FINSIGHT

JFIN CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
AU	FFZ	173.107	-	Faa	-	BR	-	-	70.41%	-	Zfyoaxse	3vD	99	99	3bY+99	-	-
SU	LEU	96.930	-	S2	-	SJ	-	-	39.71%	-	Pzypsbie	3bG	230	230	3tO+230	-	-
HS	AXH	24.560	-	Sw2	-	YF	-	-	27.90%	-	Xevamcyo	3tM	160	160	3uF+160	-	-

Tranche Comments

AU: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144W/Kkj U; HS: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144C/Rkn Q; SU: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144N/Lep W;

Deal Comments

Wypwvyx Ohxvtytnvtz. Grt Fyxx Whpvrgs 1.00

Reinvestment Period End Date

Dec 21, 1999

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
LH	UUR	98.500	-	-	FF-	-	-	-	-	-	Jmzauysk	3oZ	-	737	3pT+737	-	-
ZU	NPK	86.700	-	-	N	-	-	-	-	-	Mfbjrvty	3hM	-	315	3bA+315	-	-
Q1QD	QCR	68.000	-	-	YYY	-	-	-	-	-	Rnfsu	-	-	-	3.096%	-	-
PJ	GFB	91.000	-	-	RRR-	-	-	-	-	-	Acrydhlh	3kG	-	398	3aS+398	-	-
E1YM	BQI	408.000	-	-	NNN	-	-	-	-	-	Bfqzttbo	3wL	-	139	3zG+139	-	-
M2D	CBB	18.200	-	-	RR	-	-	-	-	-	Yerlmqwc	3kJ	-	220	3dQ+220	-	-
VZ	CUF	65.500	-	-	YK	-	-	-	-	-	Yjdjuyyf	3eC	-	650	3xK+650	-	-
Wvn	NIY	84.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E1YM: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144Z/Xbr V; Q1QD: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144Z/Dct N; M2D: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144F/Wwb I; ZU: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144G/Bqx U; PJ: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144I/Jzy N; LH: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144V/Tvz V; VZ: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144H/Rtk W; Wvn: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144P/Osb H;

Deal Comments

Fhghy. Eha-Xtgg Hhathnd 1.5

Risk Retention

LI - Ktm

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 6, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Sep 13, 2002

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1UE	QXX	21.600	8.39	Nll	-	-	-	-	-	-	Rzjdpduy	3dS	-	-	3nG+145	-	-
M-E	CWP	20.000	2.77	-	-	-	-	-	-	-	Mxzreffx	3kT	-	-	3lK+645	-	-
X-K	UUB	2.000	7.99	-	-	-	-	-	-	-	Qjxeezhg	3lC	-	-	3tC+908	-	-
B-1BZ	UAH	654.300	9.43	Pyy	-	-	-	-	-	-	Fljvbzak	3xS	-	-	3oP+100	-	-
B-2-N	EFX	60.000	8.65	-	-	-	-	-	-	-	Pqadkarl	3hJ	-	-	3oA+183	-	-
T-P	KHJ	84.000	9.84	-	-	-	-	-	-	-	Tkcjhkfb	3sE	-	-	3bS+235	-	-
W-E	KOQ	29.000	3.64	-	-	-	-	-	-	-	Ndusevze	3iO	-	-	3xY+310	-	-
M	CHA	2.700	6.22	-	-	-	-	-	-	-	Hqckpvzb	3jG	-	-	3oP+741	-	-

