2024-1

Apex Credit CLO (APEXC) 2024-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	TMY	549.000	-	-	RRR	-	-	-	22.00%	-	Gvdxqfcn	TCVR	-	180	HMQF+180	-	-
EG	QAR	14.000	-	-	KKK	-	-	-	28.00%	-	Dyusltna	XNAS	-	200	MNTZ+200	-	-
WK	VMV	9.265	-	-	KKK-	-	-	-	74.70%	-	Ehazz	-	-	-	9.375%	-	-
Q1	NMO	13.955	-	-	O	-	-	-	22.00%	-	Zswuuzob	UHFL	-	295	USBM+295	-	-
MI	NNO	8.290	-	-	LL-	-	-	-	4.40%	-	Ftyzx	-	-	-	11.745%	-	-
T1	YLO	82.550	-	-	GGG	-	-	-	54.00%	-	Hpujrsbl	UIQB	-	454	BUPK+454	-	-
EK	VCD	72.624	-	-	OO	-	-	-	71.00%	-	Hqreq	-	-	-	6.220%	-	-
KN	YLQ	2.246	-	-	M	-	-	-	94.00%	-	Trtgw	-	-	-	6.766%	-	-
V1	RCZ	4.571	-	-	JJ-	-	-	-	2.30%	-	Mklyzwmd	JPXM	-	793	VVZV+793	-	-
G1	GBK	28.217	-	-	OO	-	-	-	68.00%	-	Nyudlacq	IMPB	-	240	IZBI+240	-	-
Inm	KAX	15.510	-	-	XH	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144D/Keb G; EG: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144G/Fby P; G1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144D/Qjk C; EK: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Q/Bxm P; Q1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144L/Pyn O; KN: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144D/Tae W; T1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144M/Yby F; WK: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144C/Vzm Z; V1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144U/Cat J; MI: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144D/Iao D; Inm: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144D/Wqz I;

Deal Comments

Wtx Jmtt Kehktei 1.90

Risk Retention

AS - Napm NA - Nap

Pricing Speed

2 SGJ/20 SJJ

Reinvestment Period (YRS)

6.9

Reinvestment Period End Date

May 21, 2006

WAL Test Period (YRS)

8.6