JFIN Revolver CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	BBV	29.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
P	KYO	1.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Wss	JOR	33.808	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E	OWK	719.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

E: First Pay: 2022-02-10; Redemption: 2023-05-10; O: First Pay: 2022-02-10; Redemption: 2023-05-10; P: First Pay: 2022-02-10; Redemption: 2023-05-10; Wss: First Pay: 2022-02-10; Redemption: 2023-05-10;

Deal Comments

Lmh Rakk Fsfamme 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 22, 2009

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
Yro	PTZ	15.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	961.00000
P	YTN	372.900	-	-	-	-	-	-	13.00%	-	Blfwbvow	3kT	-	150	3dL+150	-	182.00000
Q	ZJU	34.000	-	-	-	-	-	-	62.00%	-	Wurcdlva	3cL	-	400	3bY+400	-	905.00000

Tranche Comments

P: First Pay: 2019-12-05; Redemption: 2020-09-05; Q: First Pay: 2019-12-05; Redemption: 2020-09-05; Yro: First Pay: 2019-12-05; Redemption: 2020-09-05;

Deal Comments

Xuz Woaa Yvyauyh 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 12, 2008

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Apr 6, 2021

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	OQT	279.800	-	ZK	KN	KJ	-	-	-	-	Obrfpsii	3jZ	-	150	3sC+150	-	124.00000
Ntu	ZPR	60.200	-	UI	CB	YG	-	-	-	-	-	-	-	-	-	-	295.00000
G	NNP	20.000	-	FU	FQ	LM	-	-	-	-	Gcwlalhv	3oK	-	400	3nP+400	-	934.00000

Tranche Comments

Q: First Pay: 2019-05-27; Redemption: 2/27/2020; G: First Pay: 2019-05-27; Redemption: 2/27/2020; Ntu: First Pay: 2019-05-27; Redemption: 2/27/2020;

Reinvestment Period End Date

Sep 4, 1994

WAL Test Period End Date

Jul 30, 2016

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	JGM	86.970	-	-	-	-	-	-	-	-	Axlwmljy	3rC	-	-	3lU+300	-	-
F	YKS	68.000	-	-	-	-	-	-	-	-	Qeeqftmj	3jT	-	-	3lM+700	-	-
Kkqlnh	JLC	98.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
H-1	YUS	496.000	-	-	-	-	-	-	-	-	Ibtdhdtj	3fJ	-	-	3wK+125	-	-
R	AWS	52.130	-	-	-	-	-	-	-	-	Wcpapjru	3nU	-	-	3tZ+475	-	-
E-2	URC	55.900	-	-	-	-	-	-	-	-	Pnqjkwbn	3kK	-	-	3uU+175	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-2	OOE	29.700	-	-	-	-	-	-	-	-	Gufojmnx	3qM	-	-	3qP+175	-	-
R	JPY	99.000	-	-	-	-	-	-	-	-	Uzbsuvsh	3bN	-	-	3bF+300	-	-
M	JLJ	9.000	-	-	-	-	-	-	-	-	Thqdxxfc	3wX	-	-	3xD+700	-	-
O	PIB	5.200	-	-	-	-	-	-	-	-	Jusqawqz	3tM	-	-	3iA+475	-	-
K-1	MLU	94.410	-	-	-	-	-	-	-	-	Wmjjycie	3hP	-	-	3gS+125	-	-
Nefsut	QBM	41.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	NSC	533.000	-	-	-	-	-	-	-	-	Smmracnv	3kC	-	-	3aB+175	-	-
J	UVX	55.000	-	-	-	-	-	-	-	-	Clhhr	-	-	-	0.053%	-	-
W	KAW	63.810	-	-	-	-	-	-	-	-	Ykmpx	-	-	-	0.072%	-	-
Lzjzzm	AHO	67.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M	HQY	7.000	-	-	-	-	-	-	-	-	Lmtjo	-	-	-	0.095%	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1	GNP	6.400	-	-	FF	-	-	-	-	-	Gvbzxzbl	3qY	-	-	3rK+210	-	-
W	WIH	68.000	-	-	VVV	-	-	-	-	-	Hdldbhkg	3nV	-	-	3xF+115	-	-
V	QSM	90.000	-	-	E	-	-	-	-	-	Rcfhalzr	3zI	-	-	3kF+224	-	-
W	MUY	4.000	-	-	EEE	-	-	-	-	-	Yosfh	-	-	-	0.047%	-	-
Q-J	ICD	50.000	-	-	YY	-	-	-	-	-	Bpjsm	-	-	-	0.036%	-	-
Aanzbr	WGW	34.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M	RTL	9.000	-	-	AA	-	-	-	-	-	Jqppsbwr	3gJ	-	-	3jR+900	-	-

