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
F	YRY	955.600	-	-	-	-	-	-	45.00%	-	Lfepkklm	3oO	-	150	3pA+150	-	515.00000
A	RRL	35.000	-	-	-	-	-	-	41.00%	-	Xllpyspw	3pK	-	400	3cS+400	-	859.00000
Psl	NWZ	92.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	617.00000

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Tranche Comments

F: First Pay: 2019-12-05; Redemption: 2020-09-05; A: First Pay: 2019-12-05; Redemption: 2020-09-05; Psl: First Pay: 2019-12-05; Redemption: 2020-09-05;

Deal Comments

Tyz Kuxx Iarryre 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Refinancing

Yes

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
C	YPQ	753.600	-	KF	HZ	BI	-	-	-	-	Xkdoejzm	3tK	-	150	3pG+150	-	963.00000
Pwk	EHW	91.600	-	JV	ZA	WB	-	-	-	-	-	-	-	-	-	-	638.00000
N	BXA	77.000	-	BN	II	HA	-	-	-	-	Qyducwqp	3pM	-	400	3nI+400	-	569.00000

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Tranche Comments

C: First Pay: 2019-05-27; Redemption: 2/27/2020; N: First Pay: 2019-05-27; Redemption: 2/27/2020; Pwk: First Pay: 2019-05-27; Redemption: 2/27/2020;

Reinvestment Period End Date

Invalid date

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
Q-1	GNF	415.000	-	-	-	-	-	-	-	-	Hhkfdmnt	3vS	-	-	3dB+125	-	-
I	HUB	57.280	-	-	-	-	-	-	-	-	Pbjjwbco	3kU	-	-	3kS+300	-	-
W-2	JXA	30.200	-	-	-	-	-	-	-	-	Vemqjkda	3dC	-	-	3xT+175	-	-
Upvjom	GCW	27.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
T	FZN	25.450	-	-	-	-	-	-	-	-	Hxobdztk	3tV	-	-	3dF+475	-	-
A	VWO	75.000	-	-	-	-	-	-	-	-	Sxuvddhw	3nB	-	-	3pA+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
V-1	UFL	79.410	-	-	-	-	-	-	-	-	Zjlbakeh	3uM	-	-	3uV+125	-	-
Y	NMJ	87.000	-	-	-	-	-	-	-	-	Uqlplbbm	3aT	-	-	3yB+300	-	-
J-2	NCR	78.400	-	-	-	-	-	-	-	-	Nrvszwfu	3pO	-	-	3qL+175	-	-
Xxsmsu	FTV	22.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
O	MSA	9.000	-	-	-	-	-	-	-	-	Hhcxpwpd	3fZ	-	-	3xB+700	-	-
V	AEY	9.500	-	-	-	-	-	-	-	-	Posmjsou	3mL	-	-	3cP+475	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	BAB	25.630	-	-	-	-	-	-	-	-	Jjrhu	-	-	-	0.072%	-	-
Ipfrxm	PNV	69.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
P	YTP	6.000	-	-	-	-	-	-	-	-	Fmgoq	-	-	-	0.095%	-	-
Z	NMG	693.000	-	-	-	-	-	-	-	-	Zsveudlp	3hB	-	-	3bA+175	-	-
J	CJH	29.000	-	-	-	-	-	-	-	-	Jzmjj	-	-	-	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
U	WFA	90.000	-	-	UUU	-	-	-	-	-	Xceodvme	3dH	-	-	3sS+115	-	-
Z	RHS	85.000	-	-	E	-	-	-	-	-	Rhhmxzxe	3rS	-	-	3fC+224	-	-
W	QJV	4.000	-	-	BB	-	-	-	-	-	Pxzspsvv	3iE	-	-	3fL+900	-	-
C	PLQ	1.000	-	-	AAA	-	-	-	-	-	Ektbx	-	-	-	0.047%	-	-
H-B	VRZ	39.000	-	-	YY	-	-	-	-	-	Utjwx	-	-	-	0.036%	-	-
C-1	PKT	6.600	-	-	OO	-	-	-	-	-	Nxqoslvo	3rV	-	-	3bW+210	-	-
Rwnqsm	XBJ	78.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-J	VRA	68.000	-	Suu	WWW	-	-	-	-	-	Yqsrefrf	3sJ	-	-	3jN+240	-	-
N-S	QKQ	67.000	-	-	RR	-	-	-	-	-	Glfeccax	3jH	-	-	3oB+360	-	-
Ogigg	GAI	40.000	-	-	GG	-	-	-	-	-	-	-	-	-	-	-	-
O	LTJ	80.000	-	-	TT	-	-	-	-	-	-	-	-	-	-	-	-
Gcalha	OSX	87.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E-1	RHL	69.000	-	-	SS	-	-	-	-	-	Fwvsoffa	3cU	-	-	3uO+210	-	-
N-1	WZV	885.000	-	Mxx	RRR	-	-	-	-	-	Plvphzzx	3nV	-	-	3tS+150	-	-
V	GCK	10.000	-	-	KKK	-	-	-	-	-	-	-	-	-	-	-	-
J	PAC	42.000	-	-	R	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	BID	58.000	-	-	H	-	-	-	-	-	Ikszojeg	3zC	-	-	3zH+275	-	-
F-1	VTO	227.000	-	Znn	CCC	-	-	-	-	-	Uhrtejnt	3fR	-	-	3kR+150	-	-
V	XAC	66.000	-	-	JJ	-	-	-	-	-	Absyxtze	3fA	-	-	3vA+200	-	-
C-2	EYM	596.000	-	Qll	EEE	-	-	-	-	-	Wjqslhol	3xF	-	-	3bS+130	-	-
Eqjcwt	GUC	945.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
I	FHJ	58.000	-	-	GGG	-	-	-	-	-	Tsfezwtv	3kO	-	-	3zV+275	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	LCQ	16.000	-	-	U	-	-	-	-	-	Tfxkyfkj	3vW	-	-	3tR+300	-	-
J	LOR	16.600	-	-	WW	-	-	-	-	-	Gusuqkyl	3oR	-	-	3xN+200	-	-
X	QPD	380.000	-	-	OOO	-	-	-	-	-	Klqfkdny	3mF	-	-	3gR+125	-	-
K	VYD	13.000	-	-	KK	-	-	-	-	-	Hvshbxzk	3dO	-	-	3bS+750	-	-
Hrdsco	TEV	42.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L	YCF	81.000	-	-	VVV	-	-	-	-	-	Uqmhppcb	3wD	-	-	3vP+375	-	-

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Tranche Comments

X: Registration: 144M/Tvk M; J: Registration: 144H/Wyr V; Z: Registration: 144I/Vqr V; L: Registration: 144A/Gap F; K: Registration: 144J/Yrj S; Hrdsco: Registration: 144B/Rpg Q;