FINSIGHT

JFIN CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
AY	LBZ	87.630	-	Xr2	-	UC	-	-	94.30%	-	Zwqqxvmf	3dU	160	160	3zD+160	-	-
XI	QPT	23.480	-	N2	-	SM	-	-	36.59%	-	Tqqvkpte	3rO	230	230	3jU+230	-	-
SU	GQW	307.824	-	Daa	-	DR	-	-	46.18%	-	Zvsapjsg	3gL	99	99	3xS+99	-	-

Tranche Comments

SU: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144Q/Nkr S; AY: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144O/Cmy V; XI: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144H/Kbr H;

Deal Comments

Lhxtchp Gmacihinciu. Xci Phpp Lmxccde 1.00

Reinvestment Period End Date

Jul 28, 1993

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W2K	EAW	61.900	-	-	BB	-	-	-	-	-	Yexdeuve	3uJ	-	220	3bG+220	-	-
QB	XUT	41.300	-	-	RR-	-	-	-	-	-	Yhekcrew	3iL	-	737	3uS+737	-	-
Dgt	NUO	56.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L1YI	JFG	544.000	-	-	OOO	-	-	-	-	-	Slwpvubw	3hV	-	139	3nR+139	-	-
A1YZ	JYL	35.000	-	-	III	-	-	-	-	-	Kcqva	-	-	-	3.096%	-	-
FH	WUW	10.300	-	-	Z	-	-	-	-	-	Ofopxwmc	3mZ	-	315	3kD+315	-	-
KO	KES	46.400	-	-	FW	-	-	-	-	-	Amyzvslb	3yH	-	650	3zE+650	-	-
NL	VLK	28.000	-	-	MMM-	-	-	-	-	-	Wpycsdar	3mG	-	398	3qQ+398	-	-

Tranche Comments

L1YI: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144I/Hvx H; A1YZ: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144Y/Nmo O; W2K: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144N/Kvi K; FH: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144Q/Wss G; NL: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144E/Bje N; QB: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144J/Rdd V; KO: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144E/Dxv G; Dgt: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144T/Akv M;

Deal Comments

Jgsgt. Wgn-Smbb Agcigvj 1.5

Risk Retention

KT - Cnv

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 16, 2017

WAL Test Period (YRS)

WAL Test Period End Date

Nov 20, 1994

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	GCI	5.700	4.84	-	-	-	-	-	-	-	Alhpkmjj	3cG	-	-	3aD+741	-	-
H-2-D	RAR	56.000	7.98	-	-	-	-	-	-	-	Pswdyvnt	3bF	-	-	3rU+183	-	-
L-O	OTE	88.000	1.60	-	-	-	-	-	-	-	Vlmojoax	3bP	-	-	3rK+310	-	-
Y-H	CIJ	86.000	2.23	-	-	-	-	-	-	-	Qlqftmba	3wT	-	-	3nL+645	-	-
A-1AU	ECM	10.300	6.35	Bhh	-	-	-	-	-	-	Wfjmjdoq	3xP	-	-	3dV+145	-	-
J-Y	CWR	5.000	4.99	-	-	-	-	-	-	-	Uqkbhvtv	3hL	-	-	3jE+908	-	-
L-1LJ	NJL	505.800	8.26	Ouu	-	-	-	-	-	-	Tszewuit	3rX	-	-	3nL+100	-	-
C-M	HPG	65.000	6.13	-	-	-	-	-	-	-	Vpraffcw	3zN	-	-	3iI+235	-	-

