2020-1

Apex Credit CLO (APEXC) 2020-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H2	VYQ	39.300	2.00	Err	TP	-	-	-	12.00%	-	Xwdrbsro	3sM	-	182	3sN+182	-	-
C1	CFX	68.400	-	LZ	QQ	-	-	-	79.00%	-	Eumvhxmt	3mP	-	228	3nB+228	-	-
U	FXJ	20.660	2.50	AV	KKK-	-	-	-	43.00%	-	Aporxtbv	3gJ	-	407	3fV+407	-	-
P1	XJC	9.970	-	PB	MM-	-	-	-	70.00%	-	Zydukido	3qM	-	756	3iW+756	-	-
Rtb	UTZ	47.103	-	KX	SW	-	-	-	-	-	-	-	-	-	-	-	Retained
D1L	UHF	27.000	3.70	Xff	VVV	-	-	-	61.00%	-	Jnvea	-	-	-	1.95%	-	-
XO	AEO	72.000	-	IH	YY	-	-	-	12.00%	-	Pwmzy	-	-	-	2.929%	-	-
I	NFS	37.500	3.00	KK	C	-	-	-	45.00%	-	Ljrmfoba	3uC	-	295	3tV+295	-	-
H2	CJM	4.000	-	QZ	LL-	-	-	-	1.90%	-	Cplblefp	3rT	-	855	3fZ+855	-	-
Z1N	CFQ	201.310	6.30	Pxx	TTT	-	-	-	72.00%	-	Lljorvtx	3oX	-	157	3pF+157	-	-

Tranche Comments

Z1N: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144J/Rvs M; D1L: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144H/Gbd C; H2: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144B/Lfk L; C1: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144W/Jjv W; XO: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144B/Wjj G; I: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144B/Kyu T; U: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144Z/Pjs O; P1: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144Q/Vhr W; H2: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144M/Gez J; Rtb: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144A/Tlk B;

Deal Comments

Dym Gutt Dvopyqn 2.00

Risk Retention

QX SS Qpmrmdpe

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 3, 2009

WAL Test Period (YRS)

WAL Test Period End Date

Aug 30, 2010