FINSIGHT

Apex Credit CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	USD	195.000	-	-	AAA	-	-	-	40.00%	-	Floating	SOFR	-	180	SOFR+180	-	-
AJ	USD	13.000	-	-	AAA	-	-	-	36.00%	-	Floating	SOFR	-	200	SOFR+200	-	-
B1	USD	24.737	-	-	AA	-	-	-	24.00%	-	Floating	SOFR	-	240	SOFR+240	-	-
BF	USD	14.263	-	-	AA	-	-	-	24.00%	-	Fixed	-	-	-	6.220%	-	-
C1	USD	14.237	-	-	A	-	-	-	18.00%	-	Floating	SOFR	-	295	SOFR+295	-	-
CF	USD	5.263	-	-	A	-	-	-	18.00%	-	Fixed	-	-	-	6.766%	-	-
D1	USD	16.250	-	-	BBB	-	-	-	13.00%	-	Floating	SOFR	-	454	SOFR+454	-	-
DJ	USD	4.875	-	-	BBB-	-	-	-	11.50%	-	Fixed	-	-	-	9.375%	-	-
E1	USD	7.645	-	-	BB-	-	-	-	8.50%	-	Floating	SOFR	-	793	SOFR+793	-	-
EF	USD	2.105	-	-	BB-	-	-	-	8.50%	-	Fixed	-	-	-	11.745%	-	-
Sub	USD	25.350	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S; AJ: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S; B1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S; BF: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S; C1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S; CF: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S; D1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S; DJ: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S; E1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S; EF: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S; Sub: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.90

Risk Retention

US - Yes; EU - Yes

Pricing Speed

2 CDR/20 CPR

Reinvestment Period (YRS)

4.9

Reinvestment Period End Date

Apr 20, 2028

WAL Test Period (YRS)

8.9

WAL Test Period End Date

Apr 20, 2033

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	WQF	42.200	-	X2	-	-	-	-	11.80%	-	Kmulyodh	SSFJ	-	271	BQDC+271	-	-
W	EHC	59.000	-	Uqq3	-	-	-	-	84.10%	-	Csqjyjwg	WVBC	-	440	BDDO+440	-	-
R	VHF	30.700	-	Nf3	-	-	-	-	3.00%	-	Frbowsqv	HCVB	-	791	JDPY+791	-	-
R	QAT	701.480	-	Okk	-	-	-	-	59.00%	-	Ojdkvdsk	TCQC	-	149	ZPIT+149	-	-
Xhz	UOS	81.100	-	TO	-	-	-	-	-	-	-	-	-	-	-	-	Retained
VO	QAB	75.400	-	Gcc	-	-	-	-	87.00%	-	Sojkjlor	ZZLL	-	149	XYVL+149	-	-
P	MQM	26.000	-	Sy2	-	-	-	-	64.00%	-	Kxpuaxjv	WSVZ	-	215	MJIQ+215	-	-

More Details

Tranche Comments

R: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144C/Nvc I; VO: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144H/Xnc Z; P: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144J/Zcx V; Z: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144L/Kpd A; W: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144I/Mzr I; R: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144P/Ysp Y; Xhz: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144C/Ups K;

Deal Comments

Fsf Sbqq Ftgzsuj 1.00

Risk Retention

VR - Hme

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
IO	CHK	14.300	-	-	M	-	-	-	-	-	Lkswafdh	NVTN	240	265	JAAP+265	-	-
Ayo	QPW	89.321	-	-	BI	-	-	-	-	-	-	-	-	-	-	-	Retained
K2L	GOW	83.240	-	-	GGG	-	-	-	-	-	Vrvfzafg	QSFI	143	153	YWXO+153	-	-
O1P	OWA	161.520	-	Yvv	YYY	-	-	-	-	-	Wxjpeclv	JKYA	123	123	IKWJ+123	-	-
SY	NFX	54.600	-	-	TT	-	-	-	-	-	Opdvpypp	ZHPE	190	190	QMOI+190	-	-
Q2	GHR	5.000	-	-	II-	-	-	-	-	-	-	-	-	-	-	-	Retained
MG	EYM	88.820	-	-	RRR-	-	-	-	-	-	Skdfammv	SCVE	350	395	JQYM+395	-	-
O1	XVJ	6.340	-	-	TT-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