Deal Comments

Vmunkkknnkl

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
B-1D	IOM	68.000	-	Cd2	-	-	-	-	-	-	Fcexmfal	3pT	-	-	3sF+140	-	-
X-1Y	TZL	31.000	-	K2	-	-	-	-	-	-	Sbozrqwh	3sM	-	-	3zB+170	-	-
G-N	CKP	12.000	-	Sff3	-	-	-	-	-	-	Wufoeuvy	3uO	-	-	3xE+265	-	-
J-1PS	WGV	40.000	-	Doo	VVV	-	-	-	-	-	Zxlcizri	3cI	-	-	3oU+105	-	-
S-1SS	CUZ	830.000	-	Dhh	AAA	-	-	-	-	-	Xbeaelom	3vS	-	-	3dY+80	-	-
O-2Y	NPD	60.000	-	Mo2	-	-	-	-	-	-	Tluoy	-	-	-	0.036%	-	-
Y-2E	THR	79.000	-	L2	-	-	-	-	-	-	Yiarz	-	-	-	0.039%	-	-
Z2I	RBS	68.000	-	Dgg	AAA	-	-	-	-	-	Aibtx	-	-	-	0.028%	-	-

Deal Comments

Jzqhpiplhpc

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-2T	JLG	2.000	-	-	XX	-	-	-	-	-	Viuox	-	-	-	0.031%	-	-
Z-1O	IPA	37.200	-	-	TT	-	-	-	-	-	Hwypblkz	3oO	-	-	3nO+145	-	-
U-L	GKD	628.500	-	Gll	ZZZ	-	-	-	-	-	Nprzaeuc	3lK	-	-	3iS+95	-	-
C-Y	ZBJ	43.000	-	-	B	-	-	-	-	-	Puwqmjms	3lU	-	-	3rR+185	-	-

Deal Comments

Ulpuomoquoe

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1T	ETC	78.000	-	Q2	-	-	-	-	-	-	Njokymwy	3nT	-	-	3oB+235	-	-
I-2X	WSJ	1.800	-	G2	-	-	-	-	-	-	Eaqkl	-	-	-	0.042%	-	-
E-1EB	GBB	381.000	-	Pzz	-	-	-	-	-	-	Oayzalxd	3pW	-	-	3cH+117	-	-
E-1UJ	LZN	60.890	-	Jee	-	-	-	-	-	-	Rshea	-	-	-	0.028%	-	-
Q2KQ	EEB	16.000	-	Kd2	-	-	-	-	-	-	Lthet	-	-	-	0.034%	-	-
T-2TB	USH	47.600	-	Yx2	-	-	-	-	-	-	Ffyjcxny	3fT	-	-	3zF+165	-	-

Deal Comments

Xtvqzhzcqzd

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-O	PWH	73.000	-	Nxx	-	EEE	-	-	-	-	Vpkot	-	-	-	0.036%	-	-
F	YSS	61.890	-	N2	-	-	-	-	-	-	Uyxyozit	3mB	-	-	3yQ+280	-	-
R	IVJ	83.290	-	Ls2	-	-	-	-	-	-	Uuwjjuaa	3bZ	-	-	3xU+195	-	-
Ir Mwr	WXN	94.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
D-1	OYS	374.210	-	Zvv	-	SSS	-	-	-	-	Qzropihb	3mT	-	-	3aW+147	-	-
I	MUE	96.230	-	Yl3	-	-	-	-	-	-	Mieapvfi	3aE	-	-	3vM+635	-	-
M	HUR	14.300	-	Juu3	-	-	-	-	-	-	Vkektrcf	3sA	-	-	3aF+360	-	-
We Wep	HQV	37.580	-	-	-	-	-	-	-	-	Jqbvslug	3wL	-	-	3bE+650	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T2J	QYX	82.000	-	Kjj	-	XXX	-	-	-	-	Qyumxkjg	3zH	-	-	3lC+220	-	-
P-1	AXV	24.300	-	Bb2	-	-	-	-	-	-	Lvexwrmx	3zN	-	-	3zF+260	-	-
S	IEY	94.000	-	Roo3	-	-	-	-	-	-	Bfqrdizl	3tZ	-	-	3pP+465	-	-
U-Z	XFE	64.000	-	Hmm	-	CCC	-	-	-	-	Dtvli	-	-	-	0.027%	-	-
Y-1	CRG	1.100	-	Z2	-	-	-	-	-	-	Wsbmhvjl	3qY	-	-	3tB+360	-	-
P-2P	CCT	60.600	-	Hvv	-	FFF	-	-	-	-	Dvymdjmb	3eR	-	-	3lN+75	-	-
E-1	VLF	225.300	-	Ddd	-	JJJ	-	-	-	-	Nfdfbqtq	3dT	-	-	3eK+175	-	-
S-T	XPN	9.000	-	Aj2	-	-	-	-	-	-	Wlmkg	-	-	-	0.038%	-	-
U-G	NSO	94.700	-	V2	-	-	-	-	-	-	Tfysj	-	-	-	0.048%	-	-
Yk Bcvuty	OLI	85.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Rg Mncsvr	NQO	26.300	-	-	-	-	-	-	-	-	Bcfpfrfh	3lX	-	-	3gV+650	-	-
S	ZJT	24.700	-	Pc3	-	-	-	-	-	-	Pkdqwrxw	3uB	-	-	3aG+720	-	-

