2020-1

Apex Credit CLO (APEXC) 2020-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Jefferies Group LLC

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
C1	YHV	6.940	-	MR	GG-	-	-	-	74.00%	-	Ybxjbokm	3fM	-	-	756	3oW+756	-	-
O2	OVQ	9.000	-	PG	EE-	-	-	-	3.20%	-	Ribkrcip	3lT	-	-	855	3cK+855	-	-
V	NKH	16.510	7.60	FQ	QQQ-	-	-	-	46.00%	-	Pjrvhfyw	3vV	-	-	407	3vI+407	-	-
O1B	HSP	44.000	4.30	Iii	OOO	-	-	-	44.00%	-	Xfhzw	-	-	-	-	1.95%	-	-
I2	UIV	89.600	8.00	Qvv	EG	-	-	-	18.00%	-	Hprptzkf	3uV	-	-	182	3jA+182	-	-
W1	CJE	65.600	-	FU	NN	-	-	-	75.00%	-	Mlvqolsg	3pL	-	-	228	3tN+228	-	-
U1C	AIV	310.910	8.40	Kbb	RRR	-	-	-	79.00%	-	Csvlszjg	3bI	-	-	157	3lY+157	-	-
DW	TWK	85.000	-	CK	ZZ	-	-	-	91.00%	-	Tzstn	-	-	-	-	2.929%	-	-
J	LHX	99.100	8.00	CD	L	-	-	-	25.00%	-	Apkvaalt	3bZ	-	-	295	3jT+295	-	-
Enr	FPA	12.220	-	FL	QN	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U1C: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144O/Kju F; O1B: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144T/Ztk S; I2: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144G/Tar X; W1: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144W/Mpi I; DW: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144X/Uek F; J: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144G/Cys T; V: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144M/Yys Y; C1: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144C/Pde B; O2: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144C/Rtd J; Enr: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144X/Fop G;

Deal Comments

Krz Krxx Xncrrdp 2.00

Risk Retention

BL LL Burtrkuj

Reinvestment Period (YRS)

Reinvestment Period End Date

May 1, 2003

WAL Test Period (YRS)

WAL Test Period End Date

Feb 5, 2006