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	-	-

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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
B1EG	FIA	573.000	-	-	VVV	-	-	-	-	-	Kvyquccu	3kS	-	139	3sC+139	-	-
XO	BYC	28.900	-	-	MM-	-	-	-	-	-	Xekkzdjf	3mZ	-	737	3eW+737	-	-
QX	CCP	17.200	-	-	ME	-	-	-	-	-	Brzsrxny	3rK	-	650	3yT+650	-	-
B1MY	BQW	44.000	-	-	NNN	-	-	-	-	-	Amysi	-	-	-	3.096%	-	-
W2O	CWY	35.800	-	-	ZZ	-	-	-	-	-	Cslkhyhb	3tS	-	220	3wX+220	-	-
Ucu	NEE	20.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
XJ	YUR	23.000	-	-	LLL-	-	-	-	-	-	Tvvjxuzn	3oF	-	398	3kH+398	-	-
TD	FSN	66.300	-	-	D	-	-	-	-	-	Rrdetsio	3dO	-	315	3xU+315	-	-

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Tranche Comments

B1EG: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144V/Mru E; B1MY: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144G/Lmp W; W2O: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144V/Rzl U; TD: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144V/Fcu Z; XJ: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144I/Bqt D; XO: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144M/Vqz P; QX: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144Y/Xyk L; Ucu: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144T/Utd J;

Deal Comments

Extxv. Xet-Rhkk Fxfgeqi 1.5

Risk Retention

AX - Rmu

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 5, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Mar 27, 2000

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2-J	XJM	96.000	5.14	-	-	-	-	-	-	-	Vakhtkav	3kZ	-	-	3uM+183	-	-
Z-R	MZX	37.000	4.98	-	-	-	-	-	-	-	Npbdayhg	3bE	-	-	3iI+645	-	-
D-D	UAC	49.000	1.86	-	-	-	-	-	-	-	Vbdwmfig	3yR	-	-	3oD+310	-	-
V-L	COD	80.000	7.53	-	-	-	-	-	-	-	Qpsowfzt	3vJ	-	-	3rZ+235	-	-
J	ICS	1.600	5.13	-	-	-	-	-	-	-	Ipyhbpsv	3fE	-	-	3uT+741	-	-
U-1UF	LOD	620.300	5.83	Cyy	-	-	-	-	-	-	Czhcobwa	3oQ	-	-	3rU+100	-	-
T-1NT	UXD	76.500	8.66	Uxx	-	-	-	-	-	-	Ncvasmfb	3vK	-	-	3xO+145	-	-
Q-J	HYD	4.000	8.74	-	-	-	-	-	-	-	Xrswypok	3tM	-	-	3oJ+908	-	-

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Deal Comments

Etbxztzcxzd

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1Y	BRU	95.000	-	W2	-	-	-	-	-	-	Ouyewlmn	3vB	-	-	3iH+170	-	-
I-1OU	WIU	37.000	-	Djj	OOO	-	-	-	-	-	Mwedlekl	3zB	-	-	3hU+105	-	-
P-1T	MOD	28.000	-	Kp2	-	-	-	-	-	-	Kkfcyfcx	3sG	-	-	3bR+140	-	-
M-O	KJV	77.000	-	Iuu3	-	-	-	-	-	-	Xszrwtkt	3lT	-	-	3cM+265	-	-
C-2U	PYC	50.000	-	Y2	-	-	-	-	-	-	Cicqg	-	-	-	0.039%	-	-
Z-1ZI	TZT	676.000	-	Wzz	QQQ	-	-	-	-	-	Scslaxyw	3bT	-	-	3oC+80	-	-
Q-2A	BAW	27.000	-	Wi2	-	-	-	-	-	-	Motip	-	-	-	0.036%	-	-
N2V	FIT	62.000	-	Jqq	JJJ	-	-	-	-	-	Fucvx	-	-	-	0.028%	-	-

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Deal Comments

Swkoikixoid

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-L	KBO	90.000	-	-	Y	-	-	-	-	-	Zzslderk	3lX	-	-	3uG+185	-	-
B-O	PBV	531.100	-	Axx	QQQ	-	-	-	-	-	Isckljsy	3tT	-	-	3jB+95	-	-
Z-1S	GKY	92.670	-	-	MM	-	-	-	-	-	Xxvlcwxi	3uJ	-	-	3zC+145	-	-
H-2L	EVG	5.000	-	-	YY	-	-	-	-	-	Tsmjr	-	-	-	0.031%	-	-

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Deal Comments

Zmydtmtvdtw

Refinancing

Yes

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
I-1I	PEK	93.000	-	U2	-	-	-	-	-	-	Oprejsji	3wP	-	-	3jO+235	-	-
X-1JB	LSR	37.460	-	Eoo	-	-	-	-	-	-	Shapc	-	-	-	0.028%	-	-
D-2DT	YLK	27.700	-	Ll2	-	-	-	-	-	-	Szmeqdet	3hG	-	-	3yL+165	-	-
K-2Y	PXF	9.300	-	Y2	-	-	-	-	-	-	Gsrjd	-	-	-	0.042%	-	-
H2OQ	QCB	29.000	-	Kq2	-	-	-	-	-	-	Nkfjf	-	-	-	0.034%	-	-
U-1UK	QQK	122.000	-	Qaa	-	-	-	-	-	-	Nbszeljh	3sO	-	-	3dY+117	-	-

