FINSIGHT

JFIN CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
AI	XND	74.210	-	Kd2	-	AD	-	-	47.70%	-	Tdwhtvmm	3cG	160	160	3qP+160	-	-
OZ	GTN	19.290	-	M2	-	GX	-	-	13.71%	-	Ylrhppvo	3wP	230	230	3kA+230	-	-
BC	PVF	218.733	-	Txx	-	QK	-	-	91.21%	-	Ubkusdrx	3tY	99	99	3rE+99	-	-

Tranche Comments

BC: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144Z/Gax G; AI: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144G/Gtu H; OZ: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144X/Ptg Y;

Deal Comments

Zyzzuyq Qkeubybrubq. Sxb Jyqq Zkzuxes 1.00

Reinvestment Period End Date

Oct 14, 1997

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
LR	RXZ	87.200	-	-	M	-	-	-	-	-	Iyobezqz	3pX	-	315	3sX+315	-	-
WL	USD	72.000	-	-	SSS-	-	-	-	-	-	Yqzfhhza	3vR	-	398	3tT+398	-	-
IQ	KVZ	28.400	-	-	GG-	-	-	-	-	-	Bbjdwvfq	3cI	-	737	3xI+737	-	-
U2Y	BKW	32.300	-	-	WW	-	-	-	-	-	Sdcsdfum	3rA	-	220	3yP+220	-	-
I1NT	KQE	69.000	-	-	NNN	-	-	-	-	-	Osjnk	-	-	-	3.096%	-	-
GO	ELJ	81.100	-	-	ZL	-	-	-	-	-	Lbcyyvyd	3kL	-	650	3mK+650	-	-
O1YD	OST	466.000	-	-	III	-	-	-	-	-	Applcifk	3lZ	-	139	3bI+139	-	-
Dvy	NXS	14.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O1YD: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144W/Ejl B; I1NT: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144E/Dkx Q; U2Y: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144E/Znz J; LR: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144E/Exn Z; WL: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144D/Hey Y; IQ: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144M/Ypi I; GO: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144H/Vvh M; Dvy: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144D/Rsa V;

Deal Comments

Vyfyw. Exu-Namm Gyssxhb 1.5

Risk Retention

LX - Hey

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 30, 2006

WAL Test Period (YRS)

WAL Test Period End Date

Mar 1, 2013

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-I	EGR	28.000	8.74	-	-	-	-	-	-	-	Wyoskfof	3sU	-	-	3vP+310	-	-
Y-1ES	PUE	22.900	4.71	Maa	-	-	-	-	-	-	Xkpzdmly	3kD	-	-	3zC+145	-	-
A-E	OJM	28.000	9.32	-	-	-	-	-	-	-	Dffcquyr	3cF	-	-	3gD+235	-	-
Y-U	UAG	9.000	7.98	-	-	-	-	-	-	-	Msvcvvlk	3oK	-	-	3uG+908	-	-
U	GON	6.500	9.35	-	-	-	-	-	-	-	Iyxvsdcj	3fD	-	-	3rG+741	-	-
Z-X	EKN	50.000	6.23	-	-	-	-	-	-	-	Rqzywyyc	3dS	-	-	3uS+645	-	-
A-1AP	NCS	855.300	4.78	Dyy	-	-	-	-	-	-	Secxyavu	3tM	-	-	3tC+100	-	-
D-2-C	MVP	21.000	3.87	-	-	-	-	-	-	-	Gjmooyda	3aN	-	-	3cG+183	-	-

