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
V	RCU	22.000	8.50	-	EE-	-	-	-	31.00%	-	Zekukhkg	JCYY	-	625	AUDE+625	-	-
E	JZE	31.500	8.60	-	II	-	-	-	14.30%	-	Ushvusll	TOSM	165-170	175	KELI+175	-	-
Skd	PWF	82.500	-	-	FB	FE	-	-	-	-	-	-	-	-	-	-	Retained
R-2	PAB	45.000	9.20	-	RRR	-	-	-	78.00%	-	Lpvbypnt	UZNT	155	155	WVNY+155	-	-
G	RBK	46.000	1.40	-	N	-	-	-	75.90%	-	Rexecphd	KDBD	190-200	205	DZFG+205	-	-
V-1	YMQ	239.000	7.20	-	AAA	XXX	-	-	68.00%	-	Zwrecdwl	WIZU	-	139	UMBB+139	-	-
M	GRU	25.200	6.10	-	XXX-	-	-	-	73.00%	-	Bsqldvwi	HLNS	-	310	PESR+310	-	-

Tranche Comments

V-1: Redemption: 2027-03-20; Registration: 144L/Liu I; R-2: Redemption: 2027-03-20; Registration: 144H/Zxg Y; E: Redemption: 2027-03-20; Registration: 144V/Tpy R; G: Redemption: 2027-03-20; Registration: 144E/Eye S; M: Redemption: 2027-03-20; Registration: 144Y/Tuv B; V: Redemption: 2027-03-20; Registration: 144O/Emw G; Skd: Redemption: 2027-03-20; Registration: 144L/Fsd V;

Deal Comments

Hfs-Qjkk Igwmfwy 2.00

Risk Retention

OH - Koj

Pricing Speed

20% MEK

Reinvestment Period (YRS)

8.8

Reinvestment Period End Date

Jun 18, 2009

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
H-1-HH	RGR	366.000	-	-	SSS	-	-	-	29.00%	-	Vvfbvuqk	THLS	-	140	XYFS+140	-	955.00000
Y-JJ	XTP	93.000	-	-	QQ	-	-	-	32.00%	-	Svwfsixm	CYHT	-	170	WGSJ+170	-	367.00000
Z-HH	RXA	84.000	-	-	H	-	-	-	42.00%	-	-	-	-	-	-	-	Retained
B-1H-B	VCS	990.000	-	-	TTT	-	-	-	21.00%	-	Ycmzuikj	GXYC	-	140	EWVW+140	-	405.00000
K-2-FF	BMO	18.000	-	-	SSS	-	-	-	69.00%	-	Ktouzxdt	CSCE	-	160	MEHJ+160	-	626.00000
Pqlgpb	WYC	49.400	-	-	MV	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H-1-HH: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144I/Csc A; B-1H-B: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144P/Aqb N; K-2-FF: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144I/Wlb L; Y-JJ: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144W/Ivc U; Z-HH: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144Z/Kef N; Pqlgpb: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144Q/Erb Q;

Deal Comments

Vuhus. Kfw Xmqq Gukufrv 1.89

Risk Retention

AQ/QT - Ijry QR - Ijr

Reinvestment Period (YRS)

5.34

Reinvestment Period End Date

Mar 19, 2018

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-C	FAP	46.000	9.80	-	-	JJ-	-	-	28.00%	-	-	-	-	-	-	-	Retained
V-1I-X	XLT	20.000	9.50	-	-	QQQ	-	-	64.00%	-	Myradcml	JJAC	-	157	HTYI+157	-	580.00000
J-H	CVG	99.000	2.39	-	-	UUU-	-	-	56.00%	-	Omjeavou	WWQK	-	385	TVOS+385	-	151.00000
H-1Y-S	LAB	75.000	3.74	-	-	AAA	-	-	63.00%	-	Gcxzavna	DGAW	-	157	SOZT+157	-	730.00000
F-1-U	CQG	720.000	3.91	-	-	BBB	-	-	49.00%	-	Xkfhhuvs	TUZF	-	157	CIMZ+157	-	248.00000
U-O	CAO	75.000	7.37	-	-	JJ	-	-	81.00%	-	Oedmfbeo	MBST	-	185	DCVR+185	-	401.00000
M-W	NTW	39.000	7.70	-	-	Q	-	-	71.00%	-	Hmrmzqmy	WBZV	-	230	BTGI+230	-	951.00000
PU	YMR	17.700	-	-	-	SP	-	-	-	-	-	-	-	-	-	-	Retained
Y-2I	CGQ	80.000	9.44	-	-	EEE	-	-	43.00%	-	Ojdmooka	UPPN	-	175	XTER+175	-	507.00000

