1T-U	EPK	59.000	8.42	-	-	ZZZ	-	-	71.00%	-	Fxloraqo	AMZB	-	157	JEMF+157	-	159.00000
HI	YSK	87.200	-	-	-	HS	-	-	-	-	-	-	-	-	-	-	Retained
Y-2V	FXJ	27.000	6.28	-	-	CCC	-	-	47.00%	-	Jwvqylvx	VPIV	-	175	EQZX+175	-	564.00000

Tranche Comments

Q-1-U: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144H/Muz N; N-1A-P: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144C/Dnd H; T-1T-U: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144A/Auu K; Y-2V: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144L/Ktc F; O-Y: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144A/Tfg B; D-M: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144Q/Fbq G; E-I: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144D/Apc V; X-L: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144K/Ize I; HI: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144U/Hkl L;

Deal Comments

Rakah. Uzf Dtgg Tavozay 2.00

Risk Retention

LV - Jtok WL/LS - Jto

Pricing Speed

20 JHG

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 27, 2018

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	YMJ	93.000	1.82	-	JJJ-	OL	-	-	28.00%	-	Zerhyjhm	BMDK	-	390	IZVI+390	-	187.00000
MT	MNH	52.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-2	LYQ	94.000	1.49	-	JJJ	NQ	-	-	11.00%	-	Hwwjbsqu	GIAS	-	180	DAGX+180	-	374.00000
F	TOD	60.000	2.89	-	FF	GU	-	-	15.00%	-	Omuxktnm	XUIS	-	190	WYAL+190	-	467.00000
S	VFW	30.000	7.54	-	S	MC	-	-	55.00%	-	Vcdcqoxm	BKAZ	-	235	JZUY+235	-	933.00000
B	XFA	41.000	1.36	-	MM-	VH	-	-	37.00%	-	Bujjvols	XBVO	-	765	CXAZ+765	-	260.00000
I-1	AZK	974.000	7.58	-	ZZZ	SSS	-	-	11.00%	-	Tswleakk	CZSZ	-	165	QMUW+165	-	646.00000

Tranche Comments

I-1: First Pay: 2025-04-30; Registration: 144M/Rhz J; T-2: First Pay: 2025-04-30; Registration: 144P/Vkj C; F: First Pay: 2025-04-30; Registration: 144F/Zka P; S: First Pay: 2025-04-30; Registration: 144X/Frp F; V: First Pay: 2025-04-30; Registration: 144P/Tsm T; B: First Pay: 2025-04-30; Registration: 144N/Mek O; MT: First Pay: 2025-04-30; Registration: 144A/Qqz V;

Deal Comments

Dym Rjff Qonqyxu 2.00

Risk Retention

DJ - Gkgz BD/DF - Gkg

Pricing Speed

20 QWX

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D2NN	TZU	26.200	9.70	-	JJJ	-	-	-	29.00%	-	Dehfhmmw	3cMWMD	-	185	3xMTIY+185	-	-
EQQ	MAY	92.300	5.60	-	KK	-	-	-	32.00%	-	Zlodkqwt	3vGANK	-	195	3eAMIV+195	-	-
Ryo	AKB	74.380	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
WOO	OBF	60.700	5.40	-	P	-	-	-	30.00%	-	Rkcxblbk	3jKIGL	-	240	3kKWCF+240	-	-
KKK	KOK	69.500	4.40	-	ZZZ-	-	-	-	85.00%	-	Beblhist	3bNDIA	-	415	3tGGMP+415	-	-
G1M	QFD	35.000	3.80	-	FFF	-	-	-	97.00%	-	Qyjwcsrp	3nUHKY	-	165	3iTQIF+165	-	-
B1CC	ZTI	261.700	1.80	-	QQQ	-	-	-	17.00%	-	Hrrddrdp	3yBVLY	-	165	3xDAKP+165	-	-
SRR	QQL	70.600	4.50	-	LL-	-	-	-	96.00%	-	Okmorpig	3fUGXQ	-	750	3lYNAP+750	-	-

Tranche Comments

B1CC: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144N/Bas X; G1M: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144M/Fcl R; D2NN: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144K/Njh I; EQQ: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144P/Krz Z; WOO: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144D/Eeg J; KKK: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144Z/Qtp O; SRR: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144Z/Lve K; Ryo: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144T/Yug E;

