2024-1

Jefferies Credit Partners Direct Lending CLO (JCPDL) 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
Meg	YEW	32.800	-	-	IL	-	-	-	-	-	-	-	-	-	-	-	-	Retained
XQR	PQB	9.597	9.50	-	LLL	-	-	-	15.00%	-	Lylji	-	-	-	190	5.71%	5.705%	768.00000
Q	KIN	71.000	1.50	-	Y	-	-	-	95.00%	-	Pjxxrrwo	LHVY	-	-	270	VAMY+270	-	187.00000
C1	GUA	814.000	9.00	-	PPP	-	-	-	29.40%	-	Uysywcqd	WXON	-	165-170	168	ZHHU+168	-	589.00000
H	VKT	32.000	8.30	-	UU	-	-	-	18.90%	-	Nnskzqjn	XIFB	-	-	215	JHAT+215	-	299.00000
O	BRN	42.000	6.00	-	XXX-	-	-	-	47.00%	-	Jznrhidn	UYQK	-	-	450	VAFG+450	-	847.00000
Q1Q	XVC	92.000	2.00	-	JJJ	-	-	-	53.60%	-	Efjuzllg	MUGY	-	-	168	XBCB+168	-	808.00000
ITR	KYY	3.235	4.70	-	RRR	-	-	-	29.00%	-	Qerwhhot	VKOL	-	-	190	WYIC+190	-	997.00000
K	TXW	53.000	8.50	-	EE-	-	-	-	88.00%	-	Oxrfelth	TPYO	-	-	825	MLPG+825	-	282.00000

Tranche Comments

C1: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144T/Iog V; Q1Q: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144E/Qem N; XQR: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144P/Rql W; ITR: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144M/Aqs X; H: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144T/Xhq K; Q: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144V/Dlv V; O: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144X/Wre M; K: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144L/Exz X; Meg: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144U/Izb D;

Deal Comments

Bfn Zwhh Zbpkfvq 2.00

Pricing Speed

20% XVA

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 6, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Jul 8, 2006