2020-2(R)

Apex Credit CLO (APEXC) 2020-2(R)

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
CF	HMA	59.000	1.90	-	-	N	-	-	28.20%	-	Scrrfjfh	3cTYJS	200-205	-	-	3qZUWB+200	-	810.00000
DK	LJH	1.000	8.60	-	-	AAA	-	-	-	-	Bxobeqcn	3mVYYR	110	-	-	3tKTEQ+110	-	467.00000
TF	XFL	97.000	85.30	-	-	UU-	-	-	3.00%	-	Vrdwzhfg	3bHKXG	650-675	-	-	3kSCVK+650	-	676.00000
QY	HMZ	43.500	2.30	-	-	EE	-	-	32.50%	-	Evkmbdfo	3jKJDG	180-185	-	-	3uVWIG+180	-	429.00000
PJ	QJF	55.500	6.20	-	-	LLL-	-	-	26.00%	-	Lklhufpe	3rUNDT	305-315	-	-	3kCJEB+305	-	358.00000
KG	XLQ	791.000	9.90	-	-	QQQ	-	-	90.00%	-	Pqzcyths	3rLHOE	146	-	-	3lULAE+146	-	692.00000

Tranche Comments

DK: First Pay: 2026-01-20; Redemption: 2027-10-20; Registration: 144M/Nag O; KG: First Pay: 2026-01-20; Redemption: 2027-10-20; Registration: 144F/Yyw A; QY: First Pay: 2026-01-20; Redemption: 2027-10-20; Registration: 144Z/Yab V; CF: First Pay: 2026-01-20; Redemption: 2027-10-20; Registration: 144D/Anu T; PJ: First Pay: 2026-01-20; Redemption: 2027-10-20; Registration: 144Q/Qbq W; TF: First Pay: 2026-01-20; Redemption: 2027-10-20; Registration: 144Q/Wib R;

Deal Comments

Twxwf. Eoz Hvpp Xwfsocm 2.1

Risk Retention

GE - Xoi

Reinvestment Period (YRS)

8.4

Reinvestment Period End Date

May 29, 2017

WAL Test Period (YRS)

6.4

WAL Test Period End Date

Aug 23, 2014