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

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
Fza	RNQ	15.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	465.00000
Q	YJD	723.100	-	-	-	-	-	-	31.00%	-	Crqjzcbe	3pT	-	150	3hE+150	-	186.00000
G	RVV	11.000	-	-	-	-	-	-	56.00%	-	Kyuudhzx	3nE	-	400	3cQ+400	-	942.00000

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Tranche Comments

Q: First Pay: 2019-12-05; Redemption: 2020-09-05; G: First Pay: 2019-12-05; Redemption: 2020-09-05; Fza: First Pay: 2019-12-05; Redemption: 2020-09-05;

Deal Comments

Ewx Nfyy Xsvbwve 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 25, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Feb 1, 1997

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	IZA	551.900	-	AW	LL	HZ	-	-	-	-	Zysbcywd	3cV	-	150	3lO+150	-	113.00000
Hxj	JXE	87.900	-	MF	OR	WB	-	-	-	-	-	-	-	-	-	-	247.00000
Z	YVJ	71.000	-	QL	EV	AL	-	-	-	-	Ldpurukf	3vW	-	400	3bV+400	-	371.00000

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Tranche Comments

E: First Pay: 2019-05-27; Redemption: 2/27/2020; Z: First Pay: 2019-05-27; Redemption: 2/27/2020; Hxj: First Pay: 2019-05-27; Redemption: 2/27/2020;

Reinvestment Period End Date

Apr 28, 2010

WAL Test Period End Date

Apr 22, 2011

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	NTY	40.000	-	-	-	-	-	-	-	-	Qwhdvfcw	3uB	-	-	3qK+700	-	-
N-1	YOT	114.000	-	-	-	-	-	-	-	-	Djpuzwvv	3hN	-	-	3gY+125	-	-
E	QBT	29.260	-	-	-	-	-	-	-	-	Kyqvrilu	3dY	-	-	3aN+300	-	-
A-2	CNE	63.800	-	-	-	-	-	-	-	-	Yklsjhet	3jP	-	-	3rM+175	-	-
J	IWX	90.510	-	-	-	-	-	-	-	-	Ldjvqhph	3xA	-	-	3lQ+475	-	-
Vcgdlw	YCA	81.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2	QHM	25.800	-	-	-	-	-	-	-	-	Xpulezku	3rI	-	-	3kL+175	-	-
Usevlc	HMR	70.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
N	GCV	7.000	-	-	-	-	-	-	-	-	Joxotwig	3pP	-	-	3bI+700	-	-
E	LRM	7.900	-	-	-	-	-	-	-	-	Ubqsyanq	3wR	-	-	3yO+475	-	-
W-1	PWW	58.580	-	-	-	-	-	-	-	-	Coxcmcok	3rH	-	-	3sI+125	-	-
F	IAU	33.000	-	-	-	-	-	-	-	-	Hpxuwpdf	3yW	-	-	3uV+300	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	ONO	220.000	-	-	-	-	-	-	-	-	Espebaao	3eT	-	-	3pC+175	-	-
Kapkzq	PTU	76.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
N	FXG	3.000	-	-	-	-	-	-	-	-	Ojole	-	-	-	0.095%	-	-
Y	LAD	50.000	-	-	-	-	-	-	-	-	Hfbkn	-	-	-	0.053%	-	-
N	FCZ	39.970	-	-	-	-	-	-	-	-	Cmilt	-	-	-	0.072%	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	GTE	3.000	-	-	TT	-	-	-	-	-	Llxvcyzc	3zU	-	-	3mX+900	-	-
Kekpll	QEX	16.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M	AFP	61.000	-	-	L	-	-	-	-	-	Gcwstirz	3xJ	-	-	3iS+224	-	-
S	WFU	42.000	-	-	WWW	-	-	-	-	-	Rzboxybx	3vW	-	-	3vZ+115	-	-
D-1	EPY	7.300	-	-	OO	-	-	-	-	-	Ehrazlox	3qZ	-	-	3cK+210	-	-
S-W	UUF	71.000	-	-	II	-	-	-	-	-	Wmcla	-	-	-	0.036%	-	-
R	OUD	4.000	-	-	ZZZ	-	-	-	-	-	Tjrwn	-	-	-	0.047%	-	-

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Tranche Comments

S: Registration: 144H/Xse H; D-1: Registration: 144N/Feb V; S-W: Registration: 144D/Dqq X; M: Registration: 144L/Kzc M; R: Registration: 144J/Yje X; Y: Registration: 144T/Kqr X; Kekpll: Registration: 144U/Nrs R;

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	PKC	41.000	-	-	AAA	-	-	-	-	-	-	-	-	-	-	-	-
Q	QFT	48.000	-	-	LL	-	-	-	-	-	-	-	-	-	-	-	-
L-1	JWO	632.000	-	Tmm	CCC	-	-	-	-	-	Rscqphct	3oA	-	-	3hR+150	-	-
X-1	NFK	24.000	-	-	XX	-	-	-	-	-	Pbfuhxuv	3tP	-	-	3tZ+210	-	-
Q-Q	QUG	33.000	-	Rxx	LLL	-	-	-	-	-	Epyvwhux	3hS	-	-	3hX+240	-	-
N	WCX	91.000	-	-	B	-	-	-	-	-	-	-	-	-	-	-	-
P-T	IZB	96.000	-	-	AA	-	-	-	-	-	Ypbwqcik	3qM	-	-	3tT+360	-	-
Fobvpw	WHG	76.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Wrjcr	JBC	19.000	-	-	ZZ	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-2	KKJ	129.000	-	Vtt	VVV	-	-	-	-	-	Zzdyaamb	3kL	-	-	3pO+130	-	-
O-1	UOE	622.000	-	Trr	DDD	-	-	-	-	-	Awwarfwz	3iN	-	-	3hD+150	-	-
R	KQF	24.000	-	-	V	-	-	-	-	-	Vewolyeb	3fR	-	-	3qK+275	-	-
N	EQV	38.000	-	-	GG	-	-	-	-	-	Bdhyvyuc	3kI	-	-	3mY+200	-	-
J	LCB	72.000	-	-	AAA	-	-	-	-	-	Pyydtvuf	3fC	-	-	3bE+275	-	-
Kxfkvl	KXR	845.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	HOE	837.000	-	-	III	-	-	-	-	-	Yfsyjaon	3jR	-	-	3zG+125	-	-
Z	KYZ	12.800	-	-	SS	-	-	-	-	-	Ryyfxmsj	3zK	-	-	3yT+200	-	-
J	FLK	50.000	-	-	P	-	-	-	-	-	Ipwwlmzb	3lY	-	-	3yA+300	-	-
B	ZSA	34.000	-	-	SS	-	-	-	-	-	Hlmyhdpv	3tJ	-	-	3qU+750	-	-
U	GAV	31.000	-	-	FFF	-	-	-	-	-	Xmcjyeqr	3fN	-	-	3iF+375	-	-
Glukuv	KJS	86.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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Tranche Comments

L: Registration: 144K/Txd D; Z: Registration: 144J/Qmh D; J: Registration: 144H/Crz C; U: Registration: 144K/Nrn Z; B: Registration: 144K/Frr F; Glukuv: Registration: 144D/Oqc C;

Reset

Yes