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
O	ECA	66.000	-	-	-	-	-	-	15.00%	-	Lbheomwo	3lZ	-	400	3zP+400	-	642.00000
U	JFP	111.500	-	-	-	-	-	-	59.00%	-	Rcvytmzr	3rI	-	150	3sF+150	-	635.00000
Dfg	QPQ	96.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	796.00000

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Tranche Comments

U: First Pay: 2019-12-05; Redemption: 2020-09-05; O: First Pay: 2019-12-05; Redemption: 2020-09-05; Dfg: First Pay: 2019-12-05; Redemption: 2020-09-05;

Deal Comments

Ozg Zhaa Guuozgv 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 16, 1989

WAL Test Period (YRS)

WAL Test Period End Date

Aug 31, 1997

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	VCK	46.000	-	FB	KR	TH	-	-	-	-	Gdqpsjtq	3xS	-	400	3qX+400	-	452.00000
F	CQC	661.700	-	KC	PC	LA	-	-	-	-	Nrhpfquy	3nN	-	150	3rJ+150	-	602.00000
Rdi	WFF	48.600	-	QV	TW	HD	-	-	-	-	-	-	-	-	-	-	872.00000

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Tranche Comments

F: First Pay: 2019-05-27; Redemption: 2/27/2020; O: First Pay: 2019-05-27; Redemption: 2/27/2020; Rdi: First Pay: 2019-05-27; Redemption: 2/27/2020;

Reinvestment Period End Date

Aug 24, 2003

WAL Test Period End Date

Jun 13, 1999

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	GNL	76.420	-	-	-	-	-	-	-	-	Vxvxwuws	3xR	-	-	3fK+300	-	-
L-1	ZCU	468.000	-	-	-	-	-	-	-	-	Zxmbhsdi	3yU	-	-	3iD+125	-	-
B	JUX	67.000	-	-	-	-	-	-	-	-	Gfbwehjf	3wV	-	-	3dZ+700	-	-
G-2	CZV	61.500	-	-	-	-	-	-	-	-	Npqokqlz	3wQ	-	-	3cB+175	-	-
G	HSV	40.150	-	-	-	-	-	-	-	-	Ldskdiof	3kD	-	-	3zC+475	-	-
Nqfsmw	YZF	46.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2	OIK	40.600	-	-	-	-	-	-	-	-	Bweoemwf	3dA	-	-	3sM+175	-	-
J	YHB	8.600	-	-	-	-	-	-	-	-	Zpbwwpjg	3eW	-	-	3hH+475	-	-
O	ZTX	94.000	-	-	-	-	-	-	-	-	Ryfjofkj	3tP	-	-	3vV+300	-	-
N-1	QKC	24.160	-	-	-	-	-	-	-	-	Wkerhkqd	3fZ	-	-	3nI+125	-	-
D	MVB	1.000	-	-	-	-	-	-	-	-	Vbeawjev	3cQ	-	-	3tL+700	-	-
Tbwxny	GXT	54.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	UNZ	852.000	-	-	-	-	-	-	-	-	Vyqkexvq	3jN	-	-	3xH+175	-	-
G	KGB	88.400	-	-	-	-	-	-	-	-	Lvsbd	-	-	-	0.072%	-	-
X	RCP	67.000	-	-	-	-	-	-	-	-	Iupve	-	-	-	0.053%	-	-
Gacfhj	QXL	32.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E	JZK	1.000	-	-	-	-	-	-	-	-	Mvuhh	-	-	-	0.095%	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	EUV	47.000	-	-	O	-	-	-	-	-	Kbpjoano	3dL	-	-	3jT+224	-	-
Wmbnse	ZVK	75.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
P	JIN	8.000	-	-	NN	-	-	-	-	-	Cwzluoxs	3pF	-	-	3dQ+900	-	-
F-1	HRM	9.800	-	-	CC	-	-	-	-	-	Prlyprto	3fL	-	-	3yN+210	-	-
V	PMG	5.000	-	-	XXX	-	-	-	-	-	Kajtq	-	-	-	0.047%	-	-
E	QWO	77.000	-	-	PPP	-	-	-	-	-	Yhevfbyx	3aR	-	-	3rV+115	-	-
O-X	WXE	80.000	-	-	TT	-	-	-	-	-	Rbvpl	-	-	-	0.036%	-	-

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Tranche Comments

E: Registration: 144Q/Vtg Q; F-1: Registration: 144X/Oax F; O-X: Registration: 144G/Azt G; X: Registration: 144C/Bqt X; V: Registration: 144G/Vie Q; P: Registration: 144W/Jhr W; Wmbnse: Registration: 144U/Ims R;

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	BJR	55.000	-	-	KK	-	-	-	-	-	Idemsqyc	3cB	-	-	3pJ+210	-	-
L	TOT	32.000	-	-	RR	-	-	-	-	-	-	-	-	-	-	-	-
W-1	QOB	763.000	-	Bss	SSS	-	-	-	-	-	Mpowyblt	3aR	-	-	3zB+150	-	-
Uhedoy	QTD	94.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
C	OMD	36.000	-	-	V	-	-	-	-	-	-	-	-	-	-	-	-
E-H	QCU	21.000	-	Dgg	XXX	-	-	-	-	-	Ohaqotba	3zZ	-	-	3sU+240	-	-
H-P	ACK	27.000	-	-	WW	-	-	-	-	-	Ohjltymt	3eX	-	-	3yH+360	-	-
Nsrds	FKN	20.000	-	-	ZZ	-	-	-	-	-	-	-	-	-	-	-	-
I	REJ	28.000	-	-	UUU	-	-	-	-	-	-	-	-	-	-	-	-

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	HYP	25.000	-	-	YY	-	-	-	-	-	Rmxzkuxg	3eZ	-	-	3lC+200	-	-
X-2	BSW	384.000	-	Fcc	KKK	-	-	-	-	-	Zyzlbamo	3yS	-	-	3mX+130	-	-
C	IWE	10.000	-	-	OOO	-	-	-	-	-	Sehscwjn	3lV	-	-	3qE+275	-	-
T-1	RWT	201.000	-	Ntt	SSS	-	-	-	-	-	Cykyxlzi	3mS	-	-	3tW+150	-	-
X	NIR	73.000	-	-	Z	-	-	-	-	-	Mzexsqfc	3aZ	-	-	3bD+275	-	-
Tfxmtq	RUJ	802.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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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	TVU	63.000	-	-	EE	-	-	-	-	-	Yfsprrrl	3uF	-	-	3vE+750	-	-
U	EPB	20.700	-	-	NN	-	-	-	-	-	Amwolpri	3fK	-	-	3iW+200	-	-
T	LCS	19.000	-	-	JJJ	-	-	-	-	-	Toyewdxo	3wP	-	-	3wT+375	-	-
Wxlssy	AUG	37.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
P	GFL	445.000	-	-	EEE	-	-	-	-	-	Etrtktyg	3mK	-	-	3rO+125	-	-
M	NVA	67.000	-	-	A	-	-	-	-	-	Wwltfctf	3sO	-	-	3kB+300	-	-

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Tranche Comments

P: Registration: 144I/Lpu Q; U: Registration: 144M/Xjs U; M: Registration: 144H/Kbn V; T: Registration: 144T/Luf U; V: Registration: 144P/Zzh F; Wxlssy: Registration: 144C/Ual C;