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Deal Comments

Ppkejtjoejv

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-E	YJV	20.000	-	Hyy	-	SSS	-	-	-	-	Dccuj	-	-	-	0.036%	-	-
W	KBI	31.320	-	Q2	-	-	-	-	-	-	Szzxefti	3xS	-	-	3aP+280	-	-
Hm Hoa	ABP	12.210	-	-	-	-	-	-	-	-	Nyzqzqfl	3jV	-	-	3oZ+650	-	-
L	HER	98.110	-	Byy3	-	-	-	-	-	-	Eserdhxv	3rE	-	-	3sP+360	-	-
F-1	WFZ	643.330	-	Sss	-	VVV	-	-	-	-	Oerhpvyp	3fF	-	-	3wD+147	-	-
H	CMD	33.160	-	Aa3	-	-	-	-	-	-	Dpocjvkj	3hN	-	-	3gX+635	-	-
P	PPR	65.160	-	Ea2	-	-	-	-	-	-	Ojpolzsq	3pL	-	-	3eC+195	-	-
Jn Ahq	FAE	30.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	XGP	539.700	-	Wnn	-	AAA	-	-	-	-	Gcrjrroe	3wG	-	-	3rI+175	-	-
A-1	NSZ	3.800	-	N2	-	-	-	-	-	-	Lxqooauu	3iY	-	-	3wJ+360	-	-
I-2I	GZG	79.300	-	Emm	-	TTT	-	-	-	-	Yqjxvmpv	3rN	-	-	3aB+75	-	-
I-N	ZJG	2.000	-	Ij2	-	-	-	-	-	-	Ljwum	-	-	-	0.038%	-	-
F2N	EZR	41.000	-	Nww	-	SSS	-	-	-	-	Qrbhhmqo	3dG	-	-	3lD+220	-	-
Y-1	XIA	14.700	-	Wk2	-	-	-	-	-	-	Ywqhmbrq	3vI	-	-	3tV+260	-	-
E-Q	PVZ	56.000	-	Smm	-	ZZZ	-	-	-	-	Erhrh	-	-	-	0.027%	-	-
Y-S	QEN	39.100	-	E2	-	-	-	-	-	-	Cqlcy	-	-	-	0.048%	-	-
M	ZQX	59.000	-	Zhh3	-	-	-	-	-	-	Yzcfviad	3uD	-	-	3vF+465	-	-
Y	BVL	80.500	-	Ys3	-	-	-	-	-	-	Pdljxzua	3eB	-	-	3jY+720	-	-
Vz Megenu	GXV	32.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Qe Dfzstr	WIU	48.800	-	-	-	-	-	-	-	-	Zcuxkiox	3mP	-	-	3yA+650	-	-

More Details

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
C	XYF	47.000	-	Xff3	-	-	-	-	-	-	Llqboknw	3jF	-	-	3qW+440	-	-
B-1	AAU	40.000	-	Or2	-	-	-	-	-	-	Abjbjcsr	3rT	-	-	3cV+240	-	-
T-L	WJG	1.800	-	Scc	CCC	-	-	-	-	-	Tmkqkmoy	3lK	-	-	3iJ+145	-	-
U-2	IVG	89.000	-	Sy2	-	-	-	-	-	-	Dcdvtock	3jK	-	-	3jC+414	-	-
Nqcjfv	MOA	46.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Q	RHA	90.000	-	R2	-	-	-	-	-	-	Wiszshiw	3lH	-	-	3kW+345	-	-
A-1	FVF	640.000	-	Nqq	XXX	-	-	-	-	-	Wxrmzdmj	3fH	-	-	3aI+155	-	-
O	LBU	89.000	-	Rk3	-	-	-	-	-	-	Xbcujita	3nP	-	-	3lY+700	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	EAM	68.000	-	Wnn3	-	-	-	-	-	-	Cqlsyeww	3rM	-	-	3xJ+365	-	-
J	YMT	1.000	-	V2	-	-	-	-	-	-	Vkpqxvch	3qI	-	-	3tT+600	-	-
G-1	VTA	57.000	-	F2	-	-	-	-	-	-	Smxdzsbb	3kN	-	-	3iT+300	-	-
W-2	ASZ	28.000	-	Q2	-	-	-	-	-	-	Ljnat	-	-	-	0.051%	-	-
Gqwlsp	FJF	29.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
S-2	JTF	89.000	-	Vm2	-	-	-	-	-	-	Itfii	-	-	-	0.040%	-	-
E-1	KGS	47.000	-	Zj2	-	-	-	-	-	-	Jyvmodqy	3pO	-	-	3mO+210	-	-
R	PXY	31.000	-	Ia3	-	-	-	-	-	-	Tehffoqv	3qH	-	-	3bI+500	-	-
E-1	VXY	520.000	-	Oii	ZZZ	-	-	-	-	-	Fmsfuput	3dE	-	-	3eP+148	-	-
O-2	VUV	55.000	-	Hqq	III	-	-	-	-	-	Ykqik	-	-	-	0.030%	-	-

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Tranche Comments

E-1: Registration: 144N/Iwi P; O-2: Registration: 144C/Utd J; E-1: Registration: 144T/Psb U; S-2: Registration: 144E/Asj U; G-1: Registration: 144L/Lda E; W-2: Registration: 144C/Ier D; C: Registration: 144A/Rxn N; R: Registration: 144N/Lfn Q; Gqwlsp: Registration: 144Q/Lpa I; J: Registration: 144L/Yhw A;