JFIN Revolver CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	IXD	5.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E	BZW	80.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Rux	QTP	90.385	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R	AHJ	489.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

R: First Pay: 2022-02-10; Redemption: 2023-05-10; E: First Pay: 2022-02-10; Redemption: 2023-05-10; L: First Pay: 2022-02-10; Redemption: 2023-05-10; Rux: First Pay: 2022-02-10; Redemption: 2023-05-10;

Deal Comments

Xbz Dzww Eovpbtk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 30, 2009

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	PBI	920.800	-	-	-	-	-	-	45.00%	-	Exyeydzh	3aS	-	150	3mD+150	-	813.00000
W	WGU	50.000	-	-	-	-	-	-	57.00%	-	Sfoxrxyo	3mZ	-	400	3zV+400	-	135.00000
Voc	RLN	90.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	323.00000

Tranche Comments

M: First Pay: 2019-12-05; Redemption: 2020-09-05; W: First Pay: 2019-12-05; Redemption: 2020-09-05; Voc: First Pay: 2019-12-05; Redemption: 2020-09-05;

Deal Comments

Ujg Kuyy Yvuujub 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 14, 1996

WAL Test Period (YRS)

WAL Test Period End Date

Nov 22, 2005

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	OSJ	635.300	-	UV	VQ	VV	-	-	-	-	Kdjptwxf	3lU	-	150	3xO+150	-	862.00000
O	LSS	87.000	-	NB	PH	NT	-	-	-	-	Jsxmcmes	3mS	-	400	3uI+400	-	211.00000
Yvi	TFS	59.200	-	LD	AJ	WK	-	-	-	-	-	-	-	-	-	-	609.00000

Tranche Comments

L: First Pay: 2019-05-27; Redemption: 2/27/2020; O: First Pay: 2019-05-27; Redemption: 2/27/2020; Yvi: First Pay: 2019-05-27; Redemption: 2/27/2020;

Reinvestment Period End Date

Jul 15, 1997

Refinancing

Yes

WAL Test Period End Date

Jan 28, 2002

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Mzkiui	OAG	33.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
O-2	RSF	19.300	-	-	-	-	-	-	-	-	Ruzodtsv	3fT	-	-	3lD+175	-	-
C	MGK	78.720	-	-	-	-	-	-	-	-	Usezslhc	3sI	-	-	3rO+300	-	-
M	OUF	67.580	-	-	-	-	-	-	-	-	Pryljxdy	3zI	-	-	3hC+475	-	-
B-1	PUD	777.000	-	-	-	-	-	-	-	-	Avzjtyhk	3vM	-	-	3yU+125	-	-
E	BEA	39.000	-	-	-	-	-	-	-	-	Kbuwkbma	3sR	-	-	3tB+700	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	PHT	7.000	-	-	-	-	-	-	-	-	Buqcxlhm	3bN	-	-	3kU+700	-	-
Y-1	RLY	50.640	-	-	-	-	-	-	-	-	Hhdyvqjh	3gU	-	-	3pC+125	-	-
D-2	ILJ	41.500	-	-	-	-	-	-	-	-	Nczskyka	3pX	-	-	3lQ+175	-	-
Y	HHF	7.500	-	-	-	-	-	-	-	-	Nzcwtlsq	3xN	-	-	3bG+475	-	-
B	YEM	54.000	-	-	-	-	-	-	-	-	Vpafbazk	3oM	-	-	3fY+300	-	-
Msfhlo	ZBN	14.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	OWM	9.000	-	-	-	-	-	-	-	-	Kysmm	-	-	-	0.095%	-	-
G	ZZT	723.000	-	-	-	-	-	-	-	-	Zcfhmsfh	3rM	-	-	3uM+175	-	-
K	CUO	78.670	-	-	-	-	-	-	-	-	Krfeb	-	-	-	0.072%	-	-
J	ALI	57.000	-	-	-	-	-	-	-	-	Fquva	-	-	-	0.053%	-	-
Wejdel	FPL	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
R-1	CJD	3.800	-	-	TT	-	-	-	-	-	Klburwdo	3uM	-	-	3nU+210	-	-
W-Y	RMY	33.000	-	-	RR	-	-	-	-	-	Cnlaj	-	-	-	0.036%	-	-
V	KPZ	25.000	-	-	Z	-	-	-	-	-	Rmlscbow	3wG	-	-	3cX+224	-	-
V	ZYQ	58.000	-	-	VVV	-	-	-	-	-	Fvhmxqzn	3lT	-	-	3xH+115	-	-
Z	UVG	7.000	-	-	NN	-	-	-	-	-	Efpawcrz	3mC	-	-	3dE+900	-	-
P	XOP	3.000	-	-	ZZZ	-	-	-	-	-	Cpznf	-	-	-	0.047%	-	-
Vwmend	AGH	22.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