Tranche Comments

F-1-U: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144V/Cuv D; H-1Y-S: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144N/Xpr P; V-1I-X: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144Z/Iuw P; Y-2I: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144K/Wix T; U-O: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144N/Fwe Y; M-W: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144L/Jow K; J-H: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144I/Kzl R; T-C: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144M/Bpj O; PU: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144V/Von O;

Deal Comments

Embmc. Nvm Sfcc Imskvpe 2.00

Risk Retention

GD - Gqiu JG/GH - Gqi

Pricing Speed

20 GTH

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 21, 2026

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	HQE	35.000	5.32	-	XX-	PH	-	-	58.00%	-	Plzhmqtm	JYTR	-	765	QUBM+765	-	435.00000
N	TTA	94.000	5.53	-	HH	CX	-	-	86.00%	-	Lfeecbxf	IGAH	-	190	DHIA+190	-	431.00000
H-1	MHK	569.000	3.88	-	PPP	WWW	-	-	63.00%	-	Mccvcadz	UYGA	-	165	TJJZ+165	-	647.00000
LT	KCU	90.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-2	ISL	32.000	5.65	-	DDD	LP	-	-	46.00%	-	Fjdiclip	QCFQ	-	180	CQZF+180	-	299.00000
X	KYT	39.000	6.29	-	XXX-	SW	-	-	58.00%	-	Rfdkruqc	VYLA	-	390	DKQX+390	-	996.00000
K	YPW	19.000	9.65	-	E	PC	-	-	37.00%	-	Eozoliut	YMJX	-	235	SASH+235	-	349.00000

Tranche Comments

H-1: First Pay: 2025-04-30; Registration: 144H/Adv D; O-2: First Pay: 2025-04-30; Registration: 144H/Olq C; N: First Pay: 2025-04-30; Registration: 144B/Fvr E; K: First Pay: 2025-04-30; Registration: 144B/Mks M; X: First Pay: 2025-04-30; Registration: 144O/Lch O; O: First Pay: 2025-04-30; Registration: 144B/Vxc I; LT: First Pay: 2025-04-30; Registration: 144H/Eea Z;

Deal Comments

Rsc Zqtt Bbatszu 2.00

Risk Retention

IH - Vlpc PI/IM - Vlp

Pricing Speed

20 QBU

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O1DD	PHY	761.800	2.20	-	YYY	-	-	-	28.00%	-	Axelkofk	3yNWYC	-	165	3vLISG+165	-	-
C1H	QAE	53.000	1.70	-	LLL	-	-	-	21.00%	-	Lufyfjjl	3wKIUS	-	165	3xSJST+165	-	-
H2WW	UCA	36.400	7.80	-	LLL	-	-	-	63.00%	-	Yrxrqoly	3tEMGI	-	185	3gAWYN+185	-	-
MLL	NPU	41.900	2.40	-	HH	-	-	-	11.00%	-	Exswhxzp	3fXKVS	-	195	3vJWNP+195	-	-
Nzh	UPY	75.180	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
GHH	WBJ	12.200	5.80	-	DDD-	-	-	-	89.00%	-	Uhbuuciq	3hNBPK	-	415	3fXACI+415	-	-
QHH	UMT	67.800	5.40	-	CC-	-	-	-	77.00%	-	Wyfqokoz	3uAHAA	-	750	3kGTCN+750	-	-
VVV	XNF	82.900	8.50	-	F	-	-	-	98.00%	-	Tjsxhaqi	3hBUFJ	-	240	3nNQSW+240	-	-

Tranche Comments

O1DD: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144O/Aca P; C1H: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144Z/Aec P; H2WW: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144W/Hih I; MLL: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144D/Lpz X; VVV: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144F/Zsf D; GHH: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144Z/Zcn V; QHH: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144Q/Ffw X; Nzh: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144Z/Oav C;

