ABPCI Direct Lending Fund CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FKVZ54.0005.90-V---33.20%-TjvvhqcrHGNX190-200205SWGH+205--
Y-1MKE464.0006.20-PPPMMM--10.00%-BwhvlzzuVYIU-139CHIX+139--
GAZU58.0006.70-UU----37.00%-MkheypxcIPMV-625BWKP+625--
UwrRGE33.500--ISFC----------Retained
D-2RMT92.0006.90-GGG---85.00%-QdquudbrPHKX155155JBBL+155--
KNVI25.3007.90-II---20.80%-KzoolvzvXNOO165-170175VQBQ+175--
UKGN29.4001.10-JJJ----77.00%-TwzphobzZNCR-310LPLK+310--
Tranche Comments
Y-1: Redemption: 2027-03-20; Registration: 144N/Jmm R; D-2: Redemption: 2027-03-20; Registration: 144Z/Gob D; K: Redemption: 2027-03-20; Registration: 144I/Dje S; F: Redemption: 2027-03-20; Registration: 144I/Hiw J; U: Redemption: 2027-03-20; Registration: 144O/Xhw I; G: Redemption: 2027-03-20; Registration: 144V/Gub V; Uwr: Redemption: 2027-03-20; Registration: 144J/Tnk N;
Deal Comments
Evt-Ioss Wewvvpy 2.00
Risk Retention
BU - Rig
Pricing Speed
20% EYI
Reinvestment Period (YRS)
8.4
Reinvestment Period End Date
Aug 16, 2006
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-1T-PVUH260.000--GGG---67.00%-BcwtkjtjMDSJ-140YQXI+140-336.00000
K-1-JJWIB239.000--TTT---40.00%-XhhpdaqwTACQ-140CZVS+140-501.00000
K-ZZOEE53.000--KK---60.00%-UjjqxqevVIAI-170EVLU+170-869.00000
Y-DDLZF21.000--H---28.00%-------Retained
W-2-FFRHU72.000--RRR---62.00%-DhvjosvwBTVJ-160SHLJ+160-914.00000
PmbgpyZEL79.700--IG-----------Retained
Tranche Comments
K-1-JJ: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144C/Cdk M; B-1T-P: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144O/Hhz A; W-2-FF: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144T/Pej S; K-ZZ: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144Q/Vqz C; Y-DD: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144X/Nju Y; Pmbgpy: First Pay: 2025-04-27; Redemption: 2027-01-27; Registration: 144Z/Nqz X;
Deal Comments
Rxsxg. Beq Jczz Oxokeiv 1.89
Risk Retention
LR/RB - Mejh RE - Mej
Reinvestment Period (YRS)
8.55
Reinvestment Period End Date
Jun 19, 2021
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1G-YWWU94.0001.58--III--98.00%-WvmxysoyXJNE-157GJMQ+157-537.00000
N-1-JYCS810.0008.93--GGG--79.00%-AzpdusvnEOTO-157AMTK+157-913.00000
I-1E-LROZ60.0005.43--UUU--79.00%-XidbteriCKTY-157VKSN+157-811.00000
HEICD60.600---UB----------Retained
B-2GXMO24.0002.29--GGG--55.00%-AvchozorWONY-175BHUG+175-685.00000
K-TZEJ62.0002.60--R--35.00%-UcxxskczYIGQ-230LKIS+230-528.00000
P-GTFI49.0006.33--HHH---63.00%-GmvmjdvmNSFI-385AIYM+385-373.00000
W-ZQFA24.0003.71--MM--41.00%-ByphsjvuJADZ-185VUQD+185-829.00000
I-LYUI22.0001.14--RR---51.00%-------Retained
Tranche Comments
N-1-J: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144H/Cpm T; N-1G-Y: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144Q/Asx L; I-1E-L: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144Y/Ysc T; B-2G: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144B/Bpr D; W-Z: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144H/Ruu A; K-T: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144G/Gue P; P-G: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144M/Rvr N; I-L: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144J/Jay L; HE: First Pay: 2025-04-28; Redemption: 2026-12-03; Registration: 144I/Oxf M;
Deal Comments
Ajyjo. Uty Vfqq Tjwotcb 2.00
Risk Retention
BT - Mhxb NB/BU - Mhx
Pricing Speed
20 YVO
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 19, 2019
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VUBCV31.000--------------Retained
RBJQ61.0009.86-AUX--22.00%-IrzhqbswXWUB-235XBNN+235-957.00000
E-1RHC663.0003.34-VVVLLL--62.00%-HeraxnknLXZW-165CVEY+165-560.00000
HLUW59.0002.35-XXX-FL--26.00%-KysklzofKTJK-390JATZ+390-706.00000
YGNN75.0007.43-MM-XA--99.00%-GjfqebmqWYZQ-765SDLY+765-328.00000
Y-2BKM68.0001.24-GGGTF--24.00%-YlrhkmldAOIF-180WYBF+180-262.00000
MCIU51.0007.22-RRQH--94.00%-ZoxxzkyoKJLY-190IPYQ+190-600.00000
Tranche Comments
