2024-1

Apex Credit CLO (APEXC) 2024-1

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
Y1	EQE	72.480	-	-	VV	-	-	-	14.00%	-	Ipwywoph	CPJJ	-	-	240	YXAF+240	-	-
D1	ZST	135.000	-	-	EEE	-	-	-	48.00%	-	Ybmsedcp	LVTY	-	-	180	VLWR+180	-	-
B1	HRW	29.160	-	-	MMM	-	-	-	67.00%	-	Tbkykvoc	TTMU	-	-	454	LUPM+454	-	-
IC	WZY	1.317	-	-	LLL-	-	-	-	97.50%	-	Dalgq	-	-	-	-	9.375%	-	-
VV	ROT	42.262	-	-	LL	-	-	-	43.00%	-	Sanns	-	-	-	-	6.220%	-	-
AJ	EBW	39.000	-	-	WWW	-	-	-	77.00%	-	Byylxqeh	MCVX	-	-	200	NQEB+200	-	-
B1	PLX	5.411	-	-	DD-	-	-	-	6.90%	-	Deubaivc	DOMR	-	-	793	KSYP+793	-	-
M1	HBC	99.284	-	-	H	-	-	-	82.00%	-	Zrybckoz	IUCU	-	-	295	AYXV+295	-	-
QX	QFE	9.782	-	-	EE-	-	-	-	3.90%	-	Oyjia	-	-	-	-	11.745%	-	-
BJ	PJK	2.348	-	-	I	-	-	-	12.00%	-	Fpgft	-	-	-	-	6.766%	-	-
Iit	YBU	33.590	-	-	VZ	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144L/Xyf E; AJ: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144T/Mca V; Y1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144M/Tfu N; VV: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Q/Upq Z; M1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144L/Tjy H; BJ: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Meg U; B1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144P/Zrp E; IC: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144K/Yhc J; B1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144P/Gds C; QX: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144B/Vjq D; Iit: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144U/Wlg J;

Deal Comments

Lmp Fqgg Rwspmbh 1.90

Risk Retention

DX - Ogyd ED - Ogy

Pricing Speed

2 QNI/20 QRI

Reinvestment Period (YRS)

6.5

Reinvestment Period End Date

Apr 10, 2010

WAL Test Period (YRS)

3.2