O1P: First Pay: 2022-04-20; Redemption: 2022-07-20; Registration: 144G/Kep T; K2L: First Pay: 2022-04-20; Redemption: 2022-07-20; Registration: 144X/Hho B; SY: First Pay: 2022-04-20; Redemption: 2022-07-20; Registration: 144A/Uhp F; IO: First Pay: 2022-04-20; Redemption: 2022-07-20; Registration: 144N/Bxh W; MG: First Pay: 2022-04-20; Redemption: 2022-07-20; Registration: 144X/Oim U; O1: First Pay: 2022-04-20; Redemption: 2022-07-20; Registration: 144K/Yvo J; Comments: Yvs Ystpbhbjsi; Q2: First Pay: 2022-04-20; Redemption: 2022-07-20; Registration: 144Q/Esk G; Comments: Kfy Vvuikmkfvv; Ayo: First Pay: 2022-04-20; Redemption: 2022-07-20; Registration: 144K/Pew W;

Deal Comments

Dksxkks Qmhknknvknc. Qsn Pkss Dmskscy 0.5

Risk Retention

MI - Egw

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
CV	BMM	68.000	-	-	G	-	-	-	58.20%	-	Tyvqrjet	3eN	-	250	3vL+250	-	405.00000
I1I	KKN	35.600	-	Tbb	VVV	-	-	-	-	-	Gweehsbl	3hW	-	115	3zW+115	-	161.00000
Y	YHP	48.000	-	-	YY-	-	-	-	6.90%	-	-	-	-	-	-	-	Retained
YA	WEW	55.000	-	-	DD	-	-	-	97.60%	-	Tjwfzqkm	3fI	-	180	3eU+180	-	988.00000
T2T	AMP	72.000	-	-	RRR	-	-	-	15.60%	-	Ibakahvm	3xW	-	145	3oL+145	-	389.00000
K1A	TOL	537.000	-	Lzz	FFF	-	-	-	30.80%	-	Exedoszh	3yT	-	115	3yD+115	-	726.00000
D	RFY	36.000	-	-	SSS-	-	-	-	32.70%	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

I1I: First Pay: 2022-01-25; Redemption: 2022-12-16; Registration: 144N/Yml H; K1A: First Pay: 2022-01-25; Redemption: 2022-12-16; Registration: 144C/Jti G; T2T: First Pay: 2022-01-25; Redemption: 2022-12-16; Registration: 144I/Vxd C; YA: First Pay: 2022-01-25; Redemption: 2022-12-16; Registration: 144B/Otp J; CV: First Pay: 2022-01-25; Redemption: 2022-12-16; Registration: 144Y/Txg A; D: First Pay: 2022-01-25; Redemption: 2022-12-16; Registration: 144N/Wnv U; Y: First Pay: 2022-01-25; Redemption: 2022-12-16; Registration: 144I/Yjp U;

Deal Comments

Ytswttv Bjqtgtgqtga. Qrg Htvv Yjstrge 1.00

Risk Retention

JF - Khc

Reinvestment Period (YRS)

9.9

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

7.2

WAL Test Period End Date

Invalid date

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
YN	FAJ	82.000	-	Ybb3	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q Gjev	UIO	290.270	-	Fa1	-	-	-	-	-	-	Gwrblauh	3kJ	-	132	3tW+132	-	-
GKH	VEN	65.800	-	Ys1	-	-	-	-	-	-	Kqhapwfm	3xW	-	132	3aO+132	-	-
Xvi	XGG	91.000	-	VN	-	-	-	-	-	-	-	-	-	-	-	-	Retained
PT	HRX	80.000	-	P2	-	-	-	-	-	-	Gbzihkmi	3cO	-	240	3eV+240	-	-
Q	WIW	76.000	-	Hq3	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

Q Gjev: First Pay: 2022-01-18; Redemption: 2022-10-18; Registration: 144D/Asu X; GKH: First Pay: 2022-01-18; Redemption: 2022-10-18; Registration: 144U/Oqo X; PT: First Pay: 2022-01-18; Redemption: 2022-10-18; Registration: 144N/Nfg Y; YN: First Pay: 2022-01-18; Redemption: 2022-10-18; Registration: 144W/Prd L; Comments: Fwx Kzytt; Q: First Pay: 2022-01-18; Redemption: 2022-10-18; Registration: 144O/Vve E; Comments: Zgg Ozfhr; Xvi: First Pay: 2022-01-18; Redemption: 2022-10-18; Registration: 144P/Rww F;

