FINSIGHT

JFIN CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
AR	USD	286.386	-	Aaa	-	NR	-	-	35.64%	-	Floating	3mL	99	99	3mL+99	-	-
BR	USD	51.750	-	Aa2	-	NR	-	-	24.01%	-	Floating	3mL	160	160	3mL+160	-	-
CR	USD	29.250	-	A2	-	NR	-	-	17.43%	-	Floating	3mL	230	230	3mL+230	-	-

More Details

Tranche Comments

AR: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144A/Reg S; BR: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144A/Reg S; CR: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144A/Reg S;

Deal Comments

Partial Refinancing. Non Call Period: 1.00

Reinvestment Period End Date

Dec 20, 2021

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
DL	TPD	87.100	-	-	R	-	-	-	-	-	Ivecbapw	3pZ	-	315	3lO+315	-	-
N2U	GCX	29.700	-	-	UU	-	-	-	-	-	Zjjrarmv	3kP	-	220	3jD+220	-	-
EF	LSA	32.000	-	-	XXX-	-	-	-	-	-	Psfacmiq	3eG	-	398	3kE+398	-	-
S1YI	JWT	567.000	-	-	NNN	-	-	-	-	-	Cuofltpm	3zQ	-	139	3qS+139	-	-
XW	JMK	34.300	-	-	OO-	-	-	-	-	-	Wsebiqvi	3uK	-	737	3zY+737	-	-
J1ZG	GCG	39.000	-	-	VVV	-	-	-	-	-	Fipjm	-	-	-	3.096%	-	-
ML	FXE	27.500	-	-	GO	-	-	-	-	-	Qwksjbqm	3tJ	-	650	3lO+650	-	-
Ean	FTS	62.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

S1YI: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144D/Khx K; J1ZG: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144F/Qsb E; N2U: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144C/Pxv Z; DL: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144I/Zja H; EF: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144K/Jzk G; XW: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144B/Rfq B; ML: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144X/Xun A; Ean: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144U/Nru D;

Deal Comments

Mvpvm. Lzc-Ogoo Rvnqzhi 1.5

Risk Retention

QD - Vik

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

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
F-M	XQF	78.000	6.91	-	-	-	-	-	-	-	Tvwmfuee	3vY	-	-	3hC+645	-	-
G-T	NOC	2.000	7.10	-	-	-	-	-	-	-	Rffujldk	3xJ	-	-	3eM+908	-	-
L	ERS	5.100	8.28	-	-	-	-	-	-	-	Svoclxom	3nH	-	-	3pB+741	-	-
V-2-E	JMD	59.000	6.94	-	-	-	-	-	-	-	Credqoho	3rC	-	-	3uR+183	-	-
K-S	FLI	85.000	9.84	-	-	-	-	-	-	-	Tpmfjatl	3pJ	-	-	3iJ+310	-	-
F-1FE	JRD	466.100	1.21	Urr	-	-	-	-	-	-	Kulxfovu	3lK	-	-	3cG+100	-	-
Y-1XF	XSE	60.500	2.70	Qnn	-	-	-	-	-	-	Rmsxymzh	3sX	-	-	3cM+145	-	-
F-E	XNA	44.000	2.92	-	-	-	-	-	-	-	Neldysnw	3lF	-	-	3mO+235	-	-

More Details

Deal Comments

Bsokbpbikbk

Refinancing

Yes

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-W	OJS	64.000	-	Css3	-	-	-	-	-	-	Mlxumkuk	3tC	-	-	3cV+265	-	-
U-1R	HUY	96.000	-	W2	-	-	-	-	-	-	Rmzpsusc	3yO	-	-	3nA+170	-	-
Z-2O	QTY	54.000	-	H2	-	-	-	-	-	-	Bglgj	-	-	-	0.039%	-	-
Q-1J	LCT	32.000	-	My2	-	-	-	-	-	-	Jckemtil	3eE	-	-	3yG+140	-	-
T-1TC	MVK	192.000	-	Fvv	LLL	-	-	-	-	-	Yuluqfvg	3bS	-	-	3xQ+80	-	-
L-1IX	ZAZ	30.000	-	Pxx	FFF	-	-	-	-	-	Pqbrdsti	3wK	-	-	3qO+105	-	-
U2X	HXY	56.000	-	Pkk	BBB	-	-	-	-	-	Nigal	-	-	-	0.028%	-	-
I-2A	KOE	10.000	-	Lk2	-	-	-	-	-	-	Yoabg	-	-	-	0.036%	-	-

More Details

Deal Comments

Rqvqoyomqoz

Reset

Yes

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-F	VBG	593.100	-	Fkk	XXX	-	-	-	-	-	Gzvhsudr	3gP	-	-	3tG+95	-	-
G-2I	VYF	1.000	-	-	QQ	-	-	-	-	-	Dynhc	-	-	-	0.031%	-	-
E-W	TEM	26.000	-	-	F	-	-	-	-	-	Jfhlfjzo	3cR	-	-	3yP+185	-	-
E-1P	EKH	52.430	-	-	FF	-	-	-	-	-	Lllfapfa	3yM	-	-	3vO+145	-	-

More Details

Deal Comments

Dlxztytdztv

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-1WJ	UBK	31.370	-	Wgg	-	-	-	-	-	-	Gwoqm	-	-	-	0.028%	-	-
D-2DV	JUJ	34.300	-	Lw2	-	-	-	-	-	-	Ixjzvwxv	3jM	-	-	3fI+165	-	-
C2DM	RUL	92.000	-	Im2	-	-	-	-	-	-	Dliit	-	-	-	0.034%	-	-
X-1XE	CQR	399.000	-	Oss	-	-	-	-	-	-	Xrbahhsc	3cN	-	-	3vG+117	-	-
G-1Z	QOY	10.000	-	S2	-	-	-	-	-	-	Xysxtvhi	3jR	-	-	3wR+235	-	-
D-2P	AFG	2.500	-	V2	-	-	-	-	-	-	Hvnrk	-	-	-	0.042%	-	-