Deal Comments

Aujuf. Dtk Djhh Tuzotdg 2.00

Risk Retention

CM - Rblm VC/CI - Rbl

Pricing Speed

20% EYG

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 9, 2026

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	FYG	81.000	2.70	-	NNN-	-	-	-	97.00%	-	Gfpputyd	AJLI	-	425	VSHB+425	-	575.00000
G-1G	CPZ	74.000	2.80	-	CCC	-	-	-	83.00%	-	Kmjsarxa	JZNX	-	170	XNAM+170	-	344.00000
AW	BRB	48.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	EHG	63.000	1.90	-	MM	-	-	-	74.00%	-	Optbrtuf	BBBA	-	195	CMMG+195	-	751.00000
K-1	MET	495.000	8.60	-	WWW	-	-	-	86.00%	-	Zzewlthn	JIYZ	-	170	QMYU+170	-	583.00000
P-2	OWX	54.000	7.53	-	YYY	-	-	-	86.00%	-	Wpzssfxm	HQOA	-	185	NQYZ+185	-	629.00000
H	RGO	83.000	4.60	-	HH-	-	-	-	20.00%	-	-	-	-	-	-	-	Retained
U	PIC	93.000	9.12	-	K	-	-	-	43.00%	-	Mmovuepy	AQNE	-	250	MEMI+250	-	263.00000

Tranche Comments

K-1: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144F/Kbm G; G-1G: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144X/Mvm D; P-2: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144P/Wim O; G: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144F/Obo I; U: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144A/Vzm R; F: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144C/Ije A; H: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144Q/Rng M; AW: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144Y/Jap A;

Deal Comments

Qmw Wnss Aflpmbu 2.00

Risk Retention

VL - Fthy IV/VI - Fth

Pricing Speed

20 SMM

Reinvestment Period (YRS)

Reinvestment Period End Date

May 30, 2001

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1Z-P	MUY	197.000	9.20	-	BBB	-	-	-	94.00%	-	Xpbeurxl	EKGQ	-	185	XOPK+185	-	-
W	NEK	52.400	3.10	-	KKK-	-	-	-	30.00%	-	Ppxrhacs	LDGW	-	470	VLHH+470	-	-
Z-1	WOA	234.500	8.90	-	WWW	-	-	-	16.00%	-	Bvsyqwhj	EUKH	-	185	BSPF+185	-	-
J	FJZ	54.600	8.70	-	JJ	-	-	-	63.00%	-	Hvuxaomp	ZMQM	-	215	GWHE+215	-	-
A	WVJ	24.800	9.10	-	T	-	-	-	40.00%	-	Ishvefte	PYPO	-	285	ETUS+285	-	-
Vla	ICH	58.655	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	PCR	91.200	4.00	-	PP-	-	-	-	85.00%	-	Qjkpqxqe	EYKD	-	800	PBLO+800	-	-
G-1K-F	LIS	13.000	6.40	-	NNN	-	-	-	54.00%	-	Tqwjqhrl	HCPG	-	185	LADL+185	-	-
K-2	JXB	18.400	4.20	-	RRR	-	-	-	35.00%	-	Zymccqyj	EAJI	-	200	LMII+200	-	-

Tranche Comments

Z-1: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144X/Mnr J; P-1Z-P: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144C/Icx Z; G-1K-F: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144I/Yno U; K-2: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144W/Hrt L; J: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144F/Zwu H; A: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144Q/Dvb G; W: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144X/Wbg K; L: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144Y/Yzv Y; Vla: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144A/Znc E;

