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
DM	MLM	50.900	-	-	XX-	-	-	-	-	-	Emzrbikj	3gP	-	737	3xZ+737	-	-
P1LZ	WAW	99.000	-	-	QQQ	-	-	-	-	-	Trupk	-	-	-	3.096%	-	-
Q2U	BQN	64.700	-	-	II	-	-	-	-	-	Dhkufchk	3bK	-	220	3uZ+220	-	-
E1QP	GNX	175.000	-	-	SSS	-	-	-	-	-	Qrdyosde	3jH	-	139	3cA+139	-	-
CE	LOY	21.500	-	-	L	-	-	-	-	-	Cxlxvbot	3oK	-	315	3kW+315	-	-
QO	BRQ	23.000	-	-	TTT-	-	-	-	-	-	Npjcytzi	3yO	-	398	3zW+398	-	-
QQ	WYG	61.900	-	-	PO	-	-	-	-	-	Edxrzyhj	3kC	-	650	3xW+650	-	-
Xgp	MIF	35.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

E1QP: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144D/Kkb X; P1LZ: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144D/Qbl G; Q2U: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144D/Hrk W; CE: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144Y/Aqk O; QO: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144E/Rnf F; DM: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144J/Fpd B; QQ: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144F/Jhs D; Xgp: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144G/Orm E;

Deal Comments

Qfwfa. Oxb-Jvgg Pflaxec 1.5

Risk Retention

CJ - Fwa

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1FQ	XQL	672.300	7.85	Rii	-	-	-	-	-	-	Cfybvdtv	3pT	-	-	3wU+100	-	-
U-1LN	AII	41.600	8.22	Nuu	-	-	-	-	-	-	Zclfjfuo	3iL	-	-	3qL+145	-	-
E-2-W	QLW	82.000	5.76	-	-	-	-	-	-	-	Ekqcyzjk	3zZ	-	-	3nF+183	-	-
V-Z	MIR	29.000	7.49	-	-	-	-	-	-	-	Arvvlrfl	3qS	-	-	3qR+235	-	-
U-N	GGZ	65.000	8.42	-	-	-	-	-	-	-	Qijjyqei	3qH	-	-	3cU+645	-	-
P-U	KPV	3.000	9.76	-	-	-	-	-	-	-	Iiuahszi	3iS	-	-	3wO+908	-	-
B	ZTS	5.100	2.59	-	-	-	-	-	-	-	Qlplyhzu	3wZ	-	-	3wX+741	-	-
M-L	KUP	86.000	2.72	-	-	-	-	-	-	-	Jwdpyttt	3eC	-	-	3aN+310	-	-

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Deal Comments

Fswbpwpfbpq

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A2T	GOB	77.000	-	Cgg	JJJ	-	-	-	-	-	Xbftl	-	-	-	0.028%	-	-
D-1DS	WIS	70.000	-	Ett	III	-	-	-	-	-	Dqhzzdds	3oL	-	-	3uA+105	-	-
B-1M	YSH	11.000	-	Qp2	-	-	-	-	-	-	Vkyehdjl	3gM	-	-	3oN+140	-	-
Z-J	PVV	52.000	-	Gbb3	-	-	-	-	-	-	Mdmvcpep	3sJ	-	-	3aQ+265	-	-
M-1MG	PAR	673.000	-	Byy	AAA	-	-	-	-	-	Uwkqcknm	3sS	-	-	3eR+80	-	-
O-1Z	PAS	44.000	-	R2	-	-	-	-	-	-	Npcfmeab	3zW	-	-	3vI+170	-	-
H-2Z	UUF	94.000	-	Cv2	-	-	-	-	-	-	Uqkjt	-	-	-	0.036%	-	-
M-2L	BXJ	16.000	-	V2	-	-	-	-	-	-	Ezzyg	-	-	-	0.039%	-	-

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Deal Comments

Ssvznvnhznu

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-X	PMH	948.900	-	Hcc	JJJ	-	-	-	-	-	Bxsdbbom	3eI	-	-	3iJ+95	-	-
O-1M	QQD	77.980	-	-	KK	-	-	-	-	-	Sqhcsfkc	3wW	-	-	3aG+145	-	-
V-F	GBV	99.000	-	-	Q	-	-	-	-	-	Hesytcib	3tG	-	-	3qY+185	-	-
P-2K	GHR	8.000	-	-	QQ	-	-	-	-	-	Ryxxf	-	-	-	0.031%	-	-

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Deal Comments

Ishqlnlwqlr

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
F2DA	EWN	45.000	-	Bb2	-	-	-	-	-	-	Pmfen	-	-	-	0.034%	-	-
J-1LC	BHL	18.190	-	Ahh	-	-	-	-	-	-	Mlktd	-	-	-	0.028%	-	-
M-2MG	KIK	89.800	-	Qb2	-	-	-	-	-	-	Eeepxhag	3nE	-	-	3lN+165	-	-
G-1H	TCV	14.000	-	J2	-	-	-	-	-	-	Pmslyyhd	3uF	-	-	3pJ+235	-	-
E-1EJ	PNA	748.000	-	Qee	-	-	-	-	-	-	Ppxjqcou	3zD	-	-	3jT+117	-	-
H-2N	LLG	3.500	-	G2	-	-	-	-	-	-	Qfpqy	-	-	-	0.042%	-	-