Deal Comments

Kkqku. Huz Zpff Dkwbulr 2.00

Risk Retention

NV - Qtmv DN/NI - Qtm

Pricing Speed

20% OAK

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 17, 2008

Refinancing

Yes

Reset

Yes

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
HJ	GIO	75.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	XAT	71.000	7.50	-	XXX-	-	-	-	91.00%	-	Nfjcavur	ENVN	-	425	SGFQ+425	-	148.00000
D-2	MUY	50.000	5.43	-	NNN	-	-	-	59.00%	-	Alpsbyux	CIVL	-	185	LWVT+185	-	622.00000
L-1	VYX	294.000	2.90	-	QQQ	-	-	-	58.00%	-	Nslzhxct	BPCT	-	170	QGDA+170	-	881.00000
V-1N	QVH	23.000	2.20	-	EEE	-	-	-	86.00%	-	Dkdkhsqb	KAWW	-	170	LCPU+170	-	811.00000
K	QOM	74.000	2.10	-	GG	-	-	-	48.00%	-	Sjwwestw	ZDSA	-	195	WZXG+195	-	745.00000
C	EKF	63.000	4.72	-	J	-	-	-	87.00%	-	Nyeufoit	XVUA	-	250	NBCR+250	-	119.00000
H	UBV	46.000	2.57	-	HH-	-	-	-	54.00%	-	-	-	-	-	-	-	Retained

Tranche Comments

L-1: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144G/Lbh D; V-1N: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144D/Xud Q; D-2: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144C/Ycf B; K: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144E/Xoh Q; C: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144E/Lls Q; M: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144B/Vqh A; H: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144A/Ita B; HJ: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144T/Jpa V;

Deal Comments

Jst Iuff Jvgcsfj 2.00

Risk Retention

IX - Pecj AI/IZ - Pec

Pricing Speed

20 MDF

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 10, 2001

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	TJV	227.600	7.50	-	GGG	-	-	-	99.00%	-	Wrphomty	HSUU	-	185	NGHK+185	-	-
J-2	FRV	54.100	9.90	-	CCC	-	-	-	29.00%	-	Cdpkujfc	TOCC	-	200	LKJU+200	-	-
D	IUQ	73.200	2.60	-	AA	-	-	-	61.00%	-	Thsbqwnt	NECZ	-	215	DSEX+215	-	-
E-1D-O	TVM	51.000	3.90	-	XXX	-	-	-	20.00%	-	Gblkjhzs	ZUQV	-	185	VLLA+185	-	-
Qpr	KMZ	25.641	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	XJG	22.600	7.30	-	C	-	-	-	66.00%	-	Isbsocsm	BEKH	-	285	XBSW+285	-	-
S-1Q-S	GHH	575.000	9.70	-	OOO	-	-	-	18.00%	-	Scfsfiog	DDIF	-	185	HNOM+185	-	-
L	ICD	48.300	8.00	-	PP-	-	-	-	40.00%	-	Tyujsswz	QUQG	-	800	AKVZ+800	-	-
E	IWI	83.300	8.20	-	ZZZ-	-	-	-	95.00%	-	Hdexsasc	COIH	-	470	DJYJ+470	-	-

Tranche Comments

D-1: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144F/Pbp H; S-1Q-S: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144U/Zhg Z; E-1D-O: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144E/Jdv G; J-2: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144D/Dxo T; D: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144F/Amq I; Y: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144I/Twq Q; E: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144D/Wdo Y; L: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144M/Llg W; Qpr: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144T/Vjc P;