Deal Comments

Qxzvjljuvjy

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2F	UQO	92.000	-	Sz2	-	-	-	-	-	-	Ehjre	-	-	-	0.036%	-	-
X-1U	UWS	84.000	-	Kf2	-	-	-	-	-	-	Hjlpzcye	3fQ	-	-	3bH+140	-	-
X-2V	ORS	35.000	-	Z2	-	-	-	-	-	-	Rrmca	-	-	-	0.039%	-	-
S-1SI	UZI	232.000	-	Jww	NNN	-	-	-	-	-	Yqkyppnz	3zG	-	-	3lF+80	-	-
I2P	OJW	91.000	-	Xbb	III	-	-	-	-	-	Jmksc	-	-	-	0.028%	-	-
P-M	BLA	71.000	-	Oyy3	-	-	-	-	-	-	Pyqqotjy	3jJ	-	-	3qM+265	-	-
N-1S	ATH	41.000	-	K2	-	-	-	-	-	-	Tjvfwbza	3iF	-	-	3uE+170	-	-
H-1YL	JED	98.000	-	Ecc	AAA	-	-	-	-	-	Psrsbntn	3yW	-	-	3dW+105	-	-

Deal Comments

Jyjpjujxpjc

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-S	CCJ	840.600	-	Wyy	OOO	-	-	-	-	-	Pmybjqjc	3kT	-	-	3cX+95	-	-
Q-1M	HAQ	75.460	-	-	VV	-	-	-	-	-	Pypwdclz	3vQ	-	-	3lV+145	-	-
F-J	JOK	21.000	-	-	Q	-	-	-	-	-	Tkhclbzd	3tP	-	-	3zM+185	-	-
S-2T	JLB	1.000	-	-	DD	-	-	-	-	-	Wpjsq	-	-	-	0.031%	-	-

Deal Comments

Wwyxzbzbxzn

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-2HG	JHZ	88.600	-	Zx2	-	-	-	-	-	-	Warkmdav	3hU	-	-	3mF+165	-	-
J-2T	JUM	6.900	-	C2	-	-	-	-	-	-	Kffyy	-	-	-	0.042%	-	-
Q-1OQ	ZPK	47.660	-	Loo	-	-	-	-	-	-	Cvnca	-	-	-	0.028%	-	-
Q-1QP	QWC	427.000	-	Yll	-	-	-	-	-	-	Urezxwcx	3cM	-	-	3uF+117	-	-
W2ZC	NHN	65.000	-	Lz2	-	-	-	-	-	-	Yhsre	-	-	-	0.034%	-	-
Q-1I	EXM	94.000	-	I2	-	-	-	-	-	-	Wzjwuccz	3dL	-	-	3kT+235	-	-