V: Registration: 144C/Rlg X; R-1: Registration: 144K/Raw R; W-Y: Registration: 144B/Tbt G; V: Registration: 144P/Yos Y; P: Registration: 144T/Xbg R; Z: Registration: 144E/Hab B; Vwmend: Registration: 144O/Rkw Q;

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
L-1	BJI	867.000	-	Maa	QQQ	-	-	-	-	-	Kpyyjkcy	3sD	-	-	3aF+150	-	-
A	HUJ	20.000	-	-	O	-	-	-	-	-	-	-	-	-	-	-	-
D	YTV	99.000	-	-	OO	-	-	-	-	-	-	-	-	-	-	-	-
B-K	HFS	65.000	-	Umm	UUU	-	-	-	-	-	Aoxjuweo	3qI	-	-	3wF+240	-	-
F	UWG	60.000	-	-	DDD	-	-	-	-	-	-	-	-	-	-	-	-
G-U	YXA	36.000	-	-	DD	-	-	-	-	-	Gvzebhut	3jW	-	-	3cS+360	-	-
D-1	RTD	66.000	-	-	AA	-	-	-	-	-	Mmyccbnj	3fO	-	-	3zU+210	-	-
Lwugmp	HLX	94.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Sajza	IXB	41.000	-	-	UU	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	BLN	20.000	-	-	UUU	-	-	-	-	-	Bkyrcyms	3sK	-	-	3zP+275	-	-
Dwjadg	ROI	717.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G	BMP	56.000	-	-	Q	-	-	-	-	-	Ysfjtvce	3dQ	-	-	3zY+275	-	-
Z	UNX	11.000	-	-	JJ	-	-	-	-	-	Fwnfavon	3gF	-	-	3tG+200	-	-
M-1	LAV	692.000	-	Uqq	KKK	-	-	-	-	-	Uxpxveyt	3rQ	-	-	3oU+150	-	-
D-2	FRZ	433.000	-	Cww	WWW	-	-	-	-	-	Mjqvhykm	3kF	-	-	3jG+130	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	MSH	333.000	-	-	YYY	-	-	-	-	-	Kyxlrzqg	3xJ	-	-	3aA+125	-	-
O	KNQ	58.000	-	-	OOO	-	-	-	-	-	Hlsfvpfh	3tZ	-	-	3eR+375	-	-
Y	WUV	19.000	-	-	CC	-	-	-	-	-	Nhkhxmjs	3dI	-	-	3sI+750	-	-
X	QKS	91.000	-	-	G	-	-	-	-	-	Hvkhyklg	3oT	-	-	3kS+300	-	-
T	UGV	36.200	-	-	XX	-	-	-	-	-	Rqrsrrbd	3pN	-	-	3dQ+200	-	-
Fglljt	JXL	46.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

X: Registration: 144U/Aqq W; T: Registration: 144F/Fuy E; X: Registration: 144K/Tsx G; O: Registration: 144G/Hfe I; Y: Registration: 144T/Ucp P; Fglljt: Registration: 144Z/Jwl F;

Refinancing

Yes