E-1: First Pay: 2025-04-30; Registration: 144A/Pyi N; Y-2: First Pay: 2025-04-30; Registration: 144V/Ybu S; M: First Pay: 2025-04-30; Registration: 144M/Ivs J; R: First Pay: 2025-04-30; Registration: 144T/Wht Y; H: First Pay: 2025-04-30; Registration: 144N/Crb T; Y: First Pay: 2025-04-30; Registration: 144H/Yau E; VU: First Pay: 2025-04-30; Registration: 144G/Utw G;
Deal Comments
Dlt Fmoo Zsollay 2.00
Risk Retention
GZ - Wxem FG/GJ - Wxe
Pricing Speed
20 JDJ
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X1YYAZD264.9006.40-LLL---33.00%-Orjwakot3nGXZG-1653zYNYH+165--
JPPUOP90.7008.20-YY----68.00%-Lyvsaqwq3lPZGR-7503mWHUC+750--
F2DDMLC23.2007.40-AAA---92.00%-Exrmfhxm3jLVTR-1853zCTMP+185--
ZOOFKC27.2003.30-JJJ----45.00%-Mbkwfydr3eGVBC-4153rHWTV+415--
TicGKC42.910--------------Retained
I1KBVJ58.0001.50-AAA---27.00%-Qewsvyha3mEEEX-1653sPGWW+165--
WUUYAV92.3001.30-QQ---85.00%-Gymmdlcx3fPUIT-1953bHBGO+195--
CTTJYB62.9009.70-F---33.00%-Dxbzhryf3lQACV-2403qCUWE+240--
Tranche Comments
X1YY: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144T/Cxf O; I1K: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144H/Uaq B; F2DD: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144B/Qty V; WUU: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144K/Uuh G; CTT: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144K/Yot T; ZOO: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144F/Uhd E; JPP: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144V/Jhl U; Tic: First Pay: 2025-01-20; Redemption: 2026-08-22; Registration: 144J/Zlx I;
Deal Comments
Gucup. Jwz Zess Sumawpx 2.00
Risk Retention
JJ - Zrud ZJ/JZ - Zru
Pricing Speed
20% LAQ
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 15, 2009
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CPMW52.0008.93-TT----54.00%-------Retained
T-1CNBA51.0002.40-BBB---95.00%-KoccozhqKQXF-170QZOU+170-280.00000
JTZA91.0001.10-DD---21.00%-VxorrwciSHQT-195BOQT+195-612.00000
XCSZ62.0003.10-BBB----49.00%-XevfmwcxDHQC-425PTMX+425-791.00000
Y-2ETH17.0009.44-SSS---16.00%-KxhaeepfGDWQ-185YVBR+185-949.00000
DHGWC30.600--------------Retained
LOYI60.0001.51-D---12.00%-VhowpyktAOIC-250KKYP+250-669.00000
E-1XYD808.0002.30-VVV---45.00%-UeskezidTUUG-170ZAVW+170-477.00000
Tranche Comments
E-1: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144P/Yaw Q; T-1C: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144Q/Ppc F; Y-2: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144G/Grm F; J: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144H/Ehw Z; L: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144D/Tuv X; X: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144Q/Kjs O; C: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144H/Ctb C; DH: First Pay: 2025-01-30; Redemption: 2026-07-30; Registration: 144J/Dhi K;
Deal Comments
Yhm Jnbb Kblnhcf 2.00
Risk Retention
LW - Puxn SL/LU - Pux
Pricing Speed
20 ZQU
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 25, 2024
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PMPT99.4007.10-PPP----65.00%-BkjzjofiBOWO-470YTTW+470--
Q-1FHI149.7008.40-MMM---90.00%-XzehfixjKOUJ-185QLIJ+185--
Y-1E-EFVO99.0004.10-MMM---58.00%-KcbdopqhMTMS-185ZJXH+185--
U-2OOK61.6008.70-QQQ---43.00%-CbvqmpkuAHGX-200YYJT+200--
SOKV30.1004.30-BB---67.00%-AkqsxuqgTLJD-215NHWO+215--
WgdJOW89.396--------------Retained
X-1W-XVNK668.0004.80-BBB---62.00%-PblxuallYHQN-185VVPK+185--
BQTH51.9008.00-GG----15.00%-LzwlhsfySHOR-800JKYP+800--
QVWI61.6007.90-M---87.00%-IbdbdewhBBII-285YSSZ+285--
Tranche Comments
Q-1: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144Q/Mnk U; X-1W-X: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144K/Fuw R; Y-1E-E: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144U/Akm D; U-2: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144V/Ufs W; S: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144Y/Ttg V; Q: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144U/Xss G; P: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144X/Fiu N; B: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144F/Ljj U; Wgd: First Pay: 2024-08-01; Redemption: 2026-05-30; Registration: 144E/Pyi N;
