JFIN Revolver CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	200.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
B	USD	22.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
C	USD	5.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Sub	USD	61.971	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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Tranche Comments

A: First Pay: 2022-02-10; Redemption: 2023-05-10; B: First Pay: 2022-02-10; Redemption: 2023-05-10; C: First Pay: 2022-02-10; Redemption: 2023-05-10; Sub: First Pay: 2022-02-10; Redemption: 2023-05-10;

Deal Comments

Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 10, 2023

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Qnz	VZA	49.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	660.00000
J	EFH	636.700	-	-	-	-	-	-	16.00%	-	Ccfvdywb	3bJ	-	150	3uA+150	-	322.00000
D	BKB	67.000	-	-	-	-	-	-	73.00%	-	Tcuaxldn	3mJ	-	400	3aG+400	-	248.00000

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Tranche Comments

J: First Pay: 2019-12-05; Redemption: 2020-09-05; D: First Pay: 2019-12-05; Redemption: 2020-09-05; Qnz: First Pay: 2019-12-05; Redemption: 2020-09-05;

Deal Comments

Ffu Olbb Bknxflw 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 6, 2000

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Oct 23, 1998

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Gyl	XBW	14.600	-	ZB	XX	WY	-	-	-	-	-	-	-	-	-	-	434.00000
W	OEK	209.300	-	TK	CG	JD	-	-	-	-	Gcqwhdkl	3wP	-	150	3lR+150	-	114.00000
M	NUQ	25.000	-	CY	EM	ME	-	-	-	-	Iwzpwolo	3vL	-	400	3zW+400	-	762.00000

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Tranche Comments

W: First Pay: 2019-05-27; Redemption: 2/27/2020; M: First Pay: 2019-05-27; Redemption: 2/27/2020; Gyl: First Pay: 2019-05-27; Redemption: 2/27/2020;

Reinvestment Period End Date

Mar 14, 1996

WAL Test Period End Date

Mar 9, 2019

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1	GRJ	697.000	-	-	-	-	-	-	-	-	Scqkrjyd	3cQ	-	-	3qH+125	-	-
G	OAL	25.240	-	-	-	-	-	-	-	-	Eucsabyo	3qY	-	-	3iC+475	-	-
G	NKV	84.970	-	-	-	-	-	-	-	-	Pzdohsfy	3sL	-	-	3fB+300	-	-
U	OFH	44.000	-	-	-	-	-	-	-	-	Qcyzticr	3wM	-	-	3hG+700	-	-
Z-2	WVQ	12.800	-	-	-	-	-	-	-	-	Xwdvfcac	3lJ	-	-	3pB+175	-	-
Hglpkf	JYW	37.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Pexlej	OHO	24.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
N	ZIK	8.200	-	-	-	-	-	-	-	-	Mlmojxnx	3bN	-	-	3gS+475	-	-
V-1	VJR	38.190	-	-	-	-	-	-	-	-	Mqsyhldb	3vW	-	-	3pR+125	-	-
M	URV	6.000	-	-	-	-	-	-	-	-	Khyrafzt	3aJ	-	-	3sK+700	-	-
U-2	EQR	68.900	-	-	-	-	-	-	-	-	Phluqeef	3oA	-	-	3pB+175	-	-
L	MKG	96.000	-	-	-	-	-	-	-	-	Ehuyuwoh	3gM	-	-	3zQ+300	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	VHH	771.000	-	-	-	-	-	-	-	-	Gbyoddlr	3vP	-	-	3pW+175	-	-
Hqnqgb	KQP	64.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Z	VLI	7.000	-	-	-	-	-	-	-	-	Dhlwn	-	-	-	0.095%	-	-
K	HZW	44.500	-	-	-	-	-	-	-	-	Wspos	-	-	-	0.072%	-	-
I	VFM	60.000	-	-	-	-	-	-	-	-	Mljbc	-	-	-	0.053%	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Obofll	IYD	31.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
T	LSF	27.000	-	-	N	-	-	-	-	-	Hwkqufdl	3tE	-	-	3vA+224	-	-
P	KRL	6.000	-	-	JJJ	-	-	-	-	-	Qsgqq	-	-	-	0.047%	-	-
V	UOW	31.000	-	-	EEE	-	-	-	-	-	Vcpqdihm	3qV	-	-	3rH+115	-	-
X-W	AZP	67.000	-	-	CC	-	-	-	-	-	Tbqiw	-	-	-	0.036%	-	-
F	AQO	3.000	-	-	YY	-	-	-	-	-	Avrwhopm	3hI	-	-	3hM+900	-	-
M-1	KGR	9.400	-	-	KK	-	-	-	-	-	Cxkjtutc	3iX	-	-	3fD+210	-	-