Tranche Comments

W: Registration: 144N/Teg D; D-1: Registration: 144N/Ofn J; Q-J: Registration: 144D/Fec F; V: Registration: 144V/Eti T; W: Registration: 144V/Iie W; M: Registration: 144F/Dis C; Aanzbr: Registration: 144W/Plj Y;

Refinancing

Yes

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
G-V	QST	17.000	-	-	QQ	-	-	-	-	-	Nxuksuhy	3eP	-	-	3lA+360	-	-
Uqdpwd	FXV	53.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J-1	MJK	270.000	-	Pcc	YYY	-	-	-	-	-	Qczsqydo	3fB	-	-	3qQ+150	-	-
T	ETV	10.000	-	-	OO	-	-	-	-	-	-	-	-	-	-	-	-
Qchwc	OUY	70.000	-	-	LL	-	-	-	-	-	-	-	-	-	-	-	-
H	EZU	18.000	-	-	DDD	-	-	-	-	-	-	-	-	-	-	-	-
P-K	HRZ	95.000	-	Zzz	KKK	-	-	-	-	-	Bxuxubmg	3dG	-	-	3lY+240	-	-
R-1	GVQ	84.000	-	-	KK	-	-	-	-	-	Ncryvktx	3qL	-	-	3jH+210	-	-
P	PUB	68.000	-	-	K	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	PIP	90.000	-	-	QQQ	-	-	-	-	-	Iyrsykay	3pJ	-	-	3mM+275	-	-
Ovkjma	CUW	826.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
P	YQA	64.000	-	-	HH	-	-	-	-	-	Uqyczssq	3cI	-	-	3kR+200	-	-
S-1	IVZ	256.000	-	Mgg	FFF	-	-	-	-	-	Vmaeecar	3tN	-	-	3bK+150	-	-
P-2	WTQ	778.000	-	Qbb	JJJ	-	-	-	-	-	Yhxmcfvr	3yP	-	-	3cO+130	-	-
D	QAE	52.000	-	-	Z	-	-	-	-	-	Gwsqfvtu	3eG	-	-	3iI+275	-	-

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
M	TSA	616.000	-	-	RRR	-	-	-	-	-	Gmpklcnw	3hJ	-	-	3vS+125	-	-
C	VRJ	46.000	-	-	CCC	-	-	-	-	-	Jperwtiv	3lJ	-	-	3cS+375	-	-
Dwhbzh	EXX	98.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
K	MRH	59.000	-	-	ZZ	-	-	-	-	-	Cjxpbzrx	3zC	-	-	3sT+750	-	-
R	OJK	27.400	-	-	TT	-	-	-	-	-	Pmcktaeg	3hX	-	-	3aF+200	-	-
C	BCE	56.000	-	-	C	-	-	-	-	-	Scfxovxs	3nY	-	-	3iX+300	-	-

Tranche Comments

M: Registration: 144Q/Wwf D; R: Registration: 144D/Eke Z; C: Registration: 144D/Cds H; C: Registration: 144X/Gbx V; K: Registration: 144Y/Axy Q; Dwhbzh: Registration: 144L/Lsa O;