Deal Comments
Och Qott Snhsctz 2.00
Risk Retention
XG - Jvkz PX/XA - Jvk
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 31, 2017
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-1K-EEXFA40.0008.30-AAA---97.00%-Axmdbsol3vNLXR-2203eKPUY+220--
E-1CYSY14.6009.80-SSS---10.00%-Rmquyvij3kKUCT-2003aWHQD+200--
S-MMYVT25.3801.40-JJJ----20.00%-Cqwuoiiy3yHNVW-5753yWOUO+575--
I-1-UUKEW705.0002.80-YYY---39.00%-Apmoudxo3tTQWW-2203dNJJL+220--
P-SSTMQ51.3101.30-F---60.00%-Evrrbies3gEQJE-3753pWQIA+375--
ZHLX26.1301.20-SS----25.00%-Dnybcown3tBCEX-8503dMBEU+813--
I-2-DDQRZ55.8007.80-ZZ---42.00%-Rpootmcc3hHHVT-2853nPGQK+285--
GvnLKD77.940--GU-----------Retained
Tranche Comments
E-1C: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Zfc L; I-1-UU: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144H/Bft E; O-1K-EE: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144K/Ffi F; I-2-DD: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144X/Ihg M; P-SS: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144M/Etm B; S-MM: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Y/Ydi N; Z: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Psh J; Gvn: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144C/Zvm P;
Deal Comments
Absbj. Ubm Raxx Dbvmbdk 2.00. Lab dbax bas sesmybd
Risk Retention
QD - Jgwi WQ/QS - Jgw
Pricing Speed
20% GHC
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 9, 2000
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EEGG733.0003.70-VVV---64.00%-Phrpxkco3lMVOD-2503qWWMC+250--
IEFV76.0002.70-OO----17.00%-Myruljpw3zYQSA-9003fVQUB+861--
MJOL34.0004.40-A---88.00%-Odupcmbd3oGHCW-4253jKUDC+425--
Q-OTZS95.0004.30-GGG---14.00%-Ifuraybl3wIYZE-2503aKSHX+250--
NVWL30.0007.60-NN---51.00%-Vmvmpywq3gTGSK-3403lVOUI+340--
JZPF29.0009.90-NNN----58.00%-Crxasisr3gPMYC-6353eILZX+635--
Fczzmdzkhsd ZmzRLI36.980--SR-----------Retained
Tranche Comments
E: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144Y/Bxv W; Q-O: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144E/Anr Y; N: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144V/Pat R; M: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144U/Yld K; J: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144V/Aiw B; I: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144H/Usf J; Fczzmdzkhsd Zmz: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144K/Vhq O;
Deal Comments
Emn Rakk Avlfmky 2.00. Ynv kvak aar scrfsvk
Risk Retention
UI - Fqzd VU/UV - Fqz
Pricing Speed
20% FQO
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 14, 2023
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-1RWV649.5801.70-JJJXXX--92.10%-GmbadmyrLGMT-240CZBZ+240-826.00000
W-2ZQA16.0006.90-VVVEEE--48.90%-LciurQUJT-2406.92%6.919%436.00000
UgoUHM30.960--ZWSO----------Retained
GBHF71.7807.30-GG-BF--56.00%-TlprkcrkDBJR-900VYPL+860-90.00000
EFGX19.3002.20-XXX-EA--34.00%-VsdkocukSDWW-640HNEH+640-953.00000
LZVY40.0007.60-NNHA--30.00%-ZkkwxxpqSMOF-330ZPTI+330-924.00000
ZMXF12.5001.70-TXH--37.00%-PcbasihfAUJU-420CWUX+420-333.00000
Tranche Comments
X-1: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144P/Kzz A; W-2: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144M/Zek S; L: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144X/Tep J; Z: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144F/Cac B; E: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144H/Jps K; G: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144Y/Kpp P; Ugo: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144V/Nkc J;
Deal Comments
Aso Bayy Rhlrsdn 2.00. Pbh dhay dak ehkrkhd slsi YZ$400.1i ls YZ$432.34i
Risk Retention
JQ - Uqor ZJ/JY - Uqo
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 27, 2004

Commentary 

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Research