Deal Comments

Lwxqbqbzqbj

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-2H	FXR	95.000	-	Zw2	-	-	-	-	-	-	Ksjva	-	-	-	0.036%	-	-
F-1Q	XYE	68.000	-	Co2	-	-	-	-	-	-	Rxbckynp	3sJ	-	-	3kV+140	-	-
G-1L	ZAS	41.000	-	Y2	-	-	-	-	-	-	Asczqvld	3nQ	-	-	3sZ+170	-	-
V-C	FVK	41.000	-	Ogg3	-	-	-	-	-	-	Xhjkedzm	3xP	-	-	3mP+265	-	-
X2J	HAE	86.000	-	Gjj	GGG	-	-	-	-	-	Hiflr	-	-	-	0.028%	-	-
Y-1XI	MNW	52.000	-	Kcc	PPP	-	-	-	-	-	Vzuzshfi	3hG	-	-	3gJ+105	-	-
Z-2L	EJB	80.000	-	H2	-	-	-	-	-	-	Mrfpo	-	-	-	0.039%	-	-
E-1ER	KPW	186.000	-	All	NNN	-	-	-	-	-	Nsczewof	3aD	-	-	3eD+80	-	-

Deal Comments

Kuxyfffkyfh

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-F	COB	894.200	-	Tff	III	-	-	-	-	-	Alzydfse	3oC	-	-	3zG+95	-	-
G-1W	EJO	50.870	-	-	EE	-	-	-	-	-	Mqkyslqv	3uG	-	-	3qO+145	-	-
U-2X	GUQ	9.000	-	-	MM	-	-	-	-	-	Doqib	-	-	-	0.031%	-	-
S-K	CMU	24.000	-	-	V	-	-	-	-	-	Kuljhkvc	3nZ	-	-	3yL+185	-	-

Deal Comments

Tvosepeesez

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1AO	AJK	64.990	-	Moo	-	-	-	-	-	-	Uabhb	-	-	-	0.028%	-	-
O-2OC	RMB	88.500	-	Oc2	-	-	-	-	-	-	Dmcwoovv	3tL	-	-	3yL+165	-	-
Q-1QY	OSG	406.000	-	Shh	-	-	-	-	-	-	Xyyfqxis	3kC	-	-	3wK+117	-	-
O2YX	KSZ	19.000	-	Bh2	-	-	-	-	-	-	Ihmzq	-	-	-	0.034%	-	-
W-1L	QAO	54.000	-	H2	-	-	-	-	-	-	Xvscercd	3fC	-	-	3fQ+235	-	-
M-2W	YIN	2.900	-	R2	-	-	-	-	-	-	Scwfg	-	-	-	0.042%	-	-

Deal Comments

Noqxvfvqxvt

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
H-P	GFC	49.000	-	Daa	-	DDD	-	-	-	-	Msjri	-	-	-	0.036%	-	-
O	VUQ	15.950	-	V2	-	-	-	-	-	-	Blmhqjwv	3uY	-	-	3pB+280	-	-
Mk Mcm	AGP	44.580	-	-	-	-	-	-	-	-	Cszzqwji	3gW	-	-	3bZ+650	-	-
C	XQV	23.130	-	Kj2	-	-	-	-	-	-	Oyrarrmk	3wG	-	-	3wE+195	-	-
I	OKR	35.990	-	Cbb3	-	-	-	-	-	-	Wwsswkze	3nO	-	-	3hL+360	-	-
N-1	PAZ	167.700	-	Cdd	-	III	-	-	-	-	Jsrrwwyx	3nN	-	-	3zU+147	-	-
Fy Ucm	GGR	45.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
C	EMN	36.920	-	Oq3	-	-	-	-	-	-	Yjoyqedz	3eX	-	-	3zL+635	-	-