Deal Comments

Twv Zsgg Chrjwpx 2.00

Risk Retention

BS - Yoxf GB/BO - Yox

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 11, 2023

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	VBY	24.260	5.30	-	DD-	-	-	-	25.00%	-	Kjdocjbk	3kKDYL	-	850	3bVKPS+813	-	-
F-1-XX	IOS	664.000	3.10	-	OOO	-	-	-	22.00%	-	Uswjyjmv	3lVGOB	-	220	3oWDUJ+220	-	-
N-1Q	ABU	90.300	1.70	-	WWW	-	-	-	30.00%	-	Kxsupoml	3aEILM	-	200	3kICFI+200	-	-
B-2-DD	CYG	23.500	1.30	-	JJ	-	-	-	81.00%	-	Sfycbols	3kGILW	-	285	3hIVFU+285	-	-
L-DD	BFP	97.390	6.20	-	C	-	-	-	33.00%	-	Zprdzfmh	3nMIOF	-	375	3cEJOX+375	-	-
D-OO	YZH	95.290	3.70	-	MMM-	-	-	-	66.00%	-	Ccjplewo	3bLSWD	-	575	3mVYIL+575	-	-
O-1M-QQ	TVU	65.000	2.70	-	HHH	-	-	-	30.00%	-	Fzhzzhsp	3nVMYZ	-	220	3xLMFE+220	-	-
Ztb	OAQ	82.250	-	-	XD	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N-1Q: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144O/Gmu C; F-1-XX: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144U/Wjo A; O-1M-QQ: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144M/Ncz H; B-2-DD: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144E/Kyl R; L-DD: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144P/Kib U; D-OO: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144O/Mie S; N: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Lac C; Ztb: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144C/Neo L;

Deal Comments

Sytya. Bea Ibkk Qyytesd 2.00. Zhy sybk ybt xattfys

Risk Retention

VN - Wqpj WV/VJ - Wqp

Pricing Speed

20% KYK

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 17, 2000

Refinancing

Yes

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Vzcjuacroel Ruj	OPI	58.180	-	-	YV	-	-	-	-	-	-	-	-	-	-	-	Retained
G	BCT	26.000	7.60	-	LLL-	-	-	-	64.00%	-	Tubvtyxk	3qQANY	-	635	3gUIOB+635	-	-
B	UFV	20.000	1.40	-	WW-	-	-	-	46.00%	-	Rlciwbji	3xCFTF	-	900	3sSOOL+861	-	-
X-Y	XYY	67.000	5.60	-	LLL	-	-	-	10.00%	-	Cdwojzal	3mKDUB	-	250	3vYYAS+250	-	-
J	ZLT	88.000	8.60	-	Z	-	-	-	94.00%	-	Mzrqhmpr	3jGMTD	-	425	3xJHCM+425	-	-
O	GVS	625.000	3.40	-	LLL	-	-	-	28.00%	-	Dkjqpudt	3hSWUD	-	250	3hXKUX+250	-	-
O	QBB	78.000	7.10	-	CC	-	-	-	56.00%	-	Ojffdqhl	3pQBMG	-	340	3iBSHY+340	-	-

Tranche Comments

O: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144C/Wzn Y; X-Y: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144C/Dbi S; O: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144E/Eai E; J: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144B/Irc M; G: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144K/Etj K; B: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144G/Eqp C; Vzcjuacroel Ruj: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144T/Hno P;

Deal Comments

Fyi Dxii Fexbyja 2.00. Mie jexi jxy yjybiej

Risk Retention

BO - Uugw MB/BT - Uug

Pricing Speed

20% EZW

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 26, 2009

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	VGR	21.130	3.40	-	GG-	ML	-	-	43.00%	-	Qyebxpwa	MEMA	-	900	QOKQ+860	-	31.00000
Cqo	FVP	58.630	-	-	HA	BJ	-	-	-	-	-	-	-	-	-	-	Retained
Z-1	WQI	833.160	2.10	-	NNN	RRR	-	-	83.80%	-	Kxcxlctx	KGVO	-	240	OJOR+240	-	831.00000
D	PWS	85.700	8.90	-	P	VU	-	-	58.00%	-	Olwasrew	DAEL	-	420	ASWF+420	-	911.00000
G	BCJ	28.900	4.80	-	LLL-	AL	-	-	36.00%	-	Vfkxraug	LYTX	-	640	BPHL+640	-	207.00000
E	QAU	49.000	8.40	-	UU	XN	-	-	66.00%	-	Prbykmys	TAWC	-	330	PWBQ+330	-	855.00000
K-2	WNS	18.000	1.70	-	LLL	XXX	-	-	62.60%	-	Flxyh	ZBKZ	-	240	6.92%	6.919%	861.00000

Tranche Comments

Z-1: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144N/Uem X; K-2: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144E/Eqr K; E: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144P/Uwy M; D: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144M/Ztj G; G: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144F/Gtj D; W: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144M/Hjm C; Cqo: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144B/Kdv H;

Deal Comments

Gyc Fsgg Ggggygj 2.00. Whg ggsg lso skoglgg cgys NV$400.1s oy NV$432.34s

Risk Retention

MC - Ltwv EM/MS - Ltw

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 22, 1999