Select the Phoenix FD Particle Group in the Scene Explorer and go to File → Export → Export Selected ...
UI Step
Under the Alembic Export Options dialog, make sure Extra Channels is set to UVW. Set the Animation → Range according to your needs.
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Importing through a V-Ray Proxy
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Create a Standard Primitives → V-Ray → V-Ray Proxy and select the exported alembic file.
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When loading a sequence of Alembic files, you can use the '#' symbol as a hint to V-Ray that the file path is a sequence. 'C;\alembic_0001.abc' becomes 'C:\alembic_####.abc'.
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You can assign any V-Ray materials and Phoenix FD Particle shaders material to the imported alembic files.