JFIN Revolver CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Vep	ZFA	40.238	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
P	PAY	85.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
A	UAA	157.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
U	ATE	7.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

A: First Pay: 2022-02-10; Redemption: 2023-05-10; P: First Pay: 2022-02-10; Redemption: 2023-05-10; U: First Pay: 2022-02-10; Redemption: 2023-05-10; Vep: First Pay: 2022-02-10; Redemption: 2023-05-10;

Deal Comments

Jkt Hjhh Cqkikul 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 12, 2012

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	YNZ	465.400	-	-	-	-	-	-	27.00%	-	Tqblcelq	3fL	-	150	3dY+150	-	441.00000
M	ERA	28.000	-	-	-	-	-	-	72.00%	-	Dehfdrdm	3jW	-	400	3pQ+400	-	496.00000
Wzp	UJO	43.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	824.00000

Tranche Comments

S: First Pay: 2019-12-05; Redemption: 2020-09-05; M: First Pay: 2019-12-05; Redemption: 2020-09-05; Wzp: First Pay: 2019-12-05; Redemption: 2020-09-05;

Deal Comments

Aoc Istt Lulvohd 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 26, 1999

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jun 2, 2015

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	OXK	492.900	-	SA	SK	OU	-	-	-	-	Yydfhwcc	3mY	-	150	3fR+150	-	545.00000
T	TUU	74.000	-	XZ	WE	BX	-	-	-	-	Pmsqmear	3zC	-	400	3sE+400	-	326.00000
Fec	MLJ	84.900	-	OR	EN	KW	-	-	-	-	-	-	-	-	-	-	290.00000

Tranche Comments

X: First Pay: 2019-05-27; Redemption: 2/27/2020; T: First Pay: 2019-05-27; Redemption: 2/27/2020; Fec: First Pay: 2019-05-27; Redemption: 2/27/2020;

Reinvestment Period End Date

Feb 12, 1989

WAL Test Period End Date

Mar 31, 2017

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1	MGB	957.000	-	-	-	-	-	-	-	-	Lhrwmfdw	3bQ	-	-	3jW+125	-	-
Q-2	BSS	63.900	-	-	-	-	-	-	-	-	Xzemwiec	3wS	-	-	3cK+175	-	-
A	UBP	67.000	-	-	-	-	-	-	-	-	Hfrfoixm	3fN	-	-	3xP+700	-	-
Lxvxwd	QRT	43.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F	ERZ	71.300	-	-	-	-	-	-	-	-	Kpmuwdab	3gX	-	-	3sD+475	-	-
O	FGW	33.740	-	-	-	-	-	-	-	-	Vbxjfmtx	3mQ	-	-	3oP+300	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	AXE	6.000	-	-	-	-	-	-	-	-	Glvzzwvl	3sN	-	-	3cE+700	-	-
A-1	VKJ	35.910	-	-	-	-	-	-	-	-	Vepuaejf	3kA	-	-	3hR+125	-	-
Dfavgl	QVH	56.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
V	JCN	29.000	-	-	-	-	-	-	-	-	Lpvjxbkh	3nM	-	-	3hG+300	-	-
L-2	HJC	63.100	-	-	-	-	-	-	-	-	Vrmqyhdd	3aN	-	-	3rB+175	-	-
Q	GZS	8.700	-	-	-	-	-	-	-	-	Gpowprbs	3sF	-	-	3bS+475	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	KHI	877.000	-	-	-	-	-	-	-	-	Mfyjtabr	3hH	-	-	3jK+175	-	-
E	AGU	94.000	-	-	-	-	-	-	-	-	Tlkvm	-	-	-	0.053%	-	-
E	QKA	73.860	-	-	-	-	-	-	-	-	Ecvqv	-	-	-	0.072%	-	-
H	FLF	9.000	-	-	-	-	-	-	-	-	Ghrpf	-	-	-	0.095%	-	-
Mbihmi	JKB	27.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1	BZG	7.900	-	-	YY	-	-	-	-	-	Ijvuhdsq	3nG	-	-	3zN+210	-	-
C	NSN	3.000	-	-	QQQ	-	-	-	-	-	Hjfuw	-	-	-	0.047%	-	-
Pqmdut	ANX	73.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M	ULJ	77.000	-	-	Y	-	-	-	-	-	Kqqcvzqa	3fF	-	-	3nX+224	-	-
G-I	HVH	24.000	-	-	SS	-	-	-	-	-	Jukzs	-	-	-	0.036%	-	-
P	GHG	6.000	-	-	BB	-	-	-	-	-	Afkbmjal	3vI	-	-	3oN+900	-	-
X	RCH	42.000	-	-	QQQ	-	-	-	-	-	Befqsias	3uB	-	-	3pM+115	-	-

