2024-2

Jefferies Credit Partners Direct Lending CLO (JCPDL) 2024-2

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
W-1	BCJ	361.776	9.94	-	ZZZ	-	-	-	63.30%	-	Mjqfuopq	DDPD	-	-	164	QUPQ+164	-	804.00000
F-2T	TBM	9.174	3.73	-	CCC	-	-	-	24.00%	-	Immraqjw	TDEW	-	-	180	MVLH+180	-	990.00000
Z-2	QVG	7.536	7.40	-	DDD	-	-	-	37.00%	-	Gxizjdoi	TQMN	-	-	180	AUDZ+180	-	766.00000
H-2	UOO	48.300	2.94	-	NN	-	-	-	62.00%	-	Lllcl	-	-	-	205	6.08%	6.079%	670.00000
W-1	REF	64.800	2.40	-	H	-	-	-	35.00%	-	Glmzwzaz	VCKP	-	-	255	MUES+255	-	583.00000
Q-1	COC	25.980	1.10	-	SS	-	-	-	56.00%	-	Kjpxwlmj	KKSE	-	-	205	TKDI+205	-	771.00000
N	JSF	8.200	8.69	-	TTT	-	-	-	-	-	Jzxkshox	LWML	-	-	130	GYDJ+130	-	894.00000
H-1W	JSE	60.685	5.85	-	JJJ	-	-	-	78.30%	-	Oaefpiia	WMWJ	-	-	164	YLMG+164	-	712.00000
O-2	GUM	7.500	7.38	-	S	-	-	-	43.00%	-	Jqszk	-	-	-	255	6.58%	6.577%	768.00000
R-1	IYX	77.720	1.92	-	BBB-	-	-	-	47.00%	-	Udycychy	WVYM	-	-	445	EKJC+445	-	469.00000
Y-2	KJK	5.610	4.38	-	KKK-	-	-	-	39.00%	-	Ganju	-	-	-	445	8.48%	8.476%	913.00000
L	QNW	86.000	4.30	-	PP-	-	-	-	28.00%	-	Ubovumkh	EDJG	-	-	800	PMPQ+791	-	89.20000
Vwhkmu	HCA	92.270	-	-	BK	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N: Registration: 144P/Wxh D; W-1: Registration: 144L/Nku H; H-1W: Registration: 144Q/Law R; Z-2: Registration: 144Y/Man Y; F-2T: Registration: 144L/Fzk X; Q-1: Registration: 144H/Obl H; H-2: Registration: 144L/Kya T; W-1: Registration: 144Y/Fun N; O-2: Registration: 144E/Aqm M; R-1: Registration: 144Z/Hbs F; Y-2: Registration: 144F/Kxe U; L: Registration: 144K/Ywp K; Vwhkmu: Registration: 144C/Oue M;

Deal Comments

Rzt Ihcc Ealrztx 2.00

Risk Retention

WL - Eiw

Reinvestment Period (YRS)

2.3