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
V2M	XUB	77.200	-	-	EE	-	-	-	-	-	Xkljjfai	3jR	-	220	3xO+220	-	-
IU	BCQ	77.500	-	-	H	-	-	-	-	-	Xoborjwm	3sZ	-	315	3aS+315	-	-
N1IP	GUO	79.000	-	-	III	-	-	-	-	-	Vcyiw	-	-	-	3.096%	-	-
KW	JSD	29.500	-	-	UU-	-	-	-	-	-	Berkcaoh	3fD	-	737	3lE+737	-	-
KE	YKM	54.600	-	-	OH	-	-	-	-	-	Osxsdizv	3tA	-	650	3mU+650	-	-
HB	UFU	92.000	-	-	QQQ-	-	-	-	-	-	Ndjdmfqp	3oV	-	398	3uE+398	-	-
Ugo	AIX	50.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K1MV	JTZ	918.000	-	-	PPP	-	-	-	-	-	Bssefdfj	3cQ	-	139	3mJ+139	-	-

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Tranche Comments

K1MV: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144D/Wqv Q; N1IP: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144K/Ong C; V2M: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144W/Dwi A; IU: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144X/Byu V; HB: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144U/Lzr B; KW: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144O/Twx X; KE: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144I/Imr T; Ugo: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144W/Pdx X;

Deal Comments

Rebes. Ves-Vcbb Qeqheza 1.5

Risk Retention

RP - Jwd

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 20, 2011

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jan 11, 2004

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-K	LQI	18.000	8.51	-	-	-	-	-	-	-	Mlzfyail	3mC	-	-	3gQ+310	-	-
D-C	KIZ	39.000	4.58	-	-	-	-	-	-	-	Fqxmmpsl	3zX	-	-	3sT+645	-	-
Y-1YA	FMO	263.100	5.85	Zqq	-	-	-	-	-	-	Ypowrose	3xF	-	-	3pE+100	-	-
I-2-J	KSB	32.000	1.37	-	-	-	-	-	-	-	Ukqrpmob	3aZ	-	-	3wS+183	-	-
M-P	JRX	63.000	9.77	-	-	-	-	-	-	-	Qybqcaum	3wV	-	-	3aY+235	-	-
F-Y	QFC	3.000	6.74	-	-	-	-	-	-	-	Rjpfkcsi	3uE	-	-	3kR+908	-	-
D-1PV	RGA	19.100	6.25	Sss	-	-	-	-	-	-	Dsflxynf	3nZ	-	-	3sG+145	-	-
E	PXE	9.300	3.12	-	-	-	-	-	-	-	Zfhbxbxa	3sE	-	-	3rK+741	-	-

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Deal Comments

Xjhidudyidj

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1G	RHP	34.000	-	A2	-	-	-	-	-	-	Eyodptbu	3pS	-	-	3lE+170	-	-
G-2V	YCZ	33.000	-	S2	-	-	-	-	-	-	Bqxxz	-	-	-	0.039%	-	-
I-1IR	ZMX	478.000	-	Sww	AAA	-	-	-	-	-	Zmvlclrf	3qC	-	-	3fA+80	-	-
O-1JF	HMF	36.000	-	Lll	RRR	-	-	-	-	-	Lqyezplm	3cL	-	-	3hK+105	-	-
D-1H	EKX	23.000	-	Ng2	-	-	-	-	-	-	Blfvckaf	3mE	-	-	3kZ+140	-	-
G2V	GAF	75.000	-	Qdd	RRR	-	-	-	-	-	Agvvt	-	-	-	0.028%	-	-
V-2E	CXG	90.000	-	Ui2	-	-	-	-	-	-	Qrzvp	-	-	-	0.036%	-	-
H-O	OFG	73.000	-	Mkk3	-	-	-	-	-	-	Ijxdezng	3xP	-	-	3nE+265	-	-

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Deal Comments

Uwkwvavrwvk

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-K	GJJ	723.400	-	Qll	DDD	-	-	-	-	-	Ecyjpxbj	3xJ	-	-	3tD+95	-	-
F-2W	IUJ	3.000	-	-	CC	-	-	-	-	-	Anutb	-	-	-	0.031%	-	-
P-1E	KGD	98.580	-	-	CC	-	-	-	-	-	Hfhlzude	3kW	-	-	3fY+145	-	-
Q-Y	MEJ	80.000	-	-	R	-	-	-	-	-	Harejaqp	3sV	-	-	3iA+185	-	-

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Deal Comments

Pwrjhrhyjht

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1JA	JMC	311.000	-	Wyy	-	-	-	-	-	-	Vxodmoju	3dK	-	-	3oV+117	-	-
I-1HS	FIF	74.920	-	Wuu	-	-	-	-	-	-	Mansp	-	-	-	0.028%	-	-
T-2TX	AFC	42.300	-	Ks2	-	-	-	-	-	-	Pjuocxpw	3bP	-	-	3oA+165	-	-
K-1L	KQM	99.000	-	H2	-	-	-	-	-	-	Joymocbh	3iH	-	-	3aH+235	-	-
E-2K	NIE	3.400	-	M2	-	-	-	-	-	-	Gmyjw	-	-	-	0.042%	-	-
M2UU	XUO	15.000	-	Kl2	-	-	-	-	-	-	Xhowr	-	-	-	0.034%	-	-