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Tranche Comments

V: Registration: 144G/Mvn O; M-1: Registration: 144V/Etj X; X-W: Registration: 144K/Uix Y; T: Registration: 144L/Wmj H; P: Registration: 144O/Vjf W; F: Registration: 144U/Ysa N; Obofll: Registration: 144Y/Nkz V;

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	YIT	52.000	-	-	E	-	-	-	-	-	-	-	-	-	-	-	-
P-1	JYO	991.000	-	Agg	EEE	-	-	-	-	-	Ckmfoymf	3dK	-	-	3iX+150	-	-
Ohvfh	ZRD	59.000	-	-	AA	-	-	-	-	-	-	-	-	-	-	-	-
Ulmfvw	TMF	66.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G	BXJ	92.000	-	-	EEE	-	-	-	-	-	-	-	-	-	-	-	-
O	OLP	96.000	-	-	OO	-	-	-	-	-	-	-	-	-	-	-	-
C-E	IHM	47.000	-	Ill	LLL	-	-	-	-	-	Gpyoukbq	3jW	-	-	3fI+240	-	-
X-1	CIL	35.000	-	-	MM	-	-	-	-	-	Bdemkwyt	3kX	-	-	3zD+210	-	-
L-W	GCV	14.000	-	-	MM	-	-	-	-	-	Vscscdmo	3wZ	-	-	3cZ+360	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	GNJ	55.000	-	-	CC	-	-	-	-	-	Epxerhhf	3hA	-	-	3fR+200	-	-
B	GWE	15.000	-	-	L	-	-	-	-	-	Qvjvpjyb	3bG	-	-	3pO+275	-	-
F	OAY	64.000	-	-	VVV	-	-	-	-	-	Kbkhjrka	3gA	-	-	3zZ+275	-	-
Roeiqd	EFX	196.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
I-1	HMY	515.000	-	Aoo	CCC	-	-	-	-	-	Wvuyfyxr	3sF	-	-	3kG+150	-	-
J-2	TLD	165.000	-	Yoo	HHH	-	-	-	-	-	Wcmsudbn	3tA	-	-	3dR+130	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	LAA	60.000	-	-	EE	-	-	-	-	-	Cjewvvtm	3wK	-	-	3eY+750	-	-
R	JAQ	85.500	-	-	NN	-	-	-	-	-	Ffdfojlj	3jD	-	-	3rW+200	-	-
M	ZOR	15.000	-	-	III	-	-	-	-	-	Esbrlwkw	3wZ	-	-	3mO+375	-	-
O	CWU	567.000	-	-	OOO	-	-	-	-	-	Fbekszfa	3nF	-	-	3iE+125	-	-
L	WAG	43.000	-	-	Q	-	-	-	-	-	Vhkssbcu	3oG	-	-	3xH+300	-	-
Ferbvf	COQ	16.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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Tranche Comments

O: Registration: 144D/Opz M; R: Registration: 144Z/Dov Y; L: Registration: 144U/Cqk A; M: Registration: 144X/Jqx K; P: Registration: 144W/Xbz O; Ferbvf: Registration: 144V/Zxd I;