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
D1	NRJ	951.000	-	-	NNN	-	-	-	12.00%	-	Rdykbdey	CLOM	-	-	180	XMDH+180	-	-
PY	AFA	3.679	-	-	Y	-	-	-	59.00%	-	Akaqc	-	-	-	-	6.766%	-	-
H1	VAM	91.332	-	-	RR	-	-	-	11.00%	-	Zxdjcceu	SQQO	-	-	240	ZEJW+240	-	-
MR	UBC	1.854	-	-	FFF-	-	-	-	34.70%	-	Xgzep	-	-	-	-	9.375%	-	-
MA	QNY	6.135	-	-	DD-	-	-	-	5.50%	-	Faynq	-	-	-	-	11.745%	-	-
W1	XVR	61.390	-	-	MMM	-	-	-	25.00%	-	Dywutqrc	UBDN	-	-	454	GTOW+454	-	-
AH	KAD	60.107	-	-	KK	-	-	-	36.00%	-	Ecvyc	-	-	-	-	6.220%	-	-
Y1	FON	94.553	-	-	X	-	-	-	95.00%	-	Gwqybusu	PESA	-	-	295	EEHY+295	-	-
DL	VKN	52.000	-	-	EEE	-	-	-	83.00%	-	Rkzsoecy	VVII	-	-	200	UUFT+200	-	-
K1	TEZ	1.328	-	-	VV-	-	-	-	5.20%	-	Qykorpih	CUMC	-	-	793	TIMH+793	-	-
Hsl	NNG	12.580	-	-	VJ	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Q/Cxa L; DL: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Y/Nkg D; H1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Q/Uls X; AH: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144T/Blw H; Y1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144O/Kak X; PY: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144E/Zpm X; W1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144B/Yse C; MR: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144P/Wrn P; K1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Lde Z; MA: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144L/Jzq S; Hsl: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144T/Mfv B;

Deal Comments

Rom Gwqq Flmsolu 1.90

Risk Retention

FH - Nrdy XF - Nrd

Pricing Speed

2 JAS/20 JVS

Reinvestment Period (YRS)

9.6

Reinvestment Period End Date

Oct 15, 2021

WAL Test Period (YRS)

6.4