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Deal Comments

Frjsvrvfsvx

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	VKA	53.990	-	Ev2	-	-	-	-	-	-	Uqukxlrl	3aQ	-	-	3lU+195	-	-
Z	IYX	64.780	-	Whh3	-	-	-	-	-	-	Kqxuuzqw	3hZ	-	-	3aP+360	-	-
Ff Fdx	HPC	86.180	-	-	-	-	-	-	-	-	Qexztavd	3pC	-	-	3nQ+650	-	-
M-R	QLC	91.000	-	Nii	-	JJJ	-	-	-	-	Szhog	-	-	-	0.036%	-	-
N	HBX	64.900	-	F2	-	-	-	-	-	-	Dweswpij	3hH	-	-	3aM+280	-	-
N	QUU	69.780	-	De3	-	-	-	-	-	-	Jkxjaoyg	3sE	-	-	3jB+635	-	-
Zr Zna	CCA	63.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L-1	RRA	735.660	-	Syy	-	QQQ	-	-	-	-	Uxbltzwx	3mV	-	-	3oL+147	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	UWD	81.000	-	Cll3	-	-	-	-	-	-	Hbmwksqv	3jY	-	-	3mX+465	-	-
Z2Y	FJP	93.000	-	Zpp	-	XXX	-	-	-	-	Jzzcrhzl	3fP	-	-	3fH+220	-	-
F-1	EEI	47.700	-	Iz2	-	-	-	-	-	-	Lpxcpseq	3aN	-	-	3vR+260	-	-
E-M	NLD	66.900	-	Z2	-	-	-	-	-	-	Hiiyh	-	-	-	0.048%	-	-
R-1	MSF	9.100	-	V2	-	-	-	-	-	-	Kswazocp	3tW	-	-	3jB+360	-	-
Z-J	AYI	62.000	-	Hww	-	ZZZ	-	-	-	-	Hsaex	-	-	-	0.027%	-	-
N-R	GGQ	1.000	-	Gi2	-	-	-	-	-	-	Uucuj	-	-	-	0.038%	-	-
A-1	PXI	829.400	-	Tff	-	DDD	-	-	-	-	Psbeybmy	3cY	-	-	3oB+175	-	-
I-2I	GJO	26.700	-	Ugg	-	UUU	-	-	-	-	Vzvyoirg	3tS	-	-	3nE+75	-	-
Vx Fcqigx	INR	54.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E	WFC	12.500	-	Md3	-	-	-	-	-	-	Turqtyji	3mX	-	-	3jA+720	-	-
Aj Gpohma	OEC	20.100	-	-	-	-	-	-	-	-	Mfhjsand	3wX	-	-	3oE+650	-	-

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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
C-1	NXS	214.000	-	Qgg	MMM	-	-	-	-	-	Zevqkyzu	3sV	-	-	3xZ+155	-	-
X-2	PPQ	44.000	-	Yo2	-	-	-	-	-	-	Wrwtyjft	3lC	-	-	3pN+414	-	-
Z-V	LFC	5.900	-	Izz	XXX	-	-	-	-	-	Pvjlvhxd	3vK	-	-	3cE+145	-	-
Y	QIM	54.000	-	U2	-	-	-	-	-	-	Rssrdibt	3iD	-	-	3wN+345	-	-
Jkqecm	XEH	28.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
P-1	XBJ	33.000	-	He2	-	-	-	-	-	-	Yuxmcqak	3qG	-	-	3bJ+240	-	-
Y	GXA	72.000	-	Lgg3	-	-	-	-	-	-	Tnumwatn	3kR	-	-	3sJ+440	-	-
T	JOU	83.000	-	Mr3	-	-	-	-	-	-	Lpldkyfz	3kI	-	-	3eD+700	-	-

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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-2	RZG	18.000	-	Gff	BBB	-	-	-	-	-	Uyztm	-	-	-	0.030%	-	-
Z	LGZ	78.000	-	Qii3	-	-	-	-	-	-	Ikvxzraw	3oU	-	-	3sB+365	-	-
C-1	AYY	287.000	-	Baa	JJJ	-	-	-	-	-	Nqmrwfet	3tG	-	-	3rO+148	-	-
N-1	LOC	53.000	-	Xt2	-	-	-	-	-	-	Dcqrebnu	3iI	-	-	3lR+210	-	-
O-2	JKQ	98.000	-	L2	-	-	-	-	-	-	Dwjhb	-	-	-	0.051%	-	-
S-1	EEL	26.000	-	D2	-	-	-	-	-	-	Wumebfko	3eH	-	-	3sT+300	-	-
Plwcmy	KKB	67.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G	HRS	69.000	-	Ea3	-	-	-	-	-	-	Ufemilic	3fZ	-	-	3oV+500	-	-
B-2	GXI	19.000	-	Ng2	-	-	-	-	-	-	Ducck	-	-	-	0.040%	-	-
R	LZU	3.000	-	I2	-	-	-	-	-	-	Miqomwih	3eQ	-	-	3zA+600	-	-

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Tranche Comments

C-1: Registration: 144Y/Wer W; H-2: Registration: 144M/Uog N; N-1: Registration: 144N/Obe A; B-2: Registration: 144E/Yjw M; S-1: Registration: 144W/Ykr H; O-2: Registration: 144G/Ory X; Z: Registration: 144H/Qda Y; G: Registration: 144E/Vig V; Plwcmy: Registration: 144H/Dnv S; R: Registration: 144Z/Oqj G;