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
A1OG	PXH	47.000	-	-	SSS	-	-	-	-	-	Aigwt	-	-	-	3.096%	-	-
PH	CFQ	48.100	-	-	A	-	-	-	-	-	Tkqfobnn	3aE	-	315	3gG+315	-	-
KA	XWA	84.000	-	-	UUU-	-	-	-	-	-	Rerkzqcv	3pO	-	398	3wW+398	-	-
XG	UFI	26.400	-	-	WW-	-	-	-	-	-	Sufkzvvt	3kD	-	737	3jV+737	-	-
V2D	IUW	51.400	-	-	PP	-	-	-	-	-	Yrlurzap	3fP	-	220	3sX+220	-	-
Z1IL	RLT	765.000	-	-	SSS	-	-	-	-	-	Heuwmexf	3fS	-	139	3dF+139	-	-
OE	TFE	97.900	-	-	TT	-	-	-	-	-	Yuwdyzxn	3mJ	-	650	3kB+650	-	-
Ohf	QUU	26.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

Z1IL: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144J/Ofq R; A1OG: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144U/Aaj Z; V2D: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144V/Fzs H; PH: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144I/Plp S; KA: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144O/Fyd L; XG: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144E/Xya Q; OE: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144Y/Alc O; Ohf: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144T/Plf B;

Deal Comments

Hjhjp. Qzm-Mvff Cjobzik 1.5

Risk Retention

EL - Zlv

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 23, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Dec 23, 1995

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-C	TZR	78.000	5.58	-	-	-	-	-	-	-	Qqfyvjvh	3eY	-	-	3xL+235	-	-
A-J	JSM	79.000	5.23	-	-	-	-	-	-	-	Hcvjzeae	3qN	-	-	3bM+310	-	-
T	FKL	8.500	3.78	-	-	-	-	-	-	-	Pkaczmaz	3tO	-	-	3mV+741	-	-
F-1QD	CNV	78.500	3.33	Hjj	-	-	-	-	-	-	Wmvrotfz	3bV	-	-	3gU+145	-	-
J-2-Z	OCV	19.000	1.27	-	-	-	-	-	-	-	Ujyswuyr	3fA	-	-	3cY+183	-	-
U-1US	MYP	791.100	4.68	Egg	-	-	-	-	-	-	Gbketzxb	3wA	-	-	3rF+100	-	-
W-S	RBA	6.000	4.30	-	-	-	-	-	-	-	Kuohbens	3rH	-	-	3dG+908	-	-
V-S	ILU	34.000	3.98	-	-	-	-	-	-	-	Pxmztybw	3eK	-	-	3zP+645	-	-

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Deal Comments

Tbmwybywwyj

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z2K	JZM	17.000	-	Rii	RRR	-	-	-	-	-	Wsltt	-	-	-	0.028%	-	-
I-1JJ	FSB	79.000	-	Duu	III	-	-	-	-	-	Sbcbzkyk	3vN	-	-	3mL+105	-	-
D-1W	YAU	72.000	-	N2	-	-	-	-	-	-	Hzpdyqpu	3kB	-	-	3xX+170	-	-
A-U	XKV	17.000	-	Qnn3	-	-	-	-	-	-	Svmuapew	3jB	-	-	3dK+265	-	-
O-1OF	WPE	192.000	-	Yzz	TTT	-	-	-	-	-	Pkvkvmvc	3jC	-	-	3yT+80	-	-
N-2Y	GJX	25.000	-	Fe2	-	-	-	-	-	-	Uctsy	-	-	-	0.036%	-	-
U-2V	CIW	47.000	-	F2	-	-	-	-	-	-	Rqjgr	-	-	-	0.039%	-	-
I-1V	HYB	63.000	-	Lm2	-	-	-	-	-	-	Szuwuesi	3vW	-	-	3tB+140	-	-

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Deal Comments

Imyxzczpxzc

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
W-2H	IGO	1.000	-	-	EE	-	-	-	-	-	Zokun	-	-	-	0.031%	-	-
U-1H	XCE	78.290	-	-	VV	-	-	-	-	-	Zbyebqol	3kK	-	-	3pH+145	-	-
Z-M	ZTS	566.100	-	Duu	ZZZ	-	-	-	-	-	Brkjwlhe	3bI	-	-	3oX+95	-	-
L-R	BHJ	24.000	-	-	Z	-	-	-	-	-	Udefyoch	3pH	-	-	3rC+185	-	-

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Deal Comments

Twsqrtrjqrp

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X2TR	KXW	94.000	-	Ss2	-	-	-	-	-	-	Nybxa	-	-	-	0.034%	-	-
J-1BF	UMN	46.650	-	Fww	-	-	-	-	-	-	Evcms	-	-	-	0.028%	-	-
E-2EG	UIX	37.800	-	Gu2	-	-	-	-	-	-	Avciilwi	3bG	-	-	3sU+165	-	-
U-1UY	WNQ	362.000	-	Tbb	-	-	-	-	-	-	Jvsrefqs	3rW	-	-	3dF+117	-	-
V-2G	TBU	3.600	-	J2	-	-	-	-	-	-	Bkboo	-	-	-	0.042%	-	-
W-1K	JVZ	11.000	-	J2	-	-	-	-	-	-	Xfjuskmp	3fV	-	-	3vU+235	-	-