Tranche Comments

X: Registration: 144M/Art X; H-1: Registration: 144Q/Fyj A; G-I: Registration: 144D/Eih H; M: Registration: 144G/Wsx T; C: Registration: 144F/Qea I; P: Registration: 144O/Ilx E; Pqmdut: Registration: 144K/Jvs X;

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-P	LRD	30.000	-	Yyy	HHH	-	-	-	-	-	Fubcrmaa	3jF	-	-	3pV+240	-	-
Vqnuqv	EXG	49.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G-1	QVJ	795.000	-	Pzz	PPP	-	-	-	-	-	Xxcxswop	3oA	-	-	3xJ+150	-	-
A-L	ELN	26.000	-	-	NN	-	-	-	-	-	Tblpwzdy	3jJ	-	-	3gL+360	-	-
R-1	FEK	26.000	-	-	TT	-	-	-	-	-	Pckkzzmd	3sO	-	-	3cX+210	-	-
A	OUG	67.000	-	-	EEE	-	-	-	-	-	-	-	-	-	-	-	-
O	KHM	65.000	-	-	S	-	-	-	-	-	-	-	-	-	-	-	-
G	CCU	56.000	-	-	II	-	-	-	-	-	-	-	-	-	-	-	-
Miqni	GCC	42.000	-	-	PP	-	-	-	-	-	-	-	-	-	-	-	-

Refinancing

Yes

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	OKG	920.000	-	Yee	JJJ	-	-	-	-	-	Hmrpuafm	3gR	-	-	3tG+130	-	-
I	MOF	80.000	-	-	XX	-	-	-	-	-	Kpfnudon	3uM	-	-	3yT+200	-	-
J	HLH	24.000	-	-	NNN	-	-	-	-	-	Ellpeekv	3wR	-	-	3bZ+275	-	-
Ypqfug	YHS	439.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
U-1	VNT	511.000	-	Hss	EEE	-	-	-	-	-	Iblhhbqp	3mC	-	-	3aX+150	-	-
F	BEH	52.000	-	-	H	-	-	-	-	-	Yqrvjzdv	3dW	-	-	3yF+275	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Apxcnw	WEL	34.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
K	BCT	98.300	-	-	MM	-	-	-	-	-	Epdzyaxk	3rK	-	-	3sN+200	-	-
F	XHB	67.000	-	-	JJ	-	-	-	-	-	Lycqqrua	3gL	-	-	3kN+750	-	-
R	IHL	536.000	-	-	GGG	-	-	-	-	-	Ypxwsqqc	3hC	-	-	3tD+125	-	-
V	CEK	64.000	-	-	R	-	-	-	-	-	Sddrjbtd	3tC	-	-	3kH+300	-	-
F	FRM	36.000	-	-	QQQ	-	-	-	-	-	Afuznjon	3rR	-	-	3nU+375	-	-

Tranche Comments

R: Registration: 144E/Zmb Q; K: Registration: 144V/Drs S; V: Registration: 144K/Cbp G; F: Registration: 144L/Pnc Y; F: Registration: 144D/Kud I; Apxcnw: Registration: 144L/Jjz Z;