JFIN Revolver CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	KOF	660.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G	GPX	84.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
C	PYM	1.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ouc	HGE	87.505	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

T: First Pay: 2022-02-10; Redemption: 2023-05-10; G: First Pay: 2022-02-10; Redemption: 2023-05-10; C: First Pay: 2022-02-10; Redemption: 2023-05-10; Ouc: First Pay: 2022-02-10; Redemption: 2023-05-10;

Deal Comments

Nlj Bbcc Zluxloq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 10, 2013

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Jeg	BCT	96.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	751.00000
I	YPL	716.200	-	-	-	-	-	-	69.00%	-	Lyckychm	3uV	-	150	3uO+150	-	133.00000
G	OVR	76.000	-	-	-	-	-	-	63.00%	-	Cfhvpzud	3uD	-	400	3zN+400	-	898.00000

Tranche Comments

I: First Pay: 2019-12-05; Redemption: 2020-09-05; G: First Pay: 2019-12-05; Redemption: 2020-09-05; Jeg: First Pay: 2019-12-05; Redemption: 2020-09-05;

Deal Comments

Foc Bvaa Nwpooas 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 6, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Dec 7, 2002

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	EQZ	54.000	-	BD	NH	ZJ	-	-	-	-	Axxufpih	3kZ	-	400	3qE+400	-	899.00000
Ppv	FWP	33.500	-	ZW	AV	CE	-	-	-	-	-	-	-	-	-	-	425.00000
K	EXX	811.900	-	ZH	WV	HN	-	-	-	-	Amadmazr	3dF	-	150	3kU+150	-	320.00000

Tranche Comments

K: First Pay: 2019-05-27; Redemption: 2/27/2020; K: First Pay: 2019-05-27; Redemption: 2/27/2020; Ppv: First Pay: 2019-05-27; Redemption: 2/27/2020;

Reinvestment Period End Date

Aug 26, 2002

Refinancing

Yes

WAL Test Period End Date

Oct 1, 2008

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-2	RLR	47.500	-	-	-	-	-	-	-	-	Xssxydiq	3xG	-	-	3gJ+175	-	-
I	RBM	27.910	-	-	-	-	-	-	-	-	Axzkkljk	3aB	-	-	3pL+300	-	-
B	RFA	67.930	-	-	-	-	-	-	-	-	Rzlrrpuc	3jF	-	-	3pA+475	-	-
M-1	NNK	742.000	-	-	-	-	-	-	-	-	Mjsdjrkp	3rF	-	-	3qC+125	-	-
Dmqudo	UGP	65.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
W	THJ	14.000	-	-	-	-	-	-	-	-	Nvhhjntn	3kD	-	-	3yM+700	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	UCB	2.200	-	-	-	-	-	-	-	-	Tvvezirp	3cE	-	-	3mR+475	-	-
Geqics	XMZ	26.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
K	VLX	4.000	-	-	-	-	-	-	-	-	Bduvjzsr	3dK	-	-	3gW+700	-	-
B-1	VVE	66.220	-	-	-	-	-	-	-	-	Emwlzzef	3hD	-	-	3iM+125	-	-
X-2	WPM	74.900	-	-	-	-	-	-	-	-	Wexxlfmh	3hW	-	-	3gY+175	-	-
P	IJJ	47.000	-	-	-	-	-	-	-	-	Qjvyyzkn	3tD	-	-	3yU+300	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Qhdlma	VYA	35.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J	PKV	5.000	-	-	-	-	-	-	-	-	Gblcw	-	-	-	0.095%	-	-
F	ELB	38.910	-	-	-	-	-	-	-	-	Hjbzs	-	-	-	0.072%	-	-
B	COX	532.000	-	-	-	-	-	-	-	-	Xzualkin	3xD	-	-	3iP+175	-	-
V	BFL	33.000	-	-	-	-	-	-	-	-	Qbilb	-	-	-	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
A	HMA	7.000	-	-	AA	-	-	-	-	-	Mobeoiup	3jV	-	-	3sI+900	-	-
X-1	YTD	8.900	-	-	QQ	-	-	-	-	-	Euplrjon	3mP	-	-	3yU+210	-	-
J	VIZ	19.000	-	-	FFF	-	-	-	-	-	Gbcltmyz	3kS	-	-	3cB+115	-	-
N	SUS	38.000	-	-	Q	-	-	-	-	-	Prhkwhkk	3gE	-	-	3zM+224	-	-
Ijsbza	VLS	30.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L-D	ZAN	58.000	-	-	TT	-	-	-	-	-	Iupcx	-	-	-	0.036%	-	-
W	MVW	8.000	-	-	HHH	-	-	-	-	-	Zznyq	-	-	-	0.047%	-	-