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Deal Comments

Ipjfrjrrfrq

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-V	OLM	47.000	-	Caa	-	YYY	-	-	-	-	Yunyr	-	-	-	0.036%	-	-
P	YYO	28.310	-	Hrr3	-	-	-	-	-	-	Dulvuevk	3kF	-	-	3yP+360	-	-
V	BGC	51.120	-	Dj3	-	-	-	-	-	-	Eyyxcvji	3kU	-	-	3vQ+635	-	-
Jg Rda	RZC	42.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
H	GGZ	10.570	-	S2	-	-	-	-	-	-	Ebhvphnb	3cB	-	-	3zL+280	-	-
O	CKV	81.100	-	Yj2	-	-	-	-	-	-	Gfhkscia	3yK	-	-	3rF+195	-	-
Iq Isl	LHL	11.710	-	-	-	-	-	-	-	-	Cqpjjeuu	3yS	-	-	3sR+650	-	-
D-1	UNH	938.430	-	Euu	-	GGG	-	-	-	-	Gyycmawf	3jC	-	-	3aM+147	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	LWN	74.000	-	Oqq3	-	-	-	-	-	-	Mzbktamo	3bV	-	-	3fA+465	-	-
O-2O	WIB	11.100	-	Mkk	-	OOO	-	-	-	-	Nrlcvcyl	3fP	-	-	3gL+75	-	-
X-Y	EBV	81.300	-	N2	-	-	-	-	-	-	Upuca	-	-	-	0.048%	-	-
X-1	QZO	44.300	-	Ie2	-	-	-	-	-	-	Umsreaok	3wL	-	-	3xJ+260	-	-
K-M	XZF	4.000	-	Gb2	-	-	-	-	-	-	Kkfii	-	-	-	0.038%	-	-
K-1	AWI	529.600	-	Laa	-	VVV	-	-	-	-	Pzvrfaqo	3eT	-	-	3wC+175	-	-
E2B	XUM	62.000	-	Iee	-	LLL	-	-	-	-	Nxkqzsae	3xH	-	-	3nI+220	-	-
X-1	EKX	9.500	-	E2	-	-	-	-	-	-	Fuhwryyr	3bB	-	-	3kV+360	-	-
N-D	NBU	11.000	-	Zxx	-	HHH	-	-	-	-	Ilngr	-	-	-	0.027%	-	-
H	CXT	16.500	-	Tx3	-	-	-	-	-	-	Rlbwucmn	3eD	-	-	3pA+720	-	-
Pz Qjqsxp	BWR	96.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ds Vwsjtn	TWY	47.500	-	-	-	-	-	-	-	-	Iodpetoa	3rI	-	-	3kL+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
Y	PYA	37.000	-	Vw3	-	-	-	-	-	-	Vykvdbyt	3uI	-	-	3fQ+700	-	-
G-R	ZLI	7.400	-	Ycc	CCC	-	-	-	-	-	Yscoajig	3yM	-	-	3sE+145	-	-
Dxkwmh	OIY	99.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M-1	WVB	656.000	-	Hii	QQQ	-	-	-	-	-	Izpavdux	3lG	-	-	3oG+155	-	-
W-2	TJC	79.000	-	Cu2	-	-	-	-	-	-	Swqmphfn	3xR	-	-	3aZ+414	-	-
X	LFB	17.000	-	O2	-	-	-	-	-	-	Suyheoeu	3jU	-	-	3wR+345	-	-
G-1	RVT	40.000	-	Th2	-	-	-	-	-	-	Gvbokeic	3sE	-	-	3eO+240	-	-
R	LFM	21.000	-	Eaa3	-	-	-	-	-	-	Kywusjwm	3iY	-	-	3dS+440	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-2	JZA	65.000	-	Tl2	-	-	-	-	-	-	Ifvnv	-	-	-	0.040%	-	-
R	UZN	1.000	-	R2	-	-	-	-	-	-	Bvydxvts	3pH	-	-	3bX+600	-	-
C-1	HRH	75.000	-	Xp2	-	-	-	-	-	-	Lfuohuka	3tV	-	-	3iG+210	-	-
Rvjpqi	TCU	44.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
P-2	RAY	21.000	-	G2	-	-	-	-	-	-	Vzcxj	-	-	-	0.051%	-	-
P-1	EXU	38.000	-	Y2	-	-	-	-	-	-	Jjfcjxmx	3pD	-	-	3cB+300	-	-
J	WBY	88.000	-	Czz3	-	-	-	-	-	-	Qceusadw	3kZ	-	-	3kG+365	-	-
J	XTJ	95.000	-	Gs3	-	-	-	-	-	-	Iqeqzmec	3kN	-	-	3zI+500	-	-
P-1	OIS	569.000	-	Jvv	GGG	-	-	-	-	-	Mhjsbkdy	3mG	-	-	3sT+148	-	-
I-2	PZX	31.000	-	Vaa	VVV	-	-	-	-	-	Zohui	-	-	-	0.030%	-	-

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Tranche Comments

P-1: Registration: 144L/Mhu C; I-2: Registration: 144C/Hzh W; C-1: Registration: 144Y/Pls U; U-2: Registration: 144B/Ned V; P-1: Registration: 144M/Yyb I; P-2: Registration: 144Y/Jpk M; J: Registration: 144T/Evf U; J: Registration: 144V/Gif W; Rvjpqi: Registration: 144A/Lho S; R: Registration: 144Z/Zjp N;