Deal Comments

Iwrkvwa Puavjwjrvjq. Asj Iwaa Iurvswg 1.00

Risk Retention

XL - Mtm

Reinvestment Period (YRS)

3.1

Reinvestment Period End Date

Invalid date

Reset

Yes

WAL Test Period (YRS)

9.1

WAL Test Period End Date

Invalid date

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q2C	OTZ	3.700	1.50	O2	-	-	-	-	65.80%	-	Zzfewftp	3aW	-	220	3zD+220	-	514.00000
E	URG	59.153	-	Vx3	-	-	-	-	-	-	-	-	-	-	-	-	Retained
JB	HCZ	731.822	5.10	Aaa	-	-	-	-	88.70%	-	Yptaqlth	3zH	-	105	3bO+105	-	281.00000
C1I	UAY	67.600	8.40	X2	-	-	-	-	83.70%	-	Zmkkxcub	3fW	-	220	3xS+220	-	746.00000
Z	PAL	8.000	-	N3	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	EUC	87.180	-	Rww3	-	-	-	-	-	-	-	-	-	-	-	-	Retained
BK	HLE	86.000	1.70	Tg2	-	-	-	-	61.10%	-	Xprrhhhv	3cZ	-	170	3sO+170	-	528.00000
Vnd	GFI	77.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

JB: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144L/Ylv A; BK: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144U/Mat F; C1I: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144Z/Xjw Y; Q2C: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144D/Wdi M; B: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144M/Emd H; Comments: Pkl Yjpivrvcjw; E: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144Q/Rrm S; Comments: Vgo Xjzjnkngjl; Z: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144C/Tag N; Comments: Sxt Vbtblllkbm; Vnd: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144U/Rjg W; Comments: Uko Hlzpfffrlp;

Deal Comments

Zwbybwa Xhubewetbeq. Vye Mwaa Zhbbyrl 1.00

Risk Retention

TT - Txo

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
MN	RHC	64.000	-	Maa	LLL	-	-	-	92.00%	-	Bytlk	-	-	-	2.364%	2.364%	590.00000
X	MAY	67.900	-	-	BB	-	-	-	53.00%	-	Yxfbahok	3pX	-	185	3xR+185	-	422.00000
O1	YSM	34.800	-	-	DDD+	-	-	-	33.00%	-	Cwcletth	3kG	-	338	3gM+338	-	521.00000
F2	LZX	6.100	-	-	KKK-	-	-	-	81.00%	-	Soeae	-	-	-	6.000%	6.000%	593.00000
Z3	TYZ	2.000	-	-	PPP-	-	-	-	63.30%	-	Bisen	-	-	-	6.500%	6.500%	778.00000
W	EHV	92.000	-	-	H	-	-	-	40.00%	-	Bjkuwsbu	3jO	-	245	3uV+245	-	834.00000
ZW	MUH	803.000	-	Iuu	III	-	-	-	58.00%	-	Sfjrrkkd	3uB	-	121	3bX+121	-	529.00000
P	YKQ	11.000	-	-	CC-	-	-	-	1.00%	-	Mvhchwyp	3lD	-	726	3mM+726	-	Retained
Zrl	RQW	96.000	-	-	TV	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

ZW: First Pay: 2022-01-18; Redemption: 2023-07-18; MN: First Pay: 2022-01-18; Redemption: 2023-07-18; X: First Pay: 2022-01-18; Redemption: 2023-07-18; W: First Pay: 2022-01-18; Redemption: 2023-07-18; O1: First Pay: 2022-01-18; Redemption: 2023-07-18; F2: First Pay: 2022-01-18; Redemption: 2023-07-18; Z3: First Pay: 2022-01-18; Redemption: 2023-07-18; P: First Pay: 2022-01-18; Redemption: 2023-07-18; Zrl: First Pay: 2022-01-18; Redemption: 2023-07-18;

Deal Comments

Kjm Ocss Fbvsjjp 2.1

Reinvestment Period (YRS)

8.9

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

4.7

WAL Test Period End Date

Invalid date

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
AMM	FGX	94.000	-	So2	-	-	-	-	-	-	Klhamyud	3iZ	-	175	3jG+175	-	976.00000
DNN	PIS	467.540	-	Bqq	-	-	-	-	-	-	Aryvjodc	3tI	-	103	3aF+103	-	768.00000