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	ACR	796.000	-	Svv	KKK	-	-	-	-	-	Wylkucxo	3wN	-	-	3hM+155	-	-
N	JWJ	91.000	-	P2	-	-	-	-	-	-	Cpwfpvof	3iP	-	-	3fQ+345	-	-
M	URW	10.000	-	Bb3	-	-	-	-	-	-	Sjoefdtz	3qI	-	-	3dD+700	-	-
Z-H	TKD	7.100	-	Ezz	EEE	-	-	-	-	-	Pmcaumfz	3pM	-	-	3bE+145	-	-
A-1	VCM	12.000	-	Ab2	-	-	-	-	-	-	Xfjpvtzi	3hJ	-	-	3lZ+240	-	-
N	WRN	21.000	-	Dee3	-	-	-	-	-	-	Ubbzymjy	3cR	-	-	3bF+440	-	-
Pwbffu	VLV	31.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M-2	VXR	58.000	-	Ag2	-	-	-	-	-	-	Pxhdornp	3aA	-	-	3bB+414	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	MMX	90.000	-	Rc3	-	-	-	-	-	-	Vwueauds	3fZ	-	-	3jW+500	-	-
Ipautc	PSX	48.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E-1	CTW	33.000	-	Z2	-	-	-	-	-	-	Yjsepzvl	3eR	-	-	3uK+300	-	-
O-2	OBZ	84.000	-	I2	-	-	-	-	-	-	Apzre	-	-	-	0.051%	-	-
T-1	WRC	462.000	-	Bll	MMM	-	-	-	-	-	Drwzyxmj	3aG	-	-	3lI+148	-	-
Q-2	IQI	93.000	-	Ndd	AAA	-	-	-	-	-	Zpqlo	-	-	-	0.030%	-	-
F-1	XYW	74.000	-	Gu2	-	-	-	-	-	-	Pvclclam	3bE	-	-	3hZ+210	-	-
M-2	VAQ	84.000	-	At2	-	-	-	-	-	-	Xwvun	-	-	-	0.040%	-	-
W	JBZ	4.000	-	Y2	-	-	-	-	-	-	Wspcmwmu	3bV	-	-	3jK+600	-	-
Z	UNF	68.000	-	Ljj3	-	-	-	-	-	-	Kxdrsybx	3zT	-	-	3nJ+365	-	-

Tranche Comments

T-1: Registration: 144D/Doh X; Q-2: Registration: 144Q/Ilw J; F-1: Registration: 144L/Gih P; M-2: Registration: 144Y/Xja Q; E-1: Registration: 144L/Tjp F; O-2: Registration: 144I/Ekc G; Z: Registration: 144K/Asu Q; V: Registration: 144X/Cnj I; Ipautc: Registration: 144C/Fkt W; W: Registration: 144P/Mhr Y;

Reset

Yes