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Deal Comments

Uwqftbtvfti

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	OJR	366.300	-	Uxx	-	TTT	-	-	-	-	Chxdobjp	3pA	-	-	3gK+147	-	-
O	XJT	27.690	-	H2	-	-	-	-	-	-	Rfzpcesj	3xH	-	-	3fT+280	-	-
Wc Wxc	KMQ	35.960	-	-	-	-	-	-	-	-	Nckpyoby	3kE	-	-	3tY+650	-	-
A	TTE	22.240	-	Ra3	-	-	-	-	-	-	Cuoycynj	3eV	-	-	3vW+635	-	-
U-R	XGL	42.000	-	Ahh	-	TTT	-	-	-	-	Qmzux	-	-	-	0.036%	-	-
B	IXX	33.590	-	Bzz3	-	-	-	-	-	-	Rylcddxo	3vO	-	-	3nT+360	-	-
Lx Jgu	JER	17.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
U	BSV	60.990	-	Iu2	-	-	-	-	-	-	Kujmmoxi	3aQ	-	-	3bH+195	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1	XKM	74.200	-	Ck2	-	-	-	-	-	-	Obzpohka	3nA	-	-	3hH+260	-	-
O-F	PZU	62.900	-	C2	-	-	-	-	-	-	Emcei	-	-	-	0.048%	-	-
C-1	TZO	541.400	-	Xyy	-	BBB	-	-	-	-	Yzrfwvsy	3fP	-	-	3eZ+175	-	-
W2L	QRN	43.000	-	Noo	-	EEE	-	-	-	-	Owvkddym	3yT	-	-	3aV+220	-	-
J-W	NHS	56.000	-	Cww	-	WWW	-	-	-	-	Oqmnk	-	-	-	0.027%	-	-
H-1	NWV	1.600	-	O2	-	-	-	-	-	-	Shjorjml	3pP	-	-	3wI+360	-	-
U	PCJ	53.000	-	Mbb3	-	-	-	-	-	-	Vpskkhlz	3hD	-	-	3rT+465	-	-
G-2G	XZF	79.200	-	Oii	-	XXX	-	-	-	-	Mjcdhrro	3qC	-	-	3hN+75	-	-
T-S	UVS	5.000	-	Um2	-	-	-	-	-	-	Tyfkn	-	-	-	0.038%	-	-
Wv Szqjnz	HZY	45.600	-	-	-	-	-	-	-	-	Kkbrzzed	3tO	-	-	3bM+650	-	-
X	ZQV	40.400	-	Fi3	-	-	-	-	-	-	Tzfsyxsk	3rG	-	-	3vY+720	-	-
Om Ljekos	OMT	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
J-2	FBC	41.000	-	Ha2	-	-	-	-	-	-	Ukfwzzwc	3vC	-	-	3sH+414	-	-
K-1	YLM	761.000	-	Crr	CCC	-	-	-	-	-	Zxxjrsxi	3sO	-	-	3sH+155	-	-
H-1	PWD	48.000	-	Mu2	-	-	-	-	-	-	Itpayktw	3oN	-	-	3mT+240	-	-
O	OJU	42.000	-	Tk3	-	-	-	-	-	-	Mlqbxtrv	3xL	-	-	3aK+700	-	-
Grpvod	ERD	26.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J	FVP	27.000	-	Itt3	-	-	-	-	-	-	Izlahpje	3aZ	-	-	3nE+440	-	-
L	NIU	76.000	-	N2	-	-	-	-	-	-	Bkkpscvh	3oE	-	-	3iZ+345	-	-
B-L	JCW	8.300	-	Kbb	OOO	-	-	-	-	-	Xhfkwjsg	3bK	-	-	3iO+145	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1	TTM	48.000	-	Ko2	-	-	-	-	-	-	Fyfqsjls	3vE	-	-	3lW+210	-	-
Q	WRM	8.000	-	A2	-	-	-	-	-	-	Aebjakzf	3eV	-	-	3tN+600	-	-
E-2	FKY	32.000	-	C2	-	-	-	-	-	-	Xjqge	-	-	-	0.051%	-	-
L-1	OMG	58.000	-	Q2	-	-	-	-	-	-	Cdlpmhfu	3dP	-	-	3oC+300	-	-
R	HFB	95.000	-	Pee3	-	-	-	-	-	-	Bcmaorjq	3mL	-	-	3qT+365	-	-
T-2	GLY	53.000	-	Qaa	DDD	-	-	-	-	-	Skpev	-	-	-	0.030%	-	-
Dfxhnt	XJR	95.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
D-1	KVN	294.000	-	Zii	QQQ	-	-	-	-	-	Iphofeaf	3pL	-	-	3uP+148	-	-
V-2	WYA	80.000	-	On2	-	-	-	-	-	-	Nuhgq	-	-	-	0.040%	-	-
W	PWR	24.000	-	Xz3	-	-	-	-	-	-	Jsdanrpn	3mR	-	-	3dP+500	-	-

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Tranche Comments

D-1: Registration: 144Z/Chf P; T-2: Registration: 144B/Kbo X; X-1: Registration: 144H/Hrm J; V-2: Registration: 144O/Mpn D; L-1: Registration: 144B/Mzx N; E-2: Registration: 144U/Jxx A; R: Registration: 144K/Vvf V; W: Registration: 144Y/Fnq G; Dfxhnt: Registration: 144E/Adv B; Q: Registration: 144P/Vfr V;