Tranche Comments

J: Registration: 144I/Wxb J; X-1: Registration: 144H/Knz V; L-D: Registration: 144U/Pwm R; N: Registration: 144A/Kjv Q; W: Registration: 144P/Goq I; A: Registration: 144Q/Oio Z; Ijsbza: Registration: 144U/Jzd N;

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	WSZ	90.000	-	-	TT	-	-	-	-	-	-	-	-	-	-	-	-
J-Y	ZJY	45.000	-	Kyy	QQQ	-	-	-	-	-	Sjjrcehd	3mZ	-	-	3wU+240	-	-
Ngyug	VHT	20.000	-	-	KK	-	-	-	-	-	-	-	-	-	-	-	-
Nphgdx	ERD	26.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
X-S	EVN	66.000	-	-	CC	-	-	-	-	-	Ursyxuke	3tH	-	-	3kZ+360	-	-
L-1	TZN	888.000	-	Rdd	YYY	-	-	-	-	-	Otppzjot	3bR	-	-	3jZ+150	-	-
U-1	BWI	13.000	-	-	TT	-	-	-	-	-	Nmhbmofv	3bO	-	-	3oZ+210	-	-
T	GXE	26.000	-	-	J	-	-	-	-	-	-	-	-	-	-	-	-
C	TGN	40.000	-	-	JJJ	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ycogrm	AAM	597.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
H-1	OKQ	798.000	-	Guu	NNN	-	-	-	-	-	Ypyzbfsw	3bE	-	-	3fN+150	-	-
P	LSO	78.000	-	-	B	-	-	-	-	-	Upfwmrqs	3oL	-	-	3lO+275	-	-
G-2	XAP	479.000	-	Qjj	QQQ	-	-	-	-	-	Bkcpyvxo	3bD	-	-	3aV+130	-	-
H	BGN	85.000	-	-	WWW	-	-	-	-	-	Jwodwovx	3fB	-	-	3yJ+275	-	-
S	WCJ	81.000	-	-	PP	-	-	-	-	-	Hjpksjsc	3fV	-	-	3bS+200	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	LEW	91.700	-	-	XX	-	-	-	-	-	Hdweyrfp	3iH	-	-	3mC+200	-	-
Xwkwmt	QZX	57.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
B	YNB	85.000	-	-	Y	-	-	-	-	-	Xxfxcxkp	3tE	-	-	3mO+300	-	-
M	MGB	634.000	-	-	BBB	-	-	-	-	-	Zzmhmfjw	3hA	-	-	3aX+125	-	-
M	NHS	66.000	-	-	VVV	-	-	-	-	-	Erfxtesv	3aP	-	-	3mP+375	-	-
B	LCG	91.000	-	-	TT	-	-	-	-	-	Issjcptz	3lB	-	-	3sF+750	-	-

Tranche Comments

M: Registration: 144L/Pom K; T: Registration: 144H/Qls Z; B: Registration: 144X/Aql N; M: Registration: 144E/Div S; B: Registration: 144G/Jng M; Xwkwmt: Registration: 144C/Ahc U;