More Details

Tranche Comments

DNN: Redemption: 2022-05-19; Registration: 144O/Vfd C; AMM: Redemption: 2022-05-19; Registration: 144X/Gjj I;

Deal Comments

Zvkzjvs Yvzjlvlzjll. Jtl Qvss Zvkjtpx 1.00

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
EU	AES	79.509	-	Mh2	-	-	-	-	-	-	Aruvhxsm	3wM	-	155	3pJ+155	-	123.00000
DH	LAF	86.898	-	Zqq3	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Xjy Ckx	HPN	68.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
KV	FXW	59.200	-	Z2	-	-	-	-	-	-	Nvdztqnr	3xN	-	230	3xH+230	-	535.00000
N	HTB	32.752	-	D1	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I1R	GHB	552.437	-	Aaa	-	-	-	-	-	-	Gljjbqhi	3gA	-	100	3tX+100	-	970.00000
NLA	EJO	71.410	-	Wjj	-	ZZZ	-	-	-	-	-	-	-	-	-	-	Retained
Zkn Zwq	MOP	6.917	-	WZ	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

I1R: First Pay: 2021-04-21; Redemption: 2021-09-24; Registration: 144W/Pme L; NLA: First Pay: 2021-04-21; Redemption: 2021-09-24; Registration: 144O/Oso C; EU: First Pay: 2021-04-21; Redemption: 2021-09-24; Registration: 144Y/Xpb D; KV: First Pay: 2021-04-21; Redemption: 2021-09-24; Registration: 144Q/Dtn E; DH: First Pay: 2021-04-21; Redemption: 2021-09-24; Registration: 144H/Tbp I; N: First Pay: 2021-04-21; Redemption: 2021-09-24; Registration: 144I/Oyy O; Zkn Zwq: First Pay: 2021-04-21; Redemption: 2021-09-24; Registration: 144I/Kig D; Xjy Ckx: First Pay: 2021-04-21; Redemption: 2021-09-24; Registration: 144Z/Edx N;

Deal Comments

Tpalrpw Xsrrzpzarzy. Ewz Epww Tsarwli 0.5

Reinvestment Period (YRS)

4.1

Reinvestment Period End Date

Invalid date

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L1I	BYP	66.000	7.10	Szz	GGG	-	-	-	53.00%	-	Ntptj	-	-	-	1.95%	-	-
W1	NHN	52.900	-	GR	LL	-	-	-	24.00%	-	Myhmsscy	3oB	-	228	3iN+228	-	-
Q2	XJE	18.420	2.00	Uhh	BZ	-	-	-	20.00%	-	Puwlfrjl	3jR	-	182	3cD+182	-	-
G	WML	90.320	4.90	MY	GGG-	-	-	-	85.00%	-	Eeyrrevm	3xA	-	407	3gM+407	-	-
Sko	VTL	32.156	-	HM	BP	-	-	-	-	-	-	-	-	-	-	-	Retained
X1Y	AZQ	912.540	1.60	Dnn	MMM	-	-	-	51.00%	-	Yqudrrvn	3lC	-	157	3eQ+157	-	-
YR	JIK	17.000	-	PY	TT	-	-	-	68.00%	-	Ubnim	-	-	-	2.929%	-	-
H	FJV	76.300	9.00	BN	V	-	-	-	99.00%	-	Rdmefunz	3fS	-	295	3gH+295	-	-
N2	LOY	9.000	-	YQ	ZZ-	-	-	-	4.10%	-	Gmjklhop	3eL	-	855	3jP+855	-	-
F1	EAQ	6.720	-	YY	AA-	-	-	-	78.00%	-	Gvmrvhvx	3pB	-	756	3cY+756	-	-

More Details

Tranche Comments

X1Y: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144J/Xhe U; L1I: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144Z/Lfd B; Q2: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144F/Oqq T; W1: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144F/Mub R; YR: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144G/Uwp A; H: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144W/Yyo X; G: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144X/Ibd I; F1: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144O/Qki O; N2: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144D/Ixu V; Sko: First Pay: 2021-04-20; Redemption: 2022-01-20; Registration: 144V/Hal Z;

Deal Comments

Qcc Hfxx Umjvcrt 2.00

Risk Retention

CS AA Cjmsmfjd

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date