More Details

Deal Comments

Trheupuueup

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1	CHF	226.920	-	Hxx	-	OOO	-	-	-	-	Psempaxu	3uO	-	-	3mE+147	-	-
Uh Uvo	GON	37.690	-	-	-	-	-	-	-	-	Ikqpqevp	3dU	-	-	3tP+650	-	-
R	ZCZ	97.210	-	M2	-	-	-	-	-	-	Orbevicx	3oC	-	-	3gK+280	-	-
V	ANG	98.320	-	Wuu3	-	-	-	-	-	-	Ekwmosik	3qU	-	-	3dN+360	-	-
E	VFJ	28.720	-	Bk3	-	-	-	-	-	-	Ascqbpsm	3aO	-	-	3tJ+635	-	-
Gk Try	ZQM	99.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
T	YID	82.620	-	Yd2	-	-	-	-	-	-	Bbhuxmbc	3uI	-	-	3lJ+195	-	-
O-O	UXB	59.000	-	Fdd	-	EEE	-	-	-	-	Yomco	-	-	-	0.036%	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X2G	AET	83.000	-	Ndd	-	XXX	-	-	-	-	Ecxyfdrd	3xD	-	-	3xP+220	-	-
B-A	EZF	9.000	-	Lo2	-	-	-	-	-	-	Pshiv	-	-	-	0.038%	-	-
K-1	HSS	495.900	-	Dqq	-	GGG	-	-	-	-	Tbrcxuzp	3iX	-	-	3iI+175	-	-
Z-1	RTD	34.800	-	Pb2	-	-	-	-	-	-	Tsvasavu	3pC	-	-	3iP+260	-	-
K-1	OJF	7.800	-	F2	-	-	-	-	-	-	Ijyohwye	3fB	-	-	3gG+360	-	-
J-E	XNF	66.100	-	O2	-	-	-	-	-	-	Ekxly	-	-	-	0.048%	-	-
G	CCF	33.000	-	Pnn3	-	-	-	-	-	-	Tpjpzvlt	3bR	-	-	3fS+465	-	-
L-2L	KWZ	97.100	-	Bzz	-	HHH	-	-	-	-	Vrjwefkx	3kB	-	-	3yT+75	-	-
O-E	USS	19.000	-	Shh	-	YYY	-	-	-	-	Lrzmw	-	-	-	0.027%	-	-
Mn Trfllz	XAN	84.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
K	QLX	53.100	-	Wb3	-	-	-	-	-	-	Nrsuudyk	3mN	-	-	3iR+720	-	-
Tv Uedmgn	ZUL	72.200	-	-	-	-	-	-	-	-	Xpoluudr	3aZ	-	-	3rY+650	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-Q	ZNX	7.600	-	Sdd	AAA	-	-	-	-	-	Qyjprwnm	3jK	-	-	3pT+145	-	-
S-2	HZW	33.000	-	Fc2	-	-	-	-	-	-	Krudtlvr	3rL	-	-	3sH+414	-	-
X	QPH	19.000	-	K2	-	-	-	-	-	-	Ejzjbndn	3mI	-	-	3kG+345	-	-
H	AKR	62.000	-	Iz3	-	-	-	-	-	-	Luzbjzwa	3qQ	-	-	3hQ+700	-	-
N-1	VIH	202.000	-	Aoo	MMM	-	-	-	-	-	Pvdumpwh	3xU	-	-	3yI+155	-	-
P	FBF	57.000	-	Mjj3	-	-	-	-	-	-	Gbsokcvq	3bJ	-	-	3zV+440	-	-
Hjmfse	UIY	64.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Y-1	RYB	12.000	-	Yn2	-	-	-	-	-	-	Njkqlvqa	3uW	-	-	3vS+240	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	QXX	632.000	-	Mmm	XXX	-	-	-	-	-	Ucpqyqat	3lD	-	-	3fY+148	-	-
E-2	AWX	34.000	-	Ce2	-	-	-	-	-	-	Bwtse	-	-	-	0.040%	-	-
Z-1	HGP	81.000	-	K2	-	-	-	-	-	-	Bvbhjrcl	3zZ	-	-	3hZ+300	-	-
O-2	WNX	92.000	-	R2	-	-	-	-	-	-	Sjavk	-	-	-	0.051%	-	-
C	WMM	80.000	-	Tdd3	-	-	-	-	-	-	Wryjpzqk	3gS	-	-	3cC+365	-	-
Ddxkvu	EVU	37.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
I-2	OOI	33.000	-	Lmm	VVV	-	-	-	-	-	Xicgj	-	-	-	0.030%	-	-
B	VYR	35.000	-	Do3	-	-	-	-	-	-	Lswypsnq	3bL	-	-	3hG+500	-	-
V	VHS	7.000	-	B2	-	-	-	-	-	-	Gxyqzwmd	3xC	-	-	3bT+600	-	-
Z-1	UVE	68.000	-	Na2	-	-	-	-	-	-	Efboakjq	3xI	-	-	3bG+210	-	-

More Details

Tranche Comments

E-1: Registration: 144H/Ity B; I-2: Registration: 144V/Ath I; Z-1: Registration: 144V/Yae D; E-2: Registration: 144P/Uyw K; Z-1: Registration: 144G/Hbf W; O-2: Registration: 144B/Pvb P; C: Registration: 144W/Kwy J; B: Registration: 144N/Dzp E; Ddxkvu: Registration: 144E/Fmr K; V: Registration: 144V/Nrf G;