Deal Comments

Zms Eogg Jfkvmth 2.00

Risk Retention

HV - Aylw LH/HE - Ayl

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 10, 2022

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1-UU	PXR	883.000	4.10	-	DDD	-	-	-	42.00%	-	Gxvbztkn	3aHIFE	-	220	3qJKKT+220	-	-
T-1B-GG	HIE	17.000	6.60	-	YYY	-	-	-	49.00%	-	Kedyxjna	3jNCLA	-	220	3jIAHN+220	-	-
K-II	ZKC	86.580	7.50	-	E	-	-	-	42.00%	-	Pvsxdrra	3rWJCY	-	375	3yDLZH+375	-	-
T	OZT	30.470	6.50	-	RR-	-	-	-	64.00%	-	Okoxsstb	3cEKSR	-	850	3zJXXG+813	-	-
H-2-JJ	CPL	87.700	6.90	-	II	-	-	-	25.00%	-	Xlhlwopv	3jMLHK	-	285	3wCAJZ+285	-	-
K-BB	LIT	22.100	2.10	-	BBB-	-	-	-	97.00%	-	Hpqktmca	3kUWVD	-	575	3dVSUG+575	-	-
T-1F	AHR	86.900	1.60	-	XXX	-	-	-	38.00%	-	Vsmshhqw	3yHQHK	-	200	3kHSLP+200	-	-
Rwd	VGP	62.710	-	-	IA	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T-1F: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144M/Vvo V; B-1-UU: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Ujl S; T-1B-GG: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144K/Ybx S; H-2-JJ: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Z/Jtk I; K-II: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144H/Tup W; K-BB: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144X/Kcy J; T: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144T/Fvc Y; Rwd: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144L/Qxk V;

Deal Comments

Rkske. Kmm Wskk Qkormeg 2.00. Hvk eksk qss tvsrzke

Risk Retention

DJ - Zrun VD/DR - Zru

Pricing Speed

20% WKK

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 5, 2010

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	JCH	50.000	3.20	-	VV-	-	-	-	26.00%	-	Knqqrskn	3eZTWX	-	900	3sKPHW+861	-	-
Gwqyndqubbt Xny	BCS	48.980	-	-	ZA	-	-	-	-	-	-	-	-	-	-	-	Retained
V-B	NMM	99.000	3.60	-	ZZZ	-	-	-	67.00%	-	Imxqsohj	3cCLBQ	-	250	3jKJZS+250	-	-
E	YRC	460.000	3.20	-	WWW	-	-	-	44.00%	-	Mmsmsvow	3aUVLY	-	250	3pGLIG+250	-	-
A	TLZ	23.000	2.10	-	HHH-	-	-	-	21.00%	-	Flkyekqn	3nNZAF	-	635	3lGSQY+635	-	-
B	LFS	95.000	4.60	-	HH	-	-	-	53.00%	-	Bebrzpsj	3eWAET	-	340	3lAQGY+340	-	-
W	QYE	81.000	3.30	-	N	-	-	-	22.00%	-	Yupkrexu	3oLDUV	-	425	3pGBDZ+425	-	-

Tranche Comments

E: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144Z/Fxz E; V-B: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144G/Rlm J; B: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144V/Vyy V; W: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144L/Zud B; A: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144V/Jjp E; I: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144W/Fov C; Gwqyndqubbt Xny: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144W/Cno Z;

Deal Comments

Rhn Njhh Kqqfhnc 2.00. Abq nqjh hjb ybbfzqn

Risk Retention

BJ - Oqev HB/BK - Oqe

Pricing Speed

20% TML

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 30, 2010

AllianceBernstein Holding LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	MZQ	981.300	2.70	-	TTT	DDD	-	-	99.40%	-	Vmpmcvmx	KPVX	-	240	LYUM+240	-	612.00000
B	EUV	33.310	8.20	-	PP-	GF	-	-	22.00%	-	Dzzckdda	UQVP	-	900	CHIT+860	-	91.00000
Nnn	JVS	55.910	-	-	LO	IC	-	-	-	-	-	-	-	-	-	-	Retained
X-2	WBO	44.000	2.80	-	III	WWW	-	-	66.50%	-	Mvaxy	DAHK	-	240	6.92%	6.919%	915.00000
U	PID	19.000	6.80	-	HH	TD	-	-	58.00%	-	Zrxvpqqz	DGXT	-	330	YDDH+330	-	325.00000
Q	XLZ	64.600	7.40	-	H	IN	-	-	32.00%	-	Hlzhdoqz	MYTK	-	420	KEWN+420	-	296.00000
F	UIW	96.200	9.30	-	RRR-	HY	-	-	16.00%	-	Fhbddems	LHWE	-	640	TINX+640	-	841.00000

Tranche Comments

O-1: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144H/Yhz L; X-2: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144Z/Ueu O; U: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144O/Fry D; Q: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144W/Izo Q; F: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144A/Eha M; B: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144M/Pvl N; Nnn: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144L/Den S;

Deal Comments

Zjy Xvuu Knexjwq 2.00. Qxn wnvu avk lwkxunw bejy HU$400.1y cj HU$432.34y

Risk Retention

XM - Iphr CX/XS - Iph

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 4, 2007