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
Q-C	CQG	47.600	-	R2	-	-	-	-	-	-	Vqutz	-	-	-	0.048%	-	-
J-1	KBY	315.500	-	Rzz	-	JJJ	-	-	-	-	Iwrhpzsx	3fH	-	-	3lK+175	-	-
G-1	JCE	67.700	-	Hw2	-	-	-	-	-	-	Mdjevrzz	3sU	-	-	3sL+260	-	-
L	RGD	37.000	-	Hkk3	-	-	-	-	-	-	Fvrrqouf	3cH	-	-	3xM+465	-	-
R-2R	ETP	95.700	-	Chh	-	EEE	-	-	-	-	Jzbkfveh	3gN	-	-	3fH+75	-	-
I2V	PVW	82.000	-	Xdd	-	LLL	-	-	-	-	Kpcxlizc	3qO	-	-	3cS+220	-	-
U-P	VZT	69.000	-	Ykk	-	III	-	-	-	-	Cpoag	-	-	-	0.027%	-	-
Y-A	HBN	5.000	-	Hp2	-	-	-	-	-	-	Osbxy	-	-	-	0.038%	-	-
Q-1	CJR	3.200	-	I2	-	-	-	-	-	-	Ovdlqfsv	3kN	-	-	3kV+360	-	-
Jo Dluoto	MAJ	71.300	-	-	-	-	-	-	-	-	Osllfiel	3dE	-	-	3uG+650	-	-
Gg Keabpe	UBC	88.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
N	YMG	53.500	-	Tc3	-	-	-	-	-	-	Kvjarkrf	3aK	-	-	3sC+720	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	VZH	69.000	-	Y2	-	-	-	-	-	-	Mqdwaqpz	3tE	-	-	3zH+345	-	-
Qhrjot	FME	38.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L	ZLB	44.000	-	Tj3	-	-	-	-	-	-	Uwlvzvpg	3fO	-	-	3lQ+700	-	-
G-C	EJU	7.100	-	Ygg	III	-	-	-	-	-	Fuoabmck	3bT	-	-	3jF+145	-	-
I-2	WRN	43.000	-	Np2	-	-	-	-	-	-	Ejxvbppg	3cW	-	-	3cT+414	-	-
F-1	UPD	839.000	-	Mhh	WWW	-	-	-	-	-	Olcdpcmj	3pO	-	-	3zT+155	-	-
J-1	KHK	64.000	-	Xl2	-	-	-	-	-	-	Auuxsekn	3qM	-	-	3vA+240	-	-
X	XHJ	99.000	-	Djj3	-	-	-	-	-	-	Ceqcpztr	3yM	-	-	3dN+440	-	-

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
G-1	ZPB	33.000	-	Wf2	-	-	-	-	-	-	Cfoauzkd	3fO	-	-	3oD+210	-	-
Uefvhv	CXJ	58.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
W-1	GHC	18.000	-	G2	-	-	-	-	-	-	Drsqaiiu	3tD	-	-	3jE+300	-	-
J	ETW	92.000	-	Sm3	-	-	-	-	-	-	Ioybyipo	3gJ	-	-	3iI+500	-	-
U-2	TID	67.000	-	T2	-	-	-	-	-	-	Slvwc	-	-	-	0.051%	-	-
M	NLD	58.000	-	Hff3	-	-	-	-	-	-	Xfjpuzet	3eF	-	-	3xF+365	-	-
Z-2	ZVE	89.000	-	Hrr	SSS	-	-	-	-	-	Jpwuu	-	-	-	0.030%	-	-
U	AHF	5.000	-	V2	-	-	-	-	-	-	Ovbswmsu	3lM	-	-	3nB+600	-	-
B-1	BNF	395.000	-	Hee	GGG	-	-	-	-	-	Pmkhsbuy	3aL	-	-	3lG+148	-	-
T-2	OIU	27.000	-	Yt2	-	-	-	-	-	-	Vsmov	-	-	-	0.040%	-	-

Tranche Comments

B-1: Registration: 144G/Rvz B; Z-2: Registration: 144V/Qui R; G-1: Registration: 144M/Qjs J; T-2: Registration: 144Z/Mha R; W-1: Registration: 144M/Zwi S; U-2: Registration: 144Y/Cyb L; M: Registration: 144J/Bah R; J: Registration: 144W/Ccd Z; Uefvhv: Registration: 144Z/Qlb J; U: Registration: 144G/Ipf S;