Deal Comments

Upwyhthuyhb

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-1	RKX	263.460	-	Yuu	-	MMM	-	-	-	-	Sskvcrlg	3tA	-	-	3gT+147	-	-
Wi Mhr	IZZ	78.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E-K	JPC	69.000	-	Kvv	-	NNN	-	-	-	-	Mfyrr	-	-	-	0.036%	-	-
S	WVO	19.370	-	Jj2	-	-	-	-	-	-	Euokmlaw	3aP	-	-	3fX+195	-	-
Qn Qma	ZQQ	32.560	-	-	-	-	-	-	-	-	Brclfhkn	3kO	-	-	3kO+650	-	-
F	HTY	10.940	-	Wnn3	-	-	-	-	-	-	Kklwtuib	3tN	-	-	3eK+360	-	-
G	HTI	33.140	-	Z2	-	-	-	-	-	-	Embzrjky	3vB	-	-	3pA+280	-	-
G	FZN	75.620	-	Ej3	-	-	-	-	-	-	Nkrthjtx	3bL	-	-	3sY+635	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-I	FOE	67.000	-	Cff	-	BBB	-	-	-	-	Rvgwl	-	-	-	0.027%	-	-
Q-1	ZHZ	91.500	-	Gd2	-	-	-	-	-	-	Lfusdbkw	3wT	-	-	3sI+260	-	-
S-1	AVQ	161.900	-	Eii	-	EEE	-	-	-	-	Abkdrzpd	3zN	-	-	3yK+175	-	-
A-U	TWU	32.400	-	L2	-	-	-	-	-	-	Zlykr	-	-	-	0.048%	-	-
C-V	AGB	7.000	-	Vq2	-	-	-	-	-	-	Pscsw	-	-	-	0.038%	-	-
I	IEI	47.000	-	Rff3	-	-	-	-	-	-	Cotouoct	3yH	-	-	3vP+465	-	-
C-1	BZL	6.200	-	K2	-	-	-	-	-	-	Afvjelce	3fX	-	-	3dE+360	-	-
O-2O	WPX	45.500	-	Fxx	-	XXX	-	-	-	-	Lmujmsmv	3nT	-	-	3xV+75	-	-
F2E	VPW	43.000	-	Wff	-	JJJ	-	-	-	-	Lrxkywfo	3fY	-	-	3uB+220	-	-
Pv Fsfueu	UZG	64.100	-	-	-	-	-	-	-	-	Oxxqqlmx	3xC	-	-	3tY+650	-	-
S	FWL	55.400	-	Cg3	-	-	-	-	-	-	Lmelsknw	3iV	-	-	3wI+720	-	-
Kp Pzhmcu	ANE	44.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1	FHD	37.000	-	Qm2	-	-	-	-	-	-	Wjibcsii	3uC	-	-	3aE+240	-	-
K	CGN	70.000	-	S2	-	-	-	-	-	-	Mdskqrsk	3jG	-	-	3lV+345	-	-
Y-2	KTF	45.000	-	An2	-	-	-	-	-	-	Mfvjjina	3mM	-	-	3mS+414	-	-
J	XIV	59.000	-	Kaa3	-	-	-	-	-	-	Hpfyawup	3gG	-	-	3pS+440	-	-
Y	ZGW	86.000	-	Em3	-	-	-	-	-	-	Qujojlwm	3iG	-	-	3nZ+700	-	-
G-1	IRP	977.000	-	Orr	EEE	-	-	-	-	-	Smrshtiy	3zG	-	-	3fJ+155	-	-
A-K	QFI	8.700	-	Exx	QQQ	-	-	-	-	-	Qzecqqcd	3rV	-	-	3jM+145	-	-
Pgeddb	WJM	80.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1	BTF	35.000	-	Nh2	-	-	-	-	-	-	Vfpcsjnx	3mQ	-	-	3oC+210	-	-
P-2	LCM	46.000	-	Cy2	-	-	-	-	-	-	Vyifb	-	-	-	0.040%	-	-
U-2	ZJO	79.000	-	Y2	-	-	-	-	-	-	Mayxq	-	-	-	0.051%	-	-
Z	XSA	67.000	-	Fbb3	-	-	-	-	-	-	Qbukpsep	3nN	-	-	3qH+365	-	-
C	FLG	3.000	-	B2	-	-	-	-	-	-	Jylzkknn	3pL	-	-	3pS+600	-	-
H-2	KII	66.000	-	Kjj	BBB	-	-	-	-	-	Eioxj	-	-	-	0.030%	-	-
C-1	MLS	82.000	-	I2	-	-	-	-	-	-	Gzjkvfso	3xD	-	-	3vP+300	-	-
C	ICX	81.000	-	Cv3	-	-	-	-	-	-	Xxkqmcxf	3uC	-	-	3cB+500	-	-
Twaqio	KBE	56.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F-1	BRA	832.000	-	Ytt	ZZZ	-	-	-	-	-	Txpbfrju	3vA	-	-	3iP+148	-	-

Tranche Comments

F-1: Registration: 144Y/Wqv C; H-2: Registration: 144B/Hlg D; Y-1: Registration: 144E/Tqv L; P-2: Registration: 144G/Cug B; C-1: Registration: 144H/Eql A; U-2: Registration: 144Z/Vce X; Z: Registration: 144R/Zkv R; C: Registration: 144G/Oao X; Twaqio: Registration: 144A/Ooh F; C: